我有两个datetime索引-一个是工作日的date_range
,另一个是假日列表。你知道吗
我按开始日期和结束日期过滤假日列表。但现在我需要加入他们,并删除任何重复(节假日和交易日都存在)。你知道吗
最后,我需要将daterange转换成一个格式化字符串的列表,即:yyyy_mm_dd
,稍后我可以遍历它。你知道吗
以下是我目前的代码:
import datetime
import pandas as pd
from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, nearest_workday, \
USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay, \
USLaborDay, USThanksgivingDay
class USTradingCalendar(AbstractHolidayCalendar):
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
GoodFriday,
USMemorialDay,
Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
USLaborDay,
USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=nearest_workday)
]
def get_trading_close_holidays(year):
inst = USTradingCalendar()
return inst.holidays(datetime.datetime(year-1, 12, 31),
datetime.datetime(year, 12, 31))
start_date = "2017_07_01"
end_date = "2017_08_31"
start_date = datetime.datetime.strptime(start_date,"%Y_%m_%d").date()
end_date = datetime.datetime.strptime(end_date,"%Y_%m_%d").date()
date_range = pd.bdate_range(start = start_date, end = end_date, name =
"trading_days")
holidays = get_trading_close_holidays(start_date.year)
holidays = holidays.where((holidays.date > start_date) &
(holidays.date < end_date))
holidays = holidays.dropna(how = 'any')
date_range = date_range.where(~(date_range.trading_days.isin(holidays)))
考虑按布尔条件过滤:
使用
astype()
将datetime索引转换为字符串类型数组,甚至使用tostring()
进行列表转换:相关问题 更多 >
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