release

Author: lsbardel

ccy/__init__.py

@@ -1,6 +1,6 @@
 """Python currencies"""
 
-__version__ = "1.6.0"
+__version__ = "1.7.0"
 
 
 from .core.country import (

ccy/core/daycounter.py

@@ -25,16 +25,6 @@ def alldc() -> dict[str, DayCounterMeta]:
     return copy(_day_counters)
 
 
-def act_act_years(dt: date) -> float:
-    y = dt.year
-    r = y % 4
-    a = 0.0
-    if r > 0:
-        a = 1.0
-    dd = (dt - date(y, 1, 1)).total_seconds() / 86400
-    return y + dd / (365.0 + a)
-
-
 class DayCounterMeta(type):
     def __new__(cls, name: str, bases: Any, attrs: Any) -> DayCounterMeta:
         new_class = super(DayCounterMeta, cls).__new__(cls, name, bases, attrs)
@@ -81,4 +71,10 @@ class ActAct(DayCounter):
     name = "ACT/ACT"
 
     def dcf(self, start: date, end: date) -> float:
-        return act_act_years(end) - act_act_years(start)
+        return self.act_act_years(end) - self.act_act_years(start)
+
+    def act_act_years(self, dt: date) -> float:
+        y = dt.year
+        days_in_year = 365 if y % 4 else 366
+        dd = (dt - date(y, 1, 1)).total_seconds() / 86400
+        return y + dd / days_in_year

ccy/tradingcentres/__init__.py

@@ -9,7 +9,7 @@
 isoweekend = frozenset((6, 7))
 oneday = timedelta(days=1)
 
-_tcs: dict[str, TradingCentre] = {}
+trading_centres: dict[str, TradingCentre] = {}
 
 
 def prevbizday(dte: date, nd: int = 1, tcs: str | None = None) -> date:
@@ -25,7 +25,7 @@ def centres(codes: str | None = None) -> TradingCentres:
     if codes:
         lcs = codes.upper().replace(" ", "").split(",")
         for code in lcs:
-            tc = _tcs.get(code)
+            tc = trading_centres.get(code)
             if tc:
                 tcs.centres[tc.code] = tc
     return tcs
@@ -37,13 +37,17 @@ class TradingCentre:
     calendar: holidays.HolidayBase
 
     def isholiday(self, dte: date) -> bool:
-        return dte not in self.calendar
+        return dte in self.calendar
 
 
 @dataclass
 class TradingCentres:
     centres: dict[str, TradingCentre] = field(default_factory=dict)
 
+    @property
+    def code(self) -> str:
+        return ",".join(sorted(self.centres))
+
     def isbizday(self, dte: date) -> bool:
         if dte.isoweekday() in isoweekend:
             return False
@@ -77,7 +81,7 @@ def prevbizday(self, dte: date, nd: int = 1) -> date:
         return dte
 
 
-_tcs.update(
+trading_centres.update(
     (tc.code, tc)
     for tc in (
         TradingCentre(

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "ccy"
-version = "1.6.0"
+version = "1.7.0"
 description = "Python currencies"
 authors = ["Luca Sbardella <luca@quantmind.com>"]
 license = "BSD"

readme.md

@@ -14,3 +14,7 @@ join and add more.
 * Documentation is available as [ccy jupyter book](https://quantmind.github.io/ccy/).
 * Install the command line tool with `pip install ccy[cli]`.
 * Show all currencies in the command line via `ccys show`
+* Trading centres are available when installing the `holidays` extra via
+  ```
+  pip install ccy[holidays]
+  ```

tests/test_tcs.py

@@ -1,18 +1,17 @@
-import datetime
+from datetime import date
 
 import pytest
-from ccy.tradingcentres import nextbizday, prevbizday
-from ccy import tradingcentres
+from ccy.tradingcentres import nextbizday, prevbizday, centres
 
 
 @pytest.fixture()
 def dates():
     return [
-        datetime.date(2010, 4, 1),  # Thu
-        datetime.date(2010, 4, 2),  # Fri
-        datetime.date(2010, 4, 3),  # Sat
-        datetime.date(2010, 4, 5),  # Mon
-        datetime.date(2010, 4, 6),  # Tue
+        date(2010, 4, 1),  # Thu
+        date(2010, 4, 2),  # Fri
+        date(2010, 4, 3),  # Sat
+        date(2010, 4, 5),  # Mon
+        date(2010, 4, 6),  # Tue
     ]
 
 
@@ -34,6 +33,7 @@ def test_prevBizDay(dates):
 
 
 def test_TGT():
-    tcs = tradingcentres("TGT")
-    assert not tcs.isbizday(datetime.date(2009, 12, 25))
-    assert not tcs.isbizday(datetime.date(2010, 1, 1))
+    tcs = centres("TGT")
+    assert tcs.code == "TGT"
+    assert not tcs.isbizday(date(2009, 12, 25))
+    assert not tcs.isbizday(date(2010, 1, 1))