Updates quarter utilities to fix offset.

Also, includes tests of quarter utilities.

Thanks to @richafrank.

tests/test_quarter_utils.py

@@ -0,0 +1,49 @@
+#
+# Copyright 2012 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+from unittest import TestCase
+
+import datetime
+import pytz
+
+from zipline.utils.date_utils import (
+    get_quarter,
+    dates_of_quarter
+)
+
+
+class DateUtilsQuarterTests(TestCase):
+
+    def test_dates_quarter_inverses(self):
+        last_quarter = None
+
+        for y in xrange(1900, 2050):
+            for m in xrange(1, 13):
+
+                dt = datetime.datetime(y, m, 1, tzinfo=pytz.utc)
+
+                q = get_quarter(dt)
+                if last_quarter:
+                    self.assertGreater(q, last_quarter)
+
+                boundaries = dates_of_quarter(q)
+                self.assertTrue(
+                    boundaries[0] <= dt <= boundaries[1],
+                    "dates_of_quarter not inverse of get_quarter {0}"
+                    .format(dt,))
+
+                self.assertEqual(q, get_quarter(boundaries[0]))
+                self.assertEqual(q, get_quarter(boundaries[1]))

zipline/utils/date_utils.py

@@ -107,23 +107,13 @@ def get_quarter(dt):
     convert the given datetime to an integer representing
     the number of calendar quarters since 0.
     """
-    quarters = dt.year * 4
-    month = dt.month
-    if month <= 3:
-        return quarters + 1
-    elif month <= 6:
-        return quarters + 2
-    elif month <= 9:
-        return quarters + 3
-    else:
-        return quarters + 4
+    return (dt.year - 1) * 4 + (dt.month - 1) / 3 + 1
 
 
 def dates_of_quarter(quarter_num):
-    year = quarter_num / 4
-    quarter = quarter_num % 4
-    if quarter == 0:
-        quarter = 4
+    quarter_num -= 1
+    year = quarter_num / 4 + 1
+    quarter = quarter_num % 4 + 1
 
     if quarter == 1:
         start = datetime(year, 1, 1, 0, 0, tzinfo=pytz.utc)