I have this code right here that I'm making a report, and I'm trying to work with the date but I cant cause pycharm says it cant work with "series" format, I`m trying to convert it to simple datetime but nothing works, can u guys help me?
the "DATA" is coming with the format of "datetime n 64" and I need it to be normal datetime, how can I do this?
import pyodbc
import pandas as pd
import matplotlib.pyplot as plt
import datetime
class generate_report():
def __init__(self):
self.csv = "output.csv"
self.sql_conn = pyodbc.connect('Trusted_Connection=yes', driver = '{SQL Server}',
server = 'localhost', database = 'MPWJ_BI')
self.query = "select * from CTP_EXTRATO_GERAL where HISTORICO = 'Aplicação' order by data"
self.df = pd.read_sql(self.query, self.sql_conn)
self.df['DATA'] = pd.to_datetime(self.df['DATA'])
self.df.to_csv(self.csv)
def analyze_data(self):
pd.read_csv(self.csv)
print(self.df.dtypes)
It depends on how your date looks like
for example
from datetime import datetime
datetime_object = datetime.strptime('Jun 1 2020 7:31PM', '%b %d %Y %I:%M%p')
documentation
https://docs.python.org/3/library/datetime.html#datetime.datetime.strptime
EDIT:
To convert from datetime64 to datetime you can do the following:
import datetime
import numpy as np
# Current time UTC
dt = datetime.datetime.utcnow()
# Convert to datetime64
dt64 = np.datetime64(dt)
# convert to epoch
ts = (dt64 - np.datetime64('1970-01-01T00:00:00')) / np.timedelta64(1, 's')
# Convert to datetime
print(datetime.datetime.fromtimestamp(ts))
Related
I'm trying to make a trading bot and am using backtrader for the same. I have been trying to debug this issue but couldn't find a solution yet. The code is as shown below
# from ast import Constant
from operator import imod
import os, sys
import config
from binance.client import Client
import backtrader
import pandas as pd
import datetime, time
client = Client(config.Binanceapikey, config.BinancesecretKey)
def GetHistoricalData(howLong):
# Calculate the timestamps for the binance api function
untilThisDate = datetime.datetime.now()
sinceThisDate = untilThisDate - datetime.timedelta(days = howLong)
# Execute the query from binance - timestamps must be converted to strings !
candle = client.get_historical_klines("BTCUSDT", Client.KLINE_INTERVAL_1MINUTE, str(sinceThisDate), str(untilThisDate))
# Create a dataframe to label all the columns returned by binance so we work with them later.
df = pd.DataFrame(candle, columns=['dateTime', 'open', 'high', 'low', 'close', 'volume', 'closeTime', 'quoteAssetVolume', 'numberOfTrades', 'takerBuyBaseVol', 'takerBuyQuoteVol', 'ignore'])
# as timestamp is returned in ms, let us convert this back to proper timestamps.
df.dateTime = pd.to_datetime(df.dateTime, unit='ms').dt.strftime("%Y-%m-%d")
df.set_index('dateTime', inplace=True)
# Get rid of columns we do not need
df = df.drop(['closeTime', 'quoteAssetVolume', 'numberOfTrades', 'takerBuyBaseVol','takerBuyQuoteVol', 'ignore'], axis=1)
cerebro = backtrader.Cerebro()
cerebro.broker.set_cash(100000)
cerebro.adddata(GetHistoricalData(1))
print('Starting porfolio value: %.2f' %cerebro.broker.getvalue())
cerebro.run()
print('Final porfolio value: %.2f' %cerebro.broker.getvalue())
The error message is as follows:
File "/TradingBot/tradingBot.py", line 40, in <module>
cerebro.adddata(GetHistoricalData(1))
File "/usr/local/lib/python3.8/site-packages/backtrader/cerebro.py", line 757, in adddata
data._id = next(self._dataid)
AttributeError: 'NoneType' object has no attribute '_id'
Thanks in advance!
You do not have a return in GetHistoricalData so it is sending None to adddata(). Maybe you need to return the dataframe? if not specify your intent.
# from ast import Constant
from operator import imod
import os, sys
import config
from binance.client import Client
import backtrader
import pandas as pd
import datetime, time
client = Client(config.Binanceapikey, config.BinancesecretKey)
def GetHistoricalData(howLong):
# Calculate the timestamps for the binance api function
untilThisDate = datetime.datetime.now()
sinceThisDate = untilThisDate - datetime.timedelta(days = howLong)
# Execute the query from binance - timestamps must be converted to strings !
candle = client.get_historical_klines("BTCUSDT", Client.KLINE_INTERVAL_1MINUTE, str(sinceThisDate), str(untilThisDate))
# Create a dataframe to label all the columns returned by binance so we work with them later.
df = pd.DataFrame(candle, columns=['dateTime', 'open', 'high', 'low', 'close', 'volume', 'closeTime', 'quoteAssetVolume', 'numberOfTrades', 'takerBuyBaseVol', 'takerBuyQuoteVol', 'ignore'])
# as timestamp is returned in ms, let us convert this back to proper timestamps.
df.dateTime = pd.to_datetime(df.dateTime, unit='ms').dt.strftime("%Y-%m-%d")
df.set_index('dateTime', inplace=True)
# Get rid of columns we do not need
df = df.drop(['closeTime', 'quoteAssetVolume', 'numberOfTrades', 'takerBuyBaseVol','takerBuyQuoteVol', 'ignore'], axis=1)
#return the df
return df
cerebro = backtrader.Cerebro()
cerebro.broker.set_cash(100000)
cerebro.adddata(GetHistoricalData(1))
print('Starting porfolio value: %.2f' %cerebro.broker.getvalue())
cerebro.run()
print('Final porfolio value: %.2f' %cerebro.broker.getvalue())
I am trying to loop through a list of symbols to get rates for various currencies via the mt5. I use the code below but i get TypeError
d[i] = [y.close for y in rates1]
TypeError: 'NoneType' object is not iterable
I can't see where im going wrong i would like to use this structure to loop through create multiple dataframe and then make a big multiindex of all pairs and time using same kind of loop. I've not been coding long.
sym = ['GBPUSD','USDJPY','USDCHF','AUDUSD','GBPJPY']
# Copying data to dataframe
d = pd.DataFrame()
for i in sym:
rates1 = mt5.copy_rates_from(i, mt5.TIMEFRAME_M1, 5)
d[i] = [y.close for y in rates1]
# -*- coding: utf-8 -*-
"""
Created on Mon Jun 29 18:38:11 2020
#author: DanPc
"""
# -*- coding: utf-8 -*-
"""
"""
import pytz
import pandas as pd
import MetaTrader5 as mt5
import time
from datetime import datetime
from threading import Timer
import talib
import numpy as np
import matplotlib as plt
from multiprocessing import Process
import sys
server_name = "" ENTER DETAILS HERE
server_num =
password = ""
#------------------------------------------------------------------------------
def actualtime():
# datetime object containing current date and time
now = datetime.now()
dt_string = now.strftime("%d/%m/%Y %H:%M:%S")
#print("date and time =", dt_string)
return str(dt_string)
#------------------------------------------------------------------------------
def sync_60sec(op):
info_time_new = datetime.strptime(str(actualtime()), '%d/%m/%Y %H:%M:%S')
waiting_time = 60 - info_time_new.second
t = Timer(waiting_time, op)
t.start()
print(actualtime)
#------------------------------------------------------------------------------
def program(symbol):
if not mt5.initialize(login=server_num, server=server_name, password=password):
print("initialize() failed, error code =",mt5.last_error())
quit()
timezone = pytz.timezone("Etc/UTC")
utc_from = datetime.now()
######### Change here the timeframe 525600
# Create currency watchlist for which correlation matrix is to be plotted
sym = ['GBPUSD','USDJPY','USDCHF','AUDUSD','GBPJPY']
# Copying data to dataframe
d = pd.DataFrame()
for i in sym:
rates1 = mt5.copy_rates_from(i, mt5.TIMEFRAME_M1, 5)
d[i] = [y.close for y in rates1]
print(rates1)
mt5.shutdown()
if not mt5.initialize():
print("initialize() failed, error code =",mt5.last_error())
quit()
# starting mt5
if not mt5.initialize(login=server_num, server=server_name, password=password):
print("initialize() failed, error code =",mt5.last_error())
quit()
#------------------------------------------------------------------------------
# S T A R T I N G M T 5
#------------------------------------------------------------------------------
authorized=mt5.login(server_num, password=password)
if authorized:
account_info=mt5.account_info()
if account_info!=None:
account_info_dict = mt5.account_info()._asdict()
df=pd.DataFrame(list(account_info_dict.items()),columns=['property','value'])
print("account_info() as dataframe:")
print(df)
else:
print(mt5.last_error)
mt5.shutdown()
#------------------------------------------------------------------------------
def trading_bot():
symbol_1 = 'EURUSD'
symbol_2 = 'EURCAD'
while True:
program(symbol_1)
program(symbol_2)
time.sleep(59.8) # it depends on your computer and ping
sync_60sec(trading_bot)
copy_rates_from returns None if there is an error. The documentation suggests calling last_error() to find out what that error is.
(And no, I don't know why copy_rates_from doesn't just raise an exception to indicate the error. Apparently, the module is a thin wrapper around a C library.)
I came to this solution that creates a dictionary of dataframes.
sym = ["GBPUSD","USDJPY","USDCHF","AUDUSD","GBPJPY"]
# Copying data to dataframe
utc_from = datetime.now()
for i in sym:
rates = {i:pd.DataFrame(mt5.copy_rates_from(i, mt5.TIMEFRAME_M1, utc_from , 60),
columns=['time', 'open', 'low', 'high', 'close', 'tick_volume', 'spread', 'real_volume']) for i in sym}
I'm trying to change the date of launch time for EC2 instances in AWS to something more friendly using Python 3.
The error that I'm getting says:
datetime(launch_time)
TypeError: 'module' object is not callable
My program is doing this:
import boto3
import time
import datetime
instance_id = 'i-024b3382f94bce588'
instance = ec2.describe_instances(
InstanceIds=[instance_id]
)['Reservations'][0]['Instances'][0]
launch_time = instance['LaunchTime']
datetime(launch_time)
launch_time_friendly = launch_time.strftime("%B %d %Y")
print("Server was launched at: ", launch_time_friendly)
How can I get the time the instances were created into a user friendly format?
There is both a datetime module and a datetime class. You are attempting to call the module:
import datetime
dt = datetime(2019, 3, 1) # This will break!
Instead, you need to either import the class from the module:
from datetime import datetime
dt = datetime(2019, 3, 1) # Okay!
... or import the module and reference the class:
import datetime
dt = datetime.datetime(2019, 3, 1) # Good!
I ran when it was noon in turkey..this is what I got:
2017-12-22 20:11:46.038218+03:00
import pytz
from pytz import timezone
from datetime import datetime
utc_now = datetime.now()
utc = pytz.timezone('UTC')
aware_date = utc.localize(utc_now)
turkey = timezone('Europe/Istanbul')
now_turkey = aware_date.astimezone(turkey)
Why did I get 20:11:46?
Because the base time is wrong, just change utc_now = datetime.now() to utc_now = datetime.utcnow() and then it works.
As #RemcoGerlich has said, you should use utcnow to get UTC.
Whole code:
import pytz
from pytz import timezone
from datetime import datetime
utc_now = datetime.utcnow()
utc = pytz.timezone('UTC')
aware_date = utc.localize(utc_now)
turkey = timezone('Europe/Istanbul')
now_turkey = aware_date.astimezone(turkey)
I'm trying to make a script which will change every day date in pivot table to yesterday.
Unfortunately, every time when I try this code, Excel automatically calculates date and so from 2014-05-08 makes 41766. How to avoid this issue?
When I write it to 'normal' cell it works fine. Problem is only with pivot tables...
import win32com.client as win32
import datetime
import time
from datetime import date, timedelta
now = datetime.datetime.now()
yesterday = date.today() - timedelta(1)
wczoraj = yesterday.strftime("%Y-%m-07")
#----------------------------------------------------------------------
def excel():
""""""
xl = win32.gencache.EnsureDispatch('Excel.Application')
ss = xl.Workbooks.Open(r'D:\python\skrypty\test.xlsx')
sh = ss.Worksheets("Arkusz5")
xl.Visible = True
time.sleep(1)
#kolumn,
sh.Cells(2,2).Value = wczoraj
ss.Close(True)
xl.Application.Quit()
if __name__ == "__main__":
excel()
try changing "07" to "%d" in strftime