import datetime
import pandas as pd
import unittest

from dateutil.relativedelta import relativedelta, WE, MO
try:
    from dateutil.parser import isoparse
except ImportError:
    from dateutil.parser import parse as isoparse

from pandas.tseries.offsets import CustomBusinessDay, Day, QuarterBegin
from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday

fed_cal = get_calendar('USFederalHolidayCalendar')
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 = 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).
            shift(19, freq='D').
            shift(0, bus_day))

def previous_twentieth(d):
    r = datetime.date(d.year, d.month, 20)
    if r > d:
        r -= relativedelta(months=1)
    mod = r.month % 3
    if mod != 0:
        r -= relativedelta(months = mod)
    return r

def imm_date(d):
    if isinstance(d, str):
        d = isoparse(d)
    r = d + relativedelta(day=1, weekday=WE(3))
    return r + relativedelta(weekday=MO(-1))

def days_accrued(tradedate):
    tradedate = pd.Timestamp(tradedate)
    start_protection = tradedate + Day()
    # we want the the largest twentieth imm date rolled forward such that
    # it's less than start_protection
    effective_date = pd.Timestamp(previous_twentieth(bus_day.rollback(start_protection).date()))
    effective_date = bus_day.rollforward(effective_date)
    delta = start_protection - effective_date
    return delta.days

def isleapyear(date):
    return ((date.year % 4) == 0 & (~(date.year % 100 == 0) | date.year % 400 == 0))

def yearfrac(date1, date2, daycount):
    if daycount == '30/360':
        d1 = date1.dt.day.copy()
        d2 = date2.dt.day.copy()
        d2[(d2==31) & (d1.isin([30,31]))] = 30
        d1.replace({31:30})
        y1 = date1.dt.year
        y2 = date2.dt.year
        m1 = date1.dt.month
        m2 = date2.dt.month
        return (360*(y2-y1)+30*(m2-m1)+d2-d1)/360
    days_accrued = date2 - date1
    if daycount == 'ACT/365':
        return days_accrued.dt.days/365
    if daycount == 'ACT/360':
        return days_accrued.dt.days/360

class TestDaysAccrued(unittest.TestCase):
    def test(self):
        dates = [('2015-01-07', 17),
                 ('2015-06-19', 92),
                 ('2015-03-19', 0),
                 ('2015-06-20', 93),
                 ('2015-06-21', 0),
                 ('2015-12-21', 1),
                 ('2015-12-28', 8)]
        for date, days in dates:
            self.assertEqual(days_accrued(date), days)

if __name__=="__main__":
    unittest.main()