Python numpy.busday_offset() Examples
The following are 30
code examples of numpy.busday_offset().
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Example #1
| Source File: test_datetime.py From recruit with Apache License 2.0 | 6 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #2
| Source File: date.py From gs-quant with Apache License 2.0 | 6 votes |
|
def business_day_offset(
dates: DateOrDates, offsets: Union[int, Iterable[int]],
roll: str = 'raise', calendars: Union[str, Tuple[str, ...]] = (),
week_mask: Optional[str] = None) -> DateOrDates:
"""
Apply offsets to the dates and move to the nearest business date
:param dates: The input date or dates
:param offsets: The number of days by which to adjust the dates
:param roll: Which direction to roll, in order to get to the nearest business date
:param calendars: Calendars to use for holidays
:param week_mask: Which days are considered weekends (defaults to Saturday and Sunday)
:return: A date (if dates is a single date) or tuple of dates, adjusted by the offsets
**Examples**
>>> import datetime as dt
>>> prev_bus_date = business_day_offset(dt.date.today(), -1, roll='forward')
"""
calendar = GsCalendar.get(calendars)
res = np.busday_offset(dates, offsets, roll, busdaycal=calendar.business_day_calendar(week_mask)).astype(dt.date)
return tuple(res) if isinstance(res, np.ndarray) else res
Example #3
| Source File: test_datetime.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #4
| Source File: test_datetime.py From keras-lambda with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #5
| Source File: offsets.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 5 votes |
|
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
Example #6
| Source File: test_datetime.py From pySINDy with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #7
| Source File: test_datetime.py From mxnet-lambda with Apache License 2.0 | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #8
| Source File: test_datetime.py From ImageFusion with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays=['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #9
| Source File: offsets.py From Splunking-Crime with GNU Affero General Public License v3.0 | 5 votes |
|
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
Example #10
| Source File: test_datetime.py From elasticintel with GNU General Public License v3.0 | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #11
| Source File: offsets.py From elasticintel with GNU General Public License v3.0 | 5 votes |
|
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
Example #12
| Source File: test_datetime.py From coffeegrindsize with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #13
| Source File: offsets.py From coffeegrindsize with MIT License | 5 votes |
|
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
Example #14
| Source File: test_quantity_non_ufuncs.py From Carnets with BSD 3-Clause "New" or "Revised" License | 5 votes |
|
def test_busday_offset(self):
with pytest.raises(TypeError):
np.busday_offset(self.q, self.q)
Example #15
| Source File: test_datetime.py From Serverless-Deep-Learning-with-TensorFlow-and-AWS-Lambda with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #16
| Source File: test_datetime.py From twitter-stock-recommendation with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #17
| Source File: offsets.py From twitter-stock-recommendation with MIT License | 5 votes |
|
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
Example #18
| Source File: test_datetime.py From GraphicDesignPatternByPython with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #19
| Source File: offsets.py From recruit with Apache License 2.0 | 5 votes |
|
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
Example #20
| Source File: test_datetime.py From auto-alt-text-lambda-api with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #21
| Source File: test_datetime.py From vnpy_crypto with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #22
| Source File: offsets.py From vnpy_crypto with MIT License | 5 votes |
|
def apply(self, other):
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
if isinstance(other, datetime):
date_in = other
np_dt = np.datetime64(date_in.date())
np_incr_dt = np.busday_offset(np_dt, self.n, roll=roll,
busdaycal=self.calendar)
dt_date = np_incr_dt.astype(datetime)
result = datetime.combine(dt_date, date_in.time())
if self.offset:
result = result + self.offset
return result
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
Example #23
| Source File: test_datetime.py From Computable with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays=['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #24
| Source File: offsets.py From Computable with MIT License | 5 votes |
|
def apply(self, other):
if isinstance(other, datetime):
dtype = type(other)
elif isinstance(other, np.datetime64):
dtype = other.dtype
elif isinstance(other, (timedelta, Tick)):
return BDay(self.n, offset=self.offset + other,
normalize=self.normalize)
else:
raise ApplyTypeError('Only know how to combine trading day with '
'datetime, datetime64 or timedelta.')
dt64 = self._to_dt64(other)
day64 = dt64.astype('datetime64[D]')
time = dt64 - day64
if self.n <= 0:
roll = 'forward'
else:
roll = 'backward'
result = np.busday_offset(day64, self.n, roll=roll,
busdaycal=self.busdaycalendar)
if not self.normalize:
result = result + time
result = result.astype(dtype)
if self.offset:
result = result + self.offset
return result
Example #25
| Source File: test_datetime.py From Mastering-Elasticsearch-7.0 with MIT License | 5 votes |
|
def test_datetime_busday_holidays_count(self):
holidays = ['2011-01-01', '2011-10-10', '2011-11-11', '2011-11-24',
'2011-12-25', '2011-05-30', '2011-02-21', '2011-01-17',
'2011-12-26', '2012-01-02', '2011-02-21', '2011-05-30',
'2011-07-01', '2011-07-04', '2011-09-05', '2011-10-10']
bdd = np.busdaycalendar(weekmask='1111100', holidays=holidays)
# Validate against busday_offset broadcast against
# a range of offsets
dates = np.busday_offset('2011-01-01', np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count('2011-01-01', dates, busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count(dates, '2011-01-01', busdaycal=bdd),
-np.arange(366))
dates = np.busday_offset('2011-12-31', -np.arange(366),
roll='forward', busdaycal=bdd)
assert_equal(np.busday_count(dates, '2011-12-31', busdaycal=bdd),
np.arange(366))
# Returns negative value when reversed
assert_equal(np.busday_count('2011-12-31', dates, busdaycal=bdd),
-np.arange(366))
# Can't supply both a weekmask/holidays and busdaycal
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
weekmask='1111100', busdaycal=bdd)
assert_raises(ValueError, np.busday_offset, '2012-01-03', '2012-02-03',
holidays=holidays, busdaycal=bdd)
# Number of Mondays in March 2011
assert_equal(np.busday_count('2011-03', '2011-04', weekmask='Mon'), 4)
# Returns negative value when reversed
assert_equal(np.busday_count('2011-04', '2011-03', weekmask='Mon'), -4)
Example #26
| Source File: multiarray.py From coffeegrindsize with MIT License | 4 votes |
|
def is_busday(dates, weekmask=None, holidays=None, busdaycal=None, out=None):
"""
is_busday(dates, weekmask='1111100', holidays=None, busdaycal=None, out=None)
Calculates which of the given dates are valid days, and which are not.
.. versionadded:: 1.7.0
Parameters
----------
dates : array_like of datetime64[D]
The array of dates to process.
weekmask : str or array_like of bool, optional
A seven-element array indicating which of Monday through Sunday are
valid days. May be specified as a length-seven list or array, like
[1,1,1,1,1,0,0]; a length-seven string, like '1111100'; or a string
like "Mon Tue Wed Thu Fri", made up of 3-character abbreviations for
weekdays, optionally separated by white space. Valid abbreviations
are: Mon Tue Wed Thu Fri Sat Sun
holidays : array_like of datetime64[D], optional
An array of dates to consider as invalid dates. They may be
specified in any order, and NaT (not-a-time) dates are ignored.
This list is saved in a normalized form that is suited for
fast calculations of valid days.
busdaycal : busdaycalendar, optional
A `busdaycalendar` object which specifies the valid days. If this
parameter is provided, neither weekmask nor holidays may be
provided.
out : array of bool, optional
If provided, this array is filled with the result.
Returns
-------
out : array of bool
An array with the same shape as ``dates``, containing True for
each valid day, and False for each invalid day.
See Also
--------
busdaycalendar: An object that specifies a custom set of valid days.
busday_offset : Applies an offset counted in valid days.
busday_count : Counts how many valid days are in a half-open date range.
Examples
--------
>>> # The weekdays are Friday, Saturday, and Monday
... np.is_busday(['2011-07-01', '2011-07-02', '2011-07-18'],
... holidays=['2011-07-01', '2011-07-04', '2011-07-17'])
array([False, False, True], dtype='bool')
"""
return (dates, weekmask, holidays, out)
Example #27
| Source File: test_datetime.py From recruit with Apache License 2.0 | 4 votes |
|
def test_datetime_busday_offset(self):
# First Monday in June
assert_equal(
np.busday_offset('2011-06', 0, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-06'))
# Last Monday in June
assert_equal(
np.busday_offset('2011-07', -1, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-27'))
assert_equal(
np.busday_offset('2011-07', -1, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-27'))
# Default M-F business days, different roll modes
assert_equal(np.busday_offset('2010-08', 0, roll='backward'),
np.datetime64('2010-07-30'))
assert_equal(np.busday_offset('2010-08', 0, roll='preceding'),
np.datetime64('2010-07-30'))
assert_equal(np.busday_offset('2010-08', 0, roll='modifiedpreceding'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='modifiedfollowing'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='forward'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='following'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-10-30', 0, roll='following'),
np.datetime64('2010-11-01'))
assert_equal(
np.busday_offset('2010-10-30', 0, roll='modifiedfollowing'),
np.datetime64('2010-10-29'))
assert_equal(
np.busday_offset('2010-10-30', 0, roll='modifiedpreceding'),
np.datetime64('2010-10-29'))
assert_equal(
np.busday_offset('2010-10-16', 0, roll='modifiedfollowing'),
np.datetime64('2010-10-18'))
assert_equal(
np.busday_offset('2010-10-16', 0, roll='modifiedpreceding'),
np.datetime64('2010-10-15'))
# roll='raise' by default
assert_raises(ValueError, np.busday_offset, '2011-06-04', 0)
# Bigger offset values
assert_equal(np.busday_offset('2006-02-01', 25),
np.datetime64('2006-03-08'))
assert_equal(np.busday_offset('2006-03-08', -25),
np.datetime64('2006-02-01'))
assert_equal(np.busday_offset('2007-02-25', 11, weekmask='SatSun'),
np.datetime64('2007-04-07'))
assert_equal(np.busday_offset('2007-04-07', -11, weekmask='SatSun'),
np.datetime64('2007-02-25'))
# NaT values when roll is not raise
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='nat'),
np.datetime64('NaT'))
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='following'),
np.datetime64('NaT'))
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='preceding'),
np.datetime64('NaT'))
Example #28
| Source File: test_datetime.py From keras-lambda with MIT License | 4 votes |
|
def test_datetime_busday_offset(self):
# First Monday in June
assert_equal(
np.busday_offset('2011-06', 0, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-06'))
# Last Monday in June
assert_equal(
np.busday_offset('2011-07', -1, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-27'))
assert_equal(
np.busday_offset('2011-07', -1, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-27'))
# Default M-F business days, different roll modes
assert_equal(np.busday_offset('2010-08', 0, roll='backward'),
np.datetime64('2010-07-30'))
assert_equal(np.busday_offset('2010-08', 0, roll='preceding'),
np.datetime64('2010-07-30'))
assert_equal(np.busday_offset('2010-08', 0, roll='modifiedpreceding'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='modifiedfollowing'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='forward'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='following'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-10-30', 0, roll='following'),
np.datetime64('2010-11-01'))
assert_equal(
np.busday_offset('2010-10-30', 0, roll='modifiedfollowing'),
np.datetime64('2010-10-29'))
assert_equal(
np.busday_offset('2010-10-30', 0, roll='modifiedpreceding'),
np.datetime64('2010-10-29'))
assert_equal(
np.busday_offset('2010-10-16', 0, roll='modifiedfollowing'),
np.datetime64('2010-10-18'))
assert_equal(
np.busday_offset('2010-10-16', 0, roll='modifiedpreceding'),
np.datetime64('2010-10-15'))
# roll='raise' by default
assert_raises(ValueError, np.busday_offset, '2011-06-04', 0)
# Bigger offset values
assert_equal(np.busday_offset('2006-02-01', 25),
np.datetime64('2006-03-08'))
assert_equal(np.busday_offset('2006-03-08', -25),
np.datetime64('2006-02-01'))
assert_equal(np.busday_offset('2007-02-25', 11, weekmask='SatSun'),
np.datetime64('2007-04-07'))
assert_equal(np.busday_offset('2007-04-07', -11, weekmask='SatSun'),
np.datetime64('2007-02-25'))
# NaT values when roll is not raise
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='nat'),
np.datetime64('NaT'))
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='following'),
np.datetime64('NaT'))
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='preceding'),
np.datetime64('NaT'))
Example #29
| Source File: multiarray.py From recruit with Apache License 2.0 | 4 votes |
|
def is_busday(dates, weekmask=None, holidays=None, busdaycal=None, out=None):
"""
is_busday(dates, weekmask='1111100', holidays=None, busdaycal=None, out=None)
Calculates which of the given dates are valid days, and which are not.
.. versionadded:: 1.7.0
Parameters
----------
dates : array_like of datetime64[D]
The array of dates to process.
weekmask : str or array_like of bool, optional
A seven-element array indicating which of Monday through Sunday are
valid days. May be specified as a length-seven list or array, like
[1,1,1,1,1,0,0]; a length-seven string, like '1111100'; or a string
like "Mon Tue Wed Thu Fri", made up of 3-character abbreviations for
weekdays, optionally separated by white space. Valid abbreviations
are: Mon Tue Wed Thu Fri Sat Sun
holidays : array_like of datetime64[D], optional
An array of dates to consider as invalid dates. They may be
specified in any order, and NaT (not-a-time) dates are ignored.
This list is saved in a normalized form that is suited for
fast calculations of valid days.
busdaycal : busdaycalendar, optional
A `busdaycalendar` object which specifies the valid days. If this
parameter is provided, neither weekmask nor holidays may be
provided.
out : array of bool, optional
If provided, this array is filled with the result.
Returns
-------
out : array of bool
An array with the same shape as ``dates``, containing True for
each valid day, and False for each invalid day.
See Also
--------
busdaycalendar: An object that specifies a custom set of valid days.
busday_offset : Applies an offset counted in valid days.
busday_count : Counts how many valid days are in a half-open date range.
Examples
--------
>>> # The weekdays are Friday, Saturday, and Monday
... np.is_busday(['2011-07-01', '2011-07-02', '2011-07-18'],
... holidays=['2011-07-01', '2011-07-04', '2011-07-17'])
array([False, False, True], dtype='bool')
"""
return (dates, weekmask, holidays, out)
Example #30
| Source File: test_datetime.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 4 votes |
|
def test_datetime_busday_offset(self):
# First Monday in June
assert_equal(
np.busday_offset('2011-06', 0, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-06'))
# Last Monday in June
assert_equal(
np.busday_offset('2011-07', -1, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-27'))
assert_equal(
np.busday_offset('2011-07', -1, roll='forward', weekmask='Mon'),
np.datetime64('2011-06-27'))
# Default M-F business days, different roll modes
assert_equal(np.busday_offset('2010-08', 0, roll='backward'),
np.datetime64('2010-07-30'))
assert_equal(np.busday_offset('2010-08', 0, roll='preceding'),
np.datetime64('2010-07-30'))
assert_equal(np.busday_offset('2010-08', 0, roll='modifiedpreceding'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='modifiedfollowing'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='forward'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-08', 0, roll='following'),
np.datetime64('2010-08-02'))
assert_equal(np.busday_offset('2010-10-30', 0, roll='following'),
np.datetime64('2010-11-01'))
assert_equal(
np.busday_offset('2010-10-30', 0, roll='modifiedfollowing'),
np.datetime64('2010-10-29'))
assert_equal(
np.busday_offset('2010-10-30', 0, roll='modifiedpreceding'),
np.datetime64('2010-10-29'))
assert_equal(
np.busday_offset('2010-10-16', 0, roll='modifiedfollowing'),
np.datetime64('2010-10-18'))
assert_equal(
np.busday_offset('2010-10-16', 0, roll='modifiedpreceding'),
np.datetime64('2010-10-15'))
# roll='raise' by default
assert_raises(ValueError, np.busday_offset, '2011-06-04', 0)
# Bigger offset values
assert_equal(np.busday_offset('2006-02-01', 25),
np.datetime64('2006-03-08'))
assert_equal(np.busday_offset('2006-03-08', -25),
np.datetime64('2006-02-01'))
assert_equal(np.busday_offset('2007-02-25', 11, weekmask='SatSun'),
np.datetime64('2007-04-07'))
assert_equal(np.busday_offset('2007-04-07', -11, weekmask='SatSun'),
np.datetime64('2007-02-25'))
# NaT values when roll is not raise
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='nat'),
np.datetime64('NaT'))
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='following'),
np.datetime64('NaT'))
assert_equal(np.busday_offset(np.datetime64('NaT'), 1, roll='preceding'),
np.datetime64('NaT'))
