Core Utilities
This folder contains core mathematical and date/time utilities that form the foundation for quantitative finance calculations.
Available Utilities
Date/Time (datetime_utils.py)
- Timestamp generation and parsing
- Trading day calculations
- Market hours checking
- Duration formatting
Mathematical (math_utils.py)
- Percentage calculations
- Compound interest and CAGR
- Data normalization
- Moving averages
- Linear regression
Usage
# Date/time operations
from datetime_utils import get_trading_days, is_market_open, format_duration
from math_utils import calculate_cagr, moving_average, linear_regression
# Trading operations
trading_days = get_trading_days(start_date, end_date)
if is_market_open():
print("Market is open!")
# Mathematical calculations
cagr = calculate_cagr(1000, 1500, 3)
ma = moving_average(prices, 20)
slope, intercept = linear_regression(x_data, y_data)
Installation
No additional dependencies required. Uses only Python standard library.
Testing
Run each utility directly to see demonstrations:
Common Use Cases
- Time Analysis: Calculate trading days and market hours
- Financial Calculations: Perform core mathematical operations
- Data Analysis: Normalize and analyze time series data
- Trend Analysis: Calculate moving averages and regressions
- Investment Planning: Calculate compound growth and returns