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 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 test_BasicFunctions(self):
year = 2015
month = 7
day = 24
str_repr = "{0}-{1:02d}-{2:02d}".format(year, month, day)
inner_repr = "Date({0}, {1}, {2})".format(year, month, day)
test_date = Date(year, month, day)
self.assertEqual(str(test_date), str_repr, "date string:\n"
"expected: {0:s}\n"
"calculated: {1:s}".format(str_repr, str(test_date)))
self.assertEqual(repr(test_date), inner_repr, "date representation:\n"
"expected: {0:s}\n"
"calculated: {1:s}".format(inner_repr, repr(test_date)))
self.assertEqual(test_date.year(), year, "date year:\n"
"expected: {0:d}\n"
"calculated: {1:d}".format(year, test_date.year()))
self.assertEqual(test_date.month(), month, "date month:\n"
"expected: {0:d}\n"
"calculated: {1:d}".format(month, test_date.month()))
self.assertEqual(test_date.dayOfMonth(), day, "date day:\n"
"expected: {0:d}\n"
"calculated: {1:d}".format(day, test_date.dayOfMonth()))
self.assertEqual(test_date.dayOfYear(), test_date - Date(2015, 1, 1) + 1, "date day:\n"
"expected: {0:d}\n"
"calculated: {1:d}"
.format(test_date - Date(2015, 1, 1) + 1, test_date.dayOfYear()))
self.assertEqual(test_date.weekday(), 6, "date weekday:\n"
"expected: {0:d}\n"
"calculated: {1:d}".format(5, test_date.weekday()))
self.assertEqual(test_date.toDateTime(), dt.datetime(year, month, day), "date datetime representation\n"
"expected: {0}\n"
"calculated: {1}".format(
dt.datetime(year, month, day), test_date.toDateTime()))
serial_number = test_date.serialNumber
serial_date = Date(serial_number=serial_number)
self.assertEqual(serial_date, test_date, "date excel serial number representation\n"
"expected: {0:d}"
"calculated: {1:d}".format(serial_date.serialNumber,
test_date.serialNumber))
# test comparisons
previous_date = test_date - 1
self.assertTrue(previous_date < test_date, "{0} is not earlier than {1}".format(previous_date, test_date))
self.assertFalse(previous_date >= test_date,
"{0} should not be later than or equal to {1}".format(previous_date, test_date))
self.assertTrue((previous_date + 1) == test_date,
"{0} plus one day should be equal to {1}".format(previous_date, test_date))
# check static members
self.assertEqual(Date.minDate(), Date(1901, 1, 1), "min date is wrong")
self.assertEqual(Date.maxDate(), Date(2199, 12, 31), "max date is wrong")
self.assertEqual(Date.endOfMonth(test_date), Date(year, month, 31), "end of month is wrong")
self.assertTrue(Date.isEndOfMonth(Date(year, month, 31)), "{0} should be the end of month")
self.assertEqual(Date.nextWeekday(test_date, test_date.weekday()), test_date,
"{0}'s next same week day should be {1}"
.format(test_date, test_date))
expected_date = dt.date.today()
expected_date = dt.datetime(expected_date.year, expected_date.month, expected_date.day)
self.assertEqual(Date.todaysDate().toDateTime(), expected_date, "today's date\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date,
Date.todaysDate()))
# nth-week day
with self.assertRaises(ValueError):
_ = Date.nthWeekday(0, Weekdays.Friday, 1, 2015)
with self.assertRaises(ValueError):
_ = Date.nthWeekday(6, Weekdays.Friday, 1, 2015)
self.assertEqual(Date.nthWeekday(3, Weekdays.Wednesday, 8, 2015), Date(2015, 8, 19))
# check plus/sub
three_weeks_after = test_date + '3W'
expected_date = test_date + 21
self.assertEqual(three_weeks_after, expected_date, "date + 3w period\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date, three_weeks_after))
three_months_before = test_date - "3M"
expected_date = Date(year, month - 3, day)
self.assertEqual(three_months_before, expected_date, "date - 3m period\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date,
three_months_before))
three_months_before = test_date - Period("3M")
expected_date = Date(year, month - 3, day)
self.assertEqual(three_months_before, expected_date, "date - 3m period\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date,
three_months_before))
three_months_after = test_date + "3m"
expected_date = Date(year, month + 3, day)
self.assertEqual(three_months_after, expected_date, "date + 3m period\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date, three_months_after))
one_year_and_two_months_before = test_date - "14m"
expected_date = Date(year - 1, month - 2, day)
self.assertEqual(one_year_and_two_months_before, expected_date, "date - 14m period\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date,
three_months_before))
one_year_and_two_months_before = test_date + "14m"
expected_date = Date(year + 1, month + 2, day)
self.assertEqual(one_year_and_two_months_before, expected_date, "date + 14m period\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date,
three_months_before))
five_months_after = test_date + "5m"
expected_date = Date(year, month + 5, day)
self.assertEqual(five_months_after, expected_date, "date + 5m period\n"
"expected: {0}\n"
"calculated: {1}".format(expected_date, five_months_after))