Date
financepy.utils.date
Classes
Date
Date(d, m, y, hh=0, mm=0, ss=0)
A date class to manage dates that is simple to use and includes a
number of useful date functions used frequently in Finance.
Methods
day_of_year
day_of_year(self) -> float
Day of the year which can be float for intraday
from_ymd_excel
from_ymd_excel(cls, d, m, y, excel_dt)
No description available.
from_excel
from_excel(excel_dt: float) -> 'Date'
No description available.
from_string
from_string(cls, date_string, format_string)
Create a Date from a date and format string.
Example Input:
start_dt = Date('1-1-2018', '%d-%m-%Y')
from_date
from_date(cls, value)
No description available.
is_weekend
is_weekend(self)
returns True if the date falls on a weekend.
is_eom
is_eom(self)
returns True if this date falls on a month end.
eom
eom(self)
returns last date of month of this date.
add_hours
add_hours(self, hours)
No description available.
add_minutes
add_minutes(self, minutes)
No description available.
add_seconds
add_seconds(self, seconds)
No description available.
add_days
add_days(self, num_days=1)
No description available.
add_weekdays
add_weekdays(self, num_days: int)
Returns a new date that is num_days working days after Date. Note
that only weekends are taken into account. Other Holidays are not. If
you want to include regional holidays then use add_business_days from
the FinCalendar class.
add_months
add_months(self, mm: list | int) -> ForwardRef('Date') | list
Returns a new date that is mm months after the Date. If mm is an
integer or float you get back a single date. If mm is a vector you get
back a vector of dates.
add_years
add_years(self, yy: numpy.ndarray | float)
Returns a new date that is yy years after the Date. If yy is an
integer or float you get back a single date. If yy is a list you get
back a vector of dates.
next_cds_date
next_cds_date(self, mm: int = 0)
Returns a CDS date that is mm months after the Date. If no
argument is supplied then the next CDS date after today is returned.
third_wednesday_of_month
third_wednesday_of_month(self, m: int, y: int)
For a specific month and year this returns the day number of the
3rd Wednesday by scanning through dates in the third week.
next_imm_date
next_imm_date(self)
This function returns the next IMM date after the current date
This is a 3rd Wednesday of Jun, March, Sep or December. For an
IMM contract the IMM date is the First Delivery Date of the
futures contract.
add_tenor
add_tenor(self, tenor: list | financepy.utils.date.Date.str | financepy.utils.tenor.Tenor)
Return the date following the Date by a period given by the
tenor which is a string consisting of a number and a letter, the
letter being d, w, m , y for day, week, month or year. This is case
independent. For example 10Y means 10 years while 120m also means 10
years. The date is NOT weekend or holiday calendar adjusted. This must
be done AFTERWARDS.
datetime
datetime(self)
Returns a datetime of the date
str
str(self)
returns a formatted string of the date
Functions
daily_working_day_schedule
daily_working_day_schedule(start_dt: financepy.utils.date.Date, end_dt: financepy.utils.date.Date)
Returns a list of working dates between start_dt and end_dt.
This function should be replaced by dateRange once add_tenor allows
for working days.
date_range
date_range(start_dt: financepy.utils.date.Date, end_dt: financepy.utils.date.Date, tenor: str = '1D')
Returns a list of dates between start_dt (inclusive)
and end_dt (inclusive). The tenor represents the distance between two
consecutive dates and is set to daily by default.
datediff
datediff(d1: financepy.utils.date.Date, d2: financepy.utils.date.Date)
Calculate the number of days between two Findates.
days_in_month
days_in_month(m, y)
Get the number of days in the month (1-12) of a given year y.
from_datetime
from_datetime(dt: financepy.utils.date.Date)
Construct a Date from a datetime as this is often needed if we
receive inputs from other Python objects such as Pandas dataframes.
is_leap_year
is_leap_year(y: int)
Test whether year y is a leap year - if so return True, else False
parse_dt
parse_dt(date_str, date_format)
Parse a date string into day, month, and year components.
vectorisation_helper
vectorisation_helper(func)
Decorator to allow a function to be vectorised over an iterable
Generated automatically from the FinancePy source code.
Do not edit this file manually.