This commit is contained in:
2025-06-12 23:59:36 -04:00
parent 671422976d
commit 2e589f7e8c
5 changed files with 249 additions and 32 deletions
+7 -12
View File
@@ -1,9 +1,7 @@
import sys
import sqlite3
from typing import Dict, Tuple
from typing import Dict
import pandas as pd
from tools.trading_pair import TradingPair
def load_sqlite_to_dataframe(db_path, query):
@@ -15,15 +13,15 @@ def load_sqlite_to_dataframe(db_path, query):
except sqlite3.Error as excpt:
print(f"SQLite error: {excpt}")
raise
except Exception as e:
except Exception as excpt:
print(f"Error: {excpt}")
raise
raise Exception() from excpt
finally:
if "conn" in locals():
conn.close()
def convert_time_to_UTC(value: str, timezone: str):
def convert_time_to_UTC(value: str, timezone: str) -> str:
from zoneinfo import ZoneInfo
from datetime import datetime
@@ -32,12 +30,9 @@ def convert_time_to_UTC(value: str, timezone: str):
local_dt = datetime.strptime(value, "%Y-%m-%d %H:%M:%S")
zinfo = ZoneInfo(timezone)
result = local_dt.replace(tzinfo=zinfo)
result: datetime = local_dt.replace(tzinfo=zinfo).astimezone(ZoneInfo("UTC"))
result = result.astimezone(ZoneInfo("UTC"))
result = result.strftime("%Y-%m-%d %H:%M:%S")
return result
return result.strftime("%Y-%m-%d %H:%M:%S")
def load_market_data(datafile: str, config: Dict) -> pd.DataFrame:
@@ -52,7 +47,7 @@ def load_market_data(datafile: str, config: Dict) -> pd.DataFrame:
query = "select"
if security_type == "CRYPTO":
query += " strftime('%Y-%m-%d %H:%M:%S', tstamp/1000000000, 'unixepoch') as tstamp"
query += " strftime('%Y-%m-%d %H:%M:%S', tstamp_ns/1000000000, 'unixepoch') as tstamp"
query += ", tstamp as time_ns"
else:
query += " tstamp"