Time

QuantConnect.Time

Bases: Object

Time helper class collection for working with trading dates

live_auxiliary_data_offset

live_auxiliary_data_offset: timedelta

Allows specifying an offset to trigger the tradable date event

END_OF_TIME

END_OF_TIME: datetime = ...

Provides a value far enough in the future the current computer hardware will have decayed :)

end_of_time_time_span

end_of_time_time_span: timedelta = ...

Provides a time span based on END_OF_TIME

START

START: datetime = ...

Provides a common and normalized start time for Lean data

BEGINNING_OF_TIME

BEGINNING_OF_TIME: datetime = ...

Provides a value far enough in the past that can be used as a lower bound on dates, 12/30/1899

MAX_TIME_SPAN

MAX_TIME_SPAN: timedelta = ...

Provides a value large enough that we won't hit the limit, while small enough we can still do math against it without checking everywhere for TimeSpan.MaxValue

ONE_YEAR

ONE_YEAR: timedelta = ...

One Year TimeSpan Period Constant

ONE_DAY

ONE_DAY: timedelta = ...

One Day TimeSpan Period Constant

ONE_HOUR

ONE_HOUR: timedelta = ...

One Hour TimeSpan Period Constant

ONE_MINUTE

ONE_MINUTE: timedelta = ...

One Minute TimeSpan Period Constant

ONE_SECOND

ONE_SECOND: timedelta = ...

One Second TimeSpan Period Constant

ONE_MILLISECOND

ONE_MILLISECOND: timedelta = ...

One Millisecond TimeSpan Period Constant

DateTimeWithZone

DateTimeWithZone(
    date_time: Union[datetime, date],
    time_zone: TimeZoneInfo,
)

Live charting is sensitive to timezone so need to convert the local system time to a UTC and display in browser as UTC.

Initializes a new instance of the QuantConnect.Time.DateTimeWithZone struct.

Parameters:

Name	Type	Description	Default
date_time	Union[datetime, date]	Date time.	required
time_zone	TimeZoneInfo	Time zone.	required

universal_time

universal_time: datetime

Gets the universal time.

time_zone

time_zone: TimeZoneInfo

Gets the time zone.

local_time

local_time: datetime

Gets the local time.

MonthYearJsonConverter

MonthYearJsonConverter()

Bases: IsoDateTimeConverter

Helper method to deserialize month/year

Creates a new instance

each_tradeable_day

each_tradeable_day(
    securities: ICollection[Security],
    _from: Union[datetime, date],
    thru: Union[datetime, date],
) -> Iterable[datetime]

each_tradeable_day(
    security: Security,
    _from: Union[datetime, date],
    thru: Union[datetime, date],
    extended_market_hours: bool = False,
) -> Iterable[datetime]

each_tradeable_day(
    exchange: SecurityExchangeHours,
    _from: Union[datetime, date],
    thru: Union[datetime, date],
    extended_market_hours: bool = False,
) -> Iterable[datetime]

Define an enumerable date range of tradeable dates - skip the holidays and weekends when securities in this algorithm don't trade.

Parameters:

Name	Type	Description	Default
securities	Optional[ICollection[Security]]	Securities we have in portfolio	None
_from	Union[datetime, date]	Start date	required
thru	Union[datetime, date]	End date	required
security	Optional[Security]	The security to get tradeable dates for	None
extended_market_hours	Optional[bool]	True to include days with extended market hours only, like sunday for futures	False
exchange	Optional[SecurityExchangeHours]	The security to get tradeable dates for	None

Returns:

Type	Description
Iterable[datetime]	Enumerable date range.

get_next_live_auxiliary_data_due_time

get_next_live_auxiliary_data_due_time() -> timedelta

get_next_live_auxiliary_data_due_time(
    utc_now: Union[datetime, date],
) -> timedelta

Helper method to get the new live auxiliary data due time

Parameters:

Name	Type	Description	Default
utc_now	Optional[Union[datetime, date]]	The current utc time	None

Returns:

Type	Description
timedelta	The due time for the new auxiliary data emission.

get_second_uneven_wait

get_second_uneven_wait(wait_time_millis: int) -> int

get_second_uneven_wait(
    now: Union[datetime, date], wait_time_millis: int
) -> int

Helper method to adjust a waiting time, in milliseconds, so it's uneven with the second turn around

Parameters:

Name	Type	Description	Default
wait_time_millis	int	The desired wait time	required
now	Optional[Union[datetime, date]]	The current time	None

Returns:

Type	Description
int	The adjusted wait time.

max

max(one: timedelta, two: timedelta) -> timedelta

max(
    one: Union[datetime, date], two: Union[datetime, date]
) -> datetime

Signature descriptions:

• Returns the timespan with the larger value

• Returns the larger of two date times

min

min(one: timedelta, two: timedelta) -> timedelta

min(
    one: Union[datetime, date], two: Union[datetime, date]
) -> datetime

Signature descriptions:

• Returns the timespan with the smaller value

• Returns the smaller of two date times

unix_time_stamp_to_date_time

unix_time_stamp_to_date_time(
    unix_time_stamp: float,
) -> datetime

unix_time_stamp_to_date_time(
    unix_time_stamp: int,
) -> datetime

Create a C# DateTime from a UnixTimestamp

Parameters:

Name	Type	Description	Default
unix_time_stamp	float | int	Double unix timestamp (Time since Midnight Jan 1 1970)	required

Returns:

Type	Description
datetime	Depends on the signature used. Case 1: [C# date timeobject.]; Case 2: [C# date time object.]

abs

abs(time_span: timedelta) -> timedelta

Gets the absolute value of the specified time span

Parameters:

Name	Type	Description	Default
time_span	timedelta	Time span whose absolute value we seek	required

Returns:

Type	Description
timedelta	The absolute value of the specified time span.

date_time_range

date_time_range(
    _from: Union[datetime, date],
    thru: Union[datetime, date],
    step: timedelta,
) -> Iterable[datetime]

Define an enumerable date time range using the given time step

Parameters:

Name	Type	Description	Default
_from	Union[datetime, date]	DateTime start date time	required
thru	Union[datetime, date]	DateTime end date time	required

Returns:

Type	Description
Iterable[datetime]	Enumerable date time range.

date_time_to_unix_time_stamp

date_time_to_unix_time_stamp(
    time: Union[datetime, date],
) -> float

Convert a Datetime to Unix Timestamp

Parameters:

Name	Type	Description	Default
time	Union[datetime, date]	C# datetime object	required

Returns:

Type	Description
float	Double unix timestamp.

date_time_to_unix_time_stamp_milliseconds

date_time_to_unix_time_stamp_milliseconds(
    time: Union[datetime, date],
) -> float

Convert a Datetime to Unix Timestamp

Parameters:

Name	Type	Description	Default
time	Union[datetime, date]	C# datetime object	required

Returns:

Type	Description
float	Double unix timestamp.

date_time_to_unix_time_stamp_nanoseconds

date_time_to_unix_time_stamp_nanoseconds(
    time: Union[datetime, date],
) -> int

Convert a Datetime to Unix Timestamp

Parameters:

Name	Type	Description	Default
time	Union[datetime, date]	C# datetime object	required

Returns:

Type	Description
int	Int64 unix timestamp.

each_day

each_day(
    _from: Union[datetime, date],
    thru: Union[datetime, date],
) -> Iterable[datetime]

Define an enumerable date range and return each date as a datetime object in the date range

Parameters:

Name	Type	Description	Default
_from	Union[datetime, date]	DateTime start date	required
thru	Union[datetime, date]	DateTime end date	required

Returns:

Type	Description
Iterable[datetime]	Enumerable date range.

each_tradeable_day_in_time_zone

each_tradeable_day_in_time_zone(
    exchange: SecurityExchangeHours,
    _from: Union[datetime, date],
    thru: Union[datetime, date],
    time_zone: Any,
    include_extended_market_hours: bool = True,
) -> Iterable[datetime]

Define an enumerable date range of tradeable dates but expressed in a different time zone.

Parameters:

Name	Type	Description	Default
exchange	SecurityExchangeHours	The exchange hours	required
_from	Union[datetime, date]	The start time in the exchange time zone	required
thru	Union[datetime, date]	The end time in the exchange time zone (inclusive of the final day)	required
time_zone	Any	The timezone to project the dates into (inclusive of the final day)	required
include_extended_market_hours	bool	True to include extended market hours trading in the search, false otherwise	True

get_end_time_for_trade_bars

get_end_time_for_trade_bars(
    exchange_hours: SecurityExchangeHours,
    start: Union[datetime, date],
    bar_size: timedelta,
    bar_count: int,
    extended_market_hours: bool,
) -> datetime

Determines the end time at which the requested number of bars of the given will have elapsed. NOTE: The start time is not discretized by bar_size units like is done in get_start_time_for_trade_bars

Parameters:

Name	Type	Description	Default
exchange_hours	SecurityExchangeHours	The exchange hours used to test for market open hours	required
start	Union[datetime, date]	The end time of the last bar over the requested period	required
bar_size	timedelta	The length of each bar	required
bar_count	int	The number of bars requested	required
extended_market_hours	bool	True to allow extended market hours bars, otherwise false for only normal market hours	required

Returns:

Type	Description
datetime	The start time that would provide the specified number of bars ending at the specified end time, rounded down by the requested bar size.

get_number_of_trade_bars_in_interval

get_number_of_trade_bars_in_interval(
    exchange_hours: SecurityExchangeHours,
    start: Union[datetime, date],
    end: Union[datetime, date],
    bar_size: timedelta,
) -> int

Gets the number of trade bars of the specified bar_size that fit between the start and end

Parameters:

Name	Type	Description	Default
exchange_hours	SecurityExchangeHours	The exchange used to test for market open hours	required
start	Union[datetime, date]	The start time of the interval in the exchange time zone	required
end	Union[datetime, date]	The end time of the interval in the exchange time zone	required
bar_size	timedelta	The step size used to count number of bars between start and end	required

Returns:

Type	Description
int	The number of bars of the specified size between start and end times.

get_start_time_for_trade_bars

get_start_time_for_trade_bars(
    exchange_hours: SecurityExchangeHours,
    end: Union[datetime, date],
    bar_size: timedelta,
    bar_count: int,
    extended_market_hours: bool,
    data_time_zone: Any,
    daily_precise_end_time: bool = False,
) -> datetime

Determines the start time required to produce the requested number of bars and the given size

Parameters:

Name	Type	Description	Default
exchange_hours	SecurityExchangeHours	The exchange hours used to test for market open hours	required
end	Union[datetime, date]	The end time of the last bar over the requested period	required
bar_size	timedelta	The length of each bar	required
bar_count	int	The number of bars requested	required
extended_market_hours	bool	True to allow extended market hours bars, otherwise false for only normal market hours	required
data_time_zone	Any	Timezone for this data	required
daily_precise_end_time	bool	True if daily strict end times are enabled	False

Returns:

Type	Description
datetime	The start time that would provide the specified number of bars ending at the specified end time, rounded down by the requested bar size.

multiply

multiply(
    interval: timedelta, multiplier: float
) -> timedelta

Multiplies the specified interval by the multiplier

Parameters:

Name	Type	Description	Default
interval	timedelta	The interval to be multiplied, such as TimeSpan.FromSeconds(1)	required
multiplier	float	The number of times to multiply the interval	required

Returns:

Type	Description
timedelta	The multiplied interval, such as 1s*5 = 5s.

normalize_instant_within_range

normalize_instant_within_range(
    start: Union[datetime, date],
    current: Union[datetime, date],
    period: timedelta,
) -> float

Normalizes the current time within the specified period time = start => 0 time = start + period => 1

Parameters:

Name	Type	Description	Default
start	Union[datetime, date]	The start time of the range	required
current	Union[datetime, date]	The current time we seek to normalize	required
period	timedelta	The time span of the range	required

Returns:

Type	Description
float	The normalized time.

normalize_time_step

normalize_time_step(
    period: timedelta, step_size: timedelta
) -> float

Normalizes the step size as a percentage of the period.

Parameters:

Name	Type	Description	Default
period	timedelta	The period to normalize against	required
step_size	timedelta	The step size to be normaized	required

Returns:

Type	Description
float	The normalized step size as a percentage of the period.

parse_date

parse_date(date_to_parse: str) -> datetime

Parse a standard YY MM DD date into a DateTime. Attempt common date formats

Parameters:

Name	Type	Description	Default
date_to_parse	str	String date time to parse	required

Returns:

Type	Description
datetime	Date time.

parse_fix_utc_timestamp

parse_fix_utc_timestamp(date_to_parse: str) -> datetime

Parse a standard YY MM DD date into a DateTime. Attempt common date formats

Parameters:

Name	Type	Description	Default
date_to_parse	str	String date time to parse	required

Returns:

Type	Description
datetime	Date time.

time_stamp

time_stamp() -> float

Get the current time as a unix timestamp

Returns:

Type	Description
float	Double value of the unix as UTC timestamp.

tradable_date

tradable_date(
    securities: List[Security], day: Union[datetime, date]
) -> bool

Make sure this date is not a holiday, or weekend for the securities in this algorithm.

Parameters:

Name	Type	Description	Default
securities	List[Security]	Security manager from the algorithm	required
day	Union[datetime, date]	DateTime to check if trade-able.	required

Returns:

Type	Description
bool	True if tradeable date.

tradeable_dates

tradeable_dates(
    securities: ICollection[Security],
    start: Union[datetime, date],
    finish: Union[datetime, date],
) -> int

Could of the number of tradeable dates within this period.

Parameters:

Name	Type	Description	Default
securities	ICollection[Security]	Securities we're trading	required
start	Union[datetime, date]	Start of Date Loop	required
finish	Union[datetime, date]	End of Date Loop	required

Returns:

Type	Description
int	Number of dates.

unix_millisecond_time_stamp_to_date_time

unix_millisecond_time_stamp_to_date_time(
    unix_time_stamp: float,
) -> datetime

Create a C# DateTime from a UnixTimestamp

Parameters:

Name	Type	Description	Default
unix_time_stamp	float	Decimal unix timestamp (Time since Midnight Jan 1 1970) in milliseconds	required

Returns:

Type	Description
datetime	C# date time object.

unix_nanosecond_time_stamp_to_date_time

unix_nanosecond_time_stamp_to_date_time(
    unix_time_stamp: int,
) -> datetime

Create a C# DateTime from a UnixTimestamp

Parameters:

Name	Type	Description	Default
unix_time_stamp	int	Int64 unix timestamp (Time since Midnight Jan 1 1970) in nanoseconds	required

Returns:

Type	Description
datetime	C# date time object.