Python numpy.busday_count方法代码示例

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
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 

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
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) 

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
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) 

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
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,
        ) 

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
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 

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
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 

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
def test_busday_count(self):
        with pytest.raises(TypeError):
            np.busday_count(self.q, self.q) 

# 需要导入模块: import numpy [as 别名]
# 或者: from numpy import busday_count [as 别名]
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)