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Diffstat (limited to 'python/dates.py')
| -rw-r--r-- | python/dates.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/dates.py b/python/dates.py index fbdc7d98..025949b6 100644 --- a/python/dates.py +++ b/python/dates.py @@ -11,7 +11,7 @@ bond_cal = HolidayCalendarFactory('BondCalendar', fed_cal, GoodFriday) bus_day = CustomBusinessDay(calendar=bond_cal()) def imm_dates(start_date, end_date): - start_date = bus_day.rollback(start_date)-19*Day() + start_date = bus_day.rollback(start_date) - 19 * Day() start_date = QuarterBegin(startingMonth=3).rollback(start_date) #should be close=left I think return (pd.date_range(start_date, end_date, freq='QS-MAR', closed=None). |