Python numpy.busday_count() 使用实例

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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) 
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