带有假日日历的Pandas中的DateOffset

Question

Pandas目前允许您在指定日期添加工作日datetime.today() + 3*BDay().我想扩展一个工作日的想法,以排除给定的假期和周末的DateIndex.这是否可能将DateIndex合并到偏移中？

Answer 1

CustomBusinessDay类现已合并到即将发布的Pandas 0.12版本中,您可以在其中执行以下操作:

>>> from pandas.tseries.offsets import CustomBusinessDay
>>> 
>>> # As an interesting example, let's look at Egypt where
>>> # a Friday-Saturday weekend is observed.
>>> weekmask_egypt = 'Sun Mon Tue Wed Thu'
>>> 
>>> # They also observe International Workers' Day so let's
>>> # add that as a holiday for a couple of years
>>> holidays = ['2012-05-01', datetime(2013, 5, 1), np.datetime64('2014-05-01')]
>>> 
>>> bday_egypt = CustomBusinessDay(holidays=holidays, weekmask=weekmask_egypt)
>>> dt = datetime(2013, 4, 30)
>>> print dt + 2 * bday_egypt
2013-05-05 00:00:00
>>> 
>>> dts = date_range(dt, periods=5, freq=bday_egypt).to_series()
>>> print dts
2013-04-30   2013-04-30 00:00:00
2013-05-02   2013-05-02 00:00:00
2013-05-05   2013-05-05 00:00:00
2013-05-06   2013-05-06 00:00:00
2013-05-07   2013-05-07 00:00:00
Freq: C, dtype: datetime64[ns]
>>> 
>>> print Series(dts.weekday, dts).map(Series('Mon Tue Wed Thu Fri Sat Sun'.split()))
2013-04-30    Tue
2013-05-02    Thu
2013-05-05    Sun
2013-05-06    Mon
2013-05-07    Tue
dtype: object

HTH

Answer 2

目前我认为您需要创建一个自定义子类。您需要重写apply和onOffset方法以考虑您的假期日历。

不过，我们最终应该在 Business-X 频率中添加一个可选的假日日历参数。我做了一个 github 问题来跟踪它：https://github.com/pydata/pandas/issues/2301