Find day of week from month and year

[Laguna]

Hi Gurus,

I want to find the expiration date of stock options (3rd Friday of the
month) for an any give month and year. I have tried a few tricks with
the functions provided by the built-in module time, but the problem was
that the 9 element tuple need to be populated correctly. Can anyone
help me out on this one?

Thanks a bunch,
Laguna

Requirements:

d0 = expiration(9, 2005) # d0 would be 16
d1 = expiration(6, 2003) # d1 would be 20
d2 = expiration(2, 2006) # d2 would be 17

[John Machin]

Terry Reedy wrote:

Laguna wrote:

I want to find the expiration date of stock options (3rd Friday of the
month) for an any give month and year.

From year and month (and day=1) get the day of the week (n in [0,6]) of the first of the month using some version of the the standard formula (see
below) and look up the third friday date in a precalculated 7-element list,
or, with n=0 on Saturday, 3rd Friday is 21-n

Here is a translation of the guts of a 30-year-old Basic program:

def friday3(m,y): # ints
if m <= 2:
m += 12
y -= 1
d = 1
n = d + 2*m + int(.6*(m+1)) + y + y//4 - y//100 + y//400 + 2

Some simplification is possible:

[2*m + int(.6*(m+1)) for m in range(15)] [0, 3, 5, 8, 11, 13, 16, 18, 21, 24, 26, 29, 31, 34, 37] [(13*m+3)//5 for m in range(15)] [0, 3, 5, 8, 11, 13, 16, 18, 21, 24, 26, 29, 31, 34, 37]

n = int((n/7.0- n//7)*7.0 + .5)
n %= 7
# n=0 is Saturday, making 3rd Friday the 21st.
return 21 - n

Requirements :
d0 = expiration(9, 2005) # d0 would be 16
d1 = expiration(6, 2003) # d1 would be 20
d2 = expiration(2, 2006) # d2 would be 17
for m,y in ((9,2005), (6,2003), (2,2006)): print friday3(m,y)

...
16
20
17

Terry J. Reedy