DEP: remove pytz (#279)

Co-authored-by: Mike Lync <[email protected]>
(cherry picked from commit 03472a4841034b9cd6cd8159728aaf4dc55015ea)

Author: mikelync

python/rateslib/curves/academic/sw.py

@@ -13,7 +13,7 @@
 from uuid import uuid4
 
 import numpy as np
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 from rateslib import defaults
 from rateslib.curves import (
@@ -414,7 +414,7 @@ def __getitem__(self, date: datetime) -> DualTypes:
             return 1.0
 
         # 31557600 = 365.25 days * 86400 seconds per day
-        t = (date.replace(tzinfo=UTC).timestamp() - self.nodes.posix_keys[0]) / 31557600.0
+        t = (date.replace(tzinfo=ZoneInfo("UTC")).timestamp() - self.nodes.posix_keys[0]) / 31557600.0
         a = self.alpha
         w = self.w
 

python/rateslib/curves/curves.py

@@ -25,7 +25,7 @@
 
 import numpy as np
 from pandas import Series
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 import rateslib.errors as err
 from rateslib import defaults, fixings
@@ -269,7 +269,7 @@ def __getitem__(self, date: datetime) -> DualTypes:
         if self.interpolator.spline is None or date < self.interpolator.spline.t[0]:
             val = self.interpolator.local_func(date, self)
         else:
-            date_posix = date.replace(tzinfo=UTC).timestamp()
+            date_posix = date.replace(tzinfo=ZoneInfo("UTC")).timestamp()
             if date > self.interpolator.spline.t[-1]:
                 warnings.warn(
                     "Evaluating points on a curve beyond the endpoint of the basic "

python/rateslib/curves/interpolation.py

@@ -15,7 +15,7 @@
 from math import floor
 from typing import TYPE_CHECKING, Protocol
 
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 from rateslib.dual import dual_exp, dual_log
 from rateslib.rs import index_left_f64
@@ -137,7 +137,7 @@ def _get_posix(date: datetime, curve: _BaseCurve) -> tuple[float, float, float,
     """
     Convert a datetime and curve_nodes to posix timestamps and return the index_left.
     """
-    date_posix: float = date.replace(tzinfo=UTC).timestamp()
+    date_posix: float = date.replace(tzinfo=ZoneInfo("UTC")).timestamp()
     l_index = index_left_f64(curve.nodes.posix_keys, date_posix, None)
     node_left_posix, node_right_posix = (
         curve.nodes.posix_keys[l_index],

python/rateslib/curves/utils.py

@@ -19,7 +19,7 @@
 from functools import cached_property
 from typing import TYPE_CHECKING
 
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 from rateslib import defaults
 from rateslib.curves.interpolation import INTERPOLATION, InterpolationFunction
@@ -192,7 +192,7 @@ def t(self) -> list[datetime]:
     @cached_property
     def t_posix(self) -> list[float]:
         """The knot sequence of the PPSpline converted to float unix timestamps."""
-        return [_.replace(tzinfo=UTC).timestamp() for _ in self.t]
+        return [_.replace(tzinfo=ZoneInfo("UTC")).timestamp() for _ in self.t]
 
     @property
     def spline(self) -> PPSplineF64 | PPSplineDual | PPSplineDual2 | None:
@@ -209,7 +209,7 @@ def endpoints(self) -> tuple[str, str]:
     # All calling methods should clear the cache and/or set new state after `_csolve`
     def _csolve(self, curve_type: _CurveType, nodes: _CurveNodes, ad: int) -> None:
         t_posix = self.t_posix.copy()
-        tau_posix = [k.replace(tzinfo=UTC).timestamp() for k in nodes.keys if k >= self.t[0]]
+        tau_posix = [k.replace(tzinfo=ZoneInfo("UTC")).timestamp() for k in nodes.keys if k >= self.t[0]]
         if curve_type == _CurveType.dfs:
             # then use log
             y = [dual_log(v) for k, v in nodes.nodes.items() if k >= self.t[0]]
@@ -530,7 +530,7 @@ def n(self) -> int:
     @cached_property
     def posix_keys(self) -> list[float]:
         """A list of the ``keys`` converted to unix timestamps."""
-        return [_.replace(tzinfo=UTC).timestamp() for _ in self.keys]
+        return [_.replace(tzinfo=ZoneInfo("UTC")).timestamp() for _ in self.keys]
 
     @property
     def initial(self) -> datetime:

python/rateslib/fx_volatility/delta_vol.py

@@ -19,7 +19,7 @@
 
 import numpy as np
 from pandas import Series
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 from rateslib import defaults
 from rateslib.default import (
@@ -737,7 +737,7 @@ def get_smile(self, expiry: datetime) -> FXDeltaVolSmile:
         if defaults.curve_caching and expiry in self._cache:
             return self._cache[expiry]
 
-        expiry_posix = expiry.replace(tzinfo=UTC).timestamp()
+        expiry_posix = expiry.replace(tzinfo=ZoneInfo("UTC")).timestamp()
         e_idx, e_next_idx = _surface_index_left(self.meta.expiries_posix, expiry_posix)
 
         if expiry == self.meta.expiries[0]:

python/rateslib/fx_volatility/sabr.py

@@ -18,7 +18,7 @@
 
 import numpy as np
 from pandas import Series
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 from rateslib import defaults
 from rateslib.dual import (
@@ -693,7 +693,7 @@ def _d_sabr_d_k_or_f(
         as_float: bool,
         derivative: int,
     ) -> tuple[DualTypes, DualTypes | None]:
-        expiry_posix = expiry.replace(tzinfo=UTC).timestamp()
+        expiry_posix = expiry.replace(tzinfo=ZoneInfo("UTC")).timestamp()
         e_idx, e_next_idx = _surface_index_left(self.meta.expiries_posix, expiry_posix)
 
         if expiry == self.meta.expiries[0]:

python/rateslib/fx_volatility/utils.py

@@ -19,7 +19,7 @@
 from typing import TYPE_CHECKING, TypeAlias
 
 from pandas import Series
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 from rateslib.dual import (
     Dual,
@@ -353,7 +353,7 @@ def expiries(self) -> list[datetime]:
     @cached_property
     def expiries_posix(self) -> list[float]:
         """A list of the unix timestamps of each date in ``expiries``."""
-        return [_.replace(tzinfo=UTC).timestamp() for _ in self.expiries]
+        return [_.replace(tzinfo=ZoneInfo("UTC")).timestamp() for _ in self.expiries]
 
     @property
     def weights(self) -> Series[float] | None:
@@ -377,7 +377,7 @@ def eval_date(self) -> datetime:
     @property
     def eval_posix(self) -> float:
         """The unix timestamp of the ``eval_date``."""
-        return self.eval_date.replace(tzinfo=UTC).timestamp()
+        return self.eval_date.replace(tzinfo=ZoneInfo("UTC")).timestamp()
 
     @property
     def delta_type(self) -> FXDeltaMethod:
@@ -471,12 +471,12 @@ def expiries(self) -> list[datetime]:
     @cached_property
     def expiries_posix(self) -> list[float]:
         """A list of the unix timestamps of each date in ``expiries``."""
-        return [_.replace(tzinfo=UTC).timestamp() for _ in self.expiries]
+        return [_.replace(tzinfo=ZoneInfo("UTC")).timestamp() for _ in self.expiries]
 
     @cached_property
     def eval_posix(self) -> float:
         """The unix timestamp of the ``eval_date``."""
-        return self.eval_date.replace(tzinfo=UTC).timestamp()
+        return self.eval_date.replace(tzinfo=ZoneInfo("UTC")).timestamp()
 
     @property
     def delivery_lag(self) -> int:
@@ -621,7 +621,7 @@ def _t_var_interp_d_sabr_d_k_or_f(
         else:  # bounds_flag == 1:
             # right side extrapolation
             t1 = expiries_posix[expiry_next_index] - eval_posix
-            t2 = TERMINAL_DATE.replace(tzinfo=UTC).timestamp() - eval_posix
+            t2 = TERMINAL_DATE.replace(tzinfo=ZoneInfo("UTC")).timestamp() - eval_posix
 
         t_hat = expiry_posix - eval_posix
         t = expiry_posix - eval_posix

python/rateslib/periods/fx_volatility.py

@@ -15,7 +15,7 @@
 from typing import TYPE_CHECKING
 
 import numpy as np
-from pytz import UTC
+from zoneinfo import ZoneInfo
 
 import rateslib.errors as err
 from rateslib import defaults
@@ -566,7 +566,7 @@ def root1d(
             alpha = vol.nodes.alpha
         else:  # FXSabrSurface
             vol_: FXSabrSurface = vol  # type: ignore[assignment]
-            expiry_posix = self.fx_option_params.expiry.replace(tzinfo=UTC).timestamp()
+            expiry_posix = self.fx_option_params.expiry.replace(tzinfo=ZoneInfo("UTC")).timestamp()
             e_idx, _ = _surface_index_left(vol_.meta.expiries_posix, expiry_posix)
             alpha = vol_.smiles[e_idx].nodes.alpha
 
@@ -821,7 +821,7 @@ def root1d(
             alpha = vol.nodes.alpha
         else:  # FXSabrSurface
             vol_: FXSabrSurface = vol  # type: ignore[assignment]
-            expiry_posix = self.fx_option_params.expiry.replace(tzinfo=UTC).timestamp()
+            expiry_posix = self.fx_option_params.expiry.replace(tzinfo=ZoneInfo("UTC")).timestamp()
             e_idx, _ = _surface_index_left(vol_.meta.expiries_posix, expiry_posix)
             alpha = vol_.smiles[e_idx].nodes.alpha