Integrate `exchange_calendars` lib to detect market holidays in
gap-checking logic via new `.ib.venues.has_holiday()` helper!
The `.ib.venues` impl deats,
- add a new `has_holiday()` using `xcals.get_calendar()` and friends
for sanity checking a venue's holiday closure-gaps.
* final holiday detection-check is basically,
`(cash_gap := (next_open - prev_close)) > period`
- include `time_step_s` param to `is_venue_closure()` for boundary
tolerance checks.
* let's us expand closure-time checks to include `+/-time_step_s`
"off-by-one-`timeframe`-sample" edge case ranges.
- add real docstring to `has_weekend()`.
In `.ib.api` refine usage for ^ changes,
- move `is_venue_open()` call + tz-convert outside gap check
- use a walrus to capture `has_closure_gap` from `is_venue_closure()`
- add a `not has_closure_gap` condition to the
mismatched-duration/short-frame warning block to avoid needless warns.
- keep duration-based "short-frame" log as `.error()` but toss in a bp
so (somone can) umask to figure out wtf is going on..
* we should **never** really hit this path unless there's a valid bug
or data issue with IB/GFIS!
* keep recursion path masked-out just leave a `breakpoint()` for now.
Also some logger updates,
- import `get_logger()` from top-level `piker.log` vs `.ib._util` which
was always kinda wrong..
- change `NonShittyIB._logger` to use `__name__` vs literal.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Namely, again switching `|`-union syntax to rm adjacent white space.
Also, flip to multiline style for threshold comparison in
`.binance.feed` and change gap-check threshold to `timeframe` (vs
a hardcoded `60`s) in the `get_ohlc()` closure.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
In `.ib.feed.stream_quotes()` specifically that is since time-range
checking code was moved to the new sub-mod.
Deats,
- drop import of old `is_current_time_in_range()` from `._util`
- change `get_bars()` sig: `end_dt`/`start_dt` to `datetime|None`
- comment-out `breakpoint()` in `open_history_client()`
Styling,
- add multiline style to conditionals and tuple unpacks
- fix type annotation: `Contract|None` vs `Contract | None`
- fix backticks in comment: `ib_insync` vs `ib_async`
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
With all detection logic coming from our new `.ib.venues` helpers
allowing use to verify IB's OHLC bars frames don't contain unexpected
time-gaps.
`Client.bars()` new checking deats,
- add `is_venue_open()`, `has_weekend()`, `sesh_times()`, and
`is_venue_closure()` checks when `last_dt < end_dt`
- always calc gap-period in local tz via `ContractDetails.timeZoneId`.
- log warnings on invalid non-closure gaps, debug on closures for now.
- change recursion case to just `log.error()` + `breakpoint()`; we might end
up tossing it since i don't think i could ever get it to be reliable..
* mask-out recursive `.bars()` call (likely unnecessary).
- flip `start_dt`/`end_dt` param defaults to `None` vs epoch `str`.
- update docstring to clarify no `start_dt` support by IB
- add mod level `_iso8601_epoch_in_est` const to keep track of orig
param default value.
- add multiline style to return type-annot, type all `pendulum` objects.
Also,
- uppercase `Crypto.symbol` for PAXOS contracts in `.find_contracts()`,
tho now we're getting a weird new API error i left in a todo-comment..
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
It was an AI-model draft that we can prolly toss but figured might as
well org it appropriately.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Introduce set of helper-fns for detecting venue open/close status,
session start/end times, and related time-gap detection using
`pendulum`.
Deats,
- add `iter_sessions()` to yield `pendulum.Interval`s from
a `ContractDetails` instance.
- add `is_venue_open()` to check if active at a given time.
- add `is_venue_closure()` to detect valid closure gaps.
- add `sesh_times()` to extract weekday-agnostic open/close times.
- add `has_weekend()` to check for Sat/Sun in interval.
- move in lowlevel `is_current_time_in_range()` for checking a
datetime within a `sesh: pendulum.Interval`.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Gud Boi