510 lines
16 KiB
Python
510 lines
16 KiB
Python
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import warnings
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from pandas import DateOffset, DatetimeIndex, Series, Timestamp
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from pandas.compat import add_metaclass
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from datetime import datetime, timedelta
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from dateutil.relativedelta import MO, TU, WE, TH, FR, SA, SU # noqa
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from pandas.tseries.offsets import Easter, Day
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import numpy as np
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def next_monday(dt):
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"""
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If holiday falls on Saturday, use following Monday instead;
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if holiday falls on Sunday, use Monday instead
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"""
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if dt.weekday() == 5:
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return dt + timedelta(2)
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elif dt.weekday() == 6:
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return dt + timedelta(1)
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return dt
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def next_monday_or_tuesday(dt):
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"""
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For second holiday of two adjacent ones!
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If holiday falls on Saturday, use following Monday instead;
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if holiday falls on Sunday or Monday, use following Tuesday instead
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(because Monday is already taken by adjacent holiday on the day before)
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"""
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dow = dt.weekday()
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if dow == 5 or dow == 6:
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return dt + timedelta(2)
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elif dow == 0:
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return dt + timedelta(1)
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return dt
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def previous_friday(dt):
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"""
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If holiday falls on Saturday or Sunday, use previous Friday instead.
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"""
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if dt.weekday() == 5:
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return dt - timedelta(1)
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elif dt.weekday() == 6:
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return dt - timedelta(2)
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return dt
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def sunday_to_monday(dt):
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"""
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If holiday falls on Sunday, use day thereafter (Monday) instead.
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"""
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if dt.weekday() == 6:
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return dt + timedelta(1)
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return dt
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def weekend_to_monday(dt):
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"""
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If holiday falls on Sunday or Saturday,
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use day thereafter (Monday) instead.
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Needed for holidays such as Christmas observation in Europe
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"""
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if dt.weekday() == 6:
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return dt + timedelta(1)
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elif dt.weekday() == 5:
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return dt + timedelta(2)
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return dt
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def nearest_workday(dt):
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"""
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If holiday falls on Saturday, use day before (Friday) instead;
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if holiday falls on Sunday, use day thereafter (Monday) instead.
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"""
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if dt.weekday() == 5:
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return dt - timedelta(1)
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elif dt.weekday() == 6:
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return dt + timedelta(1)
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return dt
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def next_workday(dt):
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"""
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returns next weekday used for observances
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"""
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dt += timedelta(days=1)
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while dt.weekday() > 4:
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# Mon-Fri are 0-4
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dt += timedelta(days=1)
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return dt
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def previous_workday(dt):
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"""
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returns previous weekday used for observances
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"""
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dt -= timedelta(days=1)
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while dt.weekday() > 4:
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# Mon-Fri are 0-4
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dt -= timedelta(days=1)
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return dt
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def before_nearest_workday(dt):
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"""
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returns previous workday after nearest workday
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"""
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return previous_workday(nearest_workday(dt))
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def after_nearest_workday(dt):
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"""
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returns next workday after nearest workday
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needed for Boxing day or multiple holidays in a series
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"""
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return next_workday(nearest_workday(dt))
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class Holiday(object):
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"""
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Class that defines a holiday with start/end dates and rules
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for observance.
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"""
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def __init__(self, name, year=None, month=None, day=None, offset=None,
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observance=None, start_date=None, end_date=None,
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days_of_week=None):
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"""
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Parameters
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----------
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name : str
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Name of the holiday , defaults to class name
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offset : array of pandas.tseries.offsets or
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class from pandas.tseries.offsets
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computes offset from date
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observance: function
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computes when holiday is given a pandas Timestamp
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days_of_week:
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provide a tuple of days e.g (0,1,2,3,) for Monday Through Thursday
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Monday=0,..,Sunday=6
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Examples
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--------
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>>> from pandas.tseries.holiday import Holiday, nearest_workday
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>>> from pandas import DateOffset
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>>> from dateutil.relativedelta import MO
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>>> USMemorialDay = Holiday('MemorialDay', month=5, day=24,
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offset=DateOffset(weekday=MO(1)))
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>>> USLaborDay = Holiday('Labor Day', month=9, day=1,
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offset=DateOffset(weekday=MO(1)))
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>>> July3rd = Holiday('July 3rd', month=7, day=3,)
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>>> NewYears = Holiday('New Years Day', month=1, day=1,
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observance=nearest_workday),
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>>> July3rd = Holiday('July 3rd', month=7, day=3,
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days_of_week=(0, 1, 2, 3))
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"""
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if offset is not None and observance is not None:
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raise NotImplementedError("Cannot use both offset and observance.")
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self.name = name
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self.year = year
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self.month = month
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self.day = day
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self.offset = offset
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self.start_date = Timestamp(
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start_date) if start_date is not None else start_date
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self.end_date = Timestamp(
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end_date) if end_date is not None else end_date
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self.observance = observance
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assert (days_of_week is None or type(days_of_week) == tuple)
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self.days_of_week = days_of_week
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def __repr__(self):
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info = ''
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if self.year is not None:
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info += 'year={year}, '.format(year=self.year)
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info += 'month={mon}, day={day}, '.format(mon=self.month, day=self.day)
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if self.offset is not None:
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info += 'offset={offset}'.format(offset=self.offset)
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if self.observance is not None:
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info += 'observance={obs}'.format(obs=self.observance)
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repr = 'Holiday: {name} ({info})'.format(name=self.name, info=info)
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return repr
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def dates(self, start_date, end_date, return_name=False):
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"""
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Calculate holidays observed between start date and end date
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Parameters
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----------
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start_date : starting date, datetime-like, optional
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end_date : ending date, datetime-like, optional
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return_name : bool, optional, default=False
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If True, return a series that has dates and holiday names.
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False will only return dates.
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"""
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start_date = Timestamp(start_date)
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end_date = Timestamp(end_date)
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filter_start_date = start_date
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filter_end_date = end_date
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if self.year is not None:
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dt = Timestamp(datetime(self.year, self.month, self.day))
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if return_name:
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return Series(self.name, index=[dt])
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else:
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return [dt]
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dates = self._reference_dates(start_date, end_date)
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holiday_dates = self._apply_rule(dates)
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if self.days_of_week is not None:
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holiday_dates = holiday_dates[np.in1d(holiday_dates.dayofweek,
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self.days_of_week)]
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if self.start_date is not None:
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filter_start_date = max(self.start_date.tz_localize(
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filter_start_date.tz), filter_start_date)
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if self.end_date is not None:
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filter_end_date = min(self.end_date.tz_localize(
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filter_end_date.tz), filter_end_date)
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holiday_dates = holiday_dates[(holiday_dates >= filter_start_date) &
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(holiday_dates <= filter_end_date)]
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if return_name:
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return Series(self.name, index=holiday_dates)
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return holiday_dates
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def _reference_dates(self, start_date, end_date):
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"""
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Get reference dates for the holiday.
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Return reference dates for the holiday also returning the year
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prior to the start_date and year following the end_date. This ensures
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that any offsets to be applied will yield the holidays within
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the passed in dates.
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"""
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if self.start_date is not None:
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start_date = self.start_date.tz_localize(start_date.tz)
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if self.end_date is not None:
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end_date = self.end_date.tz_localize(start_date.tz)
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year_offset = DateOffset(years=1)
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reference_start_date = Timestamp(
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datetime(start_date.year - 1, self.month, self.day))
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reference_end_date = Timestamp(
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datetime(end_date.year + 1, self.month, self.day))
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# Don't process unnecessary holidays
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dates = DatetimeIndex(start=reference_start_date,
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end=reference_end_date,
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freq=year_offset, tz=start_date.tz)
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return dates
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def _apply_rule(self, dates):
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"""
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Apply the given offset/observance to a DatetimeIndex of dates.
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Parameters
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----------
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dates : DatetimeIndex
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Dates to apply the given offset/observance rule
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Returns
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-------
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Dates with rules applied
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"""
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if self.observance is not None:
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return dates.map(lambda d: self.observance(d))
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if self.offset is not None:
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if not isinstance(self.offset, list):
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offsets = [self.offset]
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else:
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offsets = self.offset
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for offset in offsets:
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# if we are adding a non-vectorized value
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# ignore the PerformanceWarnings:
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with warnings.catch_warnings(record=True):
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dates += offset
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return dates
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holiday_calendars = {}
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def register(cls):
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try:
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name = cls.name
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except:
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name = cls.__name__
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holiday_calendars[name] = cls
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def get_calendar(name):
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"""
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Return an instance of a calendar based on its name.
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Parameters
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----------
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name : str
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Calendar name to return an instance of
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"""
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return holiday_calendars[name]()
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class HolidayCalendarMetaClass(type):
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def __new__(cls, clsname, bases, attrs):
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calendar_class = super(HolidayCalendarMetaClass, cls).__new__(
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cls, clsname, bases, attrs)
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register(calendar_class)
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return calendar_class
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@add_metaclass(HolidayCalendarMetaClass)
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class AbstractHolidayCalendar(object):
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"""
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Abstract interface to create holidays following certain rules.
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"""
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__metaclass__ = HolidayCalendarMetaClass
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rules = []
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start_date = Timestamp(datetime(1970, 1, 1))
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end_date = Timestamp(datetime(2030, 12, 31))
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_cache = None
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def __init__(self, name=None, rules=None):
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"""
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Initializes holiday object with a given set a rules. Normally
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classes just have the rules defined within them.
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Parameters
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----------
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name : str
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Name of the holiday calendar, defaults to class name
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rules : array of Holiday objects
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A set of rules used to create the holidays.
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"""
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super(AbstractHolidayCalendar, self).__init__()
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if name is None:
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name = self.__class__.__name__
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self.name = name
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if rules is not None:
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self.rules = rules
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def rule_from_name(self, name):
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for rule in self.rules:
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if rule.name == name:
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return rule
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return None
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def holidays(self, start=None, end=None, return_name=False):
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"""
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Returns a curve with holidays between start_date and end_date
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Parameters
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----------
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start : starting date, datetime-like, optional
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end : ending date, datetime-like, optional
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return_name : bool, optional
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If True, return a series that has dates and holiday names.
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False will only return a DatetimeIndex of dates.
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Returns
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-------
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DatetimeIndex of holidays
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"""
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if self.rules is None:
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raise Exception('Holiday Calendar {name} does not have any '
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'rules specified'.format(name=self.name))
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if start is None:
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start = AbstractHolidayCalendar.start_date
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if end is None:
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end = AbstractHolidayCalendar.end_date
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start = Timestamp(start)
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end = Timestamp(end)
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holidays = None
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# If we don't have a cache or the dates are outside the prior cache, we
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# get them again
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if (self._cache is None or start < self._cache[0] or
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end > self._cache[1]):
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for rule in self.rules:
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rule_holidays = rule.dates(start, end, return_name=True)
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if holidays is None:
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holidays = rule_holidays
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else:
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holidays = holidays.append(rule_holidays)
|
||
|
|
|
||
|
|
self._cache = (start, end, holidays.sort_index())
|
||
|
|
|
||
|
|
holidays = self._cache[2]
|
||
|
|
holidays = holidays[start:end]
|
||
|
|
|
||
|
|
if return_name:
|
||
|
|
return holidays
|
||
|
|
else:
|
||
|
|
return holidays.index
|
||
|
|
|
||
|
|
@staticmethod
|
||
|
|
def merge_class(base, other):
|
||
|
|
"""
|
||
|
|
Merge holiday calendars together. The base calendar
|
||
|
|
will take precedence to other. The merge will be done
|
||
|
|
based on each holiday's name.
|
||
|
|
|
||
|
|
Parameters
|
||
|
|
----------
|
||
|
|
base : AbstractHolidayCalendar
|
||
|
|
instance/subclass or array of Holiday objects
|
||
|
|
other : AbstractHolidayCalendar
|
||
|
|
instance/subclass or array of Holiday objects
|
||
|
|
"""
|
||
|
|
try:
|
||
|
|
other = other.rules
|
||
|
|
except:
|
||
|
|
pass
|
||
|
|
|
||
|
|
if not isinstance(other, list):
|
||
|
|
other = [other]
|
||
|
|
other_holidays = {holiday.name: holiday for holiday in other}
|
||
|
|
|
||
|
|
try:
|
||
|
|
base = base.rules
|
||
|
|
except:
|
||
|
|
pass
|
||
|
|
|
||
|
|
if not isinstance(base, list):
|
||
|
|
base = [base]
|
||
|
|
base_holidays = {holiday.name: holiday for holiday in base}
|
||
|
|
|
||
|
|
other_holidays.update(base_holidays)
|
||
|
|
return list(other_holidays.values())
|
||
|
|
|
||
|
|
def merge(self, other, inplace=False):
|
||
|
|
"""
|
||
|
|
Merge holiday calendars together. The caller's class
|
||
|
|
rules take precedence. The merge will be done
|
||
|
|
based on each holiday's name.
|
||
|
|
|
||
|
|
Parameters
|
||
|
|
----------
|
||
|
|
other : holiday calendar
|
||
|
|
inplace : bool (default=False)
|
||
|
|
If True set rule_table to holidays, else return array of Holidays
|
||
|
|
"""
|
||
|
|
holidays = self.merge_class(self, other)
|
||
|
|
if inplace:
|
||
|
|
self.rules = holidays
|
||
|
|
else:
|
||
|
|
return holidays
|
||
|
|
|
||
|
|
|
||
|
|
USMemorialDay = Holiday('MemorialDay', month=5, day=31,
|
||
|
|
offset=DateOffset(weekday=MO(-1)))
|
||
|
|
USLaborDay = Holiday('Labor Day', month=9, day=1,
|
||
|
|
offset=DateOffset(weekday=MO(1)))
|
||
|
|
USColumbusDay = Holiday('Columbus Day', month=10, day=1,
|
||
|
|
offset=DateOffset(weekday=MO(2)))
|
||
|
|
USThanksgivingDay = Holiday('Thanksgiving', month=11, day=1,
|
||
|
|
offset=DateOffset(weekday=TH(4)))
|
||
|
|
USMartinLutherKingJr = Holiday('Dr. Martin Luther King Jr.',
|
||
|
|
start_date=datetime(1986, 1, 1), month=1, day=1,
|
||
|
|
offset=DateOffset(weekday=MO(3)))
|
||
|
|
USPresidentsDay = Holiday('President''s Day', month=2, day=1,
|
||
|
|
offset=DateOffset(weekday=MO(3)))
|
||
|
|
GoodFriday = Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)])
|
||
|
|
|
||
|
|
EasterMonday = Holiday("Easter Monday", month=1, day=1,
|
||
|
|
offset=[Easter(), Day(1)])
|
||
|
|
|
||
|
|
|
||
|
|
class USFederalHolidayCalendar(AbstractHolidayCalendar):
|
||
|
|
"""
|
||
|
|
US Federal Government Holiday Calendar based on rules specified by:
|
||
|
|
https://www.opm.gov/policy-data-oversight/
|
||
|
|
snow-dismissal-procedures/federal-holidays/
|
||
|
|
"""
|
||
|
|
rules = [
|
||
|
|
Holiday('New Years Day', month=1, day=1, observance=nearest_workday),
|
||
|
|
USMartinLutherKingJr,
|
||
|
|
USPresidentsDay,
|
||
|
|
USMemorialDay,
|
||
|
|
Holiday('July 4th', month=7, day=4, observance=nearest_workday),
|
||
|
|
USLaborDay,
|
||
|
|
USColumbusDay,
|
||
|
|
Holiday('Veterans Day', month=11, day=11, observance=nearest_workday),
|
||
|
|
USThanksgivingDay,
|
||
|
|
Holiday('Christmas', month=12, day=25, observance=nearest_workday)
|
||
|
|
]
|
||
|
|
|
||
|
|
|
||
|
|
def HolidayCalendarFactory(name, base, other,
|
||
|
|
base_class=AbstractHolidayCalendar):
|
||
|
|
rules = AbstractHolidayCalendar.merge_class(base, other)
|
||
|
|
calendar_class = type(name, (base_class,), {"rules": rules, "name": name})
|
||
|
|
return calendar_class
|