自定义 Pandas 日历使其可迭代

huangapple
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英文:

Custom calendar in Pandas make iterable

问题

在下面的 NYSE 自定义日历中，使用 pandas 试图使该类可迭代，以运行以下检查：

nyse_cal = NYSECalendar()
for date in nyse_cal:
    print(date)

但语句 last_holiday = self.rules[-1] 由于索引 [-1] 而导致 TypeError: 'method' is not subscriptable，这是因为针对 'Holiday' 实例进行了索引。是否有解决方法？

from pandas.tseries.offsets import CustomBusinessDay, MonthEnd
from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, \
    USMemorialDay,  USMartinLutherKingJr, USPresidentsDay, GoodFriday, \
    USLaborDay, USThanksgivingDay, nearest_workday, next_monday

class NYSECalendar(AbstractHolidayCalendar):
    ''' 纽约证券交易所节假日日历 '''
    rules = [
        Holiday('New Years Day', month=1, day=1, observance=nearest_workday),
        USMartinLutherKingJr,
        USPresidentsDay,
        GoodFriday,
        USMemorialDay,
        Holiday('Juneteenth', month=6, day=19, observance=nearest_workday),
        Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
        USLaborDay,
        USThanksgivingDay,
        Holiday('Christmas', month=12, day=25, observance=nearest_workday),
        ]
    def __iter__(self):
        last_holiday = self.rules[-1]
        last_holiday_date = last_holiday.dates[-1]
        start_date = last_holiday_date + MonthEnd(12) + CustomBusinessDay(calendar=self)
        end_date = start_date + MonthEnd(1) - CustomBusinessDay(calendar=self)
        curr_date = start_date
        while curr_date <= end_date:
            yield curr_date
            curr_date += CustomBusinessDay(calendar=self)
英文:

trying to make the class iterable for the below NYSE custom calendar using pandas, say to run this check:

nyse_cal = NYSECalendar()
for date in nyse_cal:
    print(date)

but the statement last_holiday = self.rules[-1] produces TypeError: &#39;method&#39; is not subscriptable for the 'Holiday' instance because of indexing [-1]. Is there a workaround?

from pandas.tseries.offsets import CustomBusinessDay, MonthEnd
from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, \
    USMemorialDay,  USMartinLutherKingJr, USPresidentsDay, GoodFriday, \
    USLaborDay, USThanksgivingDay, nearest_workday, next_monday

class NYSECalendar(AbstractHolidayCalendar):
    &#39;&#39;&#39; NYSE holiday calendar via pandas &#39;&#39;&#39;
    rules = [
        Holiday(&#39;New Years Day&#39;, month=1, day=1, observance=nearest_workday),
        USMartinLutherKingJr,
        USPresidentsDay,
        GoodFriday,
        USMemorialDay,
        Holiday(&#39;Juneteenth&#39;, month=6, day=19, observance=nearest_workday),
        Holiday(&#39;USIndependenceDay&#39;, month=7, day=4, observance=nearest_workday),
        USLaborDay,
        USThanksgivingDay,
        Holiday(&#39;Christmas&#39;, month=12, day=25, observance=nearest_workday),
        ]
    def __iter__(self):
        last_holiday = self.rules[-1]
        last_holiday_date = last_holiday.dates[-1]
        start_date = last_holiday_date + MonthEnd(12) + CustomBusinessDay(calendar=self)
        end_date = start_date + MonthEnd(1) - CustomBusinessDay(calendar=self)
        curr_date = start_date
        while curr_date &lt;= end_date:
            yield curr_date
            curr_date += CustomBusinessDay(calendar=self)

答案1

得分: 1

你可以这样做：

from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, nearest_workday, USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay, USLaborDay, USThanksgivingDay
from pandas.tseries.offsets import MonthEnd, CustomBusinessDay
import pandas as pd

class NYSECalendar(AbstractHolidayCalendar):
    rules = [
        Holiday('New Years Day', month=1, day=1, observance=nearest_workday),
        USMartinLutherKingJr,
        USPresidentsDay,
        GoodFriday,
        USMemorialDay,
        Holiday('Juneteenth', month=6, day=19, observance=nearest_workday),
        Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
        USLaborDay,
        USThanksgivingDay,
        Holiday('Christmas', month=12, day=25, observance=nearest_workday),
    ]

    def get_rules(self):
        return self.rules

    def __iter__(self):
        last_holiday = self.get_rules()[-1]
        last_holiday_date = last_holiday.dates[-1]
        start_date = last_holiday_date + MonthEnd(12) + CustomBusinessDay(calendar=self)
        end_date = start_date + MonthEnd(1) - CustomBusinessDay(calendar=self)
        curr_date = start_date
        while curr_date <= end_date:
            yield curr_date
            curr_date += CustomBusinessDay(calendar=self)

并在这个样本数据框中测试它，如下：

import pandas as pd

nyse_cal = NYSECalendar()

start_date = '2022-01-01'
end_date = '2022-01-31'

df = pd.DataFrame({
    'business_day': pd.date_range(start=start_date, end=end_date, freq=CustomBusinessDay(calendar=nyse_cal))
})

print(df)

返回工作日：

  business_day
0    2022-01-03
1    2022-01-04
2    2022-01-05
3    2022-01-06
4    2022-01-07
5    2022-01-10
6    2022-01-11
7    2022-01-12
8    2022-01-13
9    2022-01-14
10    2022-01-18
11    2022-01-19
12    2022-01-20
13    2022-01-21
14    2022-01-24
15    2022-01-25
16    2022-01-26
17    2022-01-27
18    2022-01-28
19    2022-01-31

基本上，你需要获取正确的包。

英文:

You cn do this:

from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, nearest_workday,USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay, USLaborDay,USThanksgivingDay
from pandas.tseries.offsets import MonthEnd, CustomBusinessDay
import pandas as pd


class NYSECalendar(AbstractHolidayCalendar):
    rules = [
        Holiday(&#39;New Years Day&#39;, month=1, day=1, observance=nearest_workday),
        USMartinLutherKingJr,
        USPresidentsDay,
        GoodFriday,
        USMemorialDay,
        Holiday(&#39;Juneteenth&#39;, month=6, day=19, observance=nearest_workday),
        Holiday(&#39;USIndependenceDay&#39;, month=7, day=4, observance=nearest_workday),
        USLaborDay,
        USThanksgivingDay,
        Holiday(&#39;Christmas&#39;, month=12, day=25, observance=nearest_workday),
    ]
    
    def get_rules(self):
        return self.rules

    def __iter__(self):
        last_holiday = self.get_rules()[-1]
        last_holiday_date = last_holiday.dates[-1]
        start_date = last_holiday_date + MonthEnd(12) + CustomBusinessDay(calendar=self)
        end_date = start_date + MonthEnd(1) - CustomBusinessDay(calendar=self)
        curr_date = start_date
        while curr_date &lt;= end_date:
            yield curr_date
            curr_date += CustomBusinessDay(calendar=self)

and test it it this sample dataframe, this way:

import pandas as pd

nyse_cal = NYSECalendar()

start_date = &#39;2022-01-01&#39;
end_date = &#39;2022-01-31&#39;

df = pd.DataFrame({
    &#39;business_day&#39;: pd.date_range(start=start_date, end=end_date, freq=CustomBusinessDay(calendar=nyse_cal))
})

print(df)

return th business days:

  business_day
0    2022-01-03
1    2022-01-04
2    2022-01-05
3    2022-01-06
4    2022-01-07
5    2022-01-10
6    2022-01-11
7    2022-01-12
8    2022-01-13
9    2022-01-14
10   2022-01-18
11   2022-01-19
12   2022-01-20
13   2022-01-21
14   2022-01-24
15   2022-01-25
16   2022-01-26
17   2022-01-27
18   2022-01-28
19   2022-01-31

Basically, you need to get th right packages.

huangapple
  • 本文由 发表于 2023年2月23日 22:13:58
  • 转载请务必保留本文链接：https://go.coder-hub.com/75545992.html
  • pandas
  • python
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