tensorquant.timehandles package

Submodules

tensorquant.timehandles.daycounter module

class tensorquant.timehandles.daycounter.DayCounter(day_counter_convention: DayCounterConvention, include_last_day: bool = False)

Bases: object

day_count(d1: date, d2: date)

year_days(year: int)

year_fraction(d1: date, d2: date)

tensorquant.timehandles.grid module

class tensorquant.timehandles.grid.DateGrid(dates: list[date], daycounter_convention: DayCounterConvention)

Bases: object

property dates

property daycounter

property daycounter_convention

property times

tensorquant.timehandles.schedule module

class tensorquant.timehandles.schedule.ScheduleGenerator(calendar: Calendar, business_day_convention: BusinessDayConvention)

Bases: object

generate(start: date, end: date, tenor: int, time_unit: TimeUnit)

tensorquant.timehandles.targetcalendar module

class tensorquant.timehandles.targetcalendar.TARGET

Bases: Calendar

A class to represent TARGET calendar

is_business_day(d: date) → bool

Determine if a given date is a business day.

Parameters:

ddate

The date to check.

Returns:

bool:

True if the given date is a business day, False otherwise.

tensorquant.timehandles.tqcalendar module

class tensorquant.timehandles.tqcalendar.Calendar

Bases: ABC

The abstract class for calendar implementations.

adjust(d: date, c: BusinessDayConvention)

Adjust date based on the business day convention.

Parameters:

d (date): The date to adjust. c (BusinessDayConvention): The business day convention.

Returns:

date: The adjusted date.

advance(start_date: date, period: int, time_unit: TimeUnit, convention: BusinessDayConvention, end_of_month: bool = False)

Advance a given start date by a specified period using the given time unit and business day convention.

Parameters:

start_date (date): The starting date. period (int): The number of time units to advance the start date by. time_unit (TimeUnit): The unit of time to use for advancing the start date. convention (BusinessDayConvention): The business day convention to use for adjusting the dates. end_of_month (bool, optional): Whether to adjust to the end of the month if the original start date is at the end of the month. Defaults to False.

Returns:

date: The advanced date.

end_of_month(d: date) → int

Get the last day of the month for a given date.

Parameters:

d (date): The date for which to find the last day of the month.

Returns:

int: The last day of the month.

abstract is_business_day(d: date)

Check 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.

is_end_of_month(d: date) → bool

Check if a given date is the end of the month.

Parameters:

d (date): The date to check.

Returns:

bool: True if the given date is the end of the month, False otherwise.

is_holiday(d: date) → bool

Check if a given date is a holiday.

Parameters:

d (date): The date to check.

Returns:

bool: True if the given date is a holiday, False otherwise.

is_weekend(d: date) → bool

Check if a given date is a weekend.

Parameters:

d (date): The date to check.

Returns:

bool: True if the given date is a weekend, False otherwise.

tensorquant.timehandles.utils module

class tensorquant.timehandles.utils.BusinessDayConvention(value)

Bases: Enum

Enumeration of business-day conventions.

Following = 'Following'

HalfMonthModifiedFollowing = 'Half-Month Modified Following'

ModifiedFollowing = 'Modified Following'

ModifiedPreceding = 'Modified Preceding'

Nearest = 'Nearest'

Preceding = 'Preceding'

Unadjusted = 'Unadjusted'

class tensorquant.timehandles.utils.CompoundingType(value)

Bases: Enum

An enumeration.

Compounded = 'compounded'

Continuous = 'continuous'

Simple = 'simple'

class tensorquant.timehandles.utils.DayCounterConvention(value)

Bases: Enum

An enumeration.

Actual360 = 'Actual360'

Actual365 = 'Actual365'

ActualActual = 'ActualActual'

Thirty360 = 'Thirty360'

Thirty360E = 'Thirty360E'

class tensorquant.timehandles.utils.Frequency(value)

Bases: Enum

An enumeration.

Annual = 1

Bimonthly = 6

Biweekly = 26

Daily = 365

EveryFourthMonth = 3

EveryFourthWeek = 13

Monthly = 12

NoFrequency = -1

Once = 0

OtherFrequency = 999

Quarterly = 4

Semiannual = 2

Weekly = 52

class tensorquant.timehandles.utils.Settings

Bases: object

A class to represent general settings

evaluation_date = datetime.date(2026, 5, 26)

class tensorquant.timehandles.utils.TimeUnit(value)

Bases: Enum

Enumeration of time-units.

Days = 'Days'

Months = 'Months'

Weeks = 'Weeks'

Years = 'Years'

tensorquant.timehandles.utils.decode_term(term: str)

Module contents