#!/usr/bin/env python # coding: utf-8 # In[ ]: from datetime import date from gs_quant.datetime.relative_date import RelativeDate from gs_quant.session import GsSession, Environment # In[ ]: # external users should substitute their client id and secret; please skip this step if using internal jupyterh GsSession.use(Environment.PROD, client_id=None, client_secret=None, scopes=('read_product_data',)) # In[ ]: holiday_calendar = [date(2020, 12, 15)] my_date = RelativeDate('-1b', base_date=date(2020, 12, 16)).apply_rule(holiday_calendar=holiday_calendar) my_date