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28 lines
903 B
Python
28 lines
903 B
Python
from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, \
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nearest_workday, USMartinLutherKingJr, USPresidentsDay, GoodFriday, \
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USMemorialDay, USLaborDay, USThanksgivingDay
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from pandas.tseries.offsets import CustomBusinessDay
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from pandas import date_range
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class USTradingCalendar(AbstractHolidayCalendar):
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rules = [
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Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
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USMartinLutherKingJr,
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USPresidentsDay,
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GoodFriday,
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USMemorialDay,
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Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
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USLaborDay,
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USThanksgivingDay,
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Holiday('Christmas', month=12, day=25, observance=nearest_workday)
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]
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def TradingDay(n):
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return CustomBusinessDay(n, calendar=USTradingCalendar())
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def is_trading_day(date):
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return bool(len(date_range(date, date, freq=TradingDay(1))))
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