OpenDate
Date/time library built on Pendulum with business day support and financial calculations. Parsing runs on a Rust port of the dateutil parser.
pip install opendate
Quick Reference
# Imports
import opendate
from opendate import Date, DateTime, Time, Interval
from opendate import EST, UTC, LCL, WeekDay
from opendate 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) # London calendar
# Module-wide default calendar
set_default_calendar('LSE')
Module Functions
| Function | Description |
|---|---|
date(y, m, d) |
Create Date |
datetime(y, m, d, h, m, s, tzinfo=UTC) |
Create DateTime (defaults to UTC) |
time(h, m, s, tzinfo=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) |
Calendar for name, in any case ('nyse' and 'NYSE' are the same) |
set_default_calendar(name) |
Set module default calendar |
get_default_calendar() |
Get current default calendar name |
available_calendars() |
List available calendars |
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) |
One unit back: 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 (%- becomes %# on Windows) |
DateTime
Constructors
| Method | Description |
|---|---|
DateTime(y, m, d, h, m, s, us, tzinfo) |
Create from components |
DateTime.now(tz=None) |
Current time in tz, any tzinfo (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. A string keeps an offset it spells out, else UTC. A date code (T, P) gives a naive midnight. A timestamp gives local wall time in LCL. 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 in tz, any tzinfo (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) |
Same instant in tz, a zone name or any tzinfo. On a naive value, keeps the wall clock and sets tz |
in_tz(tz) |
Alias for in_timezone |
astimezone(tz) |
Same instant in tz, a tzinfo or None. Reads a naive value as system local time. None means the system local zone |
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 |
Time
Constructors
| Method | Description |
|---|---|
Time(h, m, s, us, tzinfo) |
Create from components |
Time.parse(s, fmt=None) |
Parse string. UTC unless the string ends in Z or a signed hh:mm or hhmm offset |
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) |
Same instant as a time of day in tz, converted on today's date, so a daylight-saving zone uses today's offset. Reads a naive time as UTC |
in_tz(tz) |
Alias for in_timezone |
Interval
Constructor
Interval(start, end) # start/end are Date or DateTime
Properties
| Property | Description |
|---|---|
days |
Signed calendar days (business days if .b) |
months |
Float with fractional months (differs from pendulum) |
years |
Whole years, truncated toward zero |
quarters |
Approximate: 4 * days / 365, negative when reversed |
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); a reversed interval steps backward |
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 under a day-count basis |
yearfrac Basis
Each basis equals its QuantLib day counter bitwise on an ascending interval. A reversed interval returns the negated ascending value. A basis outside 0-8 raises ValueError, on equal endpoints too.
| Basis | Convention | QuantLib twin |
|---|---|---|
| 0 | 30/360 US (SIA) | Thirty360(USA) |
| 1 | ACT/ACT ISDA | ActualActual(ISDA) |
| 2 | ACT/360 | Actual360() |
| 3 | ACT/365 Fixed | Actual365Fixed() |
| 4 | 30E/360 (Eurobond) | Thirty360(European) |
| 5 | ACT/365.25 | Actual36525() |
| 6 | 30/360 Bond Basis | Thirty360(BondBasis) |
| 7 | 30E/360 ISDA | Thirty360(German) |
| 8 | ACT/365 No Leap | Actual365Fixed(NoLeap) |
Parsing
OpenDate parses with a Rust port of the dateutil parser. It reads the formats dateutil reads, with fuzzy matching and 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
# Accepted forms
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
DateTime.parse('2024-01-15T24:00') # ISO 24:00 is 00:00 on 2024-01-16
Rejected Input
parse returns None on input it cannot read. With raise_err=True it
raises ValueError, and the message names the input. Rejected input
includes an all-numeric string that is not 8 digits (Date.parse), an
hour, minute or second past its range (25:00, 12:61), and a
malformed ISO date (2024-13-01, 2024-02-30).
Date.parse('2024011', raise_err=True) # ValueError: Invalid date: 2024011
Time.parse('25:00', raise_err=True) # ValueError: Failed to parse time: 25:00
DateTime.parse('2024-02-30') # None
Business Days
Default Calendar
from opendate import set_default_calendar, get_default_calendar
get_default_calendar() # 'NYSE' initially
set_default_calendar('LSE') # Module-wide
Per-Operation Calendar
date.calendar('NYSE').b.add(days=5)
date.calendar('LSE').is_business_day()
Available Calendars
All calendars from pandas-market-calendars: NYSE, LSE, XLON, XPAR, XFRA, XJPX, XHKG, etc. A name is accepted in any case.
from opendate 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
Timezones
Built-in
| Constant | Zone |
|---|---|
UTC |
UTC |
GMT |
GMT |
EST |
America/New_York |
LCL |
System local |
Custom
from opendate import Timezone
tokyo = Timezone('Asia/Tokyo')
dt = DateTime(2024, 1, 15, 9, 30, tzinfo=tokyo)
Conversion
Every method that takes a zone accepts any tzinfo: a pendulum zone, zoneinfo.ZoneInfo, pytz, a fixed datetime.timezone, or a dateutil zone. opendate stores a named zone as the pendulum zone of that name and a fixed offset as a fixed pendulum zone. Pendulum reads a dateutil zone as UTC. opendate converts by that zone's offset.
dt.in_timezone(UTC) # same instant in UTC; in_tz() is an alias
dt.in_timezone(dateutil.tz.gettz('Australia/Sydney')) # timezone_name is 'Australia/Sydney'
dt.astimezone(None) # same instant in the system local zone
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 |
Extras Module
Legacy standalone functions:
from opendate 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)
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() |
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")
Development
License
MIT - Built on Pendulum and pandas-market-calendars
1 maintainer
Metadata
1 maintainer
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