635 lines
18 KiB
Python
635 lines
18 KiB
Python
from __future__ import annotations
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from datetime import (
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datetime,
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timedelta,
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)
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import warnings
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from dateutil.relativedelta import (
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FR,
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MO,
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SA,
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SU,
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TH,
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TU,
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WE,
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)
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import numpy as np
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from pandas.errors import PerformanceWarning
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from pandas import (
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DateOffset,
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DatetimeIndex,
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Series,
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Timestamp,
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concat,
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date_range,
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)
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from pandas.tseries.offsets import (
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Day,
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Easter,
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)
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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 in (5, 6):
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return dt + timedelta(2)
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if 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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start_date: Timestamp | None
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end_date: Timestamp | None
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days_of_week: tuple[int, ...] | None
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def __init__(
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self,
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name: str,
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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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) -> None:
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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 dateutil.relativedelta import MO
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>>> USMemorialDay = pd.tseries.holiday.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 = pd.tseries.holiday.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 = pd.tseries.holiday.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 = pd.tseries.holiday.Holiday(
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... "New Years Day", month=1, day=1,
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... observance=pd.tseries.holiday.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 = pd.tseries.holiday.Holiday(
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... "July 3rd", month=7, day=3,
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... days_of_week=(0, 1, 2, 3)
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... )
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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(
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self, start_date, end_date, return_name: bool = False
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) -> Series | DatetimeIndex:
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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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Returns
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-------
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Series or DatetimeIndex
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Series if return_name is True
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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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dti = DatetimeIndex([dt])
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if return_name:
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return Series(self.name, index=dti)
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else:
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return dti
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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.isin(
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# error: "DatetimeIndex" has no attribute "dayofweek"
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holiday_dates.dayofweek, # type: ignore[attr-defined]
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self.days_of_week,
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).ravel()
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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(
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self, start_date: Timestamp, end_date: Timestamp
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) -> DatetimeIndex:
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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: DatetimeIndex) -> DatetimeIndex:
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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 dates.empty:
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return dates.copy()
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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) -> None:
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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: str):
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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: str, 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: str = "", rules=None) -> 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 not name:
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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: str):
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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: bool = 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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start : starting date, datetime-like, optional
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end : ending date, datetime-like, optional
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return_name : bool, optional
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If True, return a series that has dates and holiday names.
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False will only return a DatetimeIndex of dates.
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Returns
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-------
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DatetimeIndex of holidays
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"""
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if self.rules is None:
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raise Exception(
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f"Holiday Calendar {self.name} does not have any rules specified"
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)
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if start is None:
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start = AbstractHolidayCalendar.start_date
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if end is None:
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end = AbstractHolidayCalendar.end_date
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start = Timestamp(start)
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end = Timestamp(end)
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# If we don't have a cache or the dates are outside the prior cache, we
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# get them again
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if self._cache is None or start < self._cache[0] or end > self._cache[1]:
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pre_holidays = [
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rule.dates(start, end, return_name=True) for rule in self.rules
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]
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if pre_holidays:
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# error: Argument 1 to "concat" has incompatible type
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# "List[Union[Series, DatetimeIndex]]"; expected
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# "Union[Iterable[DataFrame], Mapping[<nothing>, DataFrame]]"
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holidays = concat(pre_holidays) # type: ignore[arg-type]
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else:
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# error: Incompatible types in assignment (expression has type
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# "Series", variable has type "DataFrame")
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holidays = Series(
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index=DatetimeIndex([]), dtype=object
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) # type: ignore[assignment]
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self._cache = (start, end, holidays.sort_index())
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holidays = self._cache[2]
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holidays = holidays[start:end]
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if return_name:
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return holidays
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else:
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return holidays.index
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@staticmethod
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def merge_class(base, other):
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"""
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Merge holiday calendars together. The base calendar
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will take precedence to other. The merge will be done
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based on each holiday's name.
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Parameters
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----------
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base : AbstractHolidayCalendar
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instance/subclass or array of Holiday objects
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other : AbstractHolidayCalendar
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instance/subclass or array of Holiday objects
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"""
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try:
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other = other.rules
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except AttributeError:
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pass
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if not isinstance(other, list):
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other = [other]
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other_holidays = {holiday.name: holiday for holiday in other}
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try:
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base = base.rules
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except AttributeError:
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pass
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if not isinstance(base, list):
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base = [base]
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base_holidays = {holiday.name: holiday for holiday in base}
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other_holidays.update(base_holidays)
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return list(other_holidays.values())
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def merge(self, other, inplace: bool = False):
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"""
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Merge holiday calendars together. The caller's class
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rules take precedence. The merge will be done
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based on each holiday's name.
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Parameters
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----------
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other : holiday calendar
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inplace : bool (default=False)
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If True set rule_table to holidays, else return array of Holidays
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"""
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holidays = self.merge_class(self, other)
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if inplace:
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self.rules = holidays
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else:
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return holidays
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USMemorialDay = Holiday(
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"Memorial Day", month=5, day=31, offset=DateOffset(weekday=MO(-1))
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)
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USLaborDay = Holiday("Labor Day", month=9, day=1, offset=DateOffset(weekday=MO(1)))
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USColumbusDay = Holiday(
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"Columbus Day", month=10, day=1, offset=DateOffset(weekday=MO(2))
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)
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USThanksgivingDay = Holiday(
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"Thanksgiving Day", month=11, day=1, offset=DateOffset(weekday=TH(4))
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)
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USMartinLutherKingJr = Holiday(
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"Birthday of Martin Luther King, Jr.",
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start_date=datetime(1986, 1, 1),
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month=1,
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day=1,
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offset=DateOffset(weekday=MO(3)),
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)
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USPresidentsDay = Holiday(
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"Washington's Birthday", month=2, day=1, offset=DateOffset(weekday=MO(3))
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)
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GoodFriday = Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)])
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EasterMonday = Holiday("Easter Monday", month=1, day=1, offset=[Easter(), Day(1)])
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class USFederalHolidayCalendar(AbstractHolidayCalendar):
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"""
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US Federal Government Holiday Calendar based on rules specified by:
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https://www.opm.gov/policy-data-oversight/pay-leave/federal-holidays/
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"""
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rules = [
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Holiday("New Year's Day", month=1, day=1, observance=nearest_workday),
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USMartinLutherKingJr,
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USPresidentsDay,
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USMemorialDay,
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Holiday(
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"Juneteenth National Independence Day",
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month=6,
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day=19,
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start_date="2021-06-18",
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observance=nearest_workday,
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|
),
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Holiday("Independence Day", month=7, day=4, observance=nearest_workday),
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USLaborDay,
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USColumbusDay,
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|
Holiday("Veterans Day", month=11, day=11, observance=nearest_workday),
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USThanksgivingDay,
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|
Holiday("Christmas Day", month=12, day=25, observance=nearest_workday),
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|
]
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def HolidayCalendarFactory(name: str, base, other, base_class=AbstractHolidayCalendar):
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rules = AbstractHolidayCalendar.merge_class(base, other)
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calendar_class = type(name, (base_class,), {"rules": rules, "name": name})
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return calendar_class
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|
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__all__ = [
|
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"after_nearest_workday",
|
|
"before_nearest_workday",
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|
"FR",
|
|
"get_calendar",
|
|
"HolidayCalendarFactory",
|
|
"MO",
|
|
"nearest_workday",
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|
"next_monday",
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|
"next_monday_or_tuesday",
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"next_workday",
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|
"previous_friday",
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|
"previous_workday",
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|
"register",
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|
"SA",
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|
"SU",
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|
"sunday_to_monday",
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|
"TH",
|
|
"TU",
|
|
"WE",
|
|
"weekend_to_monday",
|
|
]
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