finance-dates 0.2.0__tar.gz → 0.3.0__tar.gz

{finance_dates-0.2.0 → finance_dates-0.3.0}/Cargo.lock

@@ -68,7 +68,7 @@ checksum = "773648b94d0e5d620f64f280777445740e61fe701025087ec8b57f45c791888b"
 
 [[package]]
 name = "finance-dates"
-version = "0.2.0"
+version = "0.3.0"
 dependencies = [
  "chrono",
  "chrono-tz",
@@ -78,7 +78,7 @@ dependencies = [
 
 [[package]]
 name = "finance_dates_py"
-version = "0.2.0"
+version = "0.3.0"
 dependencies = [
  "chrono",
  "finance-dates",

{finance_dates-0.2.0 → finance_dates-0.3.0}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "finance_dates_py"
-version = "0.2.0"
+version = "0.3.0"
 edition = "2021"
 publish = false
 

{finance_dates-0.2.0 → finance_dates-0.3.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: finance-dates
-Version: 0.2.0
+Version: 0.3.0
 Summary: Standard financial dates
 Project-URL: Repository, https://github.com/prettygoodcapital/finance-dates
 Project-URL: Homepage, https://github.com/prettygoodcapital/finance-dates
@@ -20,6 +20,7 @@ Classifier: Programming Language :: Python :: Implementation :: PyPy
 Classifier: Programming Language :: Rust
 Requires-Python: >=3.10
 Requires-Dist: finance-enums<0.6,>=0.5.1
+Requires-Dist: polars>=1.0
 Provides-Extra: develop
 Requires-Dist: build; extra == 'develop'
 Requires-Dist: bump-my-version; extra == 'develop'
@@ -155,12 +156,9 @@ The Rust library crate is published as `finance-dates` and imported as
 
 ```toml
 [dependencies]
-finance-dates = "0.1.0"
+finance-dates = "0.2.0"
 ```
 
 ```rust
 use finance_dates::{calendar_for_exchange, date_range};
 ```
-
-> [!NOTE]
-> This library was generated using [copier](https://copier.readthedocs.io/en/stable/) from the [Base Python Project Template repository](https://github.com/python-project-templates/base).

{finance_dates-0.2.0 → finance_dates-0.3.0}/README.md

@@ -113,12 +113,9 @@ The Rust library crate is published as `finance-dates` and imported as
 
 ```toml
 [dependencies]
-finance-dates = "0.1.0"
+finance-dates = "0.2.0"
 ```
 
 ```rust
 use finance_dates::{calendar_for_exchange, date_range};
 ```
-
-> [!NOTE]
-> This library was generated using [copier](https://copier.readthedocs.io/en/stable/) from the [Base Python Project Template repository](https://github.com/python-project-templates/base).

{finance_dates-0.2.0 → finance_dates-0.3.0}/finance_dates/__init__.py

@@ -25,7 +25,12 @@ except ImportError:  # pragma: no cover - sphinx fallback
         raise ImportError("finance_dates native extension is not available")
 
 
-__version__ = "0.2.0"
+__version__ = "0.3.0"
+
+try:  # optional runtime dependency for expression namespace registration
+    from . import _namespace as _namespace  # noqa: F401
+except ImportError:  # pragma: no cover - polars is optional outside expression use
+    pass
 
 __all__ = [
     "Calendar",

finance_dates-0.3.0/finance_dates/_namespace.py

@@ -0,0 +1,104 @@
+"""Polars ``.fdates`` namespace helpers for finance date operations."""
+
+from __future__ import annotations
+
+from datetime import date
+from functools import lru_cache
+
+import polars as pl
+
+from .finance_dates import Calendar
+
+__all__ = []
+
+
+@lru_cache(maxsize=64)
+def _calendar(exchange: str) -> Calendar:
+    return Calendar.from_exchange(exchange)
+
+
+def _shift_business_day_value(value: date | None, n: int, exchange: str) -> date | None:
+    if value is None:
+        return None
+    cal = _calendar(exchange)
+    out = value
+    step = cal.next_business_day if n >= 0 else cal.previous_business_day
+    for _ in range(abs(n)):
+        out = step(out)
+    return out
+
+
+def _align_business_day_value(value: date | None, convention: str, exchange: str) -> date | None:
+    if value is None:
+        return None
+    cal = _calendar(exchange)
+    if cal.is_business_day(value):
+        return value
+    normalized = convention.strip().lower().replace("-", "_")
+    if normalized == "following":
+        return cal.next_business_day(value)
+    if normalized == "preceding":
+        return cal.previous_business_day(value)
+    if normalized == "modified_following":
+        following = cal.next_business_day(value)
+        return following if following.month == value.month else cal.previous_business_day(value)
+    if normalized == "modified_preceding":
+        preceding = cal.previous_business_day(value)
+        return preceding if preceding.month == value.month else cal.next_business_day(value)
+    raise ValueError(f"unsupported business-day convention: {convention!r}")
+
+
+def _day_count_fraction_value(start: date | None, end: date | None, convention: str) -> float | None:
+    if start is None or end is None:
+        return None
+    normalized = convention.strip().lower().replace("-", "_")
+    days = (end - start).days
+    if normalized in {"act_360", "actual_360"}:
+        return days / 360.0
+    if normalized in {"act_365", "act_365f", "actual_365", "actual_365f"}:
+        return days / 365.0
+    if normalized in {"act_252", "actual_252"}:
+        return days / 252.0
+    if normalized in {"30_360", "thirty_360", "bond_30_360"}:
+        d1 = min(start.day, 30)
+        d2 = min(end.day, 30) if d1 == 30 else end.day
+        return ((end.year - start.year) * 360 + (end.month - start.month) * 30 + (d2 - d1)) / 360.0
+    raise ValueError(f"unsupported day-count convention: {convention!r}")
+
+
+@pl.api.register_expr_namespace("fdates")
+class ExprFinanceDates:
+    def __init__(self, expr: pl.Expr) -> None:
+        self._expr = expr
+
+    def shift_business_days(self, n: int, *, exchange: str = "XNYS") -> pl.Expr:
+        return self._expr.map_elements(lambda value: _shift_business_day_value(value, n, exchange), return_dtype=pl.Date)
+
+    def align_to_business_day(self, convention: str = "following", *, exchange: str = "XNYS") -> pl.Expr:
+        return self._expr.map_elements(lambda value: _align_business_day_value(value, convention, exchange), return_dtype=pl.Date)
+
+    def day_count_fraction(self, end: pl.Expr, *, convention: str = "act_360") -> pl.Expr:
+        return pl.struct([self._expr.alias("start"), end.alias("end")]).map_elements(
+            lambda row: _day_count_fraction_value(row["start"], row["end"], convention),
+            return_dtype=pl.Float64,
+        )
+
+
+@pl.api.register_series_namespace("fdates")
+class SeriesFinanceDates:
+    def __init__(self, series: pl.Series) -> None:
+        self._series = series
+
+    def shift_business_days(self, n: int, *, exchange: str = "XNYS") -> pl.Series:
+        return self._series.map_elements(lambda value: _shift_business_day_value(value, n, exchange), return_dtype=pl.Date)
+
+    def align_to_business_day(self, convention: str = "following", *, exchange: str = "XNYS") -> pl.Series:
+        return self._series.map_elements(lambda value: _align_business_day_value(value, convention, exchange), return_dtype=pl.Date)
+
+    def day_count_fraction(self, end: pl.Series, *, convention: str = "act_360") -> pl.Series:
+        if len(self._series) != len(end):
+            raise ValueError("start and end series must have the same length")
+        values: list[float | None] = []
+        for start_value, end_value in zip(self._series, end):
+            values.append(_day_count_fraction_value(start_value, end_value, convention))
+        return pl.Series(self._series.name, values, dtype=pl.Float64)

finance_dates-0.3.0/finance_dates/tests/test_polars_namespace.py

@@ -0,0 +1,35 @@
+from __future__ import annotations
+
+from datetime import date
+
+import polars as pl
+import pytest
+
+import finance_dates  # noqa: F401
+
+
+def test_polars_fdates_namespace_business_day_helpers() -> None:
+    df = pl.DataFrame(
+        {
+            "trade_date": [date(2024, 7, 3), date(2024, 7, 5)],
+            "settle_date": [date(2024, 7, 8), date(2024, 7, 10)],
+        }
+    )
+
+    out = df.with_columns(
+        pl.col("trade_date").fdates.shift_business_days(1, exchange="XNYS").alias("next_trade"),
+        pl.col("trade_date").fdates.align_to_business_day("following", exchange="XNYS").alias("aligned"),
+        pl.col("trade_date").fdates.day_count_fraction(pl.col("settle_date"), convention="act_360").alias("dcf"),
+    )
+
+    assert out["next_trade"].to_list() == [date(2024, 7, 5), date(2024, 7, 8)]
+    assert out["aligned"].to_list() == [date(2024, 7, 3), date(2024, 7, 5)]
+    assert out["dcf"].to_list() == pytest.approx([5 / 360, 5 / 360])
+
+
+def test_polars_fdates_namespace_modified_following() -> None:
+    df = pl.DataFrame({"d": [date(2024, 8, 31)]})
+
+    out = df.with_columns(pl.col("d").fdates.align_to_business_day("modified_following", exchange="XNYS").alias("rolled"))
+
+    assert out["rolled"].to_list() == [date(2024, 8, 30)]

{finance_dates-0.2.0 → finance_dates-0.3.0}/pyproject.toml

@@ -13,7 +13,7 @@ authors = [
 description = "Standard financial dates"
 readme = "README.md"
 license = { text = "Apache-2.0" }
-version = "0.2.0"
+version = "0.3.0"
 requires-python = ">=3.10"
 keywords = []
 
@@ -33,6 +33,7 @@ classifiers = [
 
 dependencies = [
     "finance-enums>=0.5.1,<0.6",
+    "polars>=1.0",
 ]
 
 [project.optional-dependencies]
@@ -63,9 +64,9 @@ Repository = "https://github.com/prettygoodcapital/finance-dates"
 Homepage = "https://github.com/prettygoodcapital/finance-dates"
 
 [tool.bumpversion]
-current_version = "0.2.0"
+current_version = "0.3.0"
 commit = true
-tag = true
+tag = false 
 commit_args = "-s"
 
 [[tool.bumpversion.files]]

{finance_dates-0.2.0 → finance_dates-0.3.0}/rust/Cargo.lock

@@ -68,7 +68,7 @@ checksum = "773648b94d0e5d620f64f280777445740e61fe701025087ec8b57f45c791888b"
 
 [[package]]
 name = "finance-dates"
-version = "0.2.0"
+version = "0.3.0"
 dependencies = [
  "chrono",
  "chrono-tz",

{finance_dates-0.2.0 → finance_dates-0.3.0}/rust/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "finance-dates"
-version = "0.2.0"
+version = "0.3.0"
 authors = ["PrettyGoodCapital <prettygoodcapital@gmail.com>"]
 edition = "2021"
 license = "Apache-2.0"