def get_tiaocang_date(start_date, end_date, freq=FreqType.EOM, calendar='China.SSE', date_format='%Y-%m-%d'):
"""
:param start_date: str/datetime.datetime, 开始日期
:param end_date: str/datetime.datetime, 结束日期
:param freq: str enum, default=EOM, 月度
:param calendar: str, 日历名称
:param date_format: str, start_date/end_date 如果是str格式，其格式的日期形式
:return: list, datetime.datetime
返回在开始日至结束日之间的调仓日(交易日)
"""
calendar = calendar
date_format = date_format
start_date = ensure_pyfin_date(start_date, date_format)
end_date = ensure_pyfin_date(end_date, date_format)
cal = Calendar(calendar)
tiaocang_date = Schedule(start_date,
end_date,
Period('1' + freq),
cal,
BizDayConventions.Unadjusted)
if freq.upper() == FreqType.EOW:
tiaocang_date = [Date.nextWeekday(date, Weekdays.Friday) for date in tiaocang_date]
elif freq.upper() == FreqType.EOM:
tiaocang_date = [cal.endOfMonth(date) for date in tiaocang_date]
elif freq.upper() == FreqType.EOY:
tiaocang_date = [Date(date.year(), 12, 31) for date in tiaocang_date]
tiaocang_date = [cal.adjustDate(date, BizDayConventions.Preceding).toDateTime() for date in tiaocang_date if
start_date <= date <= end_date]
return sorted(set(tiaocang_date))
def testBasicFunctions(self):
testDate = Date(2015, 7, 11)
cal = Calendar('China.SSE')
self.assertTrue(cal.isWeekEnd(testDate.weekday()),
"{0} is expected to be a weekend".format(testDate))
testDate = Date(2015, 7, 13)
self.assertTrue(not cal.isWeekEnd(testDate.weekday()),
"{0} is expected not to be a weekend".format(testDate))
testDate = Date(2015, 5, 29)
cal = Calendar('China.SSE')
self.assertTrue(
cal.isEndOfMonth(testDate),
"{0} is expected to be a end of month".format(testDate))
testDate = Date(2015, 5, 1)
cal = Calendar('China.SSE')
endOfMonth = cal.endOfMonth(testDate)
self.assertEqual(
endOfMonth, Date(2015, 5, 29),
"The month end of 2015/5 is expected to be {0}".format(
Date(2015, 5, 29)))
bizDates1 = cal.bizDaysBetween(Date(2015, 1, 1), Date(2015, 12, 31),
True, False)
bizDates2 = cal.bizDaysBetween(Date(2015, 12, 31), Date(2015, 1, 1),
False, True)
self.assertEqual(bizDates1, bizDates2)
def get_tiaocang_date(start_date,
end_date,
freq=FreqType.EOM,
calendar='China.SSE',
date_format='%Y-%m-%d'):
"""
:param start_date: str/datetime.datetime, 开始日期
:param end_date: str/datetime.datetime, 结束日期
:param freq: str enum, default=EOM, 月度
:param calendar: str, 日历名称
:param date_format: str, start_date/end_date 如果是str格式，其格式的日期形式
:return: list, datetime.datetime
返回在开始日至结束日之间的调仓日(交易日)
"""
calendar = calendar
date_format = date_format
start_date = ensure_pyfin_date(start_date, date_format)
end_date = ensure_pyfin_date(end_date, date_format)
cal = Calendar(calendar)
tiaocang_date = Schedule(start_date, end_date, Period('1' + freq), cal,
BizDayConventions.Unadjusted)
if freq.upper() == FreqType.EOW:
tiaocang_date = [
Date.nextWeekday(date, Weekdays.Friday) for date in tiaocang_date
]
elif freq.upper() == FreqType.EOM:
tiaocang_date = [cal.endOfMonth(date) for date in tiaocang_date]
elif freq.upper() == FreqType.EOY:
tiaocang_date = [Date(date.year(), 12, 31) for date in tiaocang_date]
tiaocang_date = [
cal.adjustDate(date, BizDayConventions.Preceding).toDateTime()
for date in tiaocang_date if start_date <= date <= end_date
]
return sorted(set(tiaocang_date))