def ensure_pyfin_date(date, date_format='%Y-%m-%d'):
"""
:param date: str, datetime, 日期
:param date_format: str, 时间格式
:return: PyFin.Date object
"""
if isinstance(date, Date):
return date
elif isinstance(date, str):
return Date.strptime(date, date_format)
else:
return Date.fromDateTime(date)
def ensure_pyfin_date(date, date_format='%Y-%m-%d'):
"""
:param date: str, datetime, 日期
:param date_format: str, 时间格式
:return: PyFin.Date object
"""
if isinstance(date, Date):
return date
elif isinstance(date, str):
return Date.strptime(date, date_format)
else:
return Date.fromDateTime(date)
def map_to_biz_day(date_series, calendar='China.SSE', convention=BizDayConventions.Preceding):
"""
:param date_series: array-like of datetime.datetime
:param calendar: str, optional, 日历名称，见PyFin.DateUtilities.Calendar, default='China.SSE'
:param convention: str, optional, 如果日期为节假日，如何调整成交易日，见PyFin.DateUtilities.Schedule, default = preceding
:return: pd.Series, datetime.datetime， 交易日列表
"""
unique_date_list = sorted(set(date_series))
py_date_list = [Date.fromDateTime(date) for date in unique_date_list]
py_date_list = [Calendar(calendar).adjustDate(date, convention) for date in py_date_list]
biz_day_list = [Date.toDateTime(date) for date in py_date_list]
dict_date_map = dict(zip(unique_date_list, biz_day_list))
ret = date_series.map(dict_date_map)
return ret
def map_to_biz_day(date_series,
calendar='China.SSE',
convention=BizDayConventions.Preceding):
"""
:param date_series: array-like of datetime.datetime
:param calendar: str, optional, 日历名称，见PyFin.DateUtilities.Calendar, default='China.SSE'
:param convention: str, optional, 如果日期为节假日，如何调整成交易日，见PyFin.DateUtilities.Schedule, default = preceding
:return: pd.Series, datetime.datetime， 交易日列表
"""
unique_date_list = sorted(set(date_series))
py_date_list = [Date.fromDateTime(date) for date in unique_date_list]
py_date_list = [
Calendar(calendar).adjustDate(date, convention)
for date in py_date_list
]
biz_day_list = [Date.toDateTime(date) for date in py_date_list]
dict_date_map = dict(zip(unique_date_list, biz_day_list))
ret = date_series.map(dict_date_map)
return ret