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man-group / arctic

High performance datastore for time series and tick data
https://arctic.readthedocs.io/en/latest/
GNU Lesser General Public License v2.1
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Feature Request - Don't enforce local tz conversion in TickStore reads #404

Open CSNoyes opened 7 years ago

CSNoyes commented 7 years ago

I have a lot of UTC FX data stored in arctic's tickstore. I think it would be nice to have a flag in TickStore.read() to not force conversion of read objects' indexes through the arctic mktz module. Perhaps something like a kwarg that allows you to either specify "mktz", another tz string, or None to disable conversion on read. It's strange that TickStore.max_date() does not enforce a conversion whereas read does.

bmoscon commented 7 years ago

seems reasonable, let me see what i can do

bmoscon commented 7 years ago

I haven't forgotten about this, I'm still working on it

jamesblackburn commented 6 years ago

@CSNoyes What's the actual issue here? All we're doing is sticking a timezone on the pandas index, so when the data is printed it looks sensible to the user. Is there some other issue I'm missing?