diff options
| -rw-r--r-- | python/analytics/utils.py | 9 |
1 files changed, 8 insertions, 1 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py index 4db12854..c1da64b7 100644 --- a/python/analytics/utils.py +++ b/python/analytics/utils.py @@ -73,12 +73,19 @@ def next_third_wed(d): def prev_business_day(d: datetime.date): - if ((offset := d.weekday() - 4) > 0): + if (offset := d.weekday() - 4) > 0: return d - datetime.timedelta(days=offset) else: return d +def next_business_day(d: datetime.date): + if (offset := 7 - d.weekday()) > 3: + return d + datetime.timedelta(days=1) + else: + return d + datetime.timedelta(days=offset) + + def tenor_to_float(t: str): if t == "6m": return 0.5 |