Add the calendars module

pyintegration/deephaven2/calendars.py

@@ -0,0 +1,372 @@
+#
+#   Copyright (c) 2016-2022 Deephaven Data Labs and Patent Pending
+#
+""" This module provides access to a collection of business calendars and convenient calendar functions. """
+
+from enum import Enum
+from typing import List
+
+import jpy
+from deephaven2.time import TimeZone, DateTime
+
+from deephaven2 import DHError
+from deephaven2._wrapper_abc import JObjectWrapper
+
+_JCalendars = jpy.get_type("io.deephaven.time.calendar.Calendars")
+_JCalendar = jpy.get_type("io.deephaven.time.calendar.Calendar")
+_JDayOfWeek = jpy.get_type("java.time.DayOfWeek")
+_JBusinessPeriod = jpy.get_type("io.deephaven.time.calendar.BusinessPeriod")
+_JBusinessSchedule = jpy.get_type("io.deephaven.time.calendar.BusinessSchedule")
+_JBusinessCalendar = jpy.get_type("io.deephaven.time.calendar.BusinessCalendar")
+
+
+def calendar_names() -> List[str]:
+    """ Returns the names of all available calendars.
+
+    Returns:
+        a list of names of all available calendars
+
+    Raises:
+        DHError
+    """
+    try:
+        return list(_JCalendars.calendarNames())
+    except Exception as e:
+        raise DHError(e, "failed to obtain the available calendar names.") from e
+
+
+def default_calendar_name():
+    """ Returns the default calendar name which is set by the 'Calendar.default' property in the configuration file
+    that the Deephaven server is started with.
+
+    Returns:
+        the default business calendar name
+
+    Raises:
+        DHError
+    """
+    try:
+        return _JCalendars.getDefaultName()
+    except Exception as e:
+        raise DHError(e, "failed to get the default calendar name.") from e
+
+
+class DayOfWeek(Enum):
+    """ A Enum that defines the days of a week. """
+    MONDAY = _JDayOfWeek.MONDAY
+    TUESDAY = _JDayOfWeek.TUESDAY
+    WEDNESDAY = _JDayOfWeek.WEDNESDAY
+    THURSDAY = _JDayOfWeek.THURSDAY
+    FRIDAY = _JDayOfWeek.FRIDAY
+    SATURDAY = _JDayOfWeek.SATURDAY
+    SUNDAY = _JDayOfWeek.SUNDAY
+
+
+class BusinessPeriod(JObjectWrapper):
+    """ A period of business time during a business day. """
+
+    j_object_type = _JBusinessPeriod
+
+    def __init__(self, j_business_period):
+        self.j_business_period = j_business_period
+
+    def __repr__(self):
+        return f"[{self.start_time}, {self.end_time}]"
+
+    @property
+    def j_object(self) -> jpy.JType:
+        return self.j_business_period
+
+    @property
+    def start_time(self) -> DateTime:
+        """ The start of the period. """
+        return self.j_business_period.getStartTime()
+
+    @property
+    def end_time(self) -> DateTime:
+        """ The end of the period. """
+        return self.j_business_period.getEndTime()
+
+    @property
+    def length(self) -> int:
+        """ The length of the period in nanoseconds. """
+        return self.j_business_period.getLength()
+
+
+class BusinessSchedule(JObjectWrapper):
+    """ A business schedule defines a single business day. """
+    j_object_type = _JBusinessSchedule
+
+    def __init__(self, j_business_schedule):
+        self.j_business_schedule = j_business_schedule
+
+    @property
+    def j_object(self) -> jpy.JType:
+        return self.j_business_schedule
+
+    @property
+    def business_periods(self) -> List[BusinessPeriod]:
+        """ The business periods of the day.
+
+        Returns:
+             List[BusinessPeriod]
+        """
+        j_periods = self.j_business_schedule.getBusinessPeriods()
+        periods = []
+        for j_period in j_periods:
+            periods.append(BusinessPeriod(j_period))
+        return periods
+
+    @property
+    def start_of_day(self) -> DateTime:
+        """ The start of the business day. """
+        return self.j_business_schedule.getStartOfBusinessDay()
+
+    @property
+    def end_of_day(self) -> DateTime:
+        """ The end of the business day. """
+        return self.j_business_schedule.getEndOfBusinessDay()
+
+    def is_business_day(self) -> bool:
+        """ Whether it is a business day.
+
+        Returns:
+            bool
+        """
+        return self.j_business_schedule.isBusinessDay()
+
+    def is_business_time(self, time: DateTime) -> bool:
+        """ Whether the specified time is a business time for the day.
+
+        Args:
+             time (DateTime): the time during the day
+
+        Return:
+            bool
+        """
+        return self.j_business_schedule.isBusinessTime(time)
+
+    def business_time_elapsed(self, time: DateTime) -> int:
+        """ Returns the amount of business time in nanoseconds that has elapsed on the given day by the specified
+        time.
+
+        Args:
+            time (DateTime): the time during the day
+
+        Returns:
+            int
+        """
+        return self.j_business_schedule.businessTimeElapsed(time)
+
+
+class BusinessCalendar(JObjectWrapper):
+    """ A business calendar. """
+
+    j_object_type = _JBusinessCalendar
+
+    def __init__(self, name: str = None):
+        """ Creates a business calendar.
+
+        Args:
+            name (str) : name of the calendar, default is None, which means to use the default Deephaven calendar
+
+        Raises:
+            DHError
+        """
+        try:
+            if name:
+                self.name = name
+                self.j_calendar = _JCalendars.calendar(name)
+            else:
+                self.name = default_calendar_name()
+                self.j_calendar = _JCalendars.calendar()
+        except Exception as e:
+            raise DHError(e, "failed to create a business calendar.") from e
+
+    @property
+    def j_object(self) -> jpy.JType:
+        return self.j_calendar
+
+    @property
+    def current_day(self) -> str:
+        """ The current day. """
+        return self.j_calendar.currentDay()
+
+    @property
+    def previous_day(self) -> str:
+        """ The previous day. """
+        return self.j_calendar.previousDay()
+
+    @property
+    def next_day(self) -> str:
+        """ The next day. """
+        return self.j_calendar.nextDay()
+
+    @property
+    def day_of_week(self) -> DayOfWeek:
+        """ The day of week for today. """
+        return DayOfWeek(self.j_calendar.dayOfWeek())
+
+    @property
+    def time_zone(self) -> TimeZone:
+        """ Returns the timezone of th e calendar. """
+        return TimeZone(self.j_calendar.timeZone())
+
+    @property
+    def is_business_day(self) -> bool:
+        """ If today is a business day. """
+        return self.j_calendar.isBusinessDay()
+
+    @property
+    def default_business_periods(self) -> List[str]:
+        """ The default business periods for the business days. Returns a list of strings with a comma separating
+        open and close times. """
+        default_business_periods = self.j_calendar.getDefaultBusinessPeriods()
+        b_periods = []
+        for i in range(default_business_periods.size()):
+            p = default_business_periods.get(i)
+            b_periods.append(p)
+
+        return b_periods
+
+    @property
+    def standard_business_day_length(self) -> int:
+        """ The length of a standard business day in nanoseconds. """
+        return self.j_calendar.standardBusinessDayLengthNanos()
+
+    def get_business_schedule(self, date: str) -> BusinessSchedule:
+        """ Returns the specified day's business schedule.
+
+        Args:
+             date (str): the date str, format must be "yyyy-MM-dd"
+
+        Returns:
+            a BusinessSchedule instance
+        """
+        return BusinessSchedule(j_business_schedule=self.j_calendar.getBusinessSchedule(date))
+
+    def previous_business_day(self, date: str) -> str:
+        """ Gets the previous business day of the given date.
+
+        Args:
+            date (str): the date of interest
+
+        Returns:
+            str
+        """
+        return self.j_calendar.previousBusinessDay(date)
+
+    def previous_non_business_day(self, date: str) -> str:
+        """ Gets the previous non-business day of the given date.
+
+        Args:
+            date (str): the date of interest
+
+        Returns:
+            str
+        """
+        return self.j_calendar.previousNonBusinessDay(date)
+
+    def next_business_day(self, date: str) -> str:
+        """ Gets the next business day of the given date.
+
+        Args:
+            date (str): the date of interest
+
+        Returns:
+            str
+        """
+        return self.j_calendar.nextBusinessDay(date)
+
+    def next_non_business_day(self, date: str) -> str:
+        """ Gets the next non-business day of the given date.
+
+        Args:
+            date (str): the date of interest
+
+        Returns:
+            str
+        """
+        return self.j_calendar.nextNonBusinessDay(date)
+
+    def business_days_in_range(self, start: str, end: str) -> List[str]:
+        """ Returns the business days between the specified start and end dates.
+
+        Args:
+            start (str): the start day of the range
+            end (str): the end day of the range
+
+        Returns:
+            List[str]: a list of dates
+        """
+        j_days = self.j_calendar.businessDaysInRange(start, end)
+        days = []
+        for day in j_days:
+            days.append(day)
+
+        return days
+
+    def non_business_days_in_range(self, start: str, end: str) -> List[str]:
+        """ Returns the non-business days between the specified start and end dates.
+
+        Args:
+            start (str): the start day of the range
+            end (str): the end day of the range
+
+        Returns:
+            List[str]: a list of dates
+        """
+        j_days = self.j_calendar.nonBusinessDaysInRange(start, end)
+        days = []
+        for day in j_days:
+            days.append(day)
+
+        return days
+
+    def number_of_business_days(self, start: str, end: str, end_inclusive: bool = False) -> int:
+        """ Returns the number of business days between the start and end dates.
+
+        Args:
+            start (str): the start day of the range
+            end (str): the end day of the range
+            end_inclusive (bool): whether to include the end date, default is False
+
+        Returns:
+            int
+        """
+        return self.j_calendar.numberOfBusinessDays(start, end, end_inclusive)
+
+    def number_of_non_business_days(self, start: str, end: str, end_inclusive: bool = False) -> int:
+        """ Returns the number of non-business days between the start and end dates.
+
+        Args:
+            start (str): the start day of the range
+            end (str): the end day of the range
+            end_inclusive (bool): whether to include the end date, default is False
+
+        Returns:
+            int
+        """
+        return self.j_calendar.numberOfNonBusinessDays(start, end, end_inclusive)
+
+    def is_last_business_day_of_month(self, date: str):
+        """ Returns if the specified date is the last business day of the month.
+
+        Args:
+            date (str): the date
+
+        Returns:
+            bool
+        """
+        return self.j_calendar.isLastBusinessDayOfMonth(date)
+
+    def is_last_business_day_of_week(self, date: str):
+        """ Returns if the specified date is the last business day of the week.
+
+        Args:
+            date (str): the date
+
+        Returns:
+            bool
+        """
+        return self.j_calendar.isLastBusinessDayOfWeek(date)

pyintegration/deephaven2/time.py

@@ -162,8 +162,8 @@ def datetime_at_midnight(dt: DateTime, tz: TimeZone) -> DateTime:
     """ Returns a DateTime for the requested DateTime at midnight in the specified time zone.
 
     Args:
-        dt (DateTime) - DateTime for which the new value at midnight should be calculated
-        tz: (TimeZone) - TimeZone for which the new value at midnight should be calculated
+        dt (DateTime): the DateTime for which the new value at midnight should be calculated
+        tz (TimeZone): the TimeZone to use when interpreting the DateTime
 
     Returns:
         DateTime