StatArb / StatBot / BONUS / func_get_time.py
func_get_time.py
Raw
import time
from calendar import timegm

def convert_time(string_time):
    result = string_time.find('.')
    if result < 0:
        utc_time = time.strptime(string_time, "%Y-%m-%dT%H:%M:%S%fZ")
    else:
        utc_time = time.strptime(string_time, "%Y-%m-%dT%H:%M:%S.%fZ")
    epoch_time = timegm(utc_time)
    # utc2_time = time.strptime(string2_time, "%Y-%m-%dT%H:%M:%S.%fZ")
    # epoch2_time = timegm(utc2_time)

    # epoch_time = min(epoch1_time, epoch2_time) #choose the earliest trade time

    return epoch_time