553 lines
16 KiB
Python
553 lines
16 KiB
Python
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from datetime import datetime, timedelta
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from typing import List
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import warnings
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from dateutil.relativedelta import FR, MO, SA, SU, TH, TU, WE # noqa
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import numpy as np
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from pandas.errors import PerformanceWarning
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from pandas import DateOffset, DatetimeIndex, Series, Timestamp, concat, date_range
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from pandas.tseries.offsets import Day, Easter
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def next_monday(dt: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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: datetime) -> datetime:
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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:
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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__(
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self,
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name,
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year=None,
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month=None,
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day=None,
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offset=None,
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observance=None,
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start_date=None,
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end_date=None,
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days_of_week=None,
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):
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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 dateutil.relativedelta import MO
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>>> USMemorialDay = Holiday(
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... "Memorial Day", month=5, day=31, offset=pd.DateOffset(weekday=MO(-1))
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... )
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>>> USMemorialDay
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Holiday: Memorial Day (month=5, day=31, offset=<DateOffset: weekday=MO(-1)>)
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>>> USLaborDay = Holiday(
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... "Labor Day", month=9, day=1, offset=pd.DateOffset(weekday=MO(1))
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... )
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>>> USLaborDay
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Holiday: Labor Day (month=9, day=1, offset=<DateOffset: weekday=MO(+1)>)
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>>> July3rd = Holiday("July 3rd", month=7, day=3)
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>>> July3rd
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Holiday: July 3rd (month=7, day=3, )
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>>> NewYears = Holiday(
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... "New Years Day", month=1, day=1, observance=nearest_workday
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... )
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>>> NewYears # doctest: +SKIP
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Holiday: New Years Day (
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month=1, day=1, observance=<function nearest_workday at 0x66545e9bc440>
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)
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>>> July3rd = Holiday("July 3rd", month=7, day=3, days_of_week=(0, 1, 2, 3))
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>>> July3rd
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Holiday: July 3rd (month=7, day=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 = (
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Timestamp(start_date) if start_date is not None else start_date
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)
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self.end_date = Timestamp(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) -> str:
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info = ""
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if self.year is not None:
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info += f"year={self.year}, "
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info += f"month={self.month}, day={self.day}, "
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if self.offset is not None:
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info += f"offset={self.offset}"
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if self.observance is not None:
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info += f"observance={self.observance}"
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repr = f"Holiday: {self.name} ({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[
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np.in1d(holiday_dates.dayofweek, self.days_of_week)
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]
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if self.start_date is not None:
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filter_start_date = max(
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self.start_date.tz_localize(filter_start_date.tz), filter_start_date
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)
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if self.end_date is not None:
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filter_end_date = min(
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self.end_date.tz_localize(filter_end_date.tz), filter_end_date
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)
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holiday_dates = holiday_dates[
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(holiday_dates >= filter_start_date) & (holiday_dates <= filter_end_date)
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]
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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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)
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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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)
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# Don't process unnecessary holidays
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dates = date_range(
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start=reference_start_date,
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end=reference_end_date,
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freq=year_offset,
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tz=start_date.tz,
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)
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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():
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warnings.simplefilter("ignore", PerformanceWarning)
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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 AttributeError:
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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().__new__(cls, clsname, bases, attrs)
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register(calendar_class)
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return calendar_class
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class AbstractHolidayCalendar(metaclass=HolidayCalendarMetaClass):
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"""
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Abstract interface to create holidays following certain rules.
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"""
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rules: List[Holiday] = []
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start_date = Timestamp(datetime(1970, 1, 1))
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end_date = Timestamp(datetime(2200, 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().__init__()
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if name is None:
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name = type(self).__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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|
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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", month=11, day=1, offset=DateOffset(weekday=TH(4))
|
||
|
|
)
|
||
|
|
USMartinLutherKingJr = Holiday(
|
||
|
|
"Martin Luther King Jr. Day",
|
||
|
|
start_date=datetime(1986, 1, 1),
|
||
|
|
month=1,
|
||
|
|
day=1,
|
||
|
|
offset=DateOffset(weekday=MO(3)),
|
||
|
|
)
|
||
|
|
USPresidentsDay = Holiday(
|
||
|
|
"Presidents 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
|