pandasHoliday Calendars

Create a custom calendar

Here is how to create a custom calendar. The example given is a french calendar -- so it provides many examples.

from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, EasterMonday, Easter
from pandas.tseries.offsets import Day, CustomBusinessDay

class FrBusinessCalendar(AbstractHolidayCalendar):
    """ Custom Holiday calendar for France based on
        https://en.wikipedia.org/wiki/Public_holidays_in_France
      - 1 January: New Year's Day
      - Moveable: Easter Monday (Monday after Easter Sunday)
      - 1 May: Labour Day
      - 8 May: Victory in Europe Day
      - Moveable Ascension Day (Thursday, 39 days after Easter Sunday)
      - 14 July: Bastille Day
      - 15 August: Assumption of Mary to Heaven
      - 1 November: All Saints' Day
      - 11 November: Armistice Day
      - 25 December: Christmas Day
    """
    rules = [
        Holiday('New Years Day', month=1, day=1),
        EasterMonday,
        Holiday('Labour Day', month=5, day=1),
        Holiday('Victory in Europe Day', month=5, day=8),
        Holiday('Ascension Day', month=1, day=1, offset=[Easter(), Day(39)]),
        Holiday('Bastille Day', month=7, day=14),
        Holiday('Assumption of Mary to Heaven', month=8, day=15),
        Holiday('All Saints Day', month=11, day=1),
        Holiday('Armistice Day', month=11, day=11),
        Holiday('Christmas Day', month=12, day=25)
    ]

Use a custom calendar

Here is how to use the custom calendar.

Get the holidays between two dates

import pandas as pd
from datetime import date

# Creating some boundaries
year = 2016
start = date(year, 1, 1)
end = start + pd.offsets.MonthEnd(12)

# Creating a custom calendar
cal = FrBusinessCalendar()
# Getting the holidays (off-days) between two dates
cal.holidays(start=start, end=end)

# DatetimeIndex(['2016-01-01', '2016-03-28', '2016-05-01', '2016-05-05',
#                '2016-05-08', '2016-07-14', '2016-08-15', '2016-11-01',
#                '2016-11-11', '2016-12-25'],
#               dtype='datetime64[ns]', freq=None)

Count the number of working days between two dates

It is sometimes useful to get the number of working days by month whatever the year in the future or in the past. Here is how to do that with a custom calendar.

from pandas.tseries.offsets import CDay

# Creating a series of dates between the boundaries 
# by using the custom calendar
se = pd.bdate_range(start=start, 
                    end=end,
                    freq=CDay(calendar=cal)).to_series()
# Counting the number of working days by month
se.groupby(se.dt.month).count().head()

# 1    20
# 2    21
# 3    22
# 4    21
# 5    21