583 lines
17 KiB
Python
583 lines
17 KiB
Python
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(
|
||
"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/
|
||
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
|