import datetime from dataclasses import dataclass from typing import Iterable, List, Literal, Mapping, Sequence, Tuple, Union from .exceptions import DateNotFoundError, DateOutOfRangeError @dataclass class FincalOptions: date_format: str = "%Y-%m-%d" closest: str = "before" # after traded_days: int = 365 get_closest: str = "exact" def _parse_date(date: str, date_format: str = None): """Parses date and handles errors""" # print(date, date_format) if isinstance(date, (datetime.datetime, datetime.date)): return datetime.datetime.fromordinal(date.toordinal()) if date_format is None: date_format = FincalOptions.date_format try: date = datetime.datetime.strptime(date, date_format) except TypeError: raise ValueError("Date does not seem to be valid date-like string") except ValueError: raise ValueError("Date could not be parsed. Have you set the correct date format in FincalOptions.date_format?") return date def _preprocess_timeseries( data: Union[ Sequence[Iterable[Union[str, datetime.datetime, float]]], Sequence[Mapping[str, Union[float, datetime.datetime]]], Sequence[Mapping[Union[str, datetime.datetime], float]], Mapping[Union[str, datetime.datetime], float], ], date_format: str, ) -> List[Tuple[datetime.datetime, float]]: """Converts any type of list to the correct type""" if isinstance(data, Mapping): current_data = [(k, v) for k, v in data.items()] return _preprocess_timeseries(current_data, date_format) if not isinstance(data, Sequence): raise TypeError("Could not parse the data") if isinstance(data[0], Sequence): return sorted([(_parse_date(i, date_format), j) for i, j in data]) if not isinstance(data[0], Mapping): raise TypeError("Could not parse the data") if len(data[0]) == 1: current_data = [tuple(*i.items()) for i in data] elif len(data[0]) == 2: current_data = [tuple(i.values()) for i in data] else: raise TypeError("Could not parse the data") return _preprocess_timeseries(current_data, date_format) def _preprocess_match_options(as_on_match: str, prior_match: str, closest: str) -> datetime.timedelta: """Checks the arguments and returns appropriate timedelta objects""" deltas = {"exact": 0, "previous": -1, "next": 1} if closest not in deltas.keys(): raise ValueError(f"Invalid argument for closest: {closest}") as_on_match = closest if as_on_match == "closest" else as_on_match prior_match = closest if prior_match == "closest" else prior_match if as_on_match in deltas.keys(): as_on_delta = datetime.timedelta(days=deltas[as_on_match]) else: raise ValueError(f"Invalid as_on_match argument: {as_on_match}") if prior_match in deltas.keys(): prior_delta = datetime.timedelta(days=deltas[prior_match]) else: raise ValueError(f"Invalid prior_match argument: {prior_match}") return as_on_delta, prior_delta def _find_closest_date( data: Mapping[datetime.datetime, float], date: datetime.datetime, limit_days: int, delta: datetime.timedelta, if_not_found: Literal["fail", "nan"], ): """Helper function to find data for the closest available date""" if delta.days < 0 and date < min(data): raise DateOutOfRangeError(date, "min") if delta.days > 0 and date > max(data): raise DateOutOfRangeError(date, "max") row = data.get(date, None) if row is not None: return date, row if delta and limit_days != 0: return _find_closest_date(data, date + delta, limit_days - 1, delta, if_not_found) if if_not_found == "fail": raise DateNotFoundError("Data not found for date", date) if if_not_found == "nan": return date, float("NaN") raise ValueError(f"Invalid argument for if_not_found: {if_not_found}") def _interval_to_years(interval_type: Literal["years", "months", "day"], interval_value: int) -> float: """Converts any time period to years for use with compounding functions""" year_conversion_factor = {"years": 1, "months": 12, "days": 365} years = interval_value / year_conversion_factor[interval_type] return years