small internal api change

Author: wegamekinglc

PyFin/DateUtilities/Calendar.pxd

@@ -6,6 +6,7 @@ Created on 2015-2-20
 """
 
 from PyFin.DateUtilities.Date cimport Date
+from PyFin.DateUtilities.Period cimport Period
 
 
 cdef class CalendarImpl(object):
@@ -26,6 +27,6 @@ cdef class Calendar(object):
     cpdef endOfMonth(self, Date d)
     cpdef bizDaysBetween(self, Date fromDate, Date toDate, bint includeFirst=*, bint includeLast=*)
     cpdef adjustDate(self, Date d, int c=*)
-    cpdef advanceDate(self, Date d, period, int c=*, bint endOfMonth=*)
+    cpdef advanceDate(self, Date d, Period period, int c=*, bint endOfMonth=*)
     cpdef holDatesList(self, Date fromDate, Date toDate, bint includeWeekEnds=*)
     cpdef bizDatesList(self, Date fromDate, Date toDate)

PyFin/DateUtilities/Calendar.pyx

@@ -5,14 +5,12 @@ Created on 2017-2-1
 @author: cheng.li
 """
 
-import six
 from PyFin.Enums._Weekdays cimport Weekdays
 from PyFin.Enums._TimeUnits cimport TimeUnits
 from PyFin.Enums._Months cimport Months
 from PyFin.Enums._BizDayConventions cimport BizDayConventions
 from PyFin.DateUtilities.Date cimport Date
 from PyFin.DateUtilities.Period cimport Period
-from PyFin.Utilities.Asserts cimport pyFinAssert
 
 
 cdef class Calendar(object):
@@ -105,20 +103,14 @@ cdef class Calendar(object):
             raise ValueError("unknown business-day convention")
         return d1
 
-    cpdef advanceDate(self, Date d, period, int c=BizDayConventions.Following, bint endOfMonth=False):
+    cpdef advanceDate(self, Date d, Period period, int c=BizDayConventions.Following, bint endOfMonth=False):
 
         cdef int n
         cdef int units
         cdef Date d1
-        cdef Period pobj
 
-        if isinstance(period, six.string_types):
-            pobj = Period(period)
-        else:
-            pobj = period
-
-        n = pobj.length()
-        units = pobj.units()
+        n = period.length()
+        units = period.units()
 
         if n == 0:
             return self.adjustDate(d, c)
@@ -138,10 +130,10 @@ cdef class Calendar(object):
                     n += 1
             return d1
         elif units == TimeUnits.Days or units == TimeUnits.Weeks:
-            d1 = d + pobj
+            d1 = d + period
             return self.adjustDate(d1, c)
         else:
-            d1 = d + pobj
+            d1 = d + period
             if endOfMonth and self.isEndOfMonth(d):
                 return self.endOfMonth(d1)
             return self.adjustDate(d1, c)
@@ -150,8 +142,6 @@ cdef class Calendar(object):
         cdef list result = []
         cdef Date d = fromDate
 
-        pyFinAssert(fromDate <= toDate, ValueError, "from date ({0} must be earlier than to date {1}"
-                    .format(fromDate, toDate))
         while d <= toDate:
             if self.isHoliday(d) and (includeWeekEnds or not self.isWeekEnd(d.weekday())):
                 result.append(d)
@@ -162,9 +152,6 @@ cdef class Calendar(object):
         cdef list result = []
         cdef Date d = fromDate
 
-        pyFinAssert(fromDate <= toDate, ValueError, "from date ({0} must be earlier than to date {1}"
-                    .format(fromDate, toDate))
-
         while d <= toDate:
             if self.isBizDay(d):
                 result.append(d)

PyFin/DateUtilities/Date.pyx

@@ -78,7 +78,7 @@ cdef Date _advance(Date date, int n, int units):
 cdef class Date(object):
 
     @cython.cdivision(True)
-    def __init__(self, year=None, month=None, day=None, serialNumber=None):
+    def __init__(self, int year=0, int month=0, int day=0, int serialNumber=0):
         cdef int leap
         cdef int y
         cdef int m
@@ -102,9 +102,9 @@ cdef class Date(object):
             self._month = m
             self._day = d - _monthOffset(m, leap)
             return
-        elif serialNumber is not None and (year is not None or month is not None or day is not None):
+        elif serialNumber and (year or month or day):
             raise ValueError("When serial number is offered, no year or month or day number should be entered")
-        elif year is None or month is None or day is None:
+        elif not (year and month and day):
             raise ValueError("year: {0}, month: {1}, day: {2} can't be null value included".format(year, month, day))
 
         self._calculate_date(year, month, day)

PyFin/api/DateUtilities.py

@@ -54,6 +54,7 @@ def adjustDateByCalendar(holidayCenter, referenceDate, convention=BizDayConventi
 def advanceDateByCalendar(holidayCenter, referenceDate, period, convention=BizDayConventions.Following):
     cal = Calendar(holidayCenter)
     refer = check_date(referenceDate)
+    period = Period(period)
     return cal.advanceDate(refer, period, convention).toDateTime()
 
 

PyFin/tests/DateUtilities/testCalendar.py

@@ -12,6 +12,7 @@
 import pickle
 from PyFin.DateUtilities import Date
 from PyFin.DateUtilities import Calendar
+from PyFin.DateUtilities import Period
 from PyFin.Enums import BizDayConventions
 from PyFin.Enums import Months
 from PyFin.Enums import Weekdays
@@ -165,20 +166,20 @@ def testAdvanceDate(self):
         bizDayConv = BizDayConventions.Following
 
         # test null period
-        self.assertEqual(sseCal.advanceDate(referenceDate, '0b', bizDayConv), Date(2014, 2, 7))
+        self.assertEqual(sseCal.advanceDate(referenceDate, Period('0b'), bizDayConv), Date(2014, 2, 7))
 
         # test negative period
-        self.assertEqual(sseCal.advanceDate(referenceDate, '-5b', bizDayConv), Date(2014, 1, 24))
+        self.assertEqual(sseCal.advanceDate(referenceDate, Period('-5b'), bizDayConv), Date(2014, 1, 24))
 
         # The difference is caused by Feb 8 is SSE holiday but a working day for IB market
-        self.assertEqual(sseCal.advanceDate(referenceDate, '2b', bizDayConv), Date(2014, 2, 10))
-        self.assertEqual(sseCal.advanceDate(referenceDate, '2d', bizDayConv), Date(2014, 2, 7))
-        self.assertEqual(ibCal.advanceDate(referenceDate, '2b', bizDayConv), Date(2014, 2, 8))
-        self.assertEqual(ibCal.advanceDate(referenceDate, '2d', bizDayConv), Date(2014, 2, 7))
+        self.assertEqual(sseCal.advanceDate(referenceDate, Period('2b'), bizDayConv), Date(2014, 2, 10))
+        self.assertEqual(sseCal.advanceDate(referenceDate, Period('2d'), bizDayConv), Date(2014, 2, 7))
+        self.assertEqual(ibCal.advanceDate(referenceDate, Period('2b'), bizDayConv), Date(2014, 2, 8))
+        self.assertEqual(ibCal.advanceDate(referenceDate, Period('2d'), bizDayConv), Date(2014, 2, 7))
 
         bizDayConv = BizDayConventions.ModifiedFollowing
         # May 31, 2014 is a holiday
-        self.assertEqual(sseCal.advanceDate(referenceDate, '4m', bizDayConv, True), Date(2014, 5, 30))
+        self.assertEqual(sseCal.advanceDate(referenceDate, Period('4m'), bizDayConv, True), Date(2014, 5, 30))
 
     def testDatesList(self):
 

PyFin/tests/DateUtilities/testDate.py

@@ -30,7 +30,7 @@ def testDateInputWithoutCompleteInformationOnYearMonthDay(self):
         year = 2015
         month = None
         day = 18
-        with self.assertRaises(ValueError):
+        with self.assertRaises(TypeError):
             _ = Date(year=year, month=month, day=day)
 
     def testBasicFunctions(self):

PyFin/tests/api/testDateUtilities.py

@@ -9,6 +9,7 @@
 import datetime as dt
 from PyFin.DateUtilities.Date import Date
 from PyFin.DateUtilities.Calendar import Calendar
+from PyFin.DateUtilities.Period import Period
 from PyFin.Enums.BizDayConventions import BizDayConventions
 from PyFin.api.DateUtilities import datesList
 from PyFin.api.DateUtilities import isBizDay
@@ -100,17 +101,17 @@ def testAdvanceDateByCalendar(self):
         cal = Calendar('China.SSE')
 
         expected = advanceDateByCalendar('China.SSE', referenceDate.toDateTime(), '2D')
-        calculated = cal.advanceDate(referenceDate, '2D')
+        calculated = cal.advanceDate(referenceDate, Period('2D'))
         self.assertEqual(expected, calculated.toDateTime())
 
         expected = advanceDateByCalendar('China.SSE', referenceDate.toDateTime(), '2D')
-        calculated = cal.advanceDate(referenceDate, '2D')
+        calculated = cal.advanceDate(referenceDate, Period('2D'))
         self.assertEqual(expected, calculated.toDateTime())
 
         expected = advanceDateByCalendar('China.SSE', referenceDate.toDateTime(), '2B')
-        calculated = cal.advanceDate(referenceDate, '2B')
+        calculated = cal.advanceDate(referenceDate, Period('2B'))
         self.assertEqual(expected, calculated.toDateTime())
 
         expected = advanceDateByCalendar('China.SSE', referenceDate.toDateTime(), '1Y')
-        calculated = cal.advanceDate(referenceDate, '1Y')
+        calculated = cal.advanceDate(referenceDate, Period('1Y'))
         self.assertEqual(expected, calculated.toDateTime())