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from __future__ import annotations
from datetime import (
datetime,
timedelta,
)
import warnings
from dateutil.relativedelta import (
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 in (5, 6):
return dt + timedelta(2)
if 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.
"""
start_date: Timestamp | None
end_date: Timestamp | None
days_of_week: tuple[int, ...] | None
def __init__(
self,
name: str,
year=None,
month=None,
day=None,
offset=None,
observance=None,
start_date=None,
end_date=None,
days_of_week=None,
) -> 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 dateutil.relativedelta import MO
>>> USMemorialDay = pd.tseries.holiday.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 = pd.tseries.holiday.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 = pd.tseries.holiday.Holiday("July 3rd", month=7, day=3)
>>> July3rd
Holiday: July 3rd (month=7, day=3, )
>>> NewYears = pd.tseries.holiday.Holiday(
... "New Years Day", month=1, day=1,
... observance=pd.tseries.holiday.nearest_workday
... )
>>> NewYears # doctest: +SKIP
Holiday: New Years Day (
month=1, day=1, observance=<function nearest_workday at 0x66545e9bc440>
)
>>> July3rd = pd.tseries.holiday.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: bool = False
) -> Series | DatetimeIndex:
"""
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.
Returns
-------
Series or DatetimeIndex
Series if return_name is True
"""
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))
dti = DatetimeIndex([dt])
if return_name:
return Series(self.name, index=dti)
else:
return dti
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.isin(
# error: "DatetimeIndex" has no attribute "dayofweek"
holiday_dates.dayofweek, # type: ignore[attr-defined]
self.days_of_week,
).ravel()
]
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: Timestamp, end_date: Timestamp
) -> DatetimeIndex:
"""
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: DatetimeIndex) -> DatetimeIndex:
"""
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 dates.empty:
return dates.copy()
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) -> None:
try:
name = cls.name
except AttributeError:
name = cls.__name__
holiday_calendars[name] = cls
def get_calendar(name: str):
"""
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: str, 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: str = "", rules=None) -> 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 not name:
name = type(self).__name__
self.name = name
if rules is not None:
self.rules = rules
def rule_from_name(self, name: str):
for rule in self.rules:
if rule.name == name:
return rule
return None
def holidays(self, start=None, end=None, return_name: bool = 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:
# error: Argument 1 to "concat" has incompatible type
# "List[Union[Series, DatetimeIndex]]"; expected
# "Union[Iterable[DataFrame], Mapping[<nothing>, DataFrame]]"
holidays = concat(pre_holidays) # type: ignore[arg-type]
else:
# error: Incompatible types in assignment (expression has type
# "Series", variable has type "DataFrame")
holidays = Series(
index=DatetimeIndex([]), dtype=object
) # type: ignore[assignment]
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: bool = 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(
"Washington's 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/pay-leave/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: str, base, other, base_class=AbstractHolidayCalendar):
rules = AbstractHolidayCalendar.merge_class(base, other)
calendar_class = type(name, (base_class,), {"rules": rules, "name": name})
return calendar_class
__all__ = [
"after_nearest_workday",
"before_nearest_workday",
"FR",
"get_calendar",
"HolidayCalendarFactory",
"MO",
"nearest_workday",
"next_monday",
"next_monday_or_tuesday",
"next_workday",
"previous_friday",
"previous_workday",
"register",
"SA",
"SU",
"sunday_to_monday",
"TH",
"TU",
"WE",
"weekend_to_monday",
]
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