finance-dates 0.2.0__tar.gz → 0.4.0__tar.gz

{finance_dates-0.2.0 → finance_dates-0.4.0}/.gitignore

@@ -147,8 +147,8 @@ emsdk
 .DS_Store
 
 # Hydra
-outputs/
-multirun/
+/outputs/
+/multirun/
 
 # AI
 ROADMAP.md
@@ -158,3 +158,6 @@ AGENTS.md
 
 # Fact Sheets
 data
+
+# Calendar drift check artifact
+drift_report.md

{finance_dates-0.2.0 → finance_dates-0.4.0}/Cargo.lock

@@ -25,9 +25,9 @@ checksum = "72f5acc6cb2ba439de613abc23857ec3d78374d8ed5ac84e9d11336e87da8649"
 
 [[package]]
 name = "cc"
-version = "1.2.62"
+version = "1.2.65"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "a1dce859f0832a7d088c4f1119888ab94ef4b5d6795d1ce05afb7fe159d79f98"
+checksum = "e228eec9be7c17ccb640b59b36a5cd805ea2a564a4c5e162c2f659fea30d3b96"
 dependencies = [
  "find-msvc-tools",
  "shlex",
@@ -41,9 +41,9 @@ checksum = "9330f8b2ff13f34540b44e946ef35111825727b38d33286ef986142615121801"
 
 [[package]]
 name = "chrono"
-version = "0.4.44"
+version = "0.4.45"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c673075a2e0e5f4a1dde27ce9dee1ea4558c7ffe648f576438a20ca1d2acc4b0"
+checksum = "1aa79e62e7697b8e29b513a68abacf485adcd1fe8284a4316c5ae868e6633327"
 dependencies = [
  "iana-time-zone",
  "num-traits",
@@ -68,7 +68,7 @@ checksum = "773648b94d0e5d620f64f280777445740e61fe701025087ec8b57f45c791888b"
 
 [[package]]
 name = "finance-dates"
-version = "0.2.0"
+version = "0.4.0"
 dependencies = [
  "chrono",
  "chrono-tz",
@@ -78,7 +78,7 @@ dependencies = [
 
 [[package]]
 name = "finance_dates_py"
-version = "0.2.0"
+version = "0.4.0"
 dependencies = [
  "chrono",
  "finance-dates",
@@ -162,13 +162,12 @@ dependencies = [
 
 [[package]]
 name = "js-sys"
-version = "0.3.99"
+version = "0.3.102"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "142bc4740e452c1e57ade0cbc129f139c9093e354346f0872ef985f4f5cf5f11"
+checksum = "03d04c30968dffe80775bd4d7fb676131cd04a1fb46d2686dbffbaec2d9dfd31"
 dependencies = [
  "cfg-if",
  "futures-util",
- "once_cell",
  "wasm-bindgen",
 ]
 
@@ -180,9 +179,9 @@ checksum = "68ab91017fe16c622486840e4c83c9a37afeff978bd239b5293d61ece587de66"
 
 [[package]]
 name = "log"
-version = "0.4.30"
+version = "0.4.33"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "616ec5685824bcc94416c6d4a7a446eea774a31efd7062c8480ba6fd06d7a6e5"
+checksum = "0ceec5bc11778974d1bcb055b18002eba7f4b3518b6a0081b3af5f21666da9ad"
 
 [[package]]
 name = "num-traits"
@@ -240,9 +239,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3"
-version = "0.28.3"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "91fd8e38a3b50ed1167fb981cd6fd60147e091784c427b8f7183a7ee32c31c12"
+checksum = "cd274650b21d4bfc26a0a47587962c1edb425f69287324355cd040c3ea66071c"
 dependencies = [
  "inventory",
  "libc",
@@ -255,18 +254,18 @@ dependencies = [
 
 [[package]]
 name = "pyo3-build-config"
-version = "0.28.3"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e368e7ddfdeb98c9bca7f8383be1648fd84ab466bf2bc015e94008db6d35611e"
+checksum = "c5e2a7d2f0d013342f295c048ad19237add5154a55b1c5a254c0ec93d4109078"
 dependencies = [
  "target-lexicon",
 ]
 
 [[package]]
 name = "pyo3-ffi"
-version = "0.28.3"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "7f29e10af80b1f7ccaf7f69eace800a03ecd13e883acfacc1e5d0988605f651e"
+checksum = "ca85c467da1bbc8d866eea5deff9cf29ea5f7785054a17da36e65bda9c05845b"
 dependencies = [
  "libc",
  "pyo3-build-config",
@@ -274,9 +273,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3-macros"
-version = "0.28.3"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "df6e520eff47c45997d2fc7dd8214b25dd1310918bbb2642156ef66a67f29813"
+checksum = "9ac53762fd065daa3194dd09337a38bd793a188100fd1a9304c4ab312d901771"
 dependencies = [
  "proc-macro2",
  "pyo3-macros-backend",
@@ -286,13 +285,12 @@ dependencies = [
 
 [[package]]
 name = "pyo3-macros-backend"
-version = "0.28.3"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c4cdc218d835738f81c2338f822078af45b4afdf8b2e33cbb5916f108b813acb"
+checksum = "4ca3a1557399783172dc5bf39cfca835157732532cba56b71d2292161e53b362"
 dependencies = [
  "heck",
  "proc-macro2",
- "pyo3-build-config",
  "quote",
  "syn",
 ]
@@ -314,9 +312,9 @@ checksum = "b39cdef0fa800fc44525c84ccb54a029961a8215f9619753635a9c0d2538d46d"
 
 [[package]]
 name = "shlex"
-version = "1.3.0"
+version = "2.0.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0fda2ff0d084019ba4d7c6f371c95d8fd75ce3524c3cb8fb653a3023f6323e64"
+checksum = "f8fadd59c855ef2080decdef8ff161eb6661b86933c9d82e5ba29dc602a55aba"
 
 [[package]]
 name = "siphasher"
@@ -332,9 +330,9 @@ checksum = "0c790de23124f9ab44544d7ac05d60440adc586479ce501c1d6d7da3cd8c9cf5"
 
 [[package]]
 name = "syn"
-version = "2.0.117"
+version = "2.0.118"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e665b8803e7b1d2a727f4023456bbbbe74da67099c585258af0ad9c5013b9b99"
+checksum = "1b9ae57f904213ebb649ce6895b8a66c66f0203b9319718f69a5612a065b1422"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -355,9 +353,9 @@ checksum = "e6e4313cd5fcd3dad5cafa179702e2b244f760991f45397d14d4ebf38247da75"
 
 [[package]]
 name = "wasm-bindgen"
-version = "0.2.122"
+version = "0.2.125"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "3ed04576f974d2b2fba0f38c51dbc5518011e38c36bf1143164be765528fd409"
+checksum = "8ddb3f79143bced6de84270411622a2699cee572fc0875aeaf1e7867cf9fca1a"
 dependencies = [
  "cfg-if",
  "once_cell",
@@ -368,9 +366,9 @@ dependencies = [
 
 [[package]]
 name = "wasm-bindgen-macro"
-version = "0.2.122"
+version = "0.2.125"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "916151b09da36bd82f6615cbf3a419e2f0ba23a03c6160e8e92eb6bd4aa1dec6"
+checksum = "4e21a184b13fb19e157296e2c46056aec9092264fab83e4ba59e68c61b323c3d"
 dependencies = [
  "quote",
  "wasm-bindgen-macro-support",
@@ -378,9 +376,9 @@ dependencies = [
 
 [[package]]
 name = "wasm-bindgen-macro-support"
-version = "0.2.122"
+version = "0.2.125"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "299047362ccbfce148b67ab7e73349f77748e00c8296f9542adfad2ad82c5c5e"
+checksum = "fecefd9c35bd935a20fc3fc344b5f29138961e4f47fb03297d88f2587afb5ebd"
 dependencies = [
  "bumpalo",
  "proc-macro2",
@@ -391,9 +389,9 @@ dependencies = [
 
 [[package]]
 name = "wasm-bindgen-shared"
-version = "0.2.122"
+version = "0.2.125"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "9a929b2c61f11ba3e9bc35b50c1f25cb38e0e892c0c231ae2b8cf78d5dad4437"
+checksum = "23939e44bb9a5d7576fa2b563dc2e136628f1224e88a8deed09e04858b77871f"
 dependencies = [
  "unicode-ident",
 ]

{finance_dates-0.2.0 → finance_dates-0.4.0}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "finance_dates_py"
-version = "0.2.0"
+version = "0.4.0"
 edition = "2021"
 publish = false
 
@@ -11,7 +11,7 @@ crate-type = ["cdylib"]
 
 [dependencies]
 finance-dates = { path = "./rust", version = "*" }
-pyo3 = { version = "0.28.2", features = ["abi3", "abi3-py310", "extension-module", "multiple-pymethods"] }
+pyo3 = { version = "0.29.0", features = ["abi3", "abi3-py310", "extension-module", "multiple-pymethods"] }
 chrono = { version = "0.4", default-features = false, features = ["clock"] }
 
 [profile.release]

{finance_dates-0.2.0 → finance_dates-0.4.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: finance-dates
-Version: 0.2.0
+Version: 0.4.0
 Summary: Standard financial dates
 Project-URL: Repository, https://github.com/prettygoodcapital/finance-dates
 Project-URL: Homepage, https://github.com/prettygoodcapital/finance-dates
@@ -19,17 +19,20 @@ Classifier: Programming Language :: Python :: Implementation :: CPython
 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: finance-enums<0.7,>=0.5.1
+Requires-Dist: polars>=1.0
 Provides-Extra: develop
 Requires-Dist: build; extra == 'develop'
 Requires-Dist: bump-my-version; extra == 'develop'
 Requires-Dist: check-dist; extra == 'develop'
 Requires-Dist: cibuildwheel; extra == 'develop'
 Requires-Dist: codespell; extra == 'develop'
+Requires-Dist: exchange-calendars; extra == 'develop'
 Requires-Dist: hatch-rs; extra == 'develop'
 Requires-Dist: hatchling; extra == 'develop'
 Requires-Dist: mdformat; extra == 'develop'
 Requires-Dist: mdformat-tables>=1; extra == 'develop'
+Requires-Dist: pandas-market-calendars; extra == 'develop'
 Requires-Dist: pytest; extra == 'develop'
 Requires-Dist: pytest-cov; extra == 'develop'
 Requires-Dist: ruff; extra == 'develop'
@@ -38,6 +41,9 @@ Requires-Dist: ty; extra == 'develop'
 Requires-Dist: uv; extra == 'develop'
 Requires-Dist: wheel; extra == 'develop'
 Requires-Dist: yardang; extra == 'develop'
+Provides-Extra: reference
+Requires-Dist: exchange-calendars; extra == 'reference'
+Requires-Dist: pandas-market-calendars; extra == 'reference'
 Description-Content-Type: text/markdown
 
 # finance dates
@@ -155,12 +161,9 @@ 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-0.4.0}/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-0.4.0}/finance_dates/__init__.py

@@ -7,6 +7,8 @@ Python module is a thin re-export layer.
 
 from __future__ import annotations
 
+from .periods import period_grid
+
 try:  # native extension is unavailable in some doc builds
     from .finance_dates import (
         COUNTRY_CODES,
@@ -25,7 +27,12 @@ except ImportError:  # pragma: no cover - sphinx fallback
         raise ImportError("finance_dates native extension is not available")
 
 
-__version__ = "0.2.0"
+__version__ = "0.4.0"
+
+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",
@@ -33,4 +40,5 @@ __all__ = [
     "COUNTRY_CODES3",
     "EXCHANGE_CODES",
     "date_range",
+    "period_grid",
 ]

finance_dates-0.4.0/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-0.4.0/finance_dates/periods.py

@@ -0,0 +1,33 @@
+"""Period-grid helpers shared across finance packages."""
+
+from __future__ import annotations
+
+import polars as pl
+from finance_enums import Frequency, to_frequency
+
+__all__ = ["period_grid"]
+
+
+def _period_rule(period: Frequency | str) -> str:
+    if isinstance(period, Frequency):
+        return period.polars_truncate
+    value = period.strip()
+    if not value:
+        raise ValueError("period must not be empty")
+    try:
+        return to_frequency(value).polars_truncate
+    except ValueError:
+        return value
+
+
+def period_grid(date: pl.Expr, period: Frequency | str | pl.Expr) -> pl.Expr:
+    """Return a date-bucket expression for period-aware calculations.
+
+    ``period`` accepts a ``finance_enums.Frequency`` value, any alias
+    accepted by ``finance_enums.to_frequency()``, a Polars duration
+    string accepted by ``dt.truncate()``, or a precomputed bucket
+    expression.
+    """
+    if isinstance(period, pl.Expr):
+        return period
+    return date.dt.truncate(_period_rule(period))

{finance_dates-0.2.0 → finance_dates-0.4.0}/finance_dates/tests/test_all.py

@@ -155,12 +155,13 @@ def test_nyse_christmas_2022_observed_monday() -> None:
     assert not cal.is_business_day(date(2022, 12, 26))
 
 
-def test_nyse_juneteenth_first_year_2021() -> None:
+def test_nyse_juneteenth_first_year_2022() -> None:
     cal = Calendar.from_exchange("XNYS")
-    # Not a holiday before 2021.
+    # NYSE first observed Juneteenth in 2022; the market was open on 2021-06-18.
     assert not cal.is_holiday(date(2020, 6, 19))
-    # 2021 Jun 19 was Saturday → observed Friday Jun 18.
-    assert cal.is_holiday(date(2021, 6, 18))
+    assert not cal.is_holiday(date(2021, 6, 18))
+    # 2022-06-19 was a Sunday, observed Monday 2022-06-20.
+    assert cal.is_holiday(date(2022, 6, 20))
 
 
 def test_lse_easter_monday_2024() -> None:
@@ -438,22 +439,22 @@ def test_apac_lunch_break_sessions_are_exposed() -> None:
         "XTKS": (
             [(9, 0, 0, 11, 30, 0), (12, 30, 0, 15, 30, 0)],
             [
-                (datetime(2026, 5, 25, 0, 0, tzinfo=timezone.utc), datetime(2026, 5, 25, 2, 30, tzinfo=timezone.utc)),
-                (datetime(2026, 5, 25, 3, 30, tzinfo=timezone.utc), datetime(2026, 5, 25, 6, 30, tzinfo=timezone.utc)),
+                (datetime(2026, 5, 26, 0, 0, tzinfo=timezone.utc), datetime(2026, 5, 26, 2, 30, tzinfo=timezone.utc)),
+                (datetime(2026, 5, 26, 3, 30, tzinfo=timezone.utc), datetime(2026, 5, 26, 6, 30, tzinfo=timezone.utc)),
             ],
         ),
         "XHKG": (
             [(9, 30, 0, 12, 0, 0), (13, 0, 0, 16, 0, 0)],
             [
-                (datetime(2026, 5, 25, 1, 30, tzinfo=timezone.utc), datetime(2026, 5, 25, 4, 0, tzinfo=timezone.utc)),
-                (datetime(2026, 5, 25, 5, 0, tzinfo=timezone.utc), datetime(2026, 5, 25, 8, 0, tzinfo=timezone.utc)),
+                (datetime(2026, 5, 26, 1, 30, tzinfo=timezone.utc), datetime(2026, 5, 26, 4, 0, tzinfo=timezone.utc)),
+                (datetime(2026, 5, 26, 5, 0, tzinfo=timezone.utc), datetime(2026, 5, 26, 8, 0, tzinfo=timezone.utc)),
             ],
         ),
         "XSHG": (
             [(9, 30, 0, 11, 30, 0), (13, 0, 0, 15, 0, 0)],
             [
-                (datetime(2026, 5, 25, 1, 30, tzinfo=timezone.utc), datetime(2026, 5, 25, 3, 30, tzinfo=timezone.utc)),
-                (datetime(2026, 5, 25, 5, 0, tzinfo=timezone.utc), datetime(2026, 5, 25, 7, 0, tzinfo=timezone.utc)),
+                (datetime(2026, 5, 26, 1, 30, tzinfo=timezone.utc), datetime(2026, 5, 26, 3, 30, tzinfo=timezone.utc)),
+                (datetime(2026, 5, 26, 5, 0, tzinfo=timezone.utc), datetime(2026, 5, 26, 7, 0, tzinfo=timezone.utc)),
             ],
         ),
     }
@@ -461,7 +462,7 @@ def test_apac_lunch_break_sessions_are_exposed() -> None:
     for code, (templates, windows) in cases.items():
         cal = Calendar.from_exchange(code)
         assert cal.regular_sessions == templates
-        assert cal.sessions(date(2026, 5, 25), date(2026, 5, 25)) == windows
+        assert cal.sessions(date(2026, 5, 26), date(2026, 5, 26)) == windows
 
 
 def test_tokyo_lunch_gap_is_closed_and_boundaries_advance() -> None:

finance_dates-0.4.0/finance_dates/tests/test_periods.py

@@ -0,0 +1,33 @@
+from __future__ import annotations
+
+from datetime import date
+
+import polars as pl
+import pytest
+from finance_enums import Frequency
+
+import finance_dates as fd
+
+
+def test_period_grid_accepts_frequency_alias_and_expr() -> None:
+    df = pl.DataFrame(
+        {
+            "date": [date(2024, 1, 2), date(2024, 1, 31), date(2024, 2, 1)],
+            "bucket": ["a", "a", "b"],
+        }
+    )
+
+    out = df.select(
+        fd.period_grid(pl.col("date"), Frequency.Month).alias("enum_month"),
+        fd.period_grid(pl.col("date"), "monthly").alias("alias_month"),
+        fd.period_grid(pl.col("date"), pl.col("bucket")).alias("expr_bucket"),
+    )
+
+    assert out["enum_month"].to_list() == [date(2024, 1, 1), date(2024, 1, 1), date(2024, 2, 1)]
+    assert out["alias_month"].to_list() == out["enum_month"].to_list()
+    assert out["expr_bucket"].to_list() == ["a", "a", "b"]
+
+
+def test_period_grid_rejects_empty_period_string() -> None:
+    with pytest.raises(ValueError, match="must not be empty"):
+        pl.select(fd.period_grid(pl.lit(date(2024, 1, 1)), "   "))

finance_dates-0.4.0/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)]