How can I get the 3rd Friday of a month in Python?

Question

I'm trying to get stock data from Yahoo! Finance using Python 2.7.9, but I only need data for the 3rd Friday of the month. I have a function to get the data, but need a way to get the dates. I want something like this:

def get_third_fris(how_many):
    # code and stuff
    return list_of_fris

So that calling get_third_fris(6) will return a 6-item-long list of 3rd Fridays following the current date. The dates need to be Unix timestamps.

(I have pretty much no experience with time or datetime, so please explain what your code is doing.)

Thanks!

Answer 1

You can use the calendar module to list weeks, then grab the Friday of that week.

import calendar

c = calendar.Calendar(firstweekday=calendar.SUNDAY)

year = 2015; month = 2

monthcal = c.monthdatescalendar(year,month)
third_friday = [day for week in monthcal for day in week if \
                day.weekday() == calendar.FRIDAY and \
                day.month == month][2]

You can format to Unix timestamp, but it's non-trivial. I'll refer you to this excellent answer which has info based on whether or not your date is timezone-aware.

Answer 2

We do not need to import anything other than datetime. We can assume 7 days in a week and weekday 0 == Monday.

import datetime

def third_friday(year, month):
    """Return datetime.date for monthly option expiration given year and
    month
    """
    # The 15th is the lowest third day in the month
    third = datetime.date(year, month, 15)
    # What day of the week is the 15th?
    w = third.weekday()
    # Friday is weekday 4
    if w != 4:
        # Replace just the day (of month)
        third = third.replace(day=(15 + (4 - w) % 7))
    return third