Date Utilities

Date Handling Functions

openseries.datefixer.date_fix(fixerdate)[source]

Parse different date formats into datetime.date.

Parameters:

fixerdate (DateType) – The data item to parse.

Returns:

Parsed date.

Raises:

TypeError – If the provided fixerdate type is not supported.

Return type:

dt.date

openseries.datefixer.date_offset_foll(raw_date, months_offset=12, countries='SE', markets=None, custom_holidays=None, *, adjust=False, following=True)[source]

Offset dates according to a given calendar.

Parameters:

  • raw_date (DateType) – The date to offset from.

  • months_offset (int) – Number of months as integer. Defaults to 12.

  • countries (CountriesType) – (List of) country code(s) according to ISO 3166-1 alpha-2. Defaults to “SE”.

  • markets (list[str] | str | None) – (List of) markets code(s) supported by exchange_calendars.

  • custom_holidays (list[str] | str | None) – Argument where missing holidays can be added.

  • adjust (bool) – Determines if offset should adjust for business days. Defaults to False.

  • following (bool) – Determines if days should be offset forward (following) or backward. Defaults to True.

Returns:

Offset date.

Return type:

dt.date

openseries.datefixer.generate_calendar_date_range(trading_days, start=None, end=None, countries='SE', markets=None, custom_holidays=None)[source]

Generate a list of business day calendar dates.

Parameters:

  • trading_days (int) – Number of days to generate. Must be greater than zero.

  • start (dt.date | None) – Date when the range starts.

  • end (dt.date | None) – Date when the range ends.

  • countries (CountriesType) – (List of) country code(s) according to ISO 3166-1 alpha-2. Defaults to “SE”.

  • markets (list[str] | str | None) – (List of) markets code(s) supported by exchange_calendars.

  • custom_holidays (list[str] | str | None) – Argument where missing holidays can be added.

Returns:

List of business day calendar dates.

Return type:

list[dt.date]

openseries.datefixer.get_previous_business_day_before_today(today=None, countries='SE', markets=None, custom_holidays=None)[source]

Bump date backwards to find the previous business day.

Parameters:

  • today (dt.date | None) – Manual input of the day from where the previous business day is found.

  • countries (CountriesType) – (List of) country code(s) according to ISO 3166-1 alpha-2. Defaults to “SE”.

  • markets (list[str] | str | None) – (List of) markets code(s) supported by exchange_calendars.

  • custom_holidays (list[str] | str | None) – Argument where missing holidays can be added.

Returns:

The previous business day.

Return type:

dt.date

openseries.datefixer.holiday_calendar(startyear, endyear, countries='SE', markets=None, custom_holidays=None)[source]

Generate a business calendar.

Parameters:

  • startyear (int) – First year in date range generated.

  • endyear (int) – Last year in date range generated.

  • countries (CountriesType) – (List of) country code(s) according to ISO 3166-1 alpha-2. Defaults to “SE”.

  • markets (list[str] | str | None) – (List of) markets code(s) supported by exchange_calendars.

  • custom_holidays (list[str] | str | None) – Argument where missing holidays can be added.

Returns:

Generate a business calendar.

Raises:

CountriesNotStringNorListStrError – If countries is not a supported ISO 3166-1 alpha-2 string or a list of such strings.

Return type:

busdaycalendar

openseries.datefixer.offset_business_days(ddate, days, countries='SE', markets=None, custom_holidays=None)[source]

Bump date by business days.

It first adjusts to a valid business day and then bumps with given number of business days from there.

Parameters:

  • ddate (dt.date) – A starting date that does not have to be a business day.

  • days (int) – The number of business days to offset from the business day that is given. If days is set as anything other than an integer its value is set to zero.

  • countries (CountriesType) – (List of) country code(s) according to ISO 3166-1 alpha-2. Defaults to “SE”.

  • markets (list[str] | str | None) – (List of) markets code(s) supported by exchange_calendars.

  • custom_holidays (list[str] | str | None) – Argument where missing holidays can be added.

Returns:

The new offset business day.

Return type:

dt.date

The datefixer module provides utilities for handling business days, holidays, and date calculations commonly needed in financial analysis.