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Ayxan
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from typing import TYPE_CHECKING
if TYPE_CHECKING:
# import modules that have public classes/functions:
from pandas.tseries import (
frequencies,
offsets,
)
# and mark only those modules as public
__all__ = ["frequencies", "offsets"]

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"""
Timeseries API
"""
# flake8: noqa:F401
from pandas.tseries.frequencies import infer_freq
import pandas.tseries.offsets as offsets

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from __future__ import annotations
import warnings
import numpy as np
from pandas._libs.algos import unique_deltas
from pandas._libs.tslibs import (
Timestamp,
tzconversion,
)
from pandas._libs.tslibs.ccalendar import (
DAYS,
MONTH_ALIASES,
MONTH_NUMBERS,
MONTHS,
int_to_weekday,
)
from pandas._libs.tslibs.fields import (
build_field_sarray,
month_position_check,
)
from pandas._libs.tslibs.offsets import ( # noqa:F401
DateOffset,
Day,
_get_offset,
to_offset,
)
from pandas._libs.tslibs.parsing import get_rule_month
from pandas._typing import npt
from pandas.util._decorators import cache_readonly
from pandas.util._exceptions import find_stack_level
from pandas.core.dtypes.common import (
is_datetime64_dtype,
is_period_dtype,
is_timedelta64_dtype,
)
from pandas.core.dtypes.generic import ABCSeries
from pandas.core.algorithms import unique
_ONE_MICRO = 1000
_ONE_MILLI = _ONE_MICRO * 1000
_ONE_SECOND = _ONE_MILLI * 1000
_ONE_MINUTE = 60 * _ONE_SECOND
_ONE_HOUR = 60 * _ONE_MINUTE
_ONE_DAY = 24 * _ONE_HOUR
# ---------------------------------------------------------------------
# Offset names ("time rules") and related functions
_offset_to_period_map = {
"WEEKDAY": "D",
"EOM": "M",
"BM": "M",
"BQS": "Q",
"QS": "Q",
"BQ": "Q",
"BA": "A",
"AS": "A",
"BAS": "A",
"MS": "M",
"D": "D",
"C": "C",
"B": "B",
"T": "T",
"S": "S",
"L": "L",
"U": "U",
"N": "N",
"H": "H",
"Q": "Q",
"A": "A",
"W": "W",
"M": "M",
"Y": "A",
"BY": "A",
"YS": "A",
"BYS": "A",
}
_need_suffix = ["QS", "BQ", "BQS", "YS", "AS", "BY", "BA", "BYS", "BAS"]
for _prefix in _need_suffix:
for _m in MONTHS:
key = f"{_prefix}-{_m}"
_offset_to_period_map[key] = _offset_to_period_map[_prefix]
for _prefix in ["A", "Q"]:
for _m in MONTHS:
_alias = f"{_prefix}-{_m}"
_offset_to_period_map[_alias] = _alias
for _d in DAYS:
_offset_to_period_map[f"W-{_d}"] = f"W-{_d}"
def get_period_alias(offset_str: str) -> str | None:
"""
Alias to closest period strings BQ->Q etc.
"""
return _offset_to_period_map.get(offset_str, None)
def get_offset(name: str) -> DateOffset:
"""
Return DateOffset object associated with rule name.
.. deprecated:: 1.0.0
Examples
--------
get_offset('EOM') --> BMonthEnd(1)
"""
warnings.warn(
"get_offset is deprecated and will be removed in a future version, "
"use to_offset instead.",
FutureWarning,
stacklevel=find_stack_level(),
)
return _get_offset(name)
# ---------------------------------------------------------------------
# Period codes
def infer_freq(index, warn: bool = True) -> str | None:
"""
Infer the most likely frequency given the input index. If the frequency is
uncertain, a warning will be printed.
Parameters
----------
index : DatetimeIndex or TimedeltaIndex
If passed a Series will use the values of the series (NOT THE INDEX).
warn : bool, default True
Returns
-------
str or None
None if no discernible frequency.
Raises
------
TypeError
If the index is not datetime-like.
ValueError
If there are fewer than three values.
Examples
--------
>>> idx = pd.date_range(start='2020/12/01', end='2020/12/30', periods=30)
>>> pd.infer_freq(idx)
'D'
"""
from pandas.core.api import (
DatetimeIndex,
Float64Index,
Index,
Int64Index,
)
if isinstance(index, ABCSeries):
values = index._values
if not (
is_datetime64_dtype(values)
or is_timedelta64_dtype(values)
or values.dtype == object
):
raise TypeError(
"cannot infer freq from a non-convertible dtype "
f"on a Series of {index.dtype}"
)
index = values
inferer: _FrequencyInferer
if not hasattr(index, "dtype"):
pass
elif is_period_dtype(index.dtype):
raise TypeError(
"PeriodIndex given. Check the `freq` attribute "
"instead of using infer_freq."
)
elif is_timedelta64_dtype(index.dtype):
# Allow TimedeltaIndex and TimedeltaArray
inferer = _TimedeltaFrequencyInferer(index, warn=warn)
return inferer.get_freq()
if isinstance(index, Index) and not isinstance(index, DatetimeIndex):
if isinstance(index, (Int64Index, Float64Index)):
raise TypeError(
f"cannot infer freq from a non-convertible index type {type(index)}"
)
index = index._values
if not isinstance(index, DatetimeIndex):
index = DatetimeIndex(index)
inferer = _FrequencyInferer(index, warn=warn)
return inferer.get_freq()
class _FrequencyInferer:
"""
Not sure if I can avoid the state machine here
"""
def __init__(self, index, warn: bool = True):
self.index = index
self.i8values = index.asi8
# This moves the values, which are implicitly in UTC, to the
# the timezone so they are in local time
if hasattr(index, "tz"):
if index.tz is not None:
self.i8values = tzconversion.tz_convert_from_utc(
self.i8values, index.tz
)
self.warn = warn
if len(index) < 3:
raise ValueError("Need at least 3 dates to infer frequency")
self.is_monotonic = (
self.index._is_monotonic_increasing or self.index._is_monotonic_decreasing
)
@cache_readonly
def deltas(self) -> npt.NDArray[np.int64]:
return unique_deltas(self.i8values)
@cache_readonly
def deltas_asi8(self) -> npt.NDArray[np.int64]:
# NB: we cannot use self.i8values here because we may have converted
# the tz in __init__
return unique_deltas(self.index.asi8)
@cache_readonly
def is_unique(self) -> bool:
return len(self.deltas) == 1
@cache_readonly
def is_unique_asi8(self) -> bool:
return len(self.deltas_asi8) == 1
def get_freq(self) -> str | None:
"""
Find the appropriate frequency string to describe the inferred
frequency of self.i8values
Returns
-------
str or None
"""
if not self.is_monotonic or not self.index._is_unique:
return None
delta = self.deltas[0]
if delta and _is_multiple(delta, _ONE_DAY):
return self._infer_daily_rule()
# Business hourly, maybe. 17: one day / 65: one weekend
if self.hour_deltas in ([1, 17], [1, 65], [1, 17, 65]):
return "BH"
# Possibly intraday frequency. Here we use the
# original .asi8 values as the modified values
# will not work around DST transitions. See #8772
if not self.is_unique_asi8:
return None
delta = self.deltas_asi8[0]
if _is_multiple(delta, _ONE_HOUR):
# Hours
return _maybe_add_count("H", delta / _ONE_HOUR)
elif _is_multiple(delta, _ONE_MINUTE):
# Minutes
return _maybe_add_count("T", delta / _ONE_MINUTE)
elif _is_multiple(delta, _ONE_SECOND):
# Seconds
return _maybe_add_count("S", delta / _ONE_SECOND)
elif _is_multiple(delta, _ONE_MILLI):
# Milliseconds
return _maybe_add_count("L", delta / _ONE_MILLI)
elif _is_multiple(delta, _ONE_MICRO):
# Microseconds
return _maybe_add_count("U", delta / _ONE_MICRO)
else:
# Nanoseconds
return _maybe_add_count("N", delta)
@cache_readonly
def day_deltas(self):
return [x / _ONE_DAY for x in self.deltas]
@cache_readonly
def hour_deltas(self):
return [x / _ONE_HOUR for x in self.deltas]
@cache_readonly
def fields(self) -> np.ndarray: # structured array of fields
return build_field_sarray(self.i8values)
@cache_readonly
def rep_stamp(self):
return Timestamp(self.i8values[0])
def month_position_check(self):
return month_position_check(self.fields, self.index.dayofweek)
@cache_readonly
def mdiffs(self) -> npt.NDArray[np.int64]:
nmonths = self.fields["Y"] * 12 + self.fields["M"]
return unique_deltas(nmonths.astype("i8"))
@cache_readonly
def ydiffs(self) -> npt.NDArray[np.int64]:
return unique_deltas(self.fields["Y"].astype("i8"))
def _infer_daily_rule(self) -> str | None:
annual_rule = self._get_annual_rule()
if annual_rule:
nyears = self.ydiffs[0]
month = MONTH_ALIASES[self.rep_stamp.month]
alias = f"{annual_rule}-{month}"
return _maybe_add_count(alias, nyears)
quarterly_rule = self._get_quarterly_rule()
if quarterly_rule:
nquarters = self.mdiffs[0] / 3
mod_dict = {0: 12, 2: 11, 1: 10}
month = MONTH_ALIASES[mod_dict[self.rep_stamp.month % 3]]
alias = f"{quarterly_rule}-{month}"
return _maybe_add_count(alias, nquarters)
monthly_rule = self._get_monthly_rule()
if monthly_rule:
return _maybe_add_count(monthly_rule, self.mdiffs[0])
if self.is_unique:
return self._get_daily_rule()
if self._is_business_daily():
return "B"
wom_rule = self._get_wom_rule()
if wom_rule:
return wom_rule
return None
def _get_daily_rule(self) -> str | None:
days = self.deltas[0] / _ONE_DAY
if days % 7 == 0:
# Weekly
wd = int_to_weekday[self.rep_stamp.weekday()]
alias = f"W-{wd}"
return _maybe_add_count(alias, days / 7)
else:
return _maybe_add_count("D", days)
def _get_annual_rule(self) -> str | None:
if len(self.ydiffs) > 1:
return None
if len(unique(self.fields["M"])) > 1:
return None
pos_check = self.month_position_check()
return {"cs": "AS", "bs": "BAS", "ce": "A", "be": "BA"}.get(pos_check)
def _get_quarterly_rule(self) -> str | None:
if len(self.mdiffs) > 1:
return None
if not self.mdiffs[0] % 3 == 0:
return None
pos_check = self.month_position_check()
return {"cs": "QS", "bs": "BQS", "ce": "Q", "be": "BQ"}.get(pos_check)
def _get_monthly_rule(self) -> str | None:
if len(self.mdiffs) > 1:
return None
pos_check = self.month_position_check()
return {"cs": "MS", "bs": "BMS", "ce": "M", "be": "BM"}.get(pos_check)
def _is_business_daily(self) -> bool:
# quick check: cannot be business daily
if self.day_deltas != [1, 3]:
return False
# probably business daily, but need to confirm
first_weekday = self.index[0].weekday()
shifts = np.diff(self.index.asi8)
shifts = np.floor_divide(shifts, _ONE_DAY)
weekdays = np.mod(first_weekday + np.cumsum(shifts), 7)
return bool(
np.all(
((weekdays == 0) & (shifts == 3))
| ((weekdays > 0) & (weekdays <= 4) & (shifts == 1))
)
)
def _get_wom_rule(self) -> str | None:
# FIXME: dont leave commented-out
# wdiffs = unique(np.diff(self.index.week))
# We also need -47, -49, -48 to catch index spanning year boundary
# if not lib.ismember(wdiffs, set([4, 5, -47, -49, -48])).all():
# return None
weekdays = unique(self.index.weekday)
if len(weekdays) > 1:
return None
week_of_months = unique((self.index.day - 1) // 7)
# Only attempt to infer up to WOM-4. See #9425
week_of_months = week_of_months[week_of_months < 4]
if len(week_of_months) == 0 or len(week_of_months) > 1:
return None
# get which week
week = week_of_months[0] + 1
wd = int_to_weekday[weekdays[0]]
return f"WOM-{week}{wd}"
class _TimedeltaFrequencyInferer(_FrequencyInferer):
def _infer_daily_rule(self):
if self.is_unique:
return self._get_daily_rule()
def _is_multiple(us, mult: int) -> bool:
return us % mult == 0
def _maybe_add_count(base: str, count: float) -> str:
if count != 1:
assert count == int(count)
count = int(count)
return f"{count}{base}"
else:
return base
# ----------------------------------------------------------------------
# Frequency comparison
def is_subperiod(source, target) -> bool:
"""
Returns True if downsampling is possible between source and target
frequencies
Parameters
----------
source : str or DateOffset
Frequency converting from
target : str or DateOffset
Frequency converting to
Returns
-------
bool
"""
if target is None or source is None:
return False
source = _maybe_coerce_freq(source)
target = _maybe_coerce_freq(target)
if _is_annual(target):
if _is_quarterly(source):
return _quarter_months_conform(
get_rule_month(source), get_rule_month(target)
)
return source in {"D", "C", "B", "M", "H", "T", "S", "L", "U", "N"}
elif _is_quarterly(target):
return source in {"D", "C", "B", "M", "H", "T", "S", "L", "U", "N"}
elif _is_monthly(target):
return source in {"D", "C", "B", "H", "T", "S", "L", "U", "N"}
elif _is_weekly(target):
return source in {target, "D", "C", "B", "H", "T", "S", "L", "U", "N"}
elif target == "B":
return source in {"B", "H", "T", "S", "L", "U", "N"}
elif target == "C":
return source in {"C", "H", "T", "S", "L", "U", "N"}
elif target == "D":
return source in {"D", "H", "T", "S", "L", "U", "N"}
elif target == "H":
return source in {"H", "T", "S", "L", "U", "N"}
elif target == "T":
return source in {"T", "S", "L", "U", "N"}
elif target == "S":
return source in {"S", "L", "U", "N"}
elif target == "L":
return source in {"L", "U", "N"}
elif target == "U":
return source in {"U", "N"}
elif target == "N":
return source in {"N"}
else:
return False
def is_superperiod(source, target) -> bool:
"""
Returns True if upsampling is possible between source and target
frequencies
Parameters
----------
source : str or DateOffset
Frequency converting from
target : str or DateOffset
Frequency converting to
Returns
-------
bool
"""
if target is None or source is None:
return False
source = _maybe_coerce_freq(source)
target = _maybe_coerce_freq(target)
if _is_annual(source):
if _is_annual(target):
return get_rule_month(source) == get_rule_month(target)
if _is_quarterly(target):
smonth = get_rule_month(source)
tmonth = get_rule_month(target)
return _quarter_months_conform(smonth, tmonth)
return target in {"D", "C", "B", "M", "H", "T", "S", "L", "U", "N"}
elif _is_quarterly(source):
return target in {"D", "C", "B", "M", "H", "T", "S", "L", "U", "N"}
elif _is_monthly(source):
return target in {"D", "C", "B", "H", "T", "S", "L", "U", "N"}
elif _is_weekly(source):
return target in {source, "D", "C", "B", "H", "T", "S", "L", "U", "N"}
elif source == "B":
return target in {"D", "C", "B", "H", "T", "S", "L", "U", "N"}
elif source == "C":
return target in {"D", "C", "B", "H", "T", "S", "L", "U", "N"}
elif source == "D":
return target in {"D", "C", "B", "H", "T", "S", "L", "U", "N"}
elif source == "H":
return target in {"H", "T", "S", "L", "U", "N"}
elif source == "T":
return target in {"T", "S", "L", "U", "N"}
elif source == "S":
return target in {"S", "L", "U", "N"}
elif source == "L":
return target in {"L", "U", "N"}
elif source == "U":
return target in {"U", "N"}
elif source == "N":
return target in {"N"}
else:
return False
def _maybe_coerce_freq(code) -> str:
"""we might need to coerce a code to a rule_code
and uppercase it
Parameters
----------
source : str or DateOffset
Frequency converting from
Returns
-------
str
"""
assert code is not None
if isinstance(code, DateOffset):
code = code.rule_code
return code.upper()
def _quarter_months_conform(source: str, target: str) -> bool:
snum = MONTH_NUMBERS[source]
tnum = MONTH_NUMBERS[target]
return snum % 3 == tnum % 3
def _is_annual(rule: str) -> bool:
rule = rule.upper()
return rule == "A" or rule.startswith("A-")
def _is_quarterly(rule: str) -> bool:
rule = rule.upper()
return rule == "Q" or rule.startswith("Q-") or rule.startswith("BQ")
def _is_monthly(rule: str) -> bool:
rule = rule.upper()
return rule == "M" or rule == "BM"
def _is_weekly(rule: str) -> bool:
rule = rule.upper()
return rule == "W" or rule.startswith("W-")

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from __future__ import annotations
from datetime import (
datetime,
timedelta,
)
import warnings
from dateutil.relativedelta import ( # noqa:F401
FR,
MO,
SA,
SU,
TH,
TU,
WE,
)
import numpy as np
from pandas.errors import PerformanceWarning
from pandas import (
DateOffset,
DatetimeIndex,
Series,
Timestamp,
concat,
date_range,
)
from pandas.tseries.offsets import (
Day,
Easter,
)
def next_monday(dt: datetime) -> datetime:
"""
If holiday falls on Saturday, use following Monday instead;
if holiday falls on Sunday, use Monday instead
"""
if dt.weekday() == 5:
return dt + timedelta(2)
elif dt.weekday() == 6:
return dt + timedelta(1)
return dt
def next_monday_or_tuesday(dt: datetime) -> datetime:
"""
For second holiday of two adjacent ones!
If holiday falls on Saturday, use following Monday instead;
if holiday falls on Sunday or Monday, use following Tuesday instead
(because Monday is already taken by adjacent holiday on the day before)
"""
dow = dt.weekday()
if dow == 5 or dow == 6:
return dt + timedelta(2)
elif dow == 0:
return dt + timedelta(1)
return dt
def previous_friday(dt: datetime) -> datetime:
"""
If holiday falls on Saturday or Sunday, use previous Friday instead.
"""
if dt.weekday() == 5:
return dt - timedelta(1)
elif dt.weekday() == 6:
return dt - timedelta(2)
return dt
def sunday_to_monday(dt: datetime) -> datetime:
"""
If holiday falls on Sunday, use day thereafter (Monday) instead.
"""
if dt.weekday() == 6:
return dt + timedelta(1)
return dt
def weekend_to_monday(dt: datetime) -> datetime:
"""
If holiday falls on Sunday or Saturday,
use day thereafter (Monday) instead.
Needed for holidays such as Christmas observation in Europe
"""
if dt.weekday() == 6:
return dt + timedelta(1)
elif dt.weekday() == 5:
return dt + timedelta(2)
return dt
def nearest_workday(dt: datetime) -> datetime:
"""
If holiday falls on Saturday, use day before (Friday) instead;
if holiday falls on Sunday, use day thereafter (Monday) instead.
"""
if dt.weekday() == 5:
return dt - timedelta(1)
elif dt.weekday() == 6:
return dt + timedelta(1)
return dt
def next_workday(dt: datetime) -> datetime:
"""
returns next weekday used for observances
"""
dt += timedelta(days=1)
while dt.weekday() > 4:
# Mon-Fri are 0-4
dt += timedelta(days=1)
return dt
def previous_workday(dt: datetime) -> datetime:
"""
returns previous weekday used for observances
"""
dt -= timedelta(days=1)
while dt.weekday() > 4:
# Mon-Fri are 0-4
dt -= timedelta(days=1)
return dt
def before_nearest_workday(dt: datetime) -> datetime:
"""
returns previous workday after nearest workday
"""
return previous_workday(nearest_workday(dt))
def after_nearest_workday(dt: datetime) -> datetime:
"""
returns next workday after nearest workday
needed for Boxing day or multiple holidays in a series
"""
return next_workday(nearest_workday(dt))
class Holiday:
"""
Class that defines a holiday with start/end dates and rules
for observance.
"""
def __init__(
self,
name,
year=None,
month=None,
day=None,
offset=None,
observance=None,
start_date=None,
end_date=None,
days_of_week=None,
):
"""
Parameters
----------
name : str
Name of the holiday , defaults to class name
offset : array of pandas.tseries.offsets or
class from pandas.tseries.offsets
computes offset from date
observance: function
computes when holiday is given a pandas Timestamp
days_of_week:
provide a tuple of days e.g (0,1,2,3,) for Monday Through Thursday
Monday=0,..,Sunday=6
Examples
--------
>>> from pandas.tseries.holiday import Holiday, nearest_workday
>>> from dateutil.relativedelta import MO
>>> USMemorialDay = Holiday(
... "Memorial Day", month=5, day=31, offset=pd.DateOffset(weekday=MO(-1))
... )
>>> USMemorialDay
Holiday: Memorial Day (month=5, day=31, offset=<DateOffset: weekday=MO(-1)>)
>>> USLaborDay = Holiday(
... "Labor Day", month=9, day=1, offset=pd.DateOffset(weekday=MO(1))
... )
>>> USLaborDay
Holiday: Labor Day (month=9, day=1, offset=<DateOffset: weekday=MO(+1)>)
>>> July3rd = Holiday("July 3rd", month=7, day=3)
>>> July3rd
Holiday: July 3rd (month=7, day=3, )
>>> NewYears = Holiday(
... "New Years Day", month=1, day=1,
... observance=nearest_workday
... )
>>> NewYears # doctest: +SKIP
Holiday: New Years Day (
month=1, day=1, observance=<function nearest_workday at 0x66545e9bc440>
)
>>> July3rd = Holiday("July 3rd", month=7, day=3, days_of_week=(0, 1, 2, 3))
>>> July3rd
Holiday: July 3rd (month=7, day=3, )
"""
if offset is not None and observance is not None:
raise NotImplementedError("Cannot use both offset and observance.")
self.name = name
self.year = year
self.month = month
self.day = day
self.offset = offset
self.start_date = (
Timestamp(start_date) if start_date is not None else start_date
)
self.end_date = Timestamp(end_date) if end_date is not None else end_date
self.observance = observance
assert days_of_week is None or type(days_of_week) == tuple
self.days_of_week = days_of_week
def __repr__(self) -> str:
info = ""
if self.year is not None:
info += f"year={self.year}, "
info += f"month={self.month}, day={self.day}, "
if self.offset is not None:
info += f"offset={self.offset}"
if self.observance is not None:
info += f"observance={self.observance}"
repr = f"Holiday: {self.name} ({info})"
return repr
def dates(self, start_date, end_date, return_name=False):
"""
Calculate holidays observed between start date and end date
Parameters
----------
start_date : starting date, datetime-like, optional
end_date : ending date, datetime-like, optional
return_name : bool, optional, default=False
If True, return a series that has dates and holiday names.
False will only return dates.
"""
start_date = Timestamp(start_date)
end_date = Timestamp(end_date)
filter_start_date = start_date
filter_end_date = end_date
if self.year is not None:
dt = Timestamp(datetime(self.year, self.month, self.day))
if return_name:
return Series(self.name, index=[dt])
else:
return [dt]
dates = self._reference_dates(start_date, end_date)
holiday_dates = self._apply_rule(dates)
if self.days_of_week is not None:
holiday_dates = holiday_dates[
np.in1d(holiday_dates.dayofweek, self.days_of_week)
]
if self.start_date is not None:
filter_start_date = max(
self.start_date.tz_localize(filter_start_date.tz), filter_start_date
)
if self.end_date is not None:
filter_end_date = min(
self.end_date.tz_localize(filter_end_date.tz), filter_end_date
)
holiday_dates = holiday_dates[
(holiday_dates >= filter_start_date) & (holiday_dates <= filter_end_date)
]
if return_name:
return Series(self.name, index=holiday_dates)
return holiday_dates
def _reference_dates(self, start_date, end_date):
"""
Get reference dates for the holiday.
Return reference dates for the holiday also returning the year
prior to the start_date and year following the end_date. This ensures
that any offsets to be applied will yield the holidays within
the passed in dates.
"""
if self.start_date is not None:
start_date = self.start_date.tz_localize(start_date.tz)
if self.end_date is not None:
end_date = self.end_date.tz_localize(start_date.tz)
year_offset = DateOffset(years=1)
reference_start_date = Timestamp(
datetime(start_date.year - 1, self.month, self.day)
)
reference_end_date = Timestamp(
datetime(end_date.year + 1, self.month, self.day)
)
# Don't process unnecessary holidays
dates = date_range(
start=reference_start_date,
end=reference_end_date,
freq=year_offset,
tz=start_date.tz,
)
return dates
def _apply_rule(self, dates):
"""
Apply the given offset/observance to a DatetimeIndex of dates.
Parameters
----------
dates : DatetimeIndex
Dates to apply the given offset/observance rule
Returns
-------
Dates with rules applied
"""
if self.observance is not None:
return dates.map(lambda d: self.observance(d))
if self.offset is not None:
if not isinstance(self.offset, list):
offsets = [self.offset]
else:
offsets = self.offset
for offset in offsets:
# if we are adding a non-vectorized value
# ignore the PerformanceWarnings:
with warnings.catch_warnings():
warnings.simplefilter("ignore", PerformanceWarning)
dates += offset
return dates
holiday_calendars = {}
def register(cls):
try:
name = cls.name
except AttributeError:
name = cls.__name__
holiday_calendars[name] = cls
def get_calendar(name):
"""
Return an instance of a calendar based on its name.
Parameters
----------
name : str
Calendar name to return an instance of
"""
return holiday_calendars[name]()
class HolidayCalendarMetaClass(type):
def __new__(cls, clsname, bases, attrs):
calendar_class = super().__new__(cls, clsname, bases, attrs)
register(calendar_class)
return calendar_class
class AbstractHolidayCalendar(metaclass=HolidayCalendarMetaClass):
"""
Abstract interface to create holidays following certain rules.
"""
rules: list[Holiday] = []
start_date = Timestamp(datetime(1970, 1, 1))
end_date = Timestamp(datetime(2200, 12, 31))
_cache = None
def __init__(self, name=None, rules=None):
"""
Initializes holiday object with a given set a rules. Normally
classes just have the rules defined within them.
Parameters
----------
name : str
Name of the holiday calendar, defaults to class name
rules : array of Holiday objects
A set of rules used to create the holidays.
"""
super().__init__()
if name is None:
name = type(self).__name__
self.name = name
if rules is not None:
self.rules = rules
def rule_from_name(self, name):
for rule in self.rules:
if rule.name == name:
return rule
return None
def holidays(self, start=None, end=None, return_name=False):
"""
Returns a curve with holidays between start_date and end_date
Parameters
----------
start : starting date, datetime-like, optional
end : ending date, datetime-like, optional
return_name : bool, optional
If True, return a series that has dates and holiday names.
False will only return a DatetimeIndex of dates.
Returns
-------
DatetimeIndex of holidays
"""
if self.rules is None:
raise Exception(
f"Holiday Calendar {self.name} does not have any rules specified"
)
if start is None:
start = AbstractHolidayCalendar.start_date
if end is None:
end = AbstractHolidayCalendar.end_date
start = Timestamp(start)
end = Timestamp(end)
# If we don't have a cache or the dates are outside the prior cache, we
# get them again
if self._cache is None or start < self._cache[0] or end > self._cache[1]:
pre_holidays = [
rule.dates(start, end, return_name=True) for rule in self.rules
]
if pre_holidays:
holidays = concat(pre_holidays)
else:
holidays = Series(index=DatetimeIndex([]), dtype=object)
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 AttributeError:
pass
if not isinstance(other, list):
other = [other]
other_holidays = {holiday.name: holiday for holiday in other}
try:
base = base.rules
except AttributeError:
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(
"Memorial Day", 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 Day", month=11, day=1, offset=DateOffset(weekday=TH(4))
)
USMartinLutherKingJr = Holiday(
"Birthday of Martin Luther King, Jr.",
start_date=datetime(1986, 1, 1),
month=1,
day=1,
offset=DateOffset(weekday=MO(3)),
)
USPresidentsDay = Holiday(
"Washingtons Birthday", 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 Year's Day", month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
USMemorialDay,
Holiday(
"Juneteenth National Independence Day",
month=6,
day=19,
start_date="2021-06-18",
observance=nearest_workday,
),
Holiday("Independence Day", month=7, day=4, observance=nearest_workday),
USLaborDay,
USColumbusDay,
Holiday("Veterans Day", month=11, day=11, observance=nearest_workday),
USThanksgivingDay,
Holiday("Christmas Day", 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

View File

@@ -0,0 +1,83 @@
from pandas._libs.tslibs.offsets import ( # noqa:F401
FY5253,
BaseOffset,
BDay,
BMonthBegin,
BMonthEnd,
BQuarterBegin,
BQuarterEnd,
BusinessDay,
BusinessHour,
BusinessMonthBegin,
BusinessMonthEnd,
BYearBegin,
BYearEnd,
CBMonthBegin,
CBMonthEnd,
CDay,
CustomBusinessDay,
CustomBusinessHour,
CustomBusinessMonthBegin,
CustomBusinessMonthEnd,
DateOffset,
Day,
Easter,
FY5253Quarter,
Hour,
LastWeekOfMonth,
Micro,
Milli,
Minute,
MonthBegin,
MonthEnd,
Nano,
QuarterBegin,
QuarterEnd,
Second,
SemiMonthBegin,
SemiMonthEnd,
Tick,
Week,
WeekOfMonth,
YearBegin,
YearEnd,
)
__all__ = [
"Day",
"BusinessDay",
"BDay",
"CustomBusinessDay",
"CDay",
"CBMonthEnd",
"CBMonthBegin",
"MonthBegin",
"BMonthBegin",
"MonthEnd",
"BMonthEnd",
"SemiMonthEnd",
"SemiMonthBegin",
"BusinessHour",
"CustomBusinessHour",
"YearBegin",
"BYearBegin",
"YearEnd",
"BYearEnd",
"QuarterBegin",
"BQuarterBegin",
"QuarterEnd",
"BQuarterEnd",
"LastWeekOfMonth",
"FY5253Quarter",
"FY5253",
"Week",
"WeekOfMonth",
"Easter",
"Hour",
"Minute",
"Second",
"Milli",
"Micro",
"Nano",
"DateOffset",
]