Date Generator in Trading

Generally speaking, the fomular in all the markets, including FX, Interest and Commodity&Equity&Credit would be the same as follows,

Date = Correspoding Exchange's Financial Calendar + Market Convention (eg., Spot Convention, Business Day Convention, etc)

Although there are many subtle differences between different markets, this is a general rule.

def is_biz_day(date):
    # get the data from the stock's corresponding exchange, eg.,
    # [HKEX Financial Calendar](https://www.hkex.com.hk/News/HKEX-Calendar?sc_lang=en)
    # `curl -L https://www.hkex.com.hk/News/HKEX-Calendar?sc_lang=en`
    pass

def settlement_date(t_date):
    # HKEX:
    # Spot Date - T+0
    # Settlement Date - T+2
    if is_biz_day(t_date + 0 + 2):
        return t_date + 2
    else:
        return settlement_date(t_date + 1)

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