contango.market.calendar.calendar

contango.market.calendar.calendar

Calendar

Bases: ABC

A delegation of the available trading times for calendar type (i.e. NYSE or Crypto).

get_expected_timestamps abstractmethod

get_expected_timestamps(start_timestamp: int, end_timestamp: int, interval: Interval) -> tuple[datetime, ...]

Returns the expected available timestamps in a calendar for a specified period.

Parameters:

Name	Type	Description	Default
start_timestamp	int	The start time in unix ms.	required
end_timestamp	int	The end time in unix ms.	required
interval	Interval	The bar interval type.	required

Returns:

Type	Description
tuple[datetime, ...]	tuple[datetime]: The dates & times of the available trading bars for the designated period.

Source code in src\contango\market\calendar\calendar.py

@abstractmethod
def get_expected_timestamps(
    self,
    start_timestamp: int,
    end_timestamp: int,
    interval: Interval,
) -> tuple[datetime, ...]:
    """
    Returns the expected available timestamps in a calendar for a specified period.

    Args:
        start_timestamp: The start time in unix ms.
        end_timestamp: The end time in unix ms.
        interval: The bar interval type.

    Returns:
        tuple[datetime]: The dates & times of the available trading bars for the designated period.
    """
    ...