Creates an interval of monthly dates, but replacing weekend dates with the nearest weekday date

rrule_intersection.py

import datetime

from dateutil import rrule as rr, relativedelta as rd

start_date = datetime.datetime(year=2017, month=1, day=1)
end_date = datetime.datetime(year=2018, month=1, day=1)

# Generate rule for valid dates under simple rule (Monthly from start until end)
valid_rule = rr.rrule(freq=rr.MONTHLY, dtstart=start_date, until=end_date)

# Generate rule for dates that would be invalid (weekend days)
invalid_rule = rr.rrule(freq=rr.DAILY, dtstart=start_date, until=end_date,
                        byweekday=[rr.SA, rr.SU])

# Convert rules into sets to allow flexible comparisons
valid_dates = set(valid_rule)
invalid_dates = set(invalid_rule)

# Get the members of the valid dates not in the invalid dates (good dates)
valid_chosen = valid_dates.difference(invalid_dates)

# Get the members of the valid dates in the invalid dates (bad dates)
invalid_chosen = valid_dates.intersection(invalid_dates)

# For each invalid date, find the closest Monday,
# and append that to the list instead
for date in invalid_chosen:
    new_date = date + rd.relativedelta(weekday=rr.MO)
    valid_chosen.add(new_date)

for i in sorted(valid_chosen):
    print(i)