peacock-data-public-datasets-idc-llm_eval
/
env-llmeval
/lib
/python3.10
/site-packages
/pandas
/tseries
/holiday.py
from __future__ import annotations | |
from datetime import ( | |
datetime, | |
timedelta, | |
) | |
import warnings | |
from dateutil.relativedelta import ( | |
FR, | |
MO, | |
SA, | |
SU, | |
TH, | |
TU, | |
WE, | |
) | |
import numpy as np | |
from pandas.errors import PerformanceWarning | |
from pandas import ( | |
DateOffset, | |
DatetimeIndex, | |
Series, | |
Timestamp, | |
concat, | |
date_range, | |
) | |
from pandas.tseries.offsets import ( | |
Day, | |
Easter, | |
) | |
def next_monday(dt: datetime) -> datetime: | |
""" | |
If holiday falls on Saturday, use following Monday instead; | |
if holiday falls on Sunday, use Monday instead | |
""" | |
if dt.weekday() == 5: | |
return dt + timedelta(2) | |
elif dt.weekday() == 6: | |
return dt + timedelta(1) | |
return dt | |
def next_monday_or_tuesday(dt: datetime) -> datetime: | |
""" | |
For second holiday of two adjacent ones! | |
If holiday falls on Saturday, use following Monday instead; | |
if holiday falls on Sunday or Monday, use following Tuesday instead | |
(because Monday is already taken by adjacent holiday on the day before) | |
""" | |
dow = dt.weekday() | |
if dow in (5, 6): | |
return dt + timedelta(2) | |
if dow == 0: | |
return dt + timedelta(1) | |
return dt | |
def previous_friday(dt: datetime) -> datetime: | |
""" | |
If holiday falls on Saturday or Sunday, use previous Friday instead. | |
""" | |
if dt.weekday() == 5: | |
return dt - timedelta(1) | |
elif dt.weekday() == 6: | |
return dt - timedelta(2) | |
return dt | |
def sunday_to_monday(dt: datetime) -> datetime: | |
""" | |
If holiday falls on Sunday, use day thereafter (Monday) instead. | |
""" | |
if dt.weekday() == 6: | |
return dt + timedelta(1) | |
return dt | |
def weekend_to_monday(dt: datetime) -> datetime: | |
""" | |
If holiday falls on Sunday or Saturday, | |
use day thereafter (Monday) instead. | |
Needed for holidays such as Christmas observation in Europe | |
""" | |
if dt.weekday() == 6: | |
return dt + timedelta(1) | |
elif dt.weekday() == 5: | |
return dt + timedelta(2) | |
return dt | |
def nearest_workday(dt: datetime) -> datetime: | |
""" | |
If holiday falls on Saturday, use day before (Friday) instead; | |
if holiday falls on Sunday, use day thereafter (Monday) instead. | |
""" | |
if dt.weekday() == 5: | |
return dt - timedelta(1) | |
elif dt.weekday() == 6: | |
return dt + timedelta(1) | |
return dt | |
def next_workday(dt: datetime) -> datetime: | |
""" | |
returns next weekday used for observances | |
""" | |
dt += timedelta(days=1) | |
while dt.weekday() > 4: | |
# Mon-Fri are 0-4 | |
dt += timedelta(days=1) | |
return dt | |
def previous_workday(dt: datetime) -> datetime: | |
""" | |
returns previous weekday used for observances | |
""" | |
dt -= timedelta(days=1) | |
while dt.weekday() > 4: | |
# Mon-Fri are 0-4 | |
dt -= timedelta(days=1) | |
return dt | |
def before_nearest_workday(dt: datetime) -> datetime: | |
""" | |
returns previous workday after nearest workday | |
""" | |
return previous_workday(nearest_workday(dt)) | |
def after_nearest_workday(dt: datetime) -> datetime: | |
""" | |
returns next workday after nearest workday | |
needed for Boxing day or multiple holidays in a series | |
""" | |
return next_workday(nearest_workday(dt)) | |
class Holiday: | |
""" | |
Class that defines a holiday with start/end dates and rules | |
for observance. | |
""" | |
start_date: Timestamp | None | |
end_date: Timestamp | None | |
days_of_week: tuple[int, ...] | None | |
def __init__( | |
self, | |
name: str, | |
year=None, | |
month=None, | |
day=None, | |
offset=None, | |
observance=None, | |
start_date=None, | |
end_date=None, | |
days_of_week=None, | |
) -> None: | |
""" | |
Parameters | |
---------- | |
name : str | |
Name of the holiday , defaults to class name | |
offset : array of pandas.tseries.offsets or | |
class from pandas.tseries.offsets | |
computes offset from date | |
observance: function | |
computes when holiday is given a pandas Timestamp | |
days_of_week: | |
provide a tuple of days e.g (0,1,2,3,) for Monday Through Thursday | |
Monday=0,..,Sunday=6 | |
Examples | |
-------- | |
>>> from dateutil.relativedelta import MO | |
>>> USMemorialDay = pd.tseries.holiday.Holiday( | |
... "Memorial Day", month=5, day=31, offset=pd.DateOffset(weekday=MO(-1)) | |
... ) | |
>>> USMemorialDay | |
Holiday: Memorial Day (month=5, day=31, offset=<DateOffset: weekday=MO(-1)>) | |
>>> USLaborDay = pd.tseries.holiday.Holiday( | |
... "Labor Day", month=9, day=1, offset=pd.DateOffset(weekday=MO(1)) | |
... ) | |
>>> USLaborDay | |
Holiday: Labor Day (month=9, day=1, offset=<DateOffset: weekday=MO(+1)>) | |
>>> July3rd = pd.tseries.holiday.Holiday("July 3rd", month=7, day=3) | |
>>> July3rd | |
Holiday: July 3rd (month=7, day=3, ) | |
>>> NewYears = pd.tseries.holiday.Holiday( | |
... "New Years Day", month=1, day=1, | |
... observance=pd.tseries.holiday.nearest_workday | |
... ) | |
>>> NewYears # doctest: +SKIP | |
Holiday: New Years Day ( | |
month=1, day=1, observance=<function nearest_workday at 0x66545e9bc440> | |
) | |
>>> July3rd = pd.tseries.holiday.Holiday( | |
... "July 3rd", month=7, day=3, | |
... days_of_week=(0, 1, 2, 3) | |
... ) | |
>>> July3rd | |
Holiday: July 3rd (month=7, day=3, ) | |
""" | |
if offset is not None and observance is not None: | |
raise NotImplementedError("Cannot use both offset and observance.") | |
self.name = name | |
self.year = year | |
self.month = month | |
self.day = day | |
self.offset = offset | |
self.start_date = ( | |
Timestamp(start_date) if start_date is not None else start_date | |
) | |
self.end_date = Timestamp(end_date) if end_date is not None else end_date | |
self.observance = observance | |
assert days_of_week is None or type(days_of_week) == tuple | |
self.days_of_week = days_of_week | |
def __repr__(self) -> str: | |
info = "" | |
if self.year is not None: | |
info += f"year={self.year}, " | |
info += f"month={self.month}, day={self.day}, " | |
if self.offset is not None: | |
info += f"offset={self.offset}" | |
if self.observance is not None: | |
info += f"observance={self.observance}" | |
repr = f"Holiday: {self.name} ({info})" | |
return repr | |
def dates( | |
self, start_date, end_date, return_name: bool = False | |
) -> Series | DatetimeIndex: | |
""" | |
Calculate holidays observed between start date and end date | |
Parameters | |
---------- | |
start_date : starting date, datetime-like, optional | |
end_date : ending date, datetime-like, optional | |
return_name : bool, optional, default=False | |
If True, return a series that has dates and holiday names. | |
False will only return dates. | |
Returns | |
------- | |
Series or DatetimeIndex | |
Series if return_name is True | |
""" | |
start_date = Timestamp(start_date) | |
end_date = Timestamp(end_date) | |
filter_start_date = start_date | |
filter_end_date = end_date | |
if self.year is not None: | |
dt = Timestamp(datetime(self.year, self.month, self.day)) | |
dti = DatetimeIndex([dt]) | |
if return_name: | |
return Series(self.name, index=dti) | |
else: | |
return dti | |
dates = self._reference_dates(start_date, end_date) | |
holiday_dates = self._apply_rule(dates) | |
if self.days_of_week is not None: | |
holiday_dates = holiday_dates[ | |
np.isin( | |
# error: "DatetimeIndex" has no attribute "dayofweek" | |
holiday_dates.dayofweek, # type: ignore[attr-defined] | |
self.days_of_week, | |
).ravel() | |
] | |
if self.start_date is not None: | |
filter_start_date = max( | |
self.start_date.tz_localize(filter_start_date.tz), filter_start_date | |
) | |
if self.end_date is not None: | |
filter_end_date = min( | |
self.end_date.tz_localize(filter_end_date.tz), filter_end_date | |
) | |
holiday_dates = holiday_dates[ | |
(holiday_dates >= filter_start_date) & (holiday_dates <= filter_end_date) | |
] | |
if return_name: | |
return Series(self.name, index=holiday_dates) | |
return holiday_dates | |
def _reference_dates( | |
self, start_date: Timestamp, end_date: Timestamp | |
) -> DatetimeIndex: | |
""" | |
Get reference dates for the holiday. | |
Return reference dates for the holiday also returning the year | |
prior to the start_date and year following the end_date. This ensures | |
that any offsets to be applied will yield the holidays within | |
the passed in dates. | |
""" | |
if self.start_date is not None: | |
start_date = self.start_date.tz_localize(start_date.tz) | |
if self.end_date is not None: | |
end_date = self.end_date.tz_localize(start_date.tz) | |
year_offset = DateOffset(years=1) | |
reference_start_date = Timestamp( | |
datetime(start_date.year - 1, self.month, self.day) | |
) | |
reference_end_date = Timestamp( | |
datetime(end_date.year + 1, self.month, self.day) | |
) | |
# Don't process unnecessary holidays | |
dates = date_range( | |
start=reference_start_date, | |
end=reference_end_date, | |
freq=year_offset, | |
tz=start_date.tz, | |
) | |
return dates | |
def _apply_rule(self, dates: DatetimeIndex) -> DatetimeIndex: | |
""" | |
Apply the given offset/observance to a DatetimeIndex of dates. | |
Parameters | |
---------- | |
dates : DatetimeIndex | |
Dates to apply the given offset/observance rule | |
Returns | |
------- | |
Dates with rules applied | |
""" | |
if dates.empty: | |
return dates.copy() | |
if self.observance is not None: | |
return dates.map(lambda d: self.observance(d)) | |
if self.offset is not None: | |
if not isinstance(self.offset, list): | |
offsets = [self.offset] | |
else: | |
offsets = self.offset | |
for offset in offsets: | |
# if we are adding a non-vectorized value | |
# ignore the PerformanceWarnings: | |
with warnings.catch_warnings(): | |
warnings.simplefilter("ignore", PerformanceWarning) | |
dates += offset | |
return dates | |
holiday_calendars = {} | |
def register(cls) -> None: | |
try: | |
name = cls.name | |
except AttributeError: | |
name = cls.__name__ | |
holiday_calendars[name] = cls | |
def get_calendar(name: str): | |
""" | |
Return an instance of a calendar based on its name. | |
Parameters | |
---------- | |
name : str | |
Calendar name to return an instance of | |
""" | |
return holiday_calendars[name]() | |
class HolidayCalendarMetaClass(type): | |
def __new__(cls, clsname: str, bases, attrs): | |
calendar_class = super().__new__(cls, clsname, bases, attrs) | |
register(calendar_class) | |
return calendar_class | |
class AbstractHolidayCalendar(metaclass=HolidayCalendarMetaClass): | |
""" | |
Abstract interface to create holidays following certain rules. | |
""" | |
rules: list[Holiday] = [] | |
start_date = Timestamp(datetime(1970, 1, 1)) | |
end_date = Timestamp(datetime(2200, 12, 31)) | |
_cache = None | |
def __init__(self, name: str = "", rules=None) -> None: | |
""" | |
Initializes holiday object with a given set a rules. Normally | |
classes just have the rules defined within them. | |
Parameters | |
---------- | |
name : str | |
Name of the holiday calendar, defaults to class name | |
rules : array of Holiday objects | |
A set of rules used to create the holidays. | |
""" | |
super().__init__() | |
if not name: | |
name = type(self).__name__ | |
self.name = name | |
if rules is not None: | |
self.rules = rules | |
def rule_from_name(self, name: str): | |
for rule in self.rules: | |
if rule.name == name: | |
return rule | |
return None | |
def holidays(self, start=None, end=None, return_name: bool = False): | |
""" | |
Returns a curve with holidays between start_date and end_date | |
Parameters | |
---------- | |
start : starting date, datetime-like, optional | |
end : ending date, datetime-like, optional | |
return_name : bool, optional | |
If True, return a series that has dates and holiday names. | |
False will only return a DatetimeIndex of dates. | |
Returns | |
------- | |
DatetimeIndex of holidays | |
""" | |
if self.rules is None: | |
raise Exception( | |
f"Holiday Calendar {self.name} does not have any rules specified" | |
) | |
if start is None: | |
start = AbstractHolidayCalendar.start_date | |
if end is None: | |
end = AbstractHolidayCalendar.end_date | |
start = Timestamp(start) | |
end = Timestamp(end) | |
# If we don't have a cache or the dates are outside the prior cache, we | |
# get them again | |
if self._cache is None or start < self._cache[0] or end > self._cache[1]: | |
pre_holidays = [ | |
rule.dates(start, end, return_name=True) for rule in self.rules | |
] | |
if pre_holidays: | |
# error: Argument 1 to "concat" has incompatible type | |
# "List[Union[Series, DatetimeIndex]]"; expected | |
# "Union[Iterable[DataFrame], Mapping[<nothing>, DataFrame]]" | |
holidays = concat(pre_holidays) # type: ignore[arg-type] | |
else: | |
# error: Incompatible types in assignment (expression has type | |
# "Series", variable has type "DataFrame") | |
holidays = Series( | |
index=DatetimeIndex([]), dtype=object | |
) # type: ignore[assignment] | |
self._cache = (start, end, holidays.sort_index()) | |
holidays = self._cache[2] | |
holidays = holidays[start:end] | |
if return_name: | |
return holidays | |
else: | |
return holidays.index | |
def merge_class(base, other): | |
""" | |
Merge holiday calendars together. The base calendar | |
will take precedence to other. The merge will be done | |
based on each holiday's name. | |
Parameters | |
---------- | |
base : AbstractHolidayCalendar | |
instance/subclass or array of Holiday objects | |
other : AbstractHolidayCalendar | |
instance/subclass or array of Holiday objects | |
""" | |
try: | |
other = other.rules | |
except AttributeError: | |
pass | |
if not isinstance(other, list): | |
other = [other] | |
other_holidays = {holiday.name: holiday for holiday in other} | |
try: | |
base = base.rules | |
except AttributeError: | |
pass | |
if not isinstance(base, list): | |
base = [base] | |
base_holidays = {holiday.name: holiday for holiday in base} | |
other_holidays.update(base_holidays) | |
return list(other_holidays.values()) | |
def merge(self, other, inplace: bool = False): | |
""" | |
Merge holiday calendars together. The caller's class | |
rules take precedence. The merge will be done | |
based on each holiday's name. | |
Parameters | |
---------- | |
other : holiday calendar | |
inplace : bool (default=False) | |
If True set rule_table to holidays, else return array of Holidays | |
""" | |
holidays = self.merge_class(self, other) | |
if inplace: | |
self.rules = holidays | |
else: | |
return holidays | |
USMemorialDay = Holiday( | |
"Memorial Day", month=5, day=31, offset=DateOffset(weekday=MO(-1)) | |
) | |
USLaborDay = Holiday("Labor Day", month=9, day=1, offset=DateOffset(weekday=MO(1))) | |
USColumbusDay = Holiday( | |
"Columbus Day", month=10, day=1, offset=DateOffset(weekday=MO(2)) | |
) | |
USThanksgivingDay = Holiday( | |
"Thanksgiving Day", month=11, day=1, offset=DateOffset(weekday=TH(4)) | |
) | |
USMartinLutherKingJr = Holiday( | |
"Birthday of Martin Luther King, Jr.", | |
start_date=datetime(1986, 1, 1), | |
month=1, | |
day=1, | |
offset=DateOffset(weekday=MO(3)), | |
) | |
USPresidentsDay = Holiday( | |
"Washington's Birthday", month=2, day=1, offset=DateOffset(weekday=MO(3)) | |
) | |
GoodFriday = Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)]) | |
EasterMonday = Holiday("Easter Monday", month=1, day=1, offset=[Easter(), Day(1)]) | |
class USFederalHolidayCalendar(AbstractHolidayCalendar): | |
""" | |
US Federal Government Holiday Calendar based on rules specified by: | |
https://www.opm.gov/policy-data-oversight/pay-leave/federal-holidays/ | |
""" | |
rules = [ | |
Holiday("New Year's Day", month=1, day=1, observance=nearest_workday), | |
USMartinLutherKingJr, | |
USPresidentsDay, | |
USMemorialDay, | |
Holiday( | |
"Juneteenth National Independence Day", | |
month=6, | |
day=19, | |
start_date="2021-06-18", | |
observance=nearest_workday, | |
), | |
Holiday("Independence Day", month=7, day=4, observance=nearest_workday), | |
USLaborDay, | |
USColumbusDay, | |
Holiday("Veterans Day", month=11, day=11, observance=nearest_workday), | |
USThanksgivingDay, | |
Holiday("Christmas Day", month=12, day=25, observance=nearest_workday), | |
] | |
def HolidayCalendarFactory(name: str, base, other, base_class=AbstractHolidayCalendar): | |
rules = AbstractHolidayCalendar.merge_class(base, other) | |
calendar_class = type(name, (base_class,), {"rules": rules, "name": name}) | |
return calendar_class | |
__all__ = [ | |
"after_nearest_workday", | |
"before_nearest_workday", | |
"FR", | |
"get_calendar", | |
"HolidayCalendarFactory", | |
"MO", | |
"nearest_workday", | |
"next_monday", | |
"next_monday_or_tuesday", | |
"next_workday", | |
"previous_friday", | |
"previous_workday", | |
"register", | |
"SA", | |
"SU", | |
"sunday_to_monday", | |
"TH", | |
"TU", | |
"WE", | |
"weekend_to_monday", | |
] | |