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trading_agent.scheduling.market_status

Describes the market's state in one line, for the context line at the top of every message to a desk.

Desks know the time from that line but not the exchange calendar, so without this a desk planned "Tuesday" when Tuesday was a holiday. The line says whether NSE equities trade today, whether they are open now, the next trading day, and any weekday holiday in the coming week.

Typical usage example:

text = MarketStatus(calendar, hours).describe(now) # 'NSE closed today (weekend); next trading day Mon 19 Oct; holiday ahead: Tue 20 Oct Dussehra'

MarketStatus 

MarketStatus(calendar, hours)

Writes the market line.

Creates the describer.

Parameters:

Name Type Description Default
calendar MarketCalendar

The exchange calendar.

 required
hours ExchangeHours

The trading sessions.

 required
Source code in src/trading_agent/scheduling/market_status.py 
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def __init__(
    self,
    calendar: market_calendar_module.MarketCalendar,
    hours: exchange_hours_module.ExchangeHours,
):
    """Creates the describer.

    Args:
        calendar (market_calendar_module.MarketCalendar): The exchange calendar.
        hours (exchange_hours_module.ExchangeHours): The trading sessions.
    """
    self._calendar = calendar
    self._hours = hours

describe 

describe(moment)

The market's state at a moment.

Parameters:

Name Type Description Default
moment datetime

The moment.

 required

Returns:

Type Description
str

Today's state for NSE equities, the next trading day, and holidays in the coming week.
Source code in src/trading_agent/scheduling/market_status.py 
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def describe(self, moment: datetime.datetime) -> str:
    """The market's state at a moment.

    Args:
        moment (datetime.datetime): The moment.

    Returns:
        str: Today's state for NSE equities, the next trading day, and holidays in the coming week.
    """
    local = moment.astimezone(_INDIA)
    today = local.date()
    parts = []
    if self._calendar.is_trading_day(today):
        is_open, _ = self._hours.is_open(
            'nse', 'nse_equities', local, 'exchange_hours'
        )
        if is_open:
            parts.append('NSE open now')
        elif local.hour < 12:
            parts.append('NSE trades today, not open yet')
        else:
            parts.append('NSE closed for the day')
    else:
        closure = self._calendar.closure(today)
        if closure is not None and today.weekday() < _SATURDAY:
            parts.append(f'NSE closed today ({closure.name})')
        else:
            parts.append('NSE closed today (weekend)')
    next_day = self._calendar.next_trading_day(today)
    parts.append(f'next trading day {next_day:%a %d %b}')
    holidays = []
    for offset in range(1, _DAYS_AHEAD + 1):
        day = today + datetime.timedelta(days=offset)
        closure = self._calendar.closure(day)
        if (
            closure is not None
            and day.weekday() < _SATURDAY
            and closure.closed == 'all'
        ):
            holidays.append(f'{day:%a %d %b} {closure.name}')
    if holidays:
        parts.append(f'holiday ahead: {", ".join(holidays)}')
    return '; '.join(parts)