Merge pull request #17 from alpacahq/feature/clock

Clock/Calendar API support

Author: umitanuki

README.md

@@ -120,6 +120,12 @@ Calls `GET /assets` and returns a list of `Asset` entities.
 ### REST.get_asset(symbol)
 Calls `GET /assets/{symbol}` and returns an `Asset` entity.
 
+### REST.get_clock()
+Calls `GET /clock` and returns a `Clock` entity.
+
+### REST.get_calendar(start=None, end=None)
+Calls `GET /calendar` and returns a `Calendar` entity.
+
 ### REST.list_quotes(symbols)
 Calls `GET /quotes` with symbols and returns a list of `Quote` entities.  If `symbols` is not a string, it is concatenated with commas.
 

alpaca_trade_api/rest.py

@@ -1,4 +1,3 @@
-import dateutil.parser
 import pandas as pd
 import pprint
 import re
@@ -206,6 +205,19 @@ def get_bars(
         resp = self.get('/assets/{}/bars'.format(symbol), params)
         return AssetBars(resp)
 
+    def get_clock(self):
+        resp = self.get('/clock')
+        return Clock(resp)
+
+    def get_calendar(self, start=None, end=None):
+        params = {}
+        if start is not None:
+            params['start'] = start
+        if end is not None:
+            params['end'] = end
+        resp = self.get('/calendar', data=params)
+        return [Calendar(o) for o in resp]
+
 
 class Entity(object):
     '''This helper class provides property access (the "dot notation")
@@ -224,7 +236,7 @@ def __getattr__(self, key):
                      key.endswith('_timestamp') or
                      key.endswith('_time')) and
                     ISO8601YMD.match(val)):
-                return dateutil.parser.parse(val)
+                return pd.Timestamp(val)
             else:
                 return val
         return getattr(super(), key)
@@ -298,3 +310,27 @@ class Quote(Entity):
 
 class Fundamental(Entity):
     pass
+
+
+class Clock(Entity):
+    def __getattr__(self, key):
+        if key in self._raw:
+            val = self._raw[key]
+            if key in ('timestamp', 'next_open', 'next_close'):
+                return pd.Timestamp(val)
+            else:
+                return val
+        return getattr(super(), key)
+
+
+class Calendar(Entity):
+    def __getattr__(self, key):
+        if key in self._raw:
+            val = self._raw[key]
+            if key in ('date',):
+                return pd.Timestamp(val)
+            elif key in ('open', 'close'):
+                return pd.Timestamp(val).time()
+            else:
+                return val
+        return getattr(super(), key)

tests/test_rest.py

@@ -197,10 +197,9 @@ def test_orders(reqmock):
     # Get an order by client order id
     client_order_id = 'client-order-id'
     reqmock.get(
-        'https://api.alpaca.markets/v1/orders:by_client_order_id?client_order_id={}'.format(
-            client_order_id,
-        ),
-        text='''{
+        'https://api.alpaca.markets/v1/orders:by_client_order_id?'
+        'client_order_id={}'.format(
+            client_order_id, ), text='''{
   "id": "904837e3-3b76-47ec-b432-046db621571b",
   "client_order_id": "904837e3-3b76-47ec-b432-046db621571b",
   "account_id": "904837e3-3b76-47ec-b432-046db621571b",
@@ -223,8 +222,7 @@ def test_orders(reqmock):
   "failured_reason": "string",
   "cancel_requested_at": "2018-03-09T05:50:50Z",
   "submitted_at": "2018-03-09T05:50:50Z"
-}'''
-    )
+}''')
     order = api.get_order_by_client_order_id(client_order_id)
     assert order.submitted_at.minute == 50
 
@@ -311,6 +309,39 @@ def test_positions(reqmock):
     assert position.cost_basis == '500.0'
 
 
+def test_chronos(reqmock):
+    api = tradeapi.REST('key-id', 'secret-key')
+
+    # clock
+    reqmock.get(
+        'https://api.alpaca.markets/v1/clock',
+        text='''{
+  "timestamp": "2018-04-01T12:00:00.000Z",
+  "is_open": true,
+  "next_open": "2018-04-01T12:00:00.000Z",
+  "next_close": "2018-04-01T12:00:00.000Z"
+}'''
+    )
+    clock = api.get_clock()
+    assert clock.is_open
+    assert clock.next_open.day == 1
+
+    # calendar
+    reqmock.get(
+        'https://api.alpaca.markets/v1/calendar?start=2018-01-03',
+        text='''[
+  {
+    "date": "2018-01-03",
+    "open": "09:30",
+    "close": "16:00"
+  }
+]'''
+    )
+    calendar = api.get_calendar(start='2018-01-03')
+    assert calendar[0].date.day == 3
+    assert calendar[0].open.minute == 30
+
+
 def test_assets(reqmock):
     api = tradeapi.REST('key-id', 'secret-key')
     # Bars

tests/test_stream.py

@@ -2,9 +2,9 @@
 import json
 import pytest
 try:
-  from unittest.mock import patch
+    from unittest.mock import patch
 except ImportError:
-  from mock import patch
+    from mock import patch
 from websocket import WebSocketConnectionClosedException