Travailler avec les datetimes
Python intermédiaire pour la finance
Kennedy Behrman
Data Engineer, Author, Founder
Attributs des datetime
now.year
now.month
now.day
2019
11
13
now.hour
now.minute
now.second
22
34
56
Comparer des datetime
égal à ==
inférieur à <
supérieur à >
Comparer des datetime
from datetime import datetime
asian_crisis = datetime(1997, 7, 2)
world_mini_crash = datetime(1997, 10, 27)
asian_crisis > world_mini_crash
False
asian_crisis < world_mini_crash
True
Comparer des datetime
asian_crisis = datetime(1997, 7, 2)
world_mini_crash = datetime(1997, 10, 27)
text = "10/27/1997"
format_str = "%m/%d/%Y"
sell_date = datetime.strptime(text, format_str)
sell_date == world_mini_crash
True
Différence entre des datetime
- Comparez avec
<,>, ou==. - La soustraction renvoie un objet
timedelta. - Attributs de
timedelta: weeks, days, minutes, seconds, microseconds
Différence entre des datetime
delta = world_mini_crash - asian_crisis
type(delta)
datetime.timedelta
delta.days
117
Créer des datetime relatifs
dt
datetime.datetime(2019, 1, 14, 0, 0)
datetime(dt.year, dt.month, dt.day - 7)
datetime.datetime(2019, 1, 7, 0, 0)
datetime(dt.year, dt.month, dt.day - 15)
ValueError Traceback (most recent call last)
<ipython-input-28-804001f45cdb> in <module>()
-> 1 datetime(dt.year, dt.month, dt.day - 15)
ValueError: day is out of range for month
Créer des datetime relatifs
delta = world_mini_crash - asian_crisis
type(delta)
datetime.timedelta
Créer des datetime relatifs
from datetime import timedelta
offset = timedelta(weeks = 1)
offset
datetime.timedelta(7)
dt - offset
datetime.datetime(2019, 1, 7, 0, 0)
Créer des datetime relatifs
offset = timedelta(days=16)
dt - offset
datetime.datetime(2018, 12, 29, 0, 0)
cur_week = last_week + timedelta(weeks=1)
# Do some work with date
# set last week variable to cur week and repeat
last_week = cur_week
source_dt = event_dt - timedelta(weeks=4)
# Use source datetime to look up market factors
Passons à la pratique !
Python intermédiaire pour la finance
