The following are code examples for showing how to use . They are extracted from open source Python projects. You can vote up the examples you like or vote down the exmaples you don’t like. You can also save this page to your account.
Example 1
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 2
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 3
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
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
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
def get_times(now, then):
"""Calculate the remaining time."""
total = then - now
days = total.days
weeks = total.days // 7
bus_days = np.busday_count(now, then)
return weeks, days, bus_days, total Example 7
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
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
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 10
def get_time_delta(today, date_list, trading_calendar=True):
delta_list = []
if trading_calendar:
year = 252
calendar = USTradingCalendar()
for date in date_list:
trading_holidays = calendar.holidays(today, date).tolist()
delta = np.busday_count(today, date, holidays=trading_holidays) + 1
delta_list.append(delta)
else:
year = 365
for date in date_list:
delta = abs((today - date).days) + 1
delta_list.append(delta)
delta_list = np.array(delta_list)
normalized = delta_list / float(year)
return delta_list, normalized
# Get tape Example 11
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) 