doubledate#

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

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Installation#

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

$ pip install doubledate

Quickstart#

Using doubledate is also easy: simply wrap a list of dates in a doubledate.Calendar

>>> import doubledate as dtwo

>>> dates = [...] # list of dates
>>> calendar = dtwo.Calendar(dates)
<doubledate.calendar.Calendar at 0x17...>

More realistically:

>>> 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(2024, 1, 1),
...     ending=dtwo.date(2024, 12, 31)
... ).difference(holidays)

# first business day each month
>>> calendar.resample("M").first()
<doubledate.calendar.Calendar at 0x17...>

# last business day each week ending on Wednesday
>>> calendar.resample("W-WED").nth(-1)
<doubledate.calendar.Calendar at 0x17...>

# 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()
<doubledate.calendar.Calendar at 0x17...>

# 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

Contents

Documentation#

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