ScheduleBase

class sigtech.framework.schedules.schedule.ScheduleBase

Baseclasses: ABC

Subclasses: Schedule, SchedulePiecewise, ScheduleIntersection, ScheduleIntraday

A class implementing a basic schedule interface.

all_data_dates() → list[datetime.date]

Return the timestamps of all data dates from calculation_start_date to calculation_end_date inclusive.

all_data_ts() → DatetimeIndex

Return the timestamps of all data dates from calculation_start_date to calculation_end_date inclusive.

all_reference_datetimes()

Timeseries indexed by data dates between start and end with corresponding reference times for that date.

approximate_holidays() → str

A possibly not exact holiday set for this schedule.

calculation_end_date() → date

Return the date on which the calculation of all data dates ends.

calculation_end_ts() → Timestamp

Date on which calculation of all data dates ends.

calculation_start_date() → date

Return the date on which the calculation of all data dates starts.

calculation_start_ts() → Timestamp

Date on which calculation of all data dates starts.

current_next_data_date(d: Union[date, datetime, Timestamp]) → date

Returns the first data date on or after the input date.

Parameters:

d – Input date, datetime or timestamp.

Returns:

date.

current_next_data_ts(d: Union[date, datetime, Timestamp]) → Timestamp

Return the first data date on or after date d.

Parameters:

d – Input date, datetime or timestamp.

Returns:

pandas Timestamp.

current_previous_data_date(d: Union[date, datetime, Timestamp]) → date

Returns the first data date on or before the input date.

Parameters:

d – Input date, datetime or timestamp.

Returns:

date.

current_previous_data_ts(d: Union[date, datetime, Timestamp]) → Timestamp

Return the first data date on or before date d.

Parameters:

d – Input date, datetime or timestamp.

Returns:

pandas Timestamp.

data_dates(start: Optional[Union[date, datetime, Timestamp]] = None, end: Optional[Union[date, datetime, Timestamp]] = None) → list[Union[datetime.datetime, datetime.date]]

List of value dates for which data is published between start and end dates inclusive.

Parameters:

• start – Start date, datetime or timestamp.

• end – End date, datetime ot timestamp.

Returns:

date or datetime.

data_ts(start: Optional[Union[date, datetime, Timestamp]] = None, end: Optional[Union[date, datetime, Timestamp]] = None) → DatetimeIndex

List of value dates for which data is published between start and end dates inclusive.

Parameters:

• start – Start date, datetime or timestamp.

• end – End date, datetime ot timestamp.

Returns:

pandas DatetimeIndex.

dependencies(input_dependency: Dependency, valuation_currency: str = None, use_start: bool = False) → list[sigtech.framework.internal.infra.mu.graph.registry.factory.Dependency]

Dependencies of this schedule

end_date() → date

Return the last date on which data will be available, typically date.max if no end date is set.

end_ts() → Timestamp

The last date on which data will be available, typically date.max if no end date is set.

is_data_date(d: Union[date, datetime, Timestamp]) → bool

Return True if the input date is part of the schedule, otherwise False.

Parameters:

d – Input date, datetime or timestamp.

Returns:

bool.

is_data_ts(d: Union[date, datetime, Timestamp]) → bool

Return True if the input date is part of the schedule, otherwise False.

Parameters:

d – Input date, datetime or timestamp.

Returns:

bool.

next_data_date(d: Union[date, datetime, Timestamp]) → date

Return the first data date after the input date.

Parameters:

d – Input date, datetime or timestamp.

Returns:

date.

next_data_ts(d: Union[date, datetime, Timestamp]) → Timestamp

Return the first data date after the input date.

Parameters:

d – Input date, datetime or timestamp.

Returns:

pandas Timestamp.

previous_data_date(d: Union[date, datetime, Timestamp]) → date

Return the first data date prior to the input date.

Parameters:

d – Input date, datetime or timestamp.

Returns:

date.

previous_data_ts(d: Union[date, datetime, Timestamp]) → Timestamp

Return the first data date prior to the input date.

Parameters:

d – Input date, datetime or timestamp.

Returns:

pandas Timestamp.

reference_datetime(d: Union[date, datetime, Timestamp]) → Timestamp

Return the delivery datetime for the input date.

Parameters:

d – Input date, datetime or timestamp.

Returns:

pandas Timestamp.

reference_datetimes(start: Optional[Union[date, datetime, Timestamp]] = None, end: Optional[Union[date, datetime, Timestamp]] = None)

Return the reference datetimes restricted to data dates between start and end inclusive.

Parameters:

• start – Input date, datetime or timestamp (optional).

• end – Input date, datetime or timestamp (optional).

Returns:

pandas Series.

start_date() → date

The first date on which data will be available.

start_ts() → Timestamp

The first date on which data will be available.