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messiest / bank_holidays.py
Created June 21, 2018 19:56
Pandas calendar for US Bank Holidays
from datetime import datetime
from pandas.tseries.offsets import DateOffset, WeekOfMonth
from pandas.tseries.holiday import sunday_to_monday, AbstractHolidayCalendar, \
Holiday, USMemorialDay, USLaborDay, USColumbusDay, USThanksgivingDay
class BankCalendar(AbstractHolidayCalendar):
rules = [
Holiday("New Year's Day", month=1, day=1, observance=sunday_to_monday),