python 每月最后一个工作日(使用 CustomBusinessDay)？

Question

我想计算特定日期之前或之后的最后一个工作日(包括假期，而不仅仅是周末)？

import datetime as dt

from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, nearest_workday, \
    USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay, \
    USLaborDay, USThanksgivingDay


class USTradingCalendar(AbstractHolidayCalendar):
    rules = [
        Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
        USMartinLutherKingJr,
        USPresidentsDay,
        GoodFriday,
        USMemorialDay,
        Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
        USLaborDay,
        USThanksgivingDay,
        Holiday('Christmas', month=12, day=25, observance=nearest_workday)
    ]


def get_trading_close_holidays(fromyear, toyear):
    inst = USTradingCalendar()

    return inst.holidays(dt.datetime(fromyear-1, 12, 31), dt.datetime(toyear, 12, 31))

print(get_trading_close_holidays(2018,2018))

>> DatetimeIndex(['2018-01-01', '2018-01-15', '2018-02-19', '2018-03-30', '2018-05-28', '2018-07-04', '2018-09-03', '2018-11-22', '2018-12-25'], dtype='datetime64[ns]', freq=None)

import datetime as dt
from pandas.tseries.holiday import USFederalHolidayCalendar
bday_us = CustomBusinessDay(calendar=get_trading_close_holidays(2000,2050))
d = dt.datetime(2018, 3, 31)
d - bday_us

>> Timestamp('2018-03-30 00:00:00')

这恰逢耶稣受难日，该假期(如图所示)...应该显示在 = 2018-03-29 之前 1 天...

有什么问题吗？

Answer 1

我能够重现该问题，经过一些测试后，我将范围缩小为使用 DatetimeIndex 作为 CustomBusinessDay 中日历参数的输入。

您可以跳过它并直接使用日历实例:

import datetime as dt
import pandas as pd
from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, nearest_workday, \
    USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay, \
    USLaborDay, USThanksgivingDay
from pandas.tseries.offsets import CustomBusinessDay, BDay

class USTradingCalendar(AbstractHolidayCalendar):
    rules = [
        Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
        USMartinLutherKingJr,
        USPresidentsDay,
        GoodFriday,
        USMemorialDay,
        Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
        USLaborDay,
        USThanksgivingDay,
        Holiday('Christmas', month=12, day=25, observance=nearest_workday)
    ]

bday_us = CustomBusinessDay(calendar=USTradingCalendar())

d = dt.datetime(2018, 3, 31)

c = d - bday_us

print(c)

输出:

2018-03-29 00:00:00