detquantlib 5.2.0__tar.gz → 5.3.1__tar.gz

{detquantlib-5.2.0 → detquantlib-5.3.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: detquantlib
-Version: 5.2.0
+Version: 5.3.1
 Summary: An internal library containing functions and classes that can be used across Quant models.
 License-File: LICENSE.txt
 Author: Dynamic Energy Trading
@@ -11,6 +11,7 @@ Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Classifier: Programming Language :: Python :: 3.14
+Classifier: Programming Language :: Python :: 3.15
 Requires-Dist: colorlog (>=6.10.1,<7.0.0)
 Requires-Dist: numpy (>=2.2.6,<3.0.0)
 Requires-Dist: pandas (>=2.3.3,<3.0.0)

{detquantlib-5.2.0 → detquantlib-5.3.1}/detquantlib/dates/dates.py

@@ -3,10 +3,45 @@ from datetime import datetime, timezone
 from typing import Literal
 
 # Third-party packages
-from dateutil.relativedelta import *
+import pandas as pd
+from dateutil.relativedelta import relativedelta
 
 # Specify functions to expose
-__all__ = ["count_nr_hours", "calc_months_diff", "datetime_to_month_code"]
+__all__ = ["ts_ceil", "ts_floor", "count_nr_hours", "calc_months_diff", "datetime_to_month_code"]
+
+
+def ts_ceil(ts: pd.Timestamp, freq: str) -> pd.Timestamp:
+    """
+    Short wrapper function around the pd.Timestamp object.ceil() method that also supports
+    October DST timestamps (i.e. between 02:00:00+0200 and 03:00:00+0100), because the built-in
+    method raises an error in those cases.
+
+    Args:
+        ts: Timestamp
+        freq: Frequency
+
+    Returns:
+        Ceiled timestamp
+    """
+    local_tz = ts.tz
+    return ts.tz_convert("UTC").ceil(freq).tz_convert(local_tz)
+
+
+def ts_floor(ts: pd.Timestamp, freq: str) -> pd.Timestamp:
+    """
+    Short wrapper function around the pd.Timestamp object.floor() method that also supports
+    October DST timestamps (i.e. between 02:00:00+0200 and 03:00:00+0100), because the built-in
+    method raises an error in those cases.
+
+    Args:
+        ts: Timestamp
+        freq: Frequency
+
+    Returns:
+        Floored timestamp
+    """
+    local_tz = ts.tz
+    return ts.tz_convert("UTC").floor(freq).tz_convert(local_tz)
 
 
 def count_nr_hours(start_date: datetime, end_date: datetime) -> float:

{detquantlib-5.2.0 → detquantlib-5.3.1}/detquantlib/utils/utils.py

@@ -40,7 +40,8 @@ def divide_with_nan(
     Returns:
         Quotient array
     """
-    quotient = np.nan_to_num(
-        x=np.divide(numerator, denominator), nan=nan, posinf=posinf, neginf=neginf
-    )
+    with np.errstate(divide="ignore", invalid="ignore"):
+        quotient = np.nan_to_num(
+            x=np.divide(numerator, denominator), nan=nan, posinf=posinf, neginf=neginf
+        )
     return quotient

{detquantlib-5.2.0 → detquantlib-5.3.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "detquantlib"
-version = "5.2.0"
+version = "5.3.1"
 description = "An internal library containing functions and classes that can be used across Quant models."
 authors = ["Dynamic Energy Trading"]
 readme = "README.md"