import datetime from cpython cimport datetime as c_datetime from date cimport JpmcdsDate, JpmcdsStringToDayCountConv c_datetime.import_datetime() cdef TDate pydate_to_TDate(c_datetime.date d): return JpmcdsDate(d.year, d.month, d.day) cpdef c_datetime.date TDate_to_pydate(TDate d): cdef TMonthDayYear date if JpmcdsDateToMDY(d, &date) == 0: return c_datetime.date_new(date.year, date.month, date.day) cdef long dcc(str day_count) except -1: cdef long r dc_bytes = day_count.encode('utf-8') cdef char* dc = dc_bytes cdef err = JpmcdsStringToDayCountConv( dc, &r) if err == 0: return r else: raise ValueError('{0} is not a valid day count'.format(day_count))