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_pos_adj_date(start_date,
end_date,
formats="%Y-%m-%d",
calendar='China.SSE',
freq='m',
return_biz_day=False):
"""
:param start_date: str/datetime.datetime, start date of strategy
:param end_date: str/datetime.datetime, end date of strat egy
:param formats: optional, formats of the string date
:param calendar: str, optional, name of the calendar to use in dates math
:param freq: str, optional, the frequency of data
:param return_biz_day: bool, optional, if the return dates are biz days
:return: list of datetime.datetime, pos adjust dates
"""
if isinstance(start_date, str) and isinstance(end_date, str):
d_start_date = Date.strptime(start_date, formats)
d_end_date = Date.strptime(end_date, formats)
elif isinstance(start_date, datetime.datetime) and isinstance(
end_date, datetime.datetime):
d_start_date = Date.fromDateTime(start_date)
d_end_date = Date.fromDateTime(end_date)
cal = Calendar(calendar)
pos_adjust_date = Schedule(d_start_date, d_end_date,
Period(length=1, units=_freqDict[freq]), cal,
BizDayConventions.Unadjusted)
# it fails if setting dStartDate to be first adjustment date, then use Schedule to compute the others
# so i first compute dates list in each period, then compute the last date of each period
# last day of that period(month) is the pos adjustment date
if _freqDict[freq] == TimeUnits.Weeks:
pos_adjust_date = [
Date.nextWeekday(date, Weekdays.Friday)
for date in pos_adjust_date[:-1]
]
elif _freqDict[freq] == TimeUnits.Months:
pos_adjust_date = [
cal.endOfMonth(date) for date in pos_adjust_date[:-1]
]
elif _freqDict[freq] == TimeUnits.Years:
pos_adjust_date = [
Date(date.year(), 12, 31) for date in pos_adjust_date[:-1]
]
if return_biz_day:
pos_adjust_date = [
cal.adjustDate(date, BizDayConventions.Preceding)
for date in pos_adjust_date
]
pos_adjust_date = [Date.toDateTime(date) for date in pos_adjust_date]
pos_adjust_date = [
date for date in pos_adjust_date if date <= d_end_date.toDateTime()
]
return pos_adjust_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)
