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json_encoder.py
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json_encoder.py
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"""
Copyright 2019 Goldman Sachs.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing,
software distributed under the License is distributed on an
"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
KIND, either express or implied. See the License for the
specific language governing permissions and limitations
under the License.
"""
import datetime as dt
from enum import Enum
import json
import pandas as pd
from gs_quant.base import Base, Market
from gs_quant.json_convertors import encode_date_or_str, encode_datetime
def encode_default(o):
if isinstance(o, dt.datetime):
return encode_datetime(o)
if isinstance(o, dt.date):
return encode_date_or_str(o)
elif isinstance(o, dt.time):
return o.isoformat(timespec='milliseconds')
elif isinstance(o, Enum):
return o.value
elif isinstance(o, (Base, Market)):
return o.to_dict()
elif isinstance(o, pd.DataFrame):
return o.to_json()
class JSONEncoder(json.JSONEncoder):
def default(self, o):
ret = encode_default(o)
return super().default(o) if ret is None else ret