I am reading some parameters data from a csv and I am struggling to convert the date so that it is accepted by the class Date()
I have tried that:
d = datetime.date(datetime.strptime('2011-03-07','%Y-%m-%d'))
Date(d)
but it returns:
NotImplementedError: Wrong number or type of arguments for overloaded function 'new_Date'.
QuantLib provides a DateParser class that does the job without passing through datetime; you can write
d = DateParser.parseFormatted('2011-03-07','%Y-%m-%d')
to get your Date instance. This also works in C++, where you would write
Date d = DateParser::parseFormatted('2011-03-07','%Y-%m-%d')
or in other languages towards which QuantLib is exported through SWIG.
The quantlib documentation suggests that you should be passing in the following arguments, rather than a Python datetime.
Date (Day d, Month m, Year y)
There does not appear to be Python API documentation at the moment, but according to this answer, it matches the C++, then it should work to simply pass in integers for each value. That is, you would pass in the following arguments for March 3, 2011.
Date(3, 3, 2011)
To convert from the string, you could either manually parse the string, or use the datetime class as you have done.
d = datetime.strptime('2011-03-07','%Y-%m-%d')
quantDate = Date(d.day, d.month, d.year)
Look into using the dateutil module.
from dateutil import parser
parser.parse('2011-03-07')
# datetime.datetime(2011, 3, 7, 0, 0)
Your code is incorrect.
Change this line:
d = datetime.date(datetime.strptime('2011-03-07','%Y-%m-%d'))
to this:
datetime.datetime.strptime(date_text, '%Y-%m-%d')
It's a minor change but should help.
