R/datetime.R

In DavisVaughan/flyingfox: An Interface to the Quantopian Zipline Financial Backtester

as_datetime <- function(x) {
  UseMethod("as_datetime")
}

as_datetime.default <- function(x) {
  stop("Unknown date type. Use Date or POSIXct only.")
}

as_datetime.datetime.date <- function(x) {
  x
}

as_datetime.Date <- function(x) {

  number_date <- as.numeric(x) * 86400 * 1e9
  pandas$Timestamp(number_date, tz = "UTC")

}

as_datetime.POSIXct <- function(x) {

  tz <- as.POSIXlt(x)$zone
  number_date <- as.numeric(x) * 1e9

  tryCatch({
    pandas$Timestamp(number_date, tz = tz)
  },
  error = function(e) {
    msg <- paste0("R time zone, ", tz, ", missing or does not exist in pytz. Defaulting to UTC.")
    warning(msg, call. = FALSE)
    pandas$Timestamp(number_date, tz = "UTC")
  })

}