def test_conversion_from_pyql_to_datetime(self):
date1 = Date(1, Jan, 2010)
pydate1 = pydate_from_qldate(date1)
expected_result = datetime.date(2010, 1, 1)
self.assertEquals(expected_result, pydate1)
def test_conversion_from_pyql_to_datetime(self):
date1 = Date(1, Jan, 2010)
pydate1 = pydate_from_qldate(date1)
expected_result = datetime.date(2010, 1, 1)
self.assertEqual(expected_result, pydate1)
def next_imm_date(reference_date, tenor):
"""
Third Wednesday of contract month
"""
dt = qldate_from_pydate(reference_date)
for k in range(tenor):
tmp = imm.next_date(dt)
dt = pydate_to_qldate(tmp)
return pydate_from_qldate(dt)
def advance(cls, date, 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(pydate(date))
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, date, 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(pydate(date))
try:
return pydate_from_qldate(calendar.adjust(qldate, convention))
except:
try:
return pydate_from_qldate(calendar().adjust(qldate,
convention))
except:
return None
