import pandas as pd
from pandas.tseries.offsets import CustomBusinessDay, Day
from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday
import unittest

fed_cal = get_calendar('USFederalHolidayCalendar')
bond_cal = HolidayCalendarFactory('BondCalendar', fed_cal, GoodFriday)
bus_day = CustomBusinessDay(calendar=bond_cal())

def prev_immdate(valdate):
    dates = [pd.datetime(valdate.year-1, 12, 20)] + \
            [pd.datetime(valdate.year, m, 20) for m in [3, 6, 9, 12]]
    dates = [bus_day.rollforward(d) for d in dates]
    for i, d in enumerate(dates[1:], 1):
        if d >= valdate:
            break
    else:
        return dates[-1]
    return d if d==valdate else dates[i-1]

def days_accrued(tradedate):
    start_protection = pd.Timestamp(tradedate) + Day()
    delta = start_protection-prev_immdate(start_protection)
    return delta.days

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()