opendate 0.1.31

Python business datetimes

OpenDate

Date/time library built on Pendulum with business day support and financial calculations. Parsing is 1.2-6x faster than pendulum thanks to a Rust-based dateutil port.

pip install opendate

Quick Reference

from date import Date, DateTime, Time, Interval
from date import EST, UTC, LCL, WeekDay
from date import get_calendar, set_default_calendar

# Basics
today = Date.today()
now = DateTime.now()
parsed = Date.parse('T-3b')  # 3 business days ago

# Business days
today.b.add(days=5)                    # 5 business days forward
today.calendar('LSE').b.subtract(days=3)  # Using London calendar

# Change default calendar globally
set_default_calendar('LSE')

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Module Functions

Function	Description
date(y, m, d)	Create Date
datetime(y, m, d, h, m, s, tz=UTC)	Create DateTime (defaults to UTC)
time(h, m, s, tz=UTC)	Create Time (defaults to UTC)
interval(start, end)	Create Interval
parse(s, calendar=None)	Parse to DateTime (calendar optional, uses module default)
instance(obj)	Convert datetime/date/time (preserves obj's tz if present, else UTC)
now(tz=None)	Current DateTime (local tz if None)
today(tz=None)	Today at 00:00:00 (local tz if None)
get_calendar(name)	Get calendar instance
set_default_calendar(name)	Set module default calendar
get_default_calendar()	Get current default calendar name
available_calendars()	List available calendars

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Date

Constructors

Method	Description
Date(y, m, d)	Create from components
Date.today()	Current date (uses local tz for current day)
Date.parse(s, calendar='NYSE')	Parse string. Calendar used for business day codes (T-3b, P), defaults to NYSE
Date.instance(obj)	From datetime.date, Timestamp, datetime64
Date.fromordinal(n)	From ordinal
Date.fromtimestamp(ts, tz=None)	From Unix timestamp (UTC if None)

Properties

Inherited from pendulum: year, month, day, day_of_week, day_of_year, week_of_month, week_of_year, days_in_month, quarter

Arithmetic

Method	Description
add(years, months, weeks, days)	Add time units
subtract(years, months, weeks, days)	Subtract time units
diff(other)	Get Interval between dates

Period Boundaries

Method	Description
start_of(unit)	Start of day/week/month/quarter/year
end_of(unit)	End of day/week/month/quarter/year
first_of(unit, day_of_week=None)	First (or first weekday) of period
last_of(unit, day_of_week=None)	Last (or last weekday) of period
nth_of(unit, n, day_of_week)	Nth occurrence of weekday in period

Navigation

Method	Description
next(day_of_week=None)	Next occurrence of weekday
previous(day_of_week=None)	Previous occurrence of weekday
closest(d1, d2)	Closer of two dates
farthest(d1, d2)	Further of two dates
average(other=None)	Midpoint between dates
lookback(unit)	Go back by unit: day/week/month/quarter/year

Business Day

Method	Description
business() or .b	Enable business day mode
calendar(name)	Set calendar (NYSE, LSE, etc.)
is_business_day()	Check if business day
business_hours()	Returns (open, close) or (None, None)

Extras

Method	Description
isoweek()	ISO week number (1-53)
nearest_start_of_month()	Nearest month start (threshold: day 15)
nearest_end_of_month()	Nearest month end (threshold: day 15)
weekday_or_previous_friday()	Snap weekend to Friday
to_string(fmt)	Format (handles Windows %- → %#)

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DateTime

Constructors

Method	Description
DateTime(y, m, d, h, m, s, us, tzinfo)	Create from components
DateTime.now(tz=None)	Current time (local tz if None)
DateTime.today(tz=None)	Today at 00:00:00 (local tz if None, differs from pendulum)
DateTime.parse(s, calendar='NYSE')	Parse string or timestamp. Strings: preserve explicit tz, else naive. Timestamps: local tz. Calendar used for business day codes, defaults to NYSE
DateTime.instance(obj, tz=None)	From datetime, Timestamp, datetime64. Preserves obj's tz if present, else uses tz param, else UTC
DateTime.combine(date, time, tzinfo=None)	Combine Date and Time (uses time's tz if tzinfo=None)
DateTime.fromtimestamp(ts, tz=None)	From Unix timestamp (UTC if None)
DateTime.utcfromtimestamp(ts)	From timestamp as UTC
DateTime.utcnow()	Current UTC time
DateTime.strptime(s, fmt)	Parse with format
DateTime.fromordinal(n)	From ordinal

Properties

Inherited from pendulum: year, month, day, hour, minute, second, microsecond, day_of_week, day_of_year, week_of_month, week_of_year, days_in_month, quarter, timestamp, timezone, tz, timezone_name, offset, offset_hours

Extraction

Method	Description
date()	Extract Date
time()	Extract Time (preserves tz)
epoch()	Unix timestamp (alias for timestamp())

Timezone

Method	Description
in_timezone(tz)	Convert to timezone
in_tz(tz)	Alias for in_timezone
astimezone(tz)	Alias for in_timezone

Arithmetic & Navigation

Same as Date: add, subtract, diff, start_of, end_of, first_of, last_of, nth_of, next, previous

Business Day

Same as Date: business(), .b, calendar(name), is_business_day(), business_hours()

Formatting

Method	Description
format(fmt, locale=None)	Format with tokens
isoformat()	ISO 8601 string
rfc3339()	RFC 3339 (same as isoformat)
to_date_string()	YYYY-MM-DD
to_datetime_string()	YYYY-MM-DD HH:MM:SS
to_time_string()	HH:MM:SS
to_iso8601_string()	Full ISO 8601

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Time

Constructors

Method	Description
Time(h, m, s, us, tzinfo)	Create from components
Time.parse(s, fmt=None)	Parse string (always UTC)
Time.instance(obj, tz=None)	From datetime.time, datetime. Preserves obj's tz if present, else uses tz param, else UTC

Properties

hour, minute, second, microsecond, tzinfo

Methods

Method	Description
in_timezone(tz)	Convert to timezone
in_tz(tz)	Alias

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Interval

Constructor

Interval(start, end)  # start/end are Date or DateTime

Properties

Property	Description
days	Calendar days (business days if .b)
months	Float with fractional months (differs from pendulum)
years	Complete years (floors)
quarters	Approximate (days/365*4)
start	Start date
end	End date

Methods

Method	Description
business() or .b	Enable business day mode
calendar(name)	Set calendar
range(unit, amount=1)	Iterate by unit (days/weeks/months/years)
is_business_day_range()	Yields bool for each day
start_of(unit)	List of period starts in interval
end_of(unit)	List of period ends in interval
yearfrac(basis)	Year fraction (Excel-compatible)

yearfrac Basis

Basis	Convention	Use
0	US (NASD) 30/360	Corporate bonds
1	Actual/actual	Treasury bonds
2	Actual/360	Money market
3	Actual/365	Some bonds
4	European 30/360	Eurobonds

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Parsing

OpenDate uses a dateutil-compatible Rust parser that handles virtually any date/time format. The parser supports fuzzy matching, multiple locales, and automatic format detection.

Special Codes

Code	Meaning
T or N	Today
Y	Yesterday
P	Previous business day
M	Last day of previous month

Business Day Offsets

Pattern	Example	Meaning
{code}±{n}	T-5	5 calendar days ago
{code}±{n}b	T-3b	3 business days ago

Parser Capabilities

• Dates: ISO 8601, US/European formats, compact, natural language
• Times: 12/24-hour, with/without seconds, AM/PM, timezones
• Combined: Any date + time combination, Unix timestamps (auto-detects ms/s)
• Fuzzy: Extracts dates from text containing other content

# All of these work
Date.parse('2024-01-15')
Date.parse('Jan 15, 2024')
Date.parse('15/01/2024')
DateTime.parse('2024-01-15T09:30:00Z')
DateTime.parse(1640995200)  # Unix timestamp
DateTime.parse('meeting on Jan 15 at 3pm')  # Fuzzy

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Business Days

Default Calendar

from date import set_default_calendar, get_default_calendar

get_default_calendar()      # 'NYSE' initially
set_default_calendar('LSE') # Change globally

Per-Operation Calendar

date.calendar('NYSE').b.add(days=5)
date.calendar('LSE').is_business_day()

Available Calendars

All calendars from exchange-calendars: NYSE, LSE, XLON, XPAR, XFRA, XJPX, XHKG, etc.

from date import available_calendars
print(available_calendars())

Business Day Examples

# Add/subtract business days
Date(2024, 3, 29).b.add(days=1)  # Skips Good Friday + weekend

# Period boundaries
Date(2024, 7, 1).b.start_of('month')  # First business day of July
Date(2024, 4, 30).b.end_of('month')   # Last business day of April

# Iterate business days only
for d in Interval(start, end).b.range('days'):
    print(d)

# Count business days
Interval(start, end).b.days

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Timezones

Built-in

Constant	Zone
UTC	UTC
GMT	GMT
EST	America/New_York
LCL	System local

Custom

from date import Timezone
tokyo = Timezone('Asia/Tokyo')
dt = DateTime(2024, 1, 15, 9, 30, tzinfo=tokyo)

Conversion

dt.in_timezone(UTC)   # or in_tz() or astimezone()

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Decorators

Decorator	Effect
@expect_date	Converts arg to Date
@expect_datetime	Converts arg to DateTime
@expect_time	Converts arg to Time
@expect_date_or_datetime	Converts to Date or DateTime
@prefer_utc_timezone	Adds UTC if no tz
@expect_utc_timezone	Converts result to UTC
@prefer_native_timezone	Adds local tz if no tz
@expect_native_timezone	Converts result to local

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Extras Module

Legacy standalone functions:

from date import is_business_day, is_within_business_hours, overlap_days

is_business_day()              # Is today a business day?
is_within_business_hours()     # Is current time in market hours?

overlap_days(int1, int2)           # Do intervals overlap? (bool)
overlap_days(int1, int2, days=True) # Day count of overlap (int)

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Pendulum Differences

Feature	Pendulum	OpenDate
DateTime.today()	Current time	Start of day (00:00:00)
DateTime.instance() default tz	None	Preserves obj's tz if present, else UTC
Time.parse() default tz	None	UTC
Interval.months	int	float (fractional)
Business day support	No	Yes
Default calendar	N/A	set_default_calendar()

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Examples

Month-End Dates

interval = Interval(Date(2024, 1, 1), Date(2024, 12, 31))
month_ends = interval.end_of('month')
business_month_ends = interval.b.end_of('month')

Third Friday (Options Expiration)

Date.today().add(months=1).start_of('month').nth_of('month', 3, WeekDay.FRIDAY)

Interest Accrual

days_fraction = Interval(issue_date, settlement_date).yearfrac(2)  # Actual/360
accrued = coupon_rate * days_fraction

Market Hours Check

now = DateTime.now(tz=get_calendar('NYSE').tz)
if now.calendar('NYSE').is_business_day():
    open_time, close_time = now.business_hours()
    if open_time and open_time <= now <= close_time:
        print("Market open")

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Development

See docs/developer-guide.md

License

MIT - Built on Pendulum and pandas-market-calendars