import calendar

import pandas as pd

def expiry(year, root='path'):

df_holidays = pd.read_csv(root + 'indian_holidays.csv')

df_holidays['date'] = pd.to_datetime(df_holidays['date'], format='%Y-%m-%d',infer_datetime_format=True).dt.strftime('%d-%m-%Y')

"Last Thu of the Month is a holiday. The list is manually created. Checked till 2015, if you want to add the support beyond 2015 then add the dates in 'holiday_list', also if possible share "

holiday_list = df_holidays['date'].tolist()

expiry_list = ['Empty'] # since list starts from 0 this is a hacky way to align expiry_list[1] = first month

for n in range(1, 13):

month = n

last_day = calendar.monthrange(year, month)[1]

day_month = calendar.weekday(year, month, last_day) # 0 is monday and 3 is Thu

week = [3, 4, 5, 6, 0, 1, 2]

days = -1

for i in week:

days += 1

if i == day_month:

break

date_thu = last_day - days

"zfill function formats single digits to double digits by adding a leading zero which is needed in NSE option url, comment it if not needed"

month_1 = str(month).zfill(2)

date_1 = str(date_thu).zfill(2)

expiry = (date_1) + "-" + (month_1) + "-" + str(year)

"check if last Thu of the month (expiry day) is not holiday, if it is holiday then shift the date by one to Wed"

for h in holiday_list:

if expiry == h:

date2 = str(date_thu - 1).zfill(2)

expiry = (date2) + "-" + (month_1) + "-" + str(year)

# print(expiry)

expiry_list.append(expiry)

return (expiry_list)