def nDayOfWeek(pydate, n=-1, isoweekday=3):
'''
isoweekday: Monday=1, Tuesday=2, Wednesday=3, Thursday=4, Friday-5
Defaults to previous
'''
pydate = parse_date(pydate)
return pd.DateOffset(pydate, days=isoweekday-pydate.isoweekday())
def test_date_creation(self):
tests = [
(19600809, date(1960, 8, 9)),
("9/7/1980", date(1980, 9, 7)),
("xxx", None),
]
for test in tests:
self.assertEquals(parse_date(test[0]), test[1])
def nOffset(pydate, n=-1, offsetClass=BDay):
'''
Generate offset python datetime.date based on pandas offset class
offsetClass: BDay (default), MonthEnd, or YearEnd
'''
pydate = parse_date(pydate)
offSet = offsetClass(n)
return pd.Timestamp((datetime.fromordinal(pydate.toordinal()) + offSet))
def __init__(self,
strike,
expiration,
dividend=None,
putcall=OptionType.CALL,
settlementDays=1,
calendar=Calendars.UnitedStates(Calendars.NYSE)):
self._strike = float(strike)
self._expiration = parse_date(expiration)
self._dividend = dividend if dividend else 0.0
self._putcall = putcall
self._calendar = calendar
self._settlementDays = settlementDays
self._settlement = None
def __init__(self,
strike,
expiration,
dividend=None,
putcall=OptionType.CALL,
settlementDays = 1,
calendar=Calendars.UnitedStates(Calendars.NYSE)
):
self._strike = float(strike)
self._expiration = parse_date(expiration)
self._dividend = dividend if dividend else 0.0
self._putcall = putcall
self._calendar = calendar
self._settlementDays = settlementDays
self._settlement = None
def is_business_day(cls, pydate, calendar=None):
if not calendar:
calendar = cls.TARGET()
elif not hasattr(calendar, "advance"):
return None
qldate = qldate_from_pydate(parse_date(pydate))
try:
return calendar.is_business_day(qldate)
except:
try:
return calendar().is_business_day(qldate)
except:
return None
def is_business_day(cls, pydate, calendar=None):
if not calendar:
calendar = cls.TARGET()
elif not hasattr(calendar, "advance"):
return None
qldate = qldate_from_pydate(parse_date(pydate))
try:
return calendar.is_business_day(qldate)
except:
try:
return calendar().is_business_day(qldate)
except:
return None
def adjust(cls, pydate, calendar=None, convention=None):
if not calendar:
calendar = cls.TARGET()
elif not hasattr(calendar, "adjust"):
return None
if not convention:
convention = BusinessDayConventions.Following
qldate = qldate_from_pydate(parse_date(pydate))
try:
return pydate_from_qldate(calendar.adjust(qldate, convention))
except:
try:
return pydate_from_qldate(calendar().adjust(qldate, convention))
except:
return None
def advance(cls, pydate, n, timeunit=None, calendar=None, convention=None):
"""
Advance pydate according the specified calendar and convention
:pydate: e.g. 19600809, date(1964, 9, 29), '5-23-1993'
:n: integer
:timeunit: e.g., enums.TimeUnits.Days
usage
-----
Note 9/6/1980 is a weekend
>>> Calendars.advance(19800906, 1)
datetime.date(1980, 9, 8)
"""
if not calendar:
calendar = cls.TARGET()
elif not hasattr(calendar, "advance"):
return None
if not convention:
convention = BusinessDayConventions.Following
if not timeunit:
timeunit = TimeUnits.Days
qldate = qldate_from_pydate(parse_date(pydate))
try:
return pydate_from_qldate(calendar.advance(qldate, n, timeunit))
except:
try:
return pydate_from_qldate(
calendar().advance(qldate, n, timeunit)
)
except:
print("failure {}".format(qldate))
return None
def adjust(cls, pydate, calendar=None, convention=None):
if not calendar:
calendar = cls.TARGET()
elif not hasattr(calendar, "adjust"):
return None
if not convention:
convention = BusinessDayConventions.Following
qldate = qldate_from_pydate(parse_date(pydate))
try:
return pydate_from_qldate(calendar.adjust(qldate, convention))
except:
try:
return pydate_from_qldate(calendar().adjust(
qldate, convention))
except:
return None
def advance(cls, pydate, n, timeunit=None, calendar=None, convention=None):
"""
Advance pydate according the specified calendar and convention
:pydate: e.g. 19600809, date(1964, 9, 29), '5-23-1993'
:n: integer
:timeunit: e.g., enums.TimeUnits.Days
usage
-----
Note 9/6/1980 is a weekend
>>> Calendars.advance(19800906, 1)
datetime.date(1980, 9, 8)
"""
if not calendar:
calendar = cls.TARGET()
elif not hasattr(calendar, "advance"):
return None
if not convention:
convention = BusinessDayConventions.Following
if not timeunit:
timeunit = TimeUnits.Days
qldate = qldate_from_pydate(parse_date(pydate))
try:
return pydate_from_qldate(calendar.advance(qldate, n, timeunit))
except:
try:
return pydate_from_qldate(calendar().advance(
qldate, n, timeunit))
except:
print("failure {}".format(qldate))
return None
def row_data(x):
if len(x) < 2:
return None
return parse_date(x[0]), float(x[1])
def pdparse_date(ndate):
xdt = parse_date(ndate)
return pd.Timestamp(xdt)
