How to use the xalpha.cons.convert_date function in xalpha

def __init__(self, infoobj, start, end=yesterdaydash(), totmoney=100000):
        self.aim = infoobj
        self.totmoney = totmoney
        self.price = infoobj.price[
            (infoobj.price["date"] >= start) & (infoobj.price["date"] <= end)
        ]
        if len(self.price) == 0:
            self.start = convert_date(start)
            self.end = convert_date(end)
            self.status = pd.DataFrame(data={"date": [], self.aim.code: []})
        else:
            self.start = self.price.iloc[0].date
            self.end = self.price.iloc[-1].date
            datel = []
            actionl = []
            times = pd.date_range(self.start, self.end)
            for date in times:
                action = self.status_gen(date)
                if action > 0:
                    datel.append(date)
                    actionl.append(action)
                elif action < 0:
                    datel.append(date)
                    actionl.append(action * 0.005)

def __init__(self, infoobj, start, end=yesterdaydash(), totmoney=100000):
        self.aim = infoobj
        self.totmoney = totmoney
        self.price = infoobj.price[
            (infoobj.price["date"] >= start) & (infoobj.price["date"] <= end)
        ]
        if len(self.price) == 0:
            self.start = convert_date(start)
            self.end = convert_date(end)
            self.status = pd.DataFrame(data={"date": [], self.aim.code: []})
        else:
            self.start = self.price.iloc[0].date
            self.end = self.price.iloc[-1].date
            datel = []
            actionl = []
            times = pd.date_range(self.start, self.end)
            for date in times:
                action = self.status_gen(date)
                if action > 0:
                    datel.append(date)
                    actionl.append(action)
                elif action < 0:
                    datel.append(date)
                    actionl.append(action * 0.005)
            df = pd.DataFrame(data={"date": datel, self.aim.code: actionl})

.price[["date", "netvalue"]]
            .rename(columns={"netvalue": fundobjs[0].code})
        )
        for fundobj in fundobjs[1:]:
            self.totprice = self.totprice.merge(
                fundobj.price[["date", "netvalue"]].rename(
                    columns={"netvalue": fundobj.code}
                ),
                on="date",
            )

        startdate = self.totprice.iloc[0].date
        if start is None:
            self.start = startdate
        else:
            start = convert_date(start)
            if start < startdate:
                raise Exception("Too early start date")
            else:
                self.start = start
                self.totprice = self.totprice[self.totprice["date"] >= self.start]
        self.totprice = self.totprice.reset_index(drop=True)
        for col in self.totprice.columns:
            if col != "date":
                self.totprice[col] = self.totprice[col] / self.totprice[col].iloc[0]

def sell(remc, share, date):
    """
    :returns: tuple, (sold rem, new rem)
        sold rem is the positions being sold while new rem is the positions being held
    """
    rem = copy(remc)
    share = myround(share)
    date = convert_date(date)
    totposition = sum([pos[1] for pos in rem])  # the remaining shares
    if totposition == 0:
        return ([], [])
    if (date - rem[-1][0]).days < 0:
        raise Exception(_errmsg)
    if share > totposition:
        share = totposition  # not raise error when you sell more than you buy
    soldrem = []
    newrem = []
    for i, pos in enumerate(rem):
        if share > myround(sum([rem[j][1] for j in range(i + 1)])):
            soldrem.append(rem[i])
        elif share == myround(sum([rem[j][1] for j in range(i + 1)])):
            soldrem.append(rem[i])
        elif share < myround(sum([rem[j][1] for j in range(i + 1)])):
            if share > sum([rem[j][1] for j in range(i)]):

def buy(remc, share, date):
    """
    :param remc: array of two-elements arrays, eg [[pd.Timestamp(), 50],[pd.Timestamp(), 30]
        the first element in tuple is pandas.Timestamp object for date while the second
        element is positive float for remaining shares, tuples in rem MUST be time ordered.
    :param share: positive float, only 2 decimal is meaningful.
    :param date: string in the date form or datetime object
    :returns: new rem after the buying
    """
    rem = copy(remc)
    share = myround(share)
    date = convert_date(date)
    if len(rem) == 0:
        return [[date, share]]
    elif (date - rem[-1][0]).days > 0:
        rem.append([date, share])
        return rem
    elif (date - rem[-1][0]).days == 0:
        rem[-1][1] = rem[-1][1] + share
        return rem
    else:
        raise Exception(_errmsg)

def trans(remc, coef, date):
    """
    在基金份额折算时，将之前持有的仓位按现值折算，相当于前复权

    :param coef: the factor shown in comment column of fundinfo().price, but with positive value
    :param date: string in date form or datetime obj
    :returns: new rem after converting
    """
    rem = copy(remc)
    date = convert_date(date)
    if len(rem) == 0:
        return []
    if (date - rem[-1][0]).days <= 0:
        raise Exception(_errmsg)
    newrem = [[item[0], myround(item[1] * coef)] for item in rem]
    return newrem