def makeSchedule(firstDate,
endDate,
tenor,
calendar='NullCalendar',
dateRule=BizDayConventions.Following,
dateGenerationRule=DateGeneration.Forward):
cal = Calendar(calendar)
firstDate = check_date(firstDate)
endDate = check_date(endDate)
tenor = check_period(tenor)
if tenor.units() == TimeUnits.BDays:
schedule = []
if dateGenerationRule == DateGeneration.Forward:
d = cal.adjustDate(firstDate, dateRule)
while d <= endDate:
schedule.append(d)
d = cal.advanceDate(d, tenor, dateRule)
elif dateGenerationRule == DateGeneration.Backward:
d = cal.adjustDate(endDate, dateRule)
while d >= firstDate:
schedule.append(d)
d = cal.advanceDate(d, -tenor, dateRule)
schedule = sorted(schedule)
else:
schedule = Schedule(firstDate,
endDate,
tenor,
cal,
convention=dateRule,
dateGenerationRule=dateGenerationRule)
return [d.toDateTime() for d in schedule]
def datesList(fromDate, toDate):
fromDate = check_date(fromDate)
toDate = check_date(toDate)
return [
Date.fromExcelSerialNumber(serial).toDateTime()
for serial in range(fromDate.serialNumber, toDate.serialNumber + 1)
]
def holDatesList(holidayCenter, fromDate, toDate, includeWeekend=True):
cal = Calendar(holidayCenter)
fromDate = check_date(fromDate)
toDate = check_date(toDate)
return [
d.toDateTime()
for d in cal.holDatesList(fromDate, toDate, includeWeekend)
]
def makeSchedule(firstDate,
endDate,
tenor,
calendar='NullCalendar',
dateRule=BizDayConventions.Following):
cal = Calendar(calendar)
firstDate = check_date(firstDate)
endDate = check_date(endDate)
tenor = Period(tenor)
schedule = Schedule(firstDate, endDate, tenor, cal, convention=dateRule)
return [d.toDateTime() for d in schedule]
def advanceDateByCalendar(holidayCenter,
referenceDate,
period,
convention=BizDayConventions.Following):
cal = Calendar(holidayCenter)
refer = check_date(referenceDate)
return cal.advanceDate(refer, period, convention).toDateTime()
def advanceDate(referenceDate, period):
d = check_date(referenceDate) + period
return d.toDateTime()
def bizDatesList(holidayCenter, fromDate, toDate):
cal = Calendar(holidayCenter)
fromDate = check_date(fromDate)
toDate = check_date(toDate)
return [d.toDateTime() for d in cal.bizDatesList(fromDate, toDate)]
def isBizDay(holidayCenter, ref):
cal = Calendar(holidayCenter)
ref = check_date(ref)
return cal.isBizDay(ref)
