rlquantdata 0.1.0__tar.gz

rlquantdata-0.1.0/LICENSE

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+The MIT License (MIT)
+
+Copyright (c) 2025-present, Ziheng Zhang
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

rlquantdata-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: rlquantdata
+Version: 0.1.0
+Author: zhangziheng
+Author-email: 932165330@qq.com
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.17.3
+Requires-Dist: pandas>=1.0.0
+Requires-Dist: pyarrow>=4.0.1
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: license-file
+Dynamic: requires-dist
+Dynamic: requires-python
+
+# rl-quant-data

rlquantdata-0.1.0/README.md

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+# rl-quant-data

rlquantdata-0.1.0/rlquantdata.egg-info/PKG-INFO

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+Metadata-Version: 2.4
+Name: rlquantdata
+Version: 0.1.0
+Author: zhangziheng
+Author-email: 932165330@qq.com
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.17.3
+Requires-Dist: pandas>=1.0.0
+Requires-Dist: pyarrow>=4.0.1
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: license-file
+Dynamic: requires-dist
+Dynamic: requires-python
+
+# rl-quant-data

rlquantdata-0.1.0/rlquantdata.egg-info/SOURCES.txt

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+LICENSE
+README.md
+setup.py
+rlquantdata.egg-info/PKG-INFO
+rlquantdata.egg-info/SOURCES.txt
+rlquantdata.egg-info/dependency_links.txt
+rlquantdata.egg-info/requires.txt
+rlquantdata.egg-info/top_level.txt
+src/__init__.py
+src/rlquantdata/__init__.py
+src/rlquantdata/client.py
+src/rlquantdata/version.py
+src/rlquantdata/DateUtilities/Asserts.py
+src/rlquantdata/DateUtilities/Calendar.py
+src/rlquantdata/DateUtilities/Date.py
+src/rlquantdata/DateUtilities/DateUtilities.py
+src/rlquantdata/DateUtilities/Date_enum.py
+src/rlquantdata/DateUtilities/DayCounter.py
+src/rlquantdata/DateUtilities/Period.py
+src/rlquantdata/DateUtilities/Schedule.py
+src/rlquantdata/DateUtilities/Settings.py
+src/rlquantdata/DateUtilities/__init__.py
+src/rlquantdata/utilities/__init__.py
+src/rlquantdata/utilities/trade_date_utils.py
+src/rlquantdata/utilities/utils.py

rlquantdata-0.1.0/rlquantdata.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

rlquantdata-0.1.0/rlquantdata.egg-info/requires.txt

@@ -0,0 +1,3 @@
+numpy>=1.17.3
+pandas>=1.0.0
+pyarrow>=4.0.1

rlquantdata-0.1.0/rlquantdata.egg-info/top_level.txt

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+src

rlquantdata-0.1.0/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

rlquantdata-0.1.0/setup.py

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+from setuptools import setup, find_packages
+
+setup(
+    name="rlquantdata",
+    version="0.1.0",
+    author="zhangziheng",
+    author_email="932165330@qq.com",
+    description="",
+    long_description=open("README.md").read(),
+    long_description_content_type="text/markdown",
+    packages=find_packages(),
+    install_requires=[
+        "numpy>=1.17.3",
+        "pandas>=1.0.0",
+        "pyarrow>=4.0.1"
+    ],
+    classifiers=[
+        "Programming Language :: Python :: 3",
+        "License :: OSI Approved :: MIT License",
+        "Operating System :: OS Independent",
+    ],
+    python_requires='>=3.9'
+)

rlquantdata-0.1.0/src/rlquantdata/DateUtilities/Asserts.py

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+# -*- coding: utf-8 -*-
+
+import warnings
+from math import fabs
+
+from numpy import fmax
+
+
+def require(condition, exception, msg=""):
+    if not condition:
+        raise exception(msg)
+    return 0
+
+
+def ensureRaise(exception, msg=""):
+    raise exception(msg)
+
+
+def warning(condition, warn_type, msg=""):
+    if not condition:
+        warnings.warn(msg, warn_type)
+    return 0
+
+
+def isClose(a, b=0., rel_tol=1e-09, abs_tol=1e-12):
+    return fabs(a - b) <= fmax(rel_tol * fmax(fabs(a), fabs(b)), abs_tol)

rlquantdata-0.1.0/src/rlquantdata/DateUtilities/Calendar.py

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+# -*- coding: utf-8 -*-
+
+from src.rlquantdata.DateUtilities.Date_enum import TimeUnits, BizDayConventions, Months, Weekdays
+from src.rlquantdata.DateUtilities.Date import Date
+from src.rlquantdata.DateUtilities.Period import Period
+
+
+class Calendar(object):
+    def __init__(self, holCenter: str):
+        holCenter = holCenter.lower()
+        try:
+            self._impl = _holDict[holCenter]()
+        except KeyError:
+            raise ValueError("{0} is not a valid description of a holiday center".format(holCenter))
+        self.name = holCenter
+
+    def isBizDay(self, d: Date):
+        return self._impl.isBizDay(d)
+
+    def isHoliday(self, d: Date):
+        return not self._impl.isBizDay(d)
+
+    def isWeekEnd(self, weekDay):
+        return self._impl.isWeekEnd(weekDay)
+
+    def isEndOfMonth(self, d: Date):
+        return d.month() != self.adjustDate(d + 1).month()
+
+    def endOfMonth(self, d: Date):
+        return self.adjustDate(Date.endOfMonth(d), BizDayConventions.Preceding)
+
+    def bizDaysBetween(self, fromDate: Date, toDate: Date, includeFirst: bool = True, includeLast: bool = False):
+        wd = 0
+        d: Date
+
+        if fromDate != toDate:
+            if fromDate < toDate:
+                d = fromDate
+                while d < toDate:
+                    if self.isBizDay(d):
+                        wd += 1
+                    d += 1
+                if self.isBizDay(toDate):
+                    wd += 1
+            elif fromDate > toDate:
+                d = toDate
+                while d < fromDate:
+                    if self.isBizDay(d):
+                        wd += 1
+                    d += 1
+                if self.isBizDay(fromDate):
+                    wd += 1
+            if self.isBizDay(fromDate) and not includeFirst:
+                wd -= 1
+            if self.isBizDay(toDate) and not includeLast:
+                wd -= 1
+        return wd
+
+    def adjustDate(self, d: Date, c=BizDayConventions.Following):
+        d1: Date
+        d2: Date
+
+        if c == BizDayConventions.Unadjusted:
+            return d
+        d1 = d
+
+        if c == BizDayConventions.Following or c == BizDayConventions.ModifiedFollowing or \
+                c == BizDayConventions.HalfMonthModifiedFollowing:
+            while self.isHoliday(d1):
+                d1 += 1
+            if c == BizDayConventions.ModifiedFollowing or c == BizDayConventions.HalfMonthModifiedFollowing:
+                if d1.month() != d.month():
+                    return self.adjustDate(d, BizDayConventions.Preceding)
+                if c == BizDayConventions.HalfMonthModifiedFollowing:
+                    if d.dayOfMonth() <= 15 < d1.dayOfMonth():
+                        return self.adjustDate(d, BizDayConventions.Preceding)
+        elif c == BizDayConventions.Preceding or c == BizDayConventions.ModifiedPreceding:
+            while self.isHoliday(d1):
+                d1 -= 1
+            if c == BizDayConventions.ModifiedPreceding and d1.month() != d.month():
+                return self.adjustDate(d, BizDayConventions.Following)
+        elif c == BizDayConventions.Nearest:
+            d2 = d
+            while self.isHoliday(d1) and self.isHoliday(d2):
+                d1 += 1
+                d2 -= 1
+
+            if self.isHoliday(d1):
+                return d2
+            else:
+                return d1
+        else:
+            raise ValueError("unknown business-day convention")
+        return d1
+
+    def advanceDate(self, d: Date, period: Period, c=BizDayConventions.Following, endOfMonth: bool = False):
+        n: int
+        units: int
+        d: Date
+
+        n = period.length()
+        units = period.units()
+
+        if n == 0:
+            return self.adjustDate(d, c)
+        elif units == TimeUnits.BDays:
+            d1 = d
+            if n > 0:
+                while n > 0:
+                    d1 += 1
+                    while self.isHoliday(d1):
+                        d1 += 1
+                    n -= 1
+            else:
+                while n < 0:
+                    d1 -= 1
+                    while self.isHoliday(d1):
+                        d1 -= 1
+                    n += 1
+            return d1
+        elif units == TimeUnits.Days or units == TimeUnits.Weeks:
+            d1 = d + period
+            return self.adjustDate(d1, c)
+        else:
+            d1 = d + period
+            if endOfMonth and self.isEndOfMonth(d):
+                return self.endOfMonth(d1)
+            return self.adjustDate(d1, c)
+
+    def holDatesList(self, fromDate: Date, toDate: Date, includeWeekEnds: bool = True):
+        result = []
+        d: Date = fromDate
+
+        while d <= toDate:
+            if self.isHoliday(d) and (includeWeekEnds or not self.isWeekEnd(d.weekday())):
+                result.append(d)
+            d += 1
+        return result
+
+    def bizDatesList(self, fromDate: Date, toDate: Date):
+        result = []
+        d: Date = fromDate
+
+        while d <= toDate:
+            if self.isBizDay(d):
+                result.append(d)
+            d += 1
+        return result
+
+    def __richcmp__(self, right, op):
+        if op == 2:
+            return self._impl == right._impl
+
+    def __deepcopy__(self, memo):
+        return Calendar(self.name)
+
+    def __reduce__(self):
+        d = {}
+
+        return Calendar, (self.name,), d
+
+    def __setstate__(self, state):
+        pass
+
+
+class CalendarImpl(object):
+    def isBizDay(self, date: Date):
+        pass
+
+    def isWeekEnd(self, weekday):
+        pass
+
+
+sse_holDays = {'2017-10-02', '2017-10-03', '1995-05-01', '2017-10-04', '2017-10-05', '2017-10-06', '2001-01-01',
+               '2012-04-02', '2012-04-03', '2012-04-04', '2023-06-22', '2023-06-23', '2001-01-22', '2001-01-23',
+               '2001-01-24', '2001-01-25', '2001-01-26', '2001-01-29', '2001-01-30', '2001-01-31', '2001-02-01',
+               '2001-02-02', '2012-04-30', '2012-05-01', '2006-10-02', '2006-10-03', '2006-10-04', '2006-10-05',
+               '2006-10-06', '2018-01-01', '2012-06-22', '2018-02-15', '2018-02-16', '2018-02-19', '2018-02-20',
+               '2018-02-21', '2023-09-29', '2023-10-02', '2023-10-03', '2001-05-01', '2001-05-02', '2001-05-03',
+               '2001-05-04', '2023-10-04', '2023-10-05', '2001-05-07', '2023-10-06', '1995-10-02', '1995-10-03',
+               '2007-01-01', '2007-01-02', '2007-01-03', '2018-04-05', '2018-04-06', '2018-04-30', '2018-05-01',
+               '2007-02-19', '2007-02-20', '2007-02-21', '2007-02-22', '2007-02-23', '2012-10-01', '2012-10-02',
+               '2012-10-03', '2012-10-04', '2012-10-05', '1996-01-01', '2018-06-18', '2007-05-01', '2007-05-02',
+               '2007-05-03', '2007-05-04', '2007-05-07', '1996-02-19', '1996-02-20', '1996-02-21', '2001-10-01',
+               '2001-10-02', '1996-02-22', '1996-02-23', '1996-02-26', '1996-02-27', '1996-02-28', '1996-02-29',
+               '1996-03-01', '2001-10-03', '2001-10-04', '2001-10-05', '2013-01-01', '2013-01-02', '2013-01-03',
+               '2013-02-11', '2013-02-12', '2013-02-13', '2013-02-14', '2013-02-15', '2018-09-24', '2018-10-01',
+               '2018-10-02', '2018-10-03', '2018-10-04', '1996-05-01', '2018-10-05', '2002-01-01', '2002-01-02',
+               '2002-01-03', '2013-04-04', '2013-04-05', '2013-04-29', '2002-02-11', '2002-02-12', '2002-02-13',
+               '2002-02-14', '2002-02-15', '2013-04-30', '2013-05-01', '2002-02-18', '2002-02-19', '2002-02-20',
+               '2007-10-01', '2007-10-02', '2007-10-03', '2002-02-21', '2002-02-22', '2007-10-04', '2007-10-05',
+               '2018-12-31', '2019-01-01', '1991-01-01', '2013-06-10', '2013-06-11', '2013-06-12', '2019-02-04',
+               '2019-02-05', '2019-02-06', '2019-02-07', '2019-02-08', '2002-05-01', '2002-05-02', '2002-05-03',
+               '1991-02-15', '2002-05-06', '1991-02-18', '2002-05-07', '1996-09-30', '1996-10-01', '1996-10-02',
+               '2007-12-31', '2008-01-01', '2019-04-05', '2008-02-06', '2008-02-07', '2008-02-08', '2013-09-19',
+               '2008-02-11', '2008-02-12', '2013-09-20', '2019-05-01', '2019-05-02', '2019-05-03', '2013-10-01',
+               '2013-10-02', '2013-10-03', '1991-05-01', '2013-10-04', '2013-10-07', '1997-01-01', '2019-06-07',
+               '2008-04-04', '1997-02-03', '1997-02-04', '1997-02-05', '1997-02-06', '1997-02-07', '1997-02-10',
+               '1997-02-11', '1997-02-12', '1997-02-13', '1997-02-14', '2008-05-01', '2008-05-02', '2002-09-30',
+               '2002-10-01', '2002-10-02', '2002-10-03', '2002-10-04', '2002-10-07', '2014-01-01', '2008-06-09',
+               '2014-01-31', '2014-02-03', '2014-02-04', '2014-02-05', '2014-02-06', '2019-09-13', '2019-10-01',
+               '2019-10-02', '2019-10-03', '2019-10-04', '1997-05-01', '1997-05-02', '2019-10-07', '1991-10-01',
+               '1991-10-02', '2003-01-01', '2014-04-07', '2003-01-30', '2003-01-31', '2003-02-03', '2003-02-04',
+               '2003-02-05', '2003-02-06', '1997-06-30', '1997-07-01', '2003-02-07', '2008-09-15', '2014-05-01',
+               '2014-05-02', '2008-09-29', '2008-09-30', '2008-10-01', '2008-10-02', '2008-10-03', '2020-01-01',
+               '2014-06-02', '1992-01-01', '2020-01-24', '2020-01-27', '2020-01-28', '2020-01-29', '2020-01-30',
+               '2020-01-31', '1992-02-04', '1992-02-05', '1992-02-06', '2003-05-01', '2003-05-02', '2003-05-05',
+               '2003-05-06', '2003-05-07', '2003-05-08', '2003-05-09', '1997-10-01', '1997-10-02', '1997-10-03',
+               '2009-01-01', '2009-01-02', '2020-04-06', '2009-01-26', '2009-01-27', '2009-01-28', '2009-01-29',
+               '2009-01-30', '2014-09-08', '2020-05-01', '2020-05-04', '2020-05-05', '2014-10-01', '2014-10-02',
+               '2014-10-03', '1992-05-01', '2014-10-06', '2014-10-07', '1998-01-01', '1998-01-02', '2009-04-06',
+               '2020-06-25', '2020-06-26', '1998-01-26', '1998-01-27', '1998-01-28', '1998-01-29', '1998-01-30',
+               '1998-02-02', '1998-02-03', '1998-02-04', '1998-02-05', '1998-02-06', '2009-05-01', '2003-10-01',
+               '2003-10-02', '2003-10-03', '2003-10-06', '2003-10-07', '2015-01-01', '2015-01-02', '2009-05-28',
+               '2009-05-29', '2015-02-18', '2015-02-19', '2015-02-20', '2020-10-01', '2015-02-23', '2015-02-24',
+               '1998-05-01', '2020-10-02', '2020-10-05', '2020-10-06', '2020-10-07', '2020-10-08', '1992-10-01',
+               '1992-10-02', '2004-01-01', '2015-04-06', '2004-01-19', '2004-01-20', '2004-01-21', '2004-01-22',
+               '2004-01-23', '2004-01-26', '2004-01-27', '2004-01-28', '2015-05-01', '2009-10-01', '2009-10-02',
+               '2009-10-05', '2009-10-06', '2009-10-07', '2009-10-08', '2021-01-01', '1993-01-01', '2015-06-22',
+               '1993-01-25', '1993-01-26', '2021-02-11', '2021-02-12', '2021-02-15', '2021-02-16', '2021-02-17',
+               '2004-05-03', '2004-05-04', '2004-05-05', '2004-05-06', '2004-05-07', '1998-10-01', '1998-10-02',
+               '2010-01-01', '2021-04-05', '2015-09-03', '2015-09-04', '2021-05-03', '2010-02-15', '2010-02-16',
+               '2010-02-17', '2010-02-18', '2010-02-19', '2021-05-04', '2015-10-01', '2015-10-02', '2021-05-05',
+               '2015-10-05', '2015-10-06', '2015-10-07', '1999-01-01', '2021-06-14', '2010-04-05', '1999-02-10',
+               '1999-02-11', '1999-02-12', '2010-05-03', '1999-02-15', '1999-02-16', '1999-02-17', '1999-02-18',
+               '1999-02-19', '1999-02-22', '1999-02-23', '1999-02-24', '1999-02-25', '1999-02-26', '2004-10-04',
+               '2004-10-05', '2004-10-06', '2004-10-07', '2004-10-01', '2016-01-01', '2010-06-14', '2010-06-15',
+               '2010-06-16', '2016-02-08', '2016-02-09', '2016-02-10', '2016-02-11', '2016-02-12', '2021-09-20',
+               '2021-09-21', '2021-10-01', '2021-10-04', '2021-10-05', '1999-05-03', '2021-10-06', '2021-10-07',
+               '1993-10-01', '2005-01-03', '2016-04-04', '2005-02-07', '2005-02-08', '2005-02-09', '2005-02-10',
+               '2005-02-11', '2010-09-22', '2010-09-23', '2005-02-14', '2005-02-15', '2010-09-24', '2016-05-01',
+               '2016-05-02', '2010-10-01', '2010-10-04', '2010-10-05', '2010-10-06', '2010-10-07', '2022-01-03',
+               '2016-06-09', '2016-06-10', '2022-01-31', '2022-02-01', '2022-02-02', '2022-02-03', '2022-02-04',
+               '1994-02-07', '1994-02-08', '1994-02-09', '1994-02-10', '1994-02-11', '2005-05-02', '2005-05-03',
+               '2005-05-04', '2005-05-05', '2005-05-06', '1999-10-01', '1999-10-04', '1999-10-05', '1999-10-06',
+               '1999-10-07', '2011-01-03', '2022-04-04', '2022-04-05', '2011-02-02', '2011-02-03', '2011-02-04',
+               '2016-09-15', '2011-02-07', '2011-02-08', '2016-09-16', '2022-05-02', '2022-05-03', '2022-05-04',
+               '2016-10-03', '2016-10-04', '1994-05-02', '2016-10-05', '2016-10-06', '2016-10-07', '1999-12-20',
+               '2022-06-03', '1999-12-31', '2000-01-03', '2011-04-04', '2011-04-05', '2000-01-31', '2000-02-01',
+               '2000-02-02', '2000-02-03', '2000-02-04', '2000-02-07', '2000-02-08', '2000-02-09', '2000-02-10',
+               '2000-02-11', '2011-05-02', '2005-10-03', '2005-10-04', '2005-10-05', '2005-10-06', '2005-10-07',
+               '2017-01-02', '2011-06-06', '2017-01-27', '2017-01-30', '2017-01-31', '2017-02-01', '2017-02-02',
+               '2022-09-12', '2022-10-03', '2022-10-04', '2000-05-01', '2000-05-02', '2000-05-03', '2000-05-04',
+               '2000-05-05', '2022-10-05', '2022-10-06', '2022-10-07', '1994-10-03', '1994-10-04', '2006-01-02',
+               '2006-01-03', '2017-04-03', '2017-04-04', '2006-01-26', '2006-01-27', '2006-01-30', '2006-01-31',
+               '2006-02-01', '2006-02-02', '2006-02-03', '2011-09-12', '2017-05-01', '2011-10-03', '2011-10-04',
+               '2011-10-05', '2011-10-06', '2011-10-07', '2023-01-02', '2017-05-29', '2017-05-30', '1995-01-02',
+               '2023-01-23', '2023-01-24', '2023-01-25', '2023-01-26', '2023-01-27', '1995-01-30', '1995-01-31',
+               '1995-02-01', '1995-02-02', '1995-02-03', '2006-05-01', '2006-05-02', '2006-05-03', '2006-05-04',
+               '2006-05-05', '2000-10-02', '2000-10-03', '2000-10-04', '2000-10-05', '2000-10-06', '2012-01-02',
+               '2012-01-03', '2023-04-05', '2012-01-23', '2012-01-24', '2012-01-25', '2012-01-26', '2012-01-27',
+               '2023-05-01', '2023-05-02', '2023-05-03', '2024-01-01', '2024-02-09', '2024-02-12', '2024-02-13',
+               '2024-02-14', '2024-02-15', '2024-02-16', '2024-04-04', '2024-04-05', '2024-05-01', '2024-05-02',
+               '2024-05-03', '2024-06-10', '2024-09-16', '2024-09-17', '2024-10-01', '2024-10-02', '2024-10-03',
+               '2024-10-04', '2024-10-07'}
+sse_working_weekends = {
+    # 1992
+    Date.westernStyle(4, Months.October, 1992)
+}
+
+
+class ChinaSseImpl(CalendarImpl):
+    def __init__(self):
+        pass
+
+    def isBizDay(self, date: Date):
+        w = date.weekday()
+        if (self.isWeekEnd(w) or str(date) in sse_holDays) and date not in sse_working_weekends:
+            return False
+        return True
+
+    def isWeekEnd(self, weekDay):
+        return weekDay == Weekdays.Saturday or weekDay == Weekdays.Sunday
+
+    def __richcmp__(self, right, op):
+        if op == 2:
+            return isinstance(right, ChinaSseImpl)
+
+
+_sseImpl = ChinaSseImpl()
+
+_holDict = {'china.sse': ChinaSseImpl}