app/utils.py

from __future__ import annotations
from datetime import datetime, time
import pandas as pd

MARKET_OPEN = time(9, 15)
MARKET_CLOSE = time(15, 30)

HOUR_MARKS = [time(9,15), time(10,15), time(11,15), time(12,15), time(13,15), time(14,15), time(15,15), time(15,30)]

def hour_passed(t: datetime) -> int:
    order = [time(10,15), time(11,15), time(12,15), time(13,15), time(14,15), time(15,15)]
    return order.index(t.time()) + 1 if t.time() in order else 0

def filter_timerange(df: pd.DataFrame, col: str, start: datetime, end: datetime) -> pd.DataFrame:
    mask = (df[col] >= start) & (df[col] < end)
    return df.loc[mask].copy()

def ohlc_day(df: pd.DataFrame, dt_col: str, day: datetime) -> tuple[float,float,float,float]:
    d = df[df[dt_col].dt.date == day.date()]
    if d.empty:
        raise ValueError(f"No data for {day.date()}")
    o = float(d.iloc[0]["open"])
    h = float(d["high"].max())
    l = float(d["low"].min())
    c = float(d.iloc[-1]["close"])
    return o, h, l, c

def ohlc_at(df: pd.DataFrame, dt_col: str, ts: datetime) -> tuple[float,float,float,float]:
    row = df.loc[df[dt_col] == ts]
    if row.empty:
        raise ValueError(f"No bar at {ts}")
    r = row.iloc[0]
    return float(r["open"]), float(r["high"]), float(r["low"]), float(r["close"])

def hourly_ohlc_dict(df: pd.DataFrame, dt_col: str, now: datetime) -> dict:
    """Return a nested dict of each completed hour's OHLC up to `now`."""
    hours = [h for h in HOUR_MARKS if h < now.time()]
    out = {}
    names = ["first_hour","second_hour","third_hour","fourth_hour","fifth_hour","sixth_hour","last_15_minutes"]
    for i, h in enumerate(hours):
        try:
            o,hhi,llo,c = ohlc_at(df, dt_col, datetime.combine(now.date(), h))
            out[names[i]] = {"open": o, "high": hhi, "low": llo, "close": c}
        except Exception:
            pass
    return out