fix next_market_open for fx and metal (#39)

* fix get_next_market_open logic for fx and metal

* bump

* add tests

Author: cctdaniel

pythclient/calendar.py

@@ -96,7 +96,7 @@ def get_next_market_open(asset_type: str, dt: datetime.datetime) -> int:
             )
             next_market_open += datetime.timedelta(days=1)
     elif asset_type in ["fx", "metal"]:
-        if time < FX_METAL_OPEN_CLOSE_TIME:
+        if dt.weekday() == 6 and time < FX_METAL_OPEN_CLOSE_TIME:
             next_market_open = dt.replace(
                 hour=FX_METAL_OPEN_CLOSE_TIME.hour,
                 minute=FX_METAL_OPEN_CLOSE_TIME.minute,
@@ -112,7 +112,6 @@ def get_next_market_open(asset_type: str, dt: datetime.datetime) -> int:
             )
             while is_market_open(asset_type, next_market_open):
                 next_market_open += datetime.timedelta(days=1)
-
     else:
         return None
 
@@ -148,12 +147,16 @@ def get_next_market_close(asset_type: str, dt: datetime.datetime) -> int:
             next_market_open = get_next_market_open(
                 asset_type, dt + datetime.timedelta(days=1)
             )
-            next_market_close = datetime.datetime.fromtimestamp(next_market_open).astimezone(NY_TZ).replace(
+            next_market_close = (
+                datetime.datetime.fromtimestamp(next_market_open)
+                .astimezone(NY_TZ)
+                .replace(
                     hour=EQUITY_CLOSE.hour,
                     minute=EQUITY_CLOSE.minute,
                     second=0,
                     microsecond=0,
                 )
+            )
         else:
             next_market_close = dt.replace(
                 hour=EQUITY_CLOSE.hour,

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name='pythclient',
-    version='0.1.11',
+    version='0.1.12',
     packages=['pythclient'],
     author='Pyth Developers',
     author_email='[email protected]',

tests/test_calendar.py

@@ -16,7 +16,8 @@
 EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14 = datetime.datetime(2023, 11, 24, 14, 0, 0, tzinfo=NY_TZ)
 
 # Define constants for fx & metal market
-FX_METAL_OPEN_WED_2023_6_21_22 = datetime.datetime(2023, 6, 21, 22, 0, 0, tzinfo=NY_TZ)
+FX_METAL_OPEN_WED_2023_6_21_21 = datetime.datetime(2023, 6, 21, 21, 0, 0, tzinfo=NY_TZ)
+FX_METAL_OPEN_WED_2023_6_21_23 = datetime.datetime(2023, 6, 21, 23, 0, 0, tzinfo=NY_TZ)
 FX_METAL_CLOSE_SUN_2023_6_18_16 = datetime.datetime(2023, 6, 18, 16, 0, 0, tzinfo=NY_TZ)
 FX_METAL_HOLIDAY_SUN_2023_1_1 = datetime.datetime(2023, 1, 1, tzinfo=NY_TZ)
 
@@ -51,8 +52,8 @@ def test_is_market_open():
 
     # fx & metal
     # weekday, within fx & metal market hours
-    assert is_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_22) == True
-    assert is_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_22) == True
+    assert is_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_21) == True
+    assert is_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_21) == True
 
     # weekday, out of fx & metal market hours
     assert is_market_open("fx", FX_METAL_CLOSE_SUN_2023_6_18_16) == False
@@ -102,13 +103,22 @@ def test_get_next_market_open():
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
     )
 
-    # fx & metal within market hours
+    # fx & metal within market hours (before 10pm UTC)
     assert (
-        get_next_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_22)
+        get_next_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_21)
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
-        get_next_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_22)
+        get_next_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_21)
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
+    )
+    # fx & metal within market hours (after 10pm UTC)
+    assert (
+        get_next_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_23)
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
+    )
+    assert (
+        get_next_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_23)
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
     )
 
@@ -172,13 +182,23 @@ def test_get_next_market_close():
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 16, 0, 0, tzinfo=NY_TZ))
     )
 
-    # fx & metal within market hours
+    # fx & metal within market hours (before 10pm UTC)
+    assert (
+        get_next_market_close("fx", FX_METAL_OPEN_WED_2023_6_21_21)
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
+    )
+    assert (
+        get_next_market_close("metal", FX_METAL_OPEN_WED_2023_6_21_21)
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
+    )
+
+    # fx & metal within market hours (after 10pm UTC)
     assert (
-        get_next_market_close("fx", FX_METAL_OPEN_WED_2023_6_21_22)
+        get_next_market_close("fx", FX_METAL_OPEN_WED_2023_6_21_23)
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
-        get_next_market_close("metal", FX_METAL_OPEN_WED_2023_6_21_22)
+        get_next_market_close("metal", FX_METAL_OPEN_WED_2023_6_21_23)
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
     )