def nearest_lr_date(date: pd.Timestamp, how: str = "previous") -> pd.Timestamp:
"""
Given any date, returns the date of the nearest LR (Friday) date.
Can specify "previous" or "next" LR Friday. "previous" is default.
Parameters
----------
date: pd.Timestamp
Any date, within reason.
how: str
Tell the function how to find the nearest LR date:
"this_week" -> LR Friday of the week in which date falls (Mon to Sun)
"previous" -> most recent LR Friday before date
"next" -> next LR Friday after date
Returns
-------
pd.Timestamp
Date of nearest LR Friday to date
"""
# Looking for the previous LR Friday
# dateutil.relativedelta (aliased as 'rd') has a list of 2-letter daycodes so FR
# rd.FR(-1) means the last Friday before now.
# Does nothing if date is already a Friday.
if how == "previous":
lr_date = date + rd.relativedelta(weekday=rd.FR(-1))
# Looking for the next LR Friday
# rd.FR(-1) means the next Friday after now.
# Does nothing if date is already a Friday.
if how == "next":
lr_date = date + rd.relativedelta(weekday=rd.FR(+1))
return lr_date
def setUp(self):
self._req_id = self._wrapper.next_req_id
self._end = (
datetime.datetime.now() +
relativedelta.relativedelta(weekday=relativedelta.FR(-1))).replace(
hour=12, minute=0).astimezone(_global.TZ)
self._start = (self._end - datetime.timedelta(minutes=5)).astimezone(
_global.TZ)
def get_month_option_expiration(self, day_str, day_str_format='%Y%m%d'):
day = datetime.datetime.strptime(day_str, day_str_format)
rr = dr.rrule(dr.MONTHLY,
byweekday=drel.FR(3),
count=1,
dtstart=datetime.datetime(day.year, day.month, 1))
third_friday = rr[0]
expire_day = third_friday
if (not self.is_trade_day(third_friday)):
expire_day = self.previous_day(third_friday)
return datetime.datetime.strftime(expire_day, day_str_format)
def thirdFridayNum(nDate):
theFirst = nDate + relativedelta(day=1)
rr = dr.rrule(dr.WEEKLY, byweekday=drel.FR(3), dtstart=theFirst, count=5, cache=True)
count = 1;
for fri3 in rr:
if fri3 == nDate:
return count
else:
count += 1
if count > 5:
return -1.0 * nDate.weekday()
return count
class SimpleObservanceCalendar(Calendar):
"""
A simple calendar with a couple of holidays with typical observance rules:
If a holiday falls on a weekend, then its observance is shifted to a
nearby weekday.
"""
include_new_years_day = False
FIXED_HOLIDAYS = (
Holiday(
date(2000, 12, 24), 'Christmas Eve', indication='December 24th',
observance_shift=dict(weekday=rd.FR(-1)),
),
Holiday(date(2000, 12, 25), 'Christmas', indication='December 25th'),
)
def get_weekend_days(self):
return SAT, SUN
def meetup_day(year, month, targetday, targetweek):
weekdays = dict(zip(list(calendar.day_name), range(7)))
steps = dict(zip(['1st', '2nd', '3rd', '4th', 'last'], range(7, 36, 7)))
steps['teenth'] = 19
targetday = weekdays[targetday]
getDay = {
0: relativedelta.MO(-1),
1: relativedelta.TU(-1),
2: relativedelta.WE(-1),
3: relativedelta.TH(-1),
4: relativedelta.FR(-1),
5: relativedelta.SA(-1),
6: relativedelta.SU(-1),
}
d = datetime.date(year, month, 1) + relativedelta.relativedelta(
day=steps[targetweek], weekday=getDay[targetday])
return d
def all_weekdays(year, month, week, day_of_week):
dt = date(year, month, 1)
if week == 'last':
clean_week = int(-1)
if month == 1 or month == 3 or month == 5 or month == 7 or month == 8 or month == 10 or month == 12:
day_offset = 31
elif month == 2:
day_offset = 28
else:
day_offset = 30
else:
clean_week = +int(week.strip("stndrh"))
day_offset = 0
if day_of_week == 'Monday':
the_date = dt + rdelta.relativedelta(days=day_offset,
weekday=rdelta.MO(clean_week))
return the_date
elif day_of_week == 'Tuesday':
the_date = dt + rdelta.relativedelta(days=day_offset,
weekday=rdelta.TU(clean_week))
return the_date
elif day_of_week == 'Wednesday':
the_date = dt + rdelta.relativedelta(days=day_offset,
weekday=rdelta.WE(clean_week))
return the_date
elif day_of_week == 'Thursday':
the_date = dt + rdelta.relativedelta(days=day_offset,
weekday=rdelta.TH(clean_week))
return the_date
elif day_of_week == 'Friday':
the_date = dt + rdelta.relativedelta(days=day_offset,
weekday=rdelta.FR(clean_week))
return the_date
elif day_of_week == 'Saturday':
the_date = dt + rdelta.relativedelta(days=day_offset,
weekday=rdelta.SA(clean_week))
return the_date
elif day_of_week == 'Sunday':
the_date = dt + rdelta.relativedelta(days=day_offset,
weekday=rdelta.SU(clean_week))
return the_date
def setUp(self):
self._end = (
datetime.datetime.now() +
relativedelta.relativedelta(weekday=relativedelta.FR(-1))).replace(
hour=12, minute=0, second=0, microsecond=0)
self._start = self._end - datetime.timedelta(minutes=5)
def isThirdFriday(nDate):
rr = dr.rrule(dr.MONTHLY, byweekday=drel.FR(3), dtstart=nDate, count=1, cache=True)
if rr[0] == nDate:
return True
else:
return False
def fri(a):
friday = str(today + rdelta.relativedelta(weekday=rdelta.FR(a)))
output = friday[8:10] + '/' + friday[5:7] + '/' + friday[2:4]
return output