Day of the week

bl116904

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

ptunney

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

ptunney

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