timestamp.py

#!/usr/bin/env python
# -*- coding: utf-8 -*-

"""
Some function to manage datetime / timedelta
as integer (unix timestamp)

Usage:

from timestamp import *
"""

import datetime
import pytz

UNIX_EPOCH_naive = datetime.datetime(1970, 1, 1, 0, 0)  # offset-naive datetime
UNIX_EPOCH_offset_aware = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=pytz.utc)  # offset-aware datetime
UNIX_EPOCH = UNIX_EPOCH_naive

TS_MULT_us = 1e6


def now_timestamp(ts_mult=TS_MULT_us, epoch=UNIX_EPOCH):
    return int((datetime.datetime.utcnow() - epoch).total_seconds() * ts_mult)


def int2dt(ts, ts_mult=TS_MULT_us):
    """Returns datetime from timestamp (integer)"""
    return datetime.datetime.utcfromtimestamp(float(ts / ts_mult))


def dt2int(dt, ts_mult=TS_MULT_us, epoch=UNIX_EPOCH):
    """Returns integer from timedelta"""
    delta = dt - epoch
    return(int(delta.total_seconds() * ts_mult))


def td2int(td, ts_mult=TS_MULT_us):
    """Returns integer from datetime"""
    return int(td.total_seconds() * ts_mult)


def int2td(ts, ts_mult=TS_MULT_us):
    """Returns timedelta from timestamp (integer)"""
    return datetime.timedelta(seconds=float(ts) / ts_mult)


def int_from_last_candle(dt, td):
    """Returns integer from datetime and timedelta"""
    return dt2int(dt) - dt2int(dt) % td2int(td)

# def int_to_next_candle(dt, td):
#    return(dt2int(dt) + dt2int(dt) % td2int(td))


def ts_candle_from_ts(ts, timeframe_int):
    """Return candle timestamp from a timestamp and a given timeframe (integer)"""
    return (ts // timeframe_int) * timeframe_int