From 17ce9fa90be2ea369006cd59229d90989a8bbd02 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E3=81=AA=E3=82=8B=E3=81=BF?= <narumi@maicoin.com>
Date: Mon, 18 Apr 2022 11:40:39 +0800
Subject: [PATCH] python: add parse_time

---
 python/bbgo/data/kline.py | 5 +++--
 python/bbgo/data/order.py | 3 ++-
 python/bbgo/data/trade.py | 3 ++-
 python/tests/test_data.py | 7 +++----
 4 files changed, 10 insertions(+), 8 deletions(-)

diff --git a/python/bbgo/data/kline.py b/python/bbgo/data/kline.py
index 3d08d114b..3b3f89e5b 100644
--- a/python/bbgo/data/kline.py
+++ b/python/bbgo/data/kline.py
@@ -6,6 +6,7 @@ from datetime import datetime
 import bbgo_pb2
 
 from ..utils import parse_float
+from ..utils import parse_time
 
 
 @dataclass
@@ -34,7 +35,7 @@ class KLine:
             close=parse_float(obj.close),
             volume=parse_float(obj.volume),
             quote_volume=parse_float(obj.quote_volume),
-            start_time=datetime.fromtimestamp(obj.start_time / 1000),
-            end_time=datetime.fromtimestamp(obj.end_time / 1000),
+            start_time=parse_time(obj.start_time),
+            end_time=parse_time(obj.end_time),
             closed=obj.closed,
         )
diff --git a/python/bbgo/data/order.py b/python/bbgo/data/order.py
index 21a129263..cc5802491 100644
--- a/python/bbgo/data/order.py
+++ b/python/bbgo/data/order.py
@@ -8,6 +8,7 @@ import bbgo_pb2
 from ..enums import OrderType
 from ..enums import SideType
 from ..utils import parse_float
+from ..utils import parse_time
 
 
 @dataclass
@@ -41,5 +42,5 @@ class Order:
             executed_quantity=parse_float(obj.executed_quantity),
             client_order_id=obj.client_order_id,
             group_id=obj.group_id,
-            created_at=datetime.fromtimestamp(obj.created_at / 1000),
+            created_at=parse_time(obj.created_at),
         )
diff --git a/python/bbgo/data/trade.py b/python/bbgo/data/trade.py
index ea29b3865..a29139a83 100644
--- a/python/bbgo/data/trade.py
+++ b/python/bbgo/data/trade.py
@@ -6,6 +6,7 @@ from datetime import datetime
 import bbgo_pb2
 
 from ..enums import SideType
+from ..utils import parse_time
 
 
 @dataclass
@@ -31,7 +32,7 @@ class Trade:
             id=obj.id,
             price=float(obj.price),
             quantity=float(obj.quantity),
-            created_at=datetime.fromtimestamp(obj.created_at / 1000),
+            created_at=parse_time(obj.created_at),
             side=SideType(obj.side),
             fee_currency=obj.fee_currency,
             fee=float(obj.fee),
diff --git a/python/tests/test_data.py b/python/tests/test_data.py
index c0949f440..70703c88f 100644
--- a/python/tests/test_data.py
+++ b/python/tests/test_data.py
@@ -1,9 +1,8 @@
-from datetime import datetime
-
 import bbgo_pb2
 from bbgo.data import Balance
 from bbgo.data import ErrorMessage
 from bbgo.data import KLine
+from bbgo.utils import parse_time
 
 
 def test_balance_from_pb():
@@ -65,8 +64,8 @@ def test_kline_from_pb():
     assert kline.close == float(close)
     assert kline.volume == float(volume)
     assert kline.quote_volume == float(quote_volume)
-    assert kline.start_time == datetime.fromtimestamp(start_time / 1000)
-    assert kline.end_time == datetime.fromtimestamp(end_time / 1000)
+    assert kline.start_time == parse_time(start_time)
+    assert kline.end_time == parse_time(end_time)
     assert closed == closed