diff options
Diffstat (limited to 'python/analytics/utils.py')
| -rw-r--r-- | python/analytics/utils.py | 11 |
1 files changed, 1 insertions, 10 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py index 0341b7cc..f56d376d 100644 --- a/python/analytics/utils.py +++ b/python/analytics/utils.py @@ -3,7 +3,7 @@ import pandas as pd from scipy.special import h_roots from dateutil.relativedelta import relativedelta, FR import datetime -from pyisda.date import pydate_to_TDate +from pyisda.date import pydate_to_TDate, previous_twentieth from pandas.api.types import CategoricalDtype from quantlib.time.date import nth_weekday, Wednesday, Date @@ -14,15 +14,6 @@ def GHquad(n): Z, w = h_roots(n) return Z*np.sqrt(2), w/np.sqrt(np.pi) -def previous_twentieth(d): - r = d + relativedelta(day=20) - if r > d: - r -= relativedelta(months=1) - mod = r.month % 3 - if mod != 0: - r -= relativedelta(months=mod) - return r - def next_twentieth(d): r = d + relativedelta(day=20) if(r < d): |