Gud Boi
50011d33ef
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
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| .. | ||
| binance | ||
| deribit | ||
| ib | ||
| kraken | ||
| __init__.py | ||
| _daemon.py | ||
| _util.py | ||
| cli.py | ||
| core.py | ||
| data.py | ||
| kucoin.py | ||
| questrade.py | ||
| robinhood.py | ||