Python numpy.busday_count() Examples
The following are 25
code examples of numpy.busday_count().
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Example #1
| Source File: date.py From gs-quant with Apache License 2.0 | 6 votes |
|
def business_day_count(begin_dates: DateOrDates, end_dates: DateOrDates, calendars: Union[str, Tuple[str, ...]] = (
), week_mask: Optional[str] = None) -> Union[int, Tuple[int]]:
"""
Determine the number of business days between begin_dates and end_dates
:param begin_dates: A date or collection of beginning dates
:param end_dates: A date or collection of end dates
:param calendars: Calendars to use for holidays
:param week_mask: Which days are considered weekends (defaults to Saturday and Sunday)
:return: An int or tuple of ints, representing the number of business days between begin_dates and end_dates
**Examples**
>>> import datetime as dt
>>> today = dt.date.today()
>>> bus_days = business_day_count(today, today + dt.timedelta(days=7))
"""
calendar = GsCalendar.get(calendars)
res = np.busday_count(begin_dates, end_dates, busdaycal=calendar.business_day_calendar(week_mask))
return tuple(res) if isinstance(res, np.ndarray) else res
Example #2
| 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 #3
| Source File: fixtures.py From zipline-chinese with Apache License 2.0 | 5 votes |
|
def _compute_busday_offsets(announcement_dates):
"""
Compute expected business day offsets from a DataFrame of announcement
dates.
"""
# Column-vector of dates on which factor `compute` will be called.
raw_call_dates = announcement_dates.index.values.astype(
'datetime64[D]'
)[:, None]
# 2D array of dates containining expected nexg announcement.
raw_announce_dates = (
announcement_dates.values.astype('datetime64[D]')
)
# Set NaTs to 0 temporarily because busday_count doesn't support NaT.
# We fill these entries with NaNs later.
whereNaT = raw_announce_dates == NaTD
raw_announce_dates[whereNaT] = make_datetime64D(0)
# The abs call here makes it so that we can use this function to
# compute offsets for both next and previous earnings (previous
# earnings offsets come back negative).
expected = abs(np.busday_count(
raw_call_dates,
raw_announce_dates
).astype(float))
expected[whereNaT] = np.nan
return pd.DataFrame(
data=expected,
columns=announcement_dates.columns,
index=announcement_dates.index,
)
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: 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 #6
| 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 #7
| Source File: test_quantity_non_ufuncs.py From Carnets with BSD 3-Clause "New" or "Revised" License | 5 votes |
|
def test_busday_count(self):
with pytest.raises(TypeError):
np.busday_count(self.q, self.q)
Example #8
| 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 #9
| Source File: SwapCurve.py From FinanceHub with MIT License | 5 votes |
|
def _forward_rate(base_date, maturity1, maturity2,
rate1, rate2, convention):
rate1 = rate1/100
rate2 = rate2/100
holidays = AnbimaHolidays().get_holidays()
maturity1_date = base_date + dt.timedelta(days=maturity1)
print(maturity1_date)
print(base_date)
maturity2_date = base_date + dt.timedelta(days=maturity2)
business_days1 = np.busday_count(np.array(base_date).astype('datetime64[D]'),
np.array(maturity1_date).astype('datetime64[D]'), holidays=holidays)
business_days2 = np.busday_count(np.array(base_date).astype('datetime64[D]'),
np.array(maturity2_date).astype('datetime64[D]'), holidays=holidays)
days_to_years1 = (business_days1/convention)
days_to_years2 = (business_days2/convention)
numerator = (1+rate2)**days_to_years2
denominator = (1+rate1)**days_to_years1
get_forward = ((numerator/denominator)-1)*100
return get_forward
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: 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 #12
| Source File: numpy_utils.py From catalyst with Apache License 2.0 | 5 votes |
|
def busday_count_mask_NaT(begindates, enddates, out=None):
"""
Simple of numpy.busday_count that returns `float` arrays rather than int
arrays, and handles `NaT`s by returning `NaN`s where the inputs were `NaT`.
Doesn't support custom weekdays or calendars, but probably should in the
future.
See Also
--------
np.busday_count
"""
if out is None:
out = empty(broadcast(begindates, enddates).shape, dtype=float)
beginmask = isnat(begindates)
endmask = isnat(enddates)
out = busday_count(
# Temporarily fill in non-NaT values.
where(beginmask, _notNaT, begindates),
where(endmask, _notNaT, enddates),
out=out,
)
# Fill in entries where either comparison was NaT with nan in the output.
out[beginmask | endmask] = nan
return out
Example #13
| 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 #14
| 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 #15
| 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 #16
| 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 #17
| 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 #18
| 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 #19
| 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 #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: multiarray.py From predictive-maintenance-using-machine-learning 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 #22
| Source File: multiarray.py From Mastering-Elasticsearch-7.0 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 #23
| 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 #24
| Source File: multiarray.py From Carnets with BSD 3-Clause "New" or "Revised" 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 #25
| 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)
