index.rst

doubledate

doubledate exposes a set of 20+ utility functions as well as an immutable Calendar object representing a sorted-set of dates.

Installation

doubledate is written in pure Python. Installing doubledate is simple with pip: :

$ pip install doubledate

Quickstart

Using doubledate is also easy. :

>>> import datetime
>>> import doubledate as dtwo

# load from database, file...
>>> holidays = [
...     datetime.date(2024, 1, 2),  # New Years Day
...     datetime.date(2024, 1,15),  # Martin Luther King, Jr. Day
...     datetime.date(2024, 2,19),  # Washington's Birthday
...     datetime.date(2024, 3,29),  # Good Friday
...     datetime.date(2024, 5,27),  # Memorial Day
...     datetime.date(2024, 6,19),  # Juneteenth National Independence Day
...     datetime.date(2024, 7, 4),  # Independence Day
...     datetime.date(2024, 9, 2),  # Labor day
...     datetime.date(2024,11,28),  # Thanksgiving Day
...     datetime.date(2024,12,25)   # Christmas day
... ]

# create a Calendar
# here, every weekday (Mon-Fri), excluding holidys
>>> calendar = dtwo.Calendar.create(
...     "B", 
...     starting=dtwo.date(2023, 1, 1), 
...     ending=dtwo.date(2023, 12, 31)
... ).difference(holidays)

# first business day each month
>>> calendar.resample("M").first()

# last business day each week 
>>> calendar.resample("M").nth(-1)

# first or last business day dependending on month
>>> calendar.resample("M").apply(
...    lambda month: month[0] if month.start.month < 7 else month[-1]
... ).combine()

# most recent date as of given date
>>> calendar.asof(datetime.date(2024, 9, 4), side="left")
datetime.date(2024, 8, 30)

The library also comes with an additional suite of utility functions :

>>> import datetime
>>> import doubledate as dtwo

>>> trade = datetime.date(2020, 6, 17)

>>> dtwo.quarter(trade), dtwo.quarter(trade, base=0)
(2, 1)

>>> dtwo.eom(trade) #end-of-month
datetime.date(2020, 6, 30)

>>> dtwo.offset(trade, weekdays=3)
datetime.date(2020, 6, 22) #Wednesday + 3 weekdays is Monday

>>> dtwo.offset(datetime.datetime(2020, 3, 31), months=-1)
datetime.datetime(2020, 2, 29) #2020 is a leap year

>>> dtwo.offset(datetime.datetime(2020, 3, 31), months=1, handle=lambda eom, gap: 1)
datetime.datetime(2020, 5, 1) #handle function returned 1... i.e. eom + 1 day

source/installation source/utils/doubledate.utils source/Calendar/doubledate.Calendar source/diem/doubledate.diem source/BD/doubledate.BD source/Collection/doubledate.Collection source/changelog

Documentation

Complete documentation for doubledate is available at https://doubledate.readthedocs.io