utils.py

class dotdict(dict):
    """dot.notation access to dictionary attributes"""
    __getattr__ = dict.get
    __setattr__ = dict.__setitem__
    __delattr__ = dict.__delitem__

import pandas as pd
from datetime import date, datetime , timedelta

def datetosymbol(ed):
    d = str(ed).replace('-', '')[2:]
    c = ['O', 'N', 'D']
    if ed.month > 9:
        a = str(ed.year - 2000) + c[ed.month - 10] + d[-2:]
    else:
        a = str(ed).replace('-', '')[2:].replace('0', '', 1)
    return a

def findexpiry(expiry):
    holidays = pd.read_csv('nse_holidays.csv')
    hl = [str(datetime.strptime(j, '%d-%b-%Y').date()).replace('-', '')[2:].replace('0', '', 1) for j in holidays.Date]

    while expiry.weekday()!=3:
        expiry+=timedelta(days=1)

    expstr = datetosymbol(expiry.date())
    while expstr in hl:
        #go to previous day
        expiry-=timedelta(days=1)
        expstr = datetosymbol(expiry.date())
    return expstr