detquantlib 2.0.4__py3-none-any.whl

detquantlib/tradable_products/tradable_products.py

@@ -0,0 +1,117 @@
+# Python built-in packages
+from datetime import datetime
+from typing import Literal
+
+# Third-party packages
+import pandas as pd
+from dateutil.relativedelta import *
+
+# Internal modules
+from detquantlib.dates.dates import calc_months_diff
+
+
+def convert_delivery_start_date_to_maturity(
+    trading_date: datetime,
+    delivery_start_date: datetime,
+    product: Literal["month", "quarter", "year"],
+) -> int:
+    """
+    Calculates the number of maturities between the input trading date and the input delivery
+    date, based on the input product type.
+
+    Args:
+        trading_date: Trading date
+        delivery_start_date: Delivery start date
+        product: Product type (e.g. "month", "quarter", "year")
+
+    Returns:
+        Product maturity
+
+    Raises:
+        ValueError: Raises an error when the delivery start date is older than the trading date
+        ValueError: Raises an error when the input product type is not recognized
+    """
+    # Make input product string lower case only
+    product = product.lower()
+
+    # Validate input dates
+    if delivery_start_date < trading_date:
+        raise ValueError(
+            "Input argument 'delivery_start_date' cannot be smaller than input argument "
+            "'trading_date'."
+        )
+
+    if product == "month":
+        maturity = calc_months_diff(
+            start_date=trading_date,
+            end_date=delivery_start_date,
+            diff_method="month",
+        )
+
+    elif product == "quarter":
+        quarter = pd.Timestamp(trading_date).quarter
+        year_start_date = datetime(trading_date.year, 1, 1)
+        trading_quarter_start_date = year_start_date + relativedelta(months=((quarter - 1) * 3))
+
+        quarter = pd.Timestamp(delivery_start_date).quarter
+        year_start_date = datetime(delivery_start_date.year, 1, 1)
+        delivery_quarter_start_date = year_start_date + relativedelta(months=((quarter - 1) * 3))
+
+        months_diff = calc_months_diff(
+            start_date=trading_quarter_start_date,
+            end_date=delivery_quarter_start_date,
+            diff_method="month",
+        )
+        maturity = months_diff / 3
+
+    elif product == "year":
+        maturity = delivery_start_date.year - trading_date.year
+
+    else:
+        raise ValueError("Invalid input product name.")
+
+    return maturity
+
+
+def convert_maturity_to_delivery_start_date(
+    trading_date: datetime,
+    maturity: int,
+    product: Literal["month", "quarter", "year"],
+) -> datetime:
+    """
+    Calculates the delivery start date of the input product, based on the input trading date
+    and input maturity.
+
+    Args:
+        trading_date: Trading date
+        maturity: Product maturity
+        product: Product type (e.g. "month", "quarter", "year")
+
+    Returns:
+        Delivery start date
+
+    Raises:
+        ValueError: Raises an error when the input product type is not recognized
+    """
+
+    # Make input product string lower case only
+    product = product.lower()
+
+    if product == "month":
+        month_start_date = datetime(trading_date.year, trading_date.month, 1)
+        delivery_start_date = month_start_date + relativedelta(months=maturity)
+
+    elif product == "quarter":
+        quarter = pd.Timestamp(trading_date).quarter
+        year_start_date = datetime(trading_date.year, 1, 1)
+        quarter_start_date = year_start_date + relativedelta(months=((quarter - 1) * 3))
+        delivery_start_date = quarter_start_date + relativedelta(months=(maturity * 3))
+
+    elif product == "year":
+        year_start_date = datetime(trading_date.year, 1, 1)
+        delivery_start_date = year_start_date + relativedelta(years=maturity)
+
+    else:
+        raise ValueError("Invalid input product name.")
+
+    return delivery_start_date

detquantlib/utils/utils.py

@@ -0,0 +1,11 @@
+from datetime import datetime
+
+
+def add_log(message: str):
+    """
+    Short helper function to print log messages, including time stamps.
+
+    Args:
+        message: Message to be printed
+    """
+    print(f"[{datetime.now().strftime('%Y-%m-%d %H:%M:%S')}] {message}")

detquantlib-2.0.4.dist-info/LICENSE.txt

@@ -0,0 +1,3 @@
+* Copyright (C) 2025 Dynamic Energy Trading B.V. - All Rights Reserved
+* The copying and distribution of this project via any medium is strictly prohibited without the express consent of Dynamic Energy Trading B.V.
+* Proprietary and confidential

detquantlib-2.0.4.dist-info/METADATA

@@ -0,0 +1,153 @@
+Metadata-Version: 2.3
+Name: detquantlib
+Version: 2.0.4
+Summary: An internal library containing functions and classes that can be used across Quant models.
+Author: DET
+Requires-Python: >=3.10,<4.0
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Requires-Dist: numpy (>=2.2.4,<3.0.0)
+Requires-Dist: pandas (>=2.2.3,<3.0.0)
+Requires-Dist: paramiko (>=3.5.1,<4.0.0)
+Requires-Dist: plotly (>=6.0.1,<7.0.0)
+Requires-Dist: pyodbc (>=5.2.0,<6.0.0)
+Project-URL: Repository, https://github.com/Dynamic-Energy-Trading/detquantlib
+Description-Content-Type: text/markdown
+
+# DET Quant Library
+
+The DET Quant Library is an internal library containing functions and classes that can be used
+across Quant models.
+
+## Instructions
+
+#### Version control
+
+- This repository contains a version control workflow.
+- The version number is specified via the `version` field in the pyproject.toml file.
+- The version number needs to be updated with every new master commit. If the version is not
+  updated, the GitHub workflow will fail.
+- Version numbers should follow semantic versioning (i.e. `X.Y.Z`). That is:
+  - `X` increments represent major, non-backward compatible updates.
+  - `Y` increments represent minor, backward compatible functionality updates.
+  - `Z` increments represent patch/bugfix, backward compatible updates.
+
+#### Release notes
+
+- When deemed necessary (especially in case of major updates), developers can document code
+  changes in dedicated GitHub release notes.
+- Release notes can be created via
+  <https://github.com/Dynamic-Energy-Trading/detquantlib/releases.>
+- In any case, all codes changes should always be properly described/documented in GitHub
+  issues and/or pull requests.
+
+#### Installing the `detquantlib` package in other Python projects
+
+To install the library in another project, use the following poetry command:
+
+```
+poetry add git+https://github.com/Dynamic-Energy-Trading/detquantlib.git@vX.Y.Z
+```
+
+where `vX.Y.Z` should be replaced with the relevant version (e.g. `v1.2.3`).
+
+## Development settings
+
+### Dependency management
+
+Project dependencies are managed by [Poetry](https://python-poetry.org/).
+
+The project follows the standard Poetry structure:
+
+```
+poetrytemplate
+├── pyproject.toml
+├── README.md
+├── src
+│   └── __init__.py
+└── tests
+    └── __init__.py
+```
+
+### Dependency updates
+
+This project is executing automated dependency updates using
+[Dependabot with GitHub actions](https://docs.github.com/en/code-security/dependabot/working-with-dependabot/automating-dependabot-with-github-actions).
+
+### Invoke development tasks
+
+Development tasks are defined with the [Invoke](https://www.pyinvoke.org/) package.
+
+#### What is Invoke?
+
+Invoke provides a clean, high level API for running shell commands and defining/organizing task
+functions from a tasks.py file.
+
+#### How to run development tasks?
+
+Development tasks can be executed directly from the terminal, using the `inv` (or `invoke`)
+command line tool.
+
+For guidance on the available Invoke development tasks, execute the following command in the
+terminal:
+
+```cmd
+inv --list
+```
+
+Use the `-h` (or `--help`) argument for help about a particular development task. For example:
+
+```cmd
+inv lint -h
+```
+
+### CI/CD process
+
+This project is executing CI checks using [GitHub actions](https://docs.github.com/en/actions)
+workflows.
+
+The GitHub workflow defined in this project was inspired by the following preconfigured templates:
+
+- [Python package](https://github.com/actions/starter-workflows/blob/main/ci/python-package.yml):
+  A general workflow template for Python packages.
+- [Poetry action](https://github.com/marketplace/actions/install-poetry-action): A GitHub action
+  for installing and configuring Poetry.
+
+#### CI check: Testing
+
+Code changes are tested with the [Pytest](https://github.com/pytest-dev/pytest) package.
+
+The CI check is executed with the following the development task:
+
+```cmd
+inv test -c
+```
+
+#### CI check: Code formatting
+
+Linters are used to check that the code is properly formatted:
+
+- [Isort](https://github.com/timothycrosley/isort) for the imports section
+- [Darglint](https://github.com/terrencepreilly/darglint) for the docstrings description
+- [Black](https://github.com/psf/black) for the main code
+- [Pymarkdown](https://github.com/jackdewinter/pymarkdown) for the markdown file README.md
+
+The CI check is executed with the following development task:
+
+```cmd
+inv lint -c
+```
+
+If the CI check fails, execute the following command in the terminal:
+
+```cmd
+inv lint
+```
+
+This command fixes the parts of the code that should be reformatted. Adding the `-c` (or
+`--check`) optional argument instructs the command to only _check_ if parts of the code should be
+reformatted, without applying any actual changes.
+

detquantlib-2.0.4.dist-info/RECORD

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+detquantlib/data/entsoe/entsoe.py,sha256=NCoXcWSJe_IFovbtHFWtX8KSQHerzP5OQ1bq36TjIiA,6445
+detquantlib/data/sftp/sftp.py,sha256=SZbW0GY3JQF1iW-brDWdt7j263YdSWFHdw8PENaWF-g,3100
+detquantlib/dates/dates.py,sha256=1mfwVVlIJizRXUeKmFqXdufqnq-ypUJxDwIcsb0Dbd0,6394
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+detquantlib/tradable_products/tradable_products.py,sha256=BIqKdl0HKm4g2ztcUJXwm80wWkpPlGnrB_MIS_ONEng,3738
+detquantlib/utils/utils.py,sha256=1Bok0osgKIzOU2J4T8VQ5mg9-COg9oBj0mLUEMmuM7U,270
+detquantlib-2.0.4.dist-info/LICENSE.txt,sha256=uiy4xTg4EJIOVOoGJbh8FakJJjqxRlTuctKpPz9WP2g,246
+detquantlib-2.0.4.dist-info/METADATA,sha256=pRzZbPabQvBV5gu7rGFRvwsCePFWCVyJ7weg_JbKycs,4988
+detquantlib-2.0.4.dist-info/WHEEL,sha256=fGIA9gx4Qxk2KDKeNJCbOEwSrmLtjWCwzBz351GyrPQ,88
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detquantlib-2.0.4.dist-info/WHEEL

@@ -0,0 +1,4 @@
+Wheel-Version: 1.0
+Generator: poetry-core 2.1.2
+Root-Is-Purelib: true
+Tag: py3-none-any