Day of the week

How do you determine the day of the week for a daily bar? Thanks.

Best Answers

  • ptunneyptunney Posts: 246
    Answer ✓
    from cloudquant.interfaces import Strategy
    from datetime import datetime
    from cloudquant.util import dt_from_muts
    
    #0 = Monday
    #4 = Friday
    
    class Day_Of_Week(Strategy):
    
        @classmethod
        def is_symbol_qualified(cls, symbol, md, service, account):
            if symbol=="SPY":
                day = dt_from_muts(service.system_time).weekday()
                print day 
            return False
    
  • ptunneyptunney Posts: 246
    Answer ✓
    from cloudquant.interfaces import Strategy
    import datetime
    import calendar 
    from cloudquant.util import dt_from_muts
    
    class Day_Of_Week(Strategy):
    
        @classmethod
        def is_symbol_qualified(cls, symbol, md, service, account):
            if symbol=="SPY":
                bar_yest = md.bar.daily(start=-5).timestamp[-1]
                my_day = dt_from_muts(bar_yest).weekday()
                print my_day
    
                year = int(service.time_to_string(bar_yest,format='%Y'))
                month = int(service.time_to_string(bar_yest,format='%m'))
                day = int(service.time_to_string(bar_yest,format='%d'))
                print year,month,day
    
                yest_day_num = calendar.weekday(year,month,day) # 0 = Monday
                print "Yesterday was day number ",yest_day_num
                my_day = calendar.day_name[yest_day_num] 
                print "Yesterday was a",my_day
    
                my_weekday = ["Monday","Tuesday","Wednesday","Thursday","Friday","Saturday","Sunday"]
                my_day = my_weekday[yest_day_num]
                print "Yesterday was a",my_day
            return False
    
Sign In or Register to comment.