Standardize pandas Timestamp inits

nautechsystems · Jan 2, 2024 · d1f2ec5 · d1f2ec5
1 parent 418ce47
commit d1f2ec5
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Showing 2 changed files with 10 additions and 11 deletions.
diff --git a/nautilus_trader/test_kit/providers.py b/nautilus_trader/test_kit/providers.py
@@ -276,9 +276,9 @@ def btcusdt_future_binance(
 
         """
         if activation is None:
-            activation = pd.Timestamp(2021, 12, 25, tz=pytz.utc)
+            activation = pd.Timestamp("2021-12-25", tz=pytz.utc)
         if expiration is None:
-            expiration = pd.Timestamp(2022, 3, 25, tz=pytz.utc)
+            expiration = pd.Timestamp("2022-3-25", tz=pytz.utc)
         return CryptoFuture(
             instrument_id=InstrumentId(
                 symbol=Symbol(f"BTCUSDT_{expiration.strftime('%y%m%d')}"),
@@ -533,8 +533,8 @@ def aapl_option() -> OptionsContract:
             underlying="AAPL",
             kind=OptionKind.CALL,
             strike_price=Price.from_str("149.00"),
-            activation_ns=pd.Timestamp(2021, 9, 17, tz=pytz.utc).value,
-            expiration_ns=pd.Timestamp(2021, 12, 17, tz=pytz.utc).value,
+            activation_ns=pd.Timestamp("2021-9-17", tz=pytz.utc).value,
+            expiration_ns=pd.Timestamp("2021-12-17", tz=pytz.utc).value,
             ts_event=0,
             ts_init=0,
         )

diff --git a/nautilus_trader/test_kit/rust/instruments_pyo3.py b/nautilus_trader/test_kit/rust/instruments_pyo3.py
@@ -13,7 +13,6 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
-from datetime import datetime
 
 import pandas as pd
 import pytz
@@ -65,9 +64,9 @@ def btcusdt_future_binance(
         expiration: pd.Timestamp | None = None,
     ) -> CryptoFuture:
         if activation is None:
-            activation = pd.Timestamp(2021, 12, 25, tz=pytz.utc)
+            activation = pd.Timestamp("2021-12-25", tz=pytz.utc)
         if expiration is None:
-            expiration = pd.Timestamp(2022, 3, 25, tz=pytz.utc)
+            expiration = pd.Timestamp("2022-3-25", tz=pytz.utc)
 
         instrument_id_str = f"BTCUSDT_{expiration.strftime('%y%m%d')}.BINANCE"
         return CryptoFuture(
@@ -119,9 +118,9 @@ def appl_option(
         expiration: pd.Timestamp | None = None,
     ) -> OptionsContract:
         if activation is None:
-            activation = pd.Timestamp(datetime(2021, 9, 17), tz=pytz.UTC)
+            activation = pd.Timestamp("2021-9-17", tz=pytz.utc)
         if expiration is None:
-            expiration = pd.Timestamp(datetime(2021, 12, 17), tz=pytz.UTC)
+            expiration = pd.Timestamp("2021-12-17", tz=pytz.utc)
         return OptionsContract(
             id=InstrumentId.from_str("AAPL211217C00150000.OPRA"),
             raw_symbol=Symbol("AAPL211217C00150000"),
@@ -167,9 +166,9 @@ def futures_contract_es(
         expiration: pd.Timestamp | None = None,
     ) -> FuturesContract:
         if activation is None:
-            activation = pd.Timestamp(2021, 9, 17, tz=pytz.utc)
+            activation = pd.Timestamp("2021-9-17", tz=pytz.utc)
         if expiration is None:
-            expiration = pd.Timestamp(2021, 12, 17, tz=pytz.utc)
+            expiration = pd.Timestamp("2021-12-17", tz=pytz.utc)
         return FuturesContract(
             id=InstrumentId.from_str("ESZ21.CME"),
             raw_symbol=Symbol("ESZ21"),