gs_quant.datetime.date.business_day_offset¶
-
business_day_offset
(dates, offsets, roll='raise', calendars=(), week_mask=None)[source]¶ Apply offsets to the dates and move to the nearest business date
- Parameters
dates (
Union
[date
,Iterable
[date
]]) – The input date or datesoffsets (
Union
[int
,Iterable
[int
]]) – The number of days by which to adjust the datesroll (
str
) – Which direction to roll, in order to get to the nearest business datecalendars (
Union
[str
,Tuple
[str
, …]]) – Calendars to use for holidaysweek_mask (
Optional
[str
]) – Which days are considered weekends (defaults to Saturday and Sunday)
- Return type
Union
[date
,Iterable
[date
]]- Returns
A date (if dates is a single date) or tuple of dates, adjusted by the offsets
Examples
>>> import datetime as dt >>> prev_bus_date = business_day_offset(dt.date.today(), -1, roll='forward')