Working with datetimes

Python intermedio per la finanza

Kennedy Behrman

Data Engineer, Author, Founder

Datetime attributes

now.year
now.month
now.day

2019
11
13

now.hour
now.minute
now.second

22
34
56

Comparing datetimes

equals ==

less than <

more than >

Comparing datetimes

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

Comparing datetimes

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

Difference between datetimes

Compare with <, >, or ==.
Subtraction returns a timedelta object.
timedelta attributes: weeks, days, minutes, seconds, microseconds

Difference between datetimes

delta = world_mini_crash - asian_crisis

type(delta)

datetime.timedelta

delta.days

Creating relative datetimes

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

Creating relative datetimes

delta = world_mini_crash - asian_crisis
type(delta)

datetime.timedelta

Creating relative datetimes

from datetime import timedelta

offset = timedelta(weeks = 1)
offset

datetime.timedelta(7)

dt - offset

datetime.datetime(2019, 1, 7, 0, 0)

Creating relative datetimes

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

Let's practice!

Python intermedio per la finanza