class Cal_EngWales(AbstractHolidayCalendar):
rules = [
GoodFriday, EasterMonday,
Holiday('New Years Day', month=1, day=1, observance=next_monday),
Holiday('Early May bank holiday',
month=5,
day=1,
offset=DateOffset(weekday=MO(1))),
Holiday('Spring bank holiday',
month=5,
day=31,
offset=DateOffset(weekday=MO(-1))),
Holiday('Summer bank holiday',
month=8,
day=31,
offset=DateOffset(weekday=MO(-1))),
Holiday('Christmas Day', month=12, day=25, observance=next_monday),
Holiday('Boxing Day',
month=12,
day=26,
observance=next_monday_or_tuesday)
]
# assign id to each hol; non-hol will have id_hol = 0
df_gen_hols = pd.DataFrame({
'name_hol': [hol.name for hol in rules],
'id_hol': range(1,
len(rules) + 1)
})
# get: name_hol; id_hol (assign '0' to non-hols); dow, doy, moy
def get_hols(self, DF, col_date):
series_hols = self.holidays(start=DF[col_date].min(),
end=DF[col_date].max(),
return_name=True)
df_hols = pd.DataFrame({
col_date:
pd.DataFrame(series_hols.index)[0].dt.date,
'name_hol':
series_hols.tolist()
})
# merge to get name_ and id_hol; assign '0' to non-holidays
DF[col_date] = pd.to_datetime(DF[col_date]).dt.date
DF = pd.merge(pd.merge(DF,
df_hols[[col_date, 'name_hol']],
how='left',
on=col_date),
self.df_gen_hols,
how='left',
on='name_hol')
DF['id_hol'].fillna(0, inplace=True)
DF['dow'], DF['doy'], DF['moy'] = pd.to_datetime(
DF[col_date]).dt.dayofweek, pd.to_datetime(
DF[col_date]).dt.dayofyear, pd.to_datetime(
DF[col_date]).dt.month
return DF
class US_Stocks_Trading_Calendar(AbstractHolidayCalendar):
rules= [
Holiday("New Year's Day", month=1, day=1, observance=sunday_to_monday),
Holiday("Martin Luther King, Jr. Day", month=1, day=1, offset=DateOffset(weekday=MO(3))),
Holiday("Washington’s Birthday", month=2, day=1, offset=DateOffset(weekday=MO(3))),
Holiday("Good Friday", month=1, day=1, offset=[Easter(),Day(-2)]),
Holiday("Memorial Day", month=5, day=31, offset=DateOffset(weekday=MO(-1))),
Holiday("Independence Day", month=7, day=4, observance=nearest_workday),
Holiday("Labor Day", month=9, day=1, offset=DateOffset(weekday=MO(1))),
Holiday("Thanksgiving Day", month=11, day=1, offset=DateOffset(weekday=TH(4))),
Holiday("Christmas Day", month=12, day=25, observance=nearest_workday),
Holiday("Day before Independence Day - Half day", month=7, day=3, observance=previous_friday),
Holiday("Day following Thanksgiving - Half day", month=11, day=1, offset=DateOffset(weekday=WE(4))),
Holiday("Christmas Eve - Half day", month=12, day=24, observance=previous_friday)
]
class EnglandAndWalesHolidayCalendar(AbstractHolidayCalendar):
rules = [
Holiday('New Years Day', month=1, day=1, observance=next_monday),
GoodFriday,
EasterMonday,
Holiday('Early May bank holiday',
month=5, day=1, offset=DateOffset(weekday=MO(1))),
Holiday('Spring bank holiday',
month=5, day=31, offset=DateOffset(weekday=MO(-1))),
Holiday('Summer bank holiday',
month=8, day=31, offset=DateOffset(weekday=MO(-1))),
Holiday('Christmas Day', month=12, day=25, observance=next_monday),
Holiday('Boxing Day',
month=12, day=26, observance=next_monday_or_tuesday)
]
class ExampleCalendar(AbstractHolidayCalendar):
rules = [
USMemorialDay,
Holiday('July 4th', month=7, day=4, observance=nearest_workday),
Holiday('Columbus Day',
month=10,
day=1,
offset=pd.DateOffset(weekday=MO(2)))
]
def test_special_holidays(self):
base_date = [datetime(2012, 5, 28)]
holiday_1 = Holiday('One-Time', year=2012, month=5, day=28)
holiday_2 = Holiday('Range', month=5, day=28,
start_date=datetime(2012, 1, 1),
end_date=datetime(2012, 12, 31),
offset=DateOffset(weekday=MO(1)))
assert base_date == holiday_1.dates(self.start_date, self.end_date)
assert base_date == holiday_2.dates(self.start_date, self.end_date)
class ASXTradingCalendar(AbstractHolidayCalendar):
rules = [
Holiday('New Year\'s Day', month=1, day=1, observance=next_monday),
Holiday('Australia Day', month=1, day=26, observance=next_monday),
GoodFriday,
EasterMonday,
Holiday('ANZAC Day', month=4, day=25),
Holiday('Queen\'s Birthday',
month=6,
day=1,
offset=DateOffset(weekday=MO(2))),
Holiday('Christmas Day',
month=12,
day=25,
observance=my_next_monday_or_tuesday),
Holiday('Boxing Day',
month=12,
day=26,
observance=my_next_monday_or_tuesday),
]
month=6,
day=12,
start_date='2011',
)
NinoyAquinoDay = Holiday(
'Ninoy Aquino Day',
month=8,
day=21,
start_date='2011',
)
NationalHeroesDay = Holiday('National Heroes Day',
month=8,
day=31,
offset=DateOffset(weekday=MO(-1)),
start_date='2011')
AllSaintsDay = all_saints_day(start_date='2011')
AllSaintsDayExtra = Holiday(
"Friday after All Saint's Day",
month=11,
day=2,
start_date='2011',
observance=only_friday,
)
BonifacioDay = Holiday(
'Bonifacio Day',
month=11,
WeekendBoxingDay
)
# New Year's Day
TSXNewYearsDay = Holiday(
"New Year's Day",
month=1,
day=1,
observance=weekend_to_monday,
)
# Ontario Family Day
FamilyDay = Holiday(
"Family Day",
month=2,
day=1,
offset=DateOffset(weekday=MO(3)),
start_date='2008-01-01',
)
# Victoria Day
VictoriaDay = Holiday(
'Victoria Day',
month=5,
day=25,
offset=DateOffset(weekday=MO(-1)),
)
# Canada Day
CanadaDay = Holiday(
'Canada Day',
month=7,
day=1,
observance=weekend_to_monday,
from .common_holidays import (
epiphany,
immaculate_conception,
maundy_thursday,
new_years_day,
new_years_eve,
european_labour_day,
christmas,
)
from .trading_calendar import (
TradingCalendar,
HolidayCalendar,
)
# Used for "first Monday on or after date"
next_monday_offset = DateOffset(weekday=MO(1))
NewYearsDay = new_years_day()
Epiphany = epiphany(observance=next_monday_offset)
StJosephsDay = Holiday(
"St. Joseph's Day (next Monday)",
month=3,
day=19,
offset=next_monday_offset,
)
MaundyThursday = maundy_thursday()
LabourDay = european_labour_day()
StPatricksDay = Holiday(
"St. Patrick's Day",
month=3,
day=17,
end_date='2001',
observance=weekend_to_monday,
)
LabourDay = european_labour_day(end_date='2010', observance=weekend_to_monday)
MayBankHoliday = Holiday(
'May Bank Holiday',
month=5,
day=1,
offset=DateOffset(weekday=MO(1)),
)
JuneBankHoliday = Holiday(
'June Bank Holiday',
month=6,
day=1,
offset=DateOffset(weekday=MO(1)),
)
LastTradingDayBeforeChristmas = Holiday(
'Last Trading Day Before Christmas',
month=12,
day=24,
start_date='2010',
observance=previous_friday,
)
@pytest.mark.parametrize(
"name,kwargs",
[
("One-Time", {
"year": 2012,
"month": 5,
"day": 28
}),
(
"Range",
{
"month": 5,
"day": 28,
"start_date": datetime(2012, 1, 1),
"end_date": datetime(2012, 12, 31),
"offset": DateOffset(weekday=MO(1)),
},
),
],
)
def test_special_holidays(name, kwargs):
base_date = [datetime(2012, 5, 28)]
holiday = Holiday(name, **kwargs)
start_date = datetime(2011, 1, 1)
end_date = datetime(2020, 12, 31)
assert base_date == holiday.dates(start_date, end_date)
def test_get_calendar():
offset=[Easter(), -Day(47)],
)
TruthAndJusticeMemorialDay = Holiday(
'Truth and Justice Memorial Day',
month=3,
day=24,
start_date='2005',
)
MalvinasDayTo2004 = Holiday(
'Malvinas Day (up to 2004)',
month=3,
day=31,
end_date='2005',
offset=pd.DateOffset(weekday=MO(1)),
)
MalvinasDayFrom2005 = Holiday(
'Malvinas Day (2005-present)',
month=4,
day=2,
start_date='2005'
)
MaundyThursday = maundy_thursday()
LabourDay = european_labour_day()
MayDayRevolution = Holiday(
'May Day Revolution',
import pandas as pd
import datetime
from pandas.tseries.holiday import Holiday, nearest_workday, MO
ts = pd.date_range(start='1/1/2019', freq='H', end='12/31/2019')
holidays = [
Holiday('xyz', month=12, day=5),
Holiday('July 4th', month=7, day=4, observance=nearest_workday),
Holiday('Columbus Day',
month=10,
day=1,
offset=pd.DateOffset(weekday=MO(2)))
]
ts = pd.bdate_range(start='1/1/2019',
freq='H',
end='12/31/2019',
holidays=holidays)
print(ts)
observance=weekend_to_monday,
)
# ANZAC Day
AnzacDay = Holiday(
"ANZAC Day",
month=4,
day=25,
)
# Queen's Birthday
QueensBirthday = Holiday(
"Queen's Birthday",
month=6,
day=1,
offset=DateOffset(weekday=MO(2)),
)
# Christmas
Christmas = Holiday(
"Christmas",
month=12,
day=25,
observance=weekend_to_monday,
)
# Boxing day
BoxingDay = Holiday(
"Boxing Day",
month=12,
day=26,
def closest_previous_monday(dt):
"""Observance for previous Monday"""
return dt + DateOffset(weekday=MO(-1))
def closest_next_monday(dt):
"""Observance for next_monday"""
return dt + DateOffset(weekday=MO(1))
