how to do a drop-in replacement of "trading-calendars" with "exchange_calendars" in dependent packages to get around bug "TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType' " ?

[richlysakowski]

I have a package that is dependent on trading-calendars, but trading-calendars has a bug that was fixed in exchange_calendars.
I don't have any idea how to fix the bug: NP_NAT = np.array([pd.NaT], dtype=np.int64)[0] TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType'

The trading-calendars bug is as follows:

File "C:\ProgramData\Anaconda3\envs\topss\lib\site-packages\trading_calendars\calendar_helpers.py", line 6, in
NP_NAT = np.array([pd.NaT], dtype=np.int64)[0]
TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType'

The exchange_calendars package is a MAJOR overhaul of trading-calendars. The package exchange_calendars has 100s of code changes.

Below is the ONLY place where the trading-calendars` package is used in the dependent package that I am using.

Can anyone tell me what changes how to use exchange_calendars instead for the calculation done by the function get_market_year_fraction() below?

def get_market_year_fraction(start_date, end_date, adjustment):
    """Calculate the year fraction until the expiry date of an option in trading minutes.
  
    Parameters
    ----------
    start_date : string
        Inclusive start date for the time remaining [MM-DD-YYYY] ie: ('10-18-2020')
    end_date : string
        Inclusive end date for the time remaining [MM-DD-YYYY] ie: ('10-20-2020')
    adjustment : float
        [mins] An adjustment factor for handling intraday calculations 
    """
    mins = 390*len(get_calendar('XNYS').sessions_in_range(start_date, end_date)) + adjustment
    return mins/(252*390)

[maread99]

Hi @richlysakowski, the bug was fixed by #41. The offending line was changed to NP_NAT = pd.NaT.value.

As for using exchange_calendars, the sessions_in_range method hasn't changed so your function would be the same.

>>> import exchange_calendars as xcals
>>> start_date = "2022-07-21"
>>> end_date = "2022-07-23"
>>> xcals.get_calendar('XNYS').sessions_in_range(start_date, end_date)
DatetimeIndex(['2022-07-21', '2022-07-22'], dtype='datetime64[ns]', freq='C')