Pandas calendar for US Bank Holidays

bank_holidays.py

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),
        Holiday("Martin Luther King Jr.'s Birthday", month=1, day=1, offset=WeekOfMonth(week=3, weekday=1)),
        Holiday("Washington's Birthday", month=2, day=1, offset=WeekOfMonth(week=3, weekday=1)),
        USMemorialDay,
        Holiday("Independence Day", month=7, day=4, observance=sunday_to_monday),
        USLaborDay,
        USColumbusDay,
        Holiday("Veteran's Day", month=11, day=11, observance=sunday_to_monday),
        USThanksgivingDay,
        Holiday("Christmas Day", month=12, day=25, observance=sunday_to_monday),
    ]


if __name__ == "__main__":
    bank_cal = BankCalendar()
    print(bank_cal.holidays(datetime(2018, 1, 1), datetime(2019, 1, 1)))