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    "from datetime import date\n",
    "\n",
    "from gs_quant.datetime.relative_date import RelativeDate\n",
    "from gs_quant.markets.securities import ExchangeCode\n",
    "from gs_quant.session import GsSession, Environment"
   ]
  },
  {
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   "execution_count": 1,
   "outputs": [
    {
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-1-9373366b8431>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[1;32m----> 1\u001b[1;33m \u001b[0myesterday\u001b[0m\u001b[1;33m:\u001b[0m \u001b[0mdate\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mdate\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mtoday\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;33m-\u001b[0m \u001b[0mtimedelta\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mdays\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m      2\u001b[0m \u001b[0mdate\u001b[0m\u001b[1;33m:\u001b[0m \u001b[0mdate\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mRelativeDate\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;34m'-1d'\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mbase_date\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0myesterday\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mapply_rule\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m  \u001b[1;31m# Returns 2 days ago\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mNameError\u001b[0m: name 'date' is not defined"
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     "output_type": "error"
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   ],
   "source": [
    "# external users should substitute their client id and secret; please skip this step if using internal jupyterh\n",
    "\n",
    "GsSession.use(Environment.PROD, client_id=None, client_secret=None, scopes=('read_product_data',))"
   ],
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   "source": [
    "## Date Rule conventions\n",
    "A: first day of th year\n",
    "b: business days of calendar passed, USD by default\n",
    "d: Gregorian calendar days\n",
    "e: end of month (ignores number)\n",
    "m: month\n",
    "r: end of year\n",
    "u: business days ignoring USD holidays\n",
    "v: gets last business day of month (does not ignore number)\n",
    "x: gets last business day of month (ignores the number)\n",
    "y: add years, Result will be moved to the next week if falling on a weekend"
   ],
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   "execution_count": null,
   "outputs": [],
   "source": [
    "# Returns four business days after the first business day on or after the 15th calendar day of the month\n",
    "date: date = RelativeDate('14d+0u+4u').apply_rule(exchanges=[ExchangeCode.NYSE])"
   ],
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    "pycharm": {
     "name": "#%%\n"
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