ENH: fast cal fetching from defaults.calendars (#684)

attack68 · Feb 17, 2025 · a43a0ba · a43a0ba
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diff --git a/docs/source/i_whatsnew.rst b/docs/source/i_whatsnew.rst
@@ -24,6 +24,9 @@ email contact, see `rateslib <https://rateslib.com>`_.
    * - Period
      - Add :class:`~rateslib.periods.NonDeliverableFixedPeriod`
        (`681 <https://github.com/attack68/rateslib/pull/681>`_)
+   * - Calendars
+     - Allow custom calendar additions to ``defaults.calendars`` and fast fetching with
+       :meth:`~rateslib.calendars.get_calendar`.
    * - Refactor
      - Rename :class:`~rateslib.instruments.BaseMixin` to :class:`~rateslib.instruments.Metrics`.
        (`678 <https://github.com/attack68/rateslib/pull/678>`_)

diff --git a/python/rateslib/calendars/rs.py b/python/rateslib/calendars/rs.py
@@ -131,6 +131,8 @@ def get_calendar(
     """
     if isinstance(calendar, str):
         # parse the string in Python and return Rust Cal/UnionCal objects directly
+        if calendar in defaults.calendars:
+            return defaults.calendars[calendar]
         return _parse_str_calendar(calendar, named)
     elif isinstance(calendar, NoInput):
         return defaults.calendars["all"]

diff --git a/python/tests/test_calendars.py b/python/tests/test_calendars.py
@@ -606,3 +606,9 @@ def test_is_day_type_tenor(tenor):
 @pytest.mark.parametrize("tenor", ["1M", "1m", "4Y", "4y"])
 def test_is_not_day_type_tenor(tenor):
     assert not _is_day_type_tenor(tenor)
+
+
+def test_get_calendar_from_defaults() -> None:
+    defaults.calendars["custom"] = "my_object"
+    assert get_calendar("custom") == "my_object"
+    defaults.calendars.pop("custom")