I'm trying to generate a pandas.DataFrame
with all the 'trading days' in 2017, essentially business days minus holidays. Alternatively, I could make a list
(from another pandas.DataFrame
, called 'dates' for arguments sake.) and pass that but not quite sure how.
Below is code of what I am currently generating, but holidays are included.
new_fut = pd.DataFrame(pd.date_range(start = '2017-1-1', end = '2018-1-1', freq = 'b'), columns = ['ds'])
Here you go. this will take out all the holidays from Custom Business Day.
import pandas as pd
from pandas.tseries.holiday import USFederalHolidayCalendar
from pandas.tseries.offsets import CustomBusinessDay
start ='2017-1-1'
end = '2018-1-1'
us_bd = CustomBusinessDay(calendar=USFederalHolidayCalendar())
df=pd.DatetimeIndex(start=start,end=end, freq=us_bd)
df