Module dateutil

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Created on March 22, 2011

Author: Drew Bratcher & Tucker Balch

Contact: tucker@cc.gatech.edu

utilities for date and time manipulation

Version: $Revision: 295 $

Functions

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getMonthNames()

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getYears(funds)

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getMonths(funds, year)

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getDays(funds, year, month)

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getDaysBetween(ts_start, ts_end)

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getFirstDay(funds, year, month)

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getNYSEdays(startday=datetime.datetime(1964, 7, 5, 0, 0), endday=datetime.datetime(2020, 12, 31, 0, 0), timeofday=datetime.timedelta(0))
Create a list of timestamps between startday and endday (inclusive) that correspond to the days there was trading at the NYSE. This function depends on a separately created a file that lists all days since July 4, 1962 that the NYSE has been open, going forward to 2020 (based on the holidays that NYSE recognizes).

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getNextNNYSEdays(startday, days, timeofday)
Create a list of timestamps from startday that is days days long that correspond to the days there was trading at NYSE. This function depends on the file used in getNYSEdays and assumes the dates within are in order.

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getPrevNNYSEday(startday, timeofday)
This function returns the last valid trading day before the start day, or returns the start day if it is a valid trading day. This function depends on the file used in getNYSEdays and assumes the dates within are in order.

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