Source code for tensorquant.timehandles.targetcalendar

from .tqcalendar import Calendar
from datetime import date, timedelta
from dateutil.easter import *


[docs] class TARGET(Calendar): """ A class to represent TARGET calendar """ def __init__(self) -> None: pass
[docs] def is_business_day(self, d: date) -> bool: """ Determine if a given date is a business day. Parameters: ------- d : date The date to check. Returns: ------- bool: True if the given date is a business day, False otherwise. """ ny = d.day == 1 and d.month == 1 em = d == easter(d.year) + timedelta(1) gf = d == easter(d.year) - timedelta(2) ld = d.day == 1 and d.month == 5 c = d.day == 25 and d.month == 12 cg = d.day == 26 and d.month == 12 if self.is_weekend(d) or ny or gf or em or ld or c or cg: return False else: return True