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