deephaven.calendar#

This module provides a collection of business calendars and convenient calendar functions.

class BusinessCalendar(name=None)[source]#

Bases: Calendar

A business calendar.

Loads a business calendar.

Parameters:: name (str) – name of the calendar, default is None, which means to use the default Deephaven calendar
Raises:: DHError –

business_days_in_range(start, end)[source]#

Returns the business days between the specified start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range

Returns:

a list of dates

Return type:

List[str]

Raises:

DHError –

business_schedule(date)[source]#

Returns the specified day’s business schedule.

Parameters:: date (str) – the date str, format must be “yyyy-MM-dd”
Return type:: BusinessSchedule
Returns:: a BusinessSchedule instance
Raises:: DHError –

property current_day#: The current day.

day_of_week(date)#

The day of week for the given date.

Parameters:: date (str) – the date of interest
Return type:: DayOfWeek
Returns:: str
Raises:: DHError –

days_in_range(start, end)#

Returns the days between the specified start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range

Returns:

a list of dates

Return type:

List[str]

Raises:

DHError –

property default_business_periods#: The default business periods for the business days. Returns a list of strings with a comma separating open and close times.

property is_business_day#: If today is a business day.

is_last_business_day_of_month(date)[source]#

Returns if the specified date is the last business day of the month.

Parameters:: date (str) – the date
Return type:: bool
Returns:: bool
Raises:: DHError –

is_last_business_day_of_week(date)[source]#

Returns if the specified date is the last business day of the week.

Parameters:: date (str) – the date
Return type:: bool
Returns:: bool
Raises:: DHError –

j_object_type#: alias of BusinessCalendar

next_business_day(date)[source]#

Gets the business day after the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

next_day(date)#

Gets the day after the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

next_non_business_day(date)[source]#

Gets the non-business day after the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

non_business_days_in_range(start, end)[source]#

Returns the non-business days between the specified start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range

Returns:

a list of dates

Return type:

List[str]

Raises:

DHError –

number_of_business_days(start, end, end_inclusive=False)[source]#

Returns the number of business days between the start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range
end_inclusive (bool) – whether to include the end date, default is False

Return type:

int

Returns:

int

Raises:

DHError –

number_of_days(start, end, end_inclusive=False)#

Returns the number of days between the start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range
end_inclusive (bool) – whether to include the end date, default is False

Return type:

int

Returns:

int

Raises:

DHError –

number_of_non_business_days(start, end, end_inclusive=False)[source]#

Returns the number of non-business days between the start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range
end_inclusive (bool) – whether to include the end date, default is False

Return type:

int

Returns:

int

Raises:

DHError –

previous_business_day(date)[source]#

Gets the business day prior to the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

previous_day(date)#

Gets the day prior to the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

previous_non_business_day(date)[source]#

Gets the non-business day prior to the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

property standard_business_day_length#: The length of a standard business day in nanoseconds.

property time_zone#: Returns the timezone of the calendar.

class BusinessPeriod(j_business_period)[source]#

Bases: JObjectWrapper

A period of business time during a business day.

property end_time#: The end of the period.

j_object_type#: alias of BusinessPeriod

property length#: The length of the period in nanoseconds.

property start_time#: The start of the period.

class BusinessSchedule(j_business_schedule)[source]#

Bases: JObjectWrapper

A business schedule defines a single business day.

property business_periods#

The business periods of the day.

Returns:: List[BusinessPeriod]

business_time_elapsed(time)[source]#

Returns the amount of business time in nanoseconds that has elapsed on the given day by the specified time.

Parameters:: time (Instant) – the time during the day
Return type:: int
Returns:: int

property end_of_day#: The end of the business day.

is_business_day()[source]#

Whether it is a business day.

Return type:: bool
Returns:: bool

is_business_time(time)[source]#

Whether the specified time is a business time for the day.

Parameters:: time (Instant) – the time during the day
Return type:: bool
Returns:: bool

j_object_type#: alias of BusinessSchedule

property start_of_day#: The start of the business day.

class Calendar[source]#

Bases: JObjectWrapper

property current_day#: The current day.

day_of_week(date)[source]#

The day of week for the given date.

Parameters:: date (str) – the date of interest
Return type:: DayOfWeek
Returns:: str
Raises:: DHError –

days_in_range(start, end)[source]#

Returns the days between the specified start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range

Returns:

a list of dates

Return type:

List[str]

Raises:

DHError –

j_object_type#: alias of Calendar

next_day(date)[source]#

Gets the day after the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

number_of_days(start, end, end_inclusive=False)[source]#

Returns the number of days between the start and end dates.

Parameters:

start (str) – the start day of the range
end (str) – the end day of the range
end_inclusive (bool) – whether to include the end date, default is False

Return type:

int

Returns:

int

Raises:

DHError –

previous_day(date)[source]#

Gets the day prior to the given date.

Parameters:: date (str) – the date of interest
Return type:: str
Returns:: str
Raises:: DHError –

property time_zone#: Returns the timezone of the calendar.

class DayOfWeek(value)[source]#

Bases: Enum

A Enum that defines the days of a week.

calendar_names()[source]#

Returns the names of all available calendars.

Return type:: List[str]
Returns:: a list of names of all available calendars
Raises:: DHError –

default_calendar_name()[source]#

Returns the default calendar name which is set by the ‘Calendar.default’ property in the configuration file that the Deephaven server is started with.

Returns:: the default business calendar name
Raises:: DHError –