Calendar
A calendar variable type represents an ODSL Calendar. It is used with timeseries, curves and other time-bound resources. See here for more detailed information on ODSL Calendars
Introduction
The calendar variable wraps a standard ODSL calendar and allows you to use the calendar in your scripts.
Construction
Calendars are usually read from the Calendar Service and referenced using their code, e.g. “business”, but some basic calendars can be constructed as follows:
// Create a daily calendar
daily = DailyCalendar()
// Create a business (Monday to Friday) calendar
business = BusinessCalendar()
// Create an empty holiday calendar
holiday = HolidayCalendar()
// Create a monthly calendar
monthly = MonthlyCalendar()
// Create an hourly calendar
hourly = IntradayCalendar(1h)
/**
Create an hourly calendar using a holiday calendar and
exclude hours 0-6 and 20-23
**/
peak = IntradayCalendar(1h, holiday, [0,1,2,3,4,5,6,20,21,22,23])
Properties
A calendar has the following properties:
| Name | Description | Type |
|---|---|---|
| code | The code of the underlying ODSL Calendar | String |
| name | The name of the underlying ODSL Calendar | String |
| timezone | Get the timezone of the Calendar - only supported on Intraday calendars | String |
| rules | The holiday rules for this calendar (Only applicable for holiday calendars) | List(String) |
Methods
A calendar has the following methods:
| Name | Description | Return Type |
|---|---|---|
| getDates(start, end) | Gets a list of dates from this calendar for the supplied date range | List(Date) |
| getDatesFrom(start, number) | Gets number + 1 list of dates from the supplied start date | List(Date) |
| addDays(Date, int) | Adds the supplied number of days to the supplied date and returns the new date | Date |
| includes(Date) | Tests to see if the supplied date aligns with this calendar | Scalar(Boolean) |
| next(Date) | Gets the next date after the supplied date | Date |
| previous(Date) | Gets the previous date before the supplied date | Date |
| addRule(String) | Adds a holiday rule (Only applicable for holiday calendars) | void |
| getNextWorkingDay(Date) | Get the next working day after the supplied start date (Only applicable for holiday calendars) | Date |
| getNextNonWorkingDay(Date) | Get the next non-working day after the supplied start date (Only applicable for holiday calendars) | Date |
| getLastWorkingDay(Date) | Get the last working day of the week that includes the supplied start date (Only applicable for holiday calendars) | Date |
| setUseHolidays(Boolean) | Tells this intraday calendar to use holidays as full days, i.e. for off-peak calendars | Void |
| getHolidaysForYear(int) | Gets the list of holidays for the specified year (Only applicable for holiday calendars) | List(name, date) |
Some example usage
// Create a daily calendar
daily = DailyCalendar()
first = Date("2020-10-01")
last = Date("2020-10-31")
print daily.next(first)
// Create an empty holiday calendar
holiday = HolidayCalendar()
// Add some rules
holiday.addRule("Every Saturday")
holiday.addRule("Every Sunday")
holiday.addRule("First Tuesday in October")
// Get the list of dates for October 2020
dates = holiday.getDates(first, last)
print dates