tradingdate

Manages trade dates.

Installation

$ pip install tradingdate

Requirements

chinesecalendar

Usage

Get a calendar

>>> import tradingdate as td
>>> cal = td.get_calendar("chinese") # by default "chinese"
>>> cal
TradingCalendar(20040102 ~ 20261231, 'chinese')
>>> list(cal)[:3]
[TradingDate(20040102), TradingDate(20040105), TradingDate(20040106)]

Get a trading date

>>> date = td.date(20250116)
>>> date
TradingDate(20250116)
>>> print(date.year, date.month, date.day)
2025 01 16

>>> date - 20
TradingDate(20241218)
>>> date + 100
TradingDate(20250617)

>>> date.week.start, date.week.end
(TradingDate(20250113), TradingDate(20250117))
>>> date.month.start, date.month.end
(TradingDate(20250102), TradingDate(20250127))
>>> date.year.start, date.year.end
(TradingDate(20250102), TradingDate(20251231))

Get iterator of trading dates

>>> list(td.daterange(20250101, 20250107))
[TradingDate(20250102), TradingDate(20250103), TradingDate(20250106)]

Make a new calendar

>>> td.make_calendar("user-defined", [20250101, 20250115, 20250201])
TradingCalendar(20250101 ~ 20250201, 'user-defined')
>>> list(td.daterange(20250101, 20250131, calendar_id="user-defined"))
[TradingDate(20250101), TradingDate(20250115)]

See Also

Github repository

• https://github.com/Chitaoji/tradingdate/

PyPI project

• https://pypi.org/project/tradingdate/

License

This project falls under the BSD 3-Clause License.

History

v0.0.12

• Fixed the returntype of daterange().

v0.0.11

• New parameters for daterange(): step and include_end.
• Removed get_trading_dates(), use daterange(include_end=True) instead.
• Renamed get_trading_date() to date().
• date(missing = 'use_last') is deprecated, use date(missing = 'use_before') now.
• make_calendar() can now receive an iterator of int, str orTradingtate objects, and the parameter date_list is renamed to dates.

v0.0.10

• New method DateRange.apply().

v0.0.9

• Updated support for comparison operators and 'in' operators.

v0.0.8

• Bugfix: no longer raises an OutOfCalendarError when the end parameter for get_trading_dates() is None.
• New method TradingDate.iterate_until().
• daterange() returns an instance of DateRange now.

v0.0.7

• Updated make_calendar(): raises ValueError when calender_id already exists.

v0.0.6

• New function daterange().

v0.0.5

• New property TradingDate.week.

v0.0.4

• Improved effeciency when making a calendar.
• Updated message of NotImplementedError raised by CalendarEngine.get_chinese_calendar().

v0.0.3

• Updated make_calendar(): now accepts a date-list as the second positional argument instead of a dict.

v0.0.2

• New function make_calendar().
• Removed the dependency on numpy.

v0.0.1

• New methods TradingCalendar.get_year(), YearCalendar.get_month(), MonthCalendar.get_day().
• Bugfix: TradingDate.__sub__().

v0.0.0

• Initial release.