holidays dataframe for prophet forecasts (https://github.com/facebook/prophet)

prophet_holidays.py

def holidays_df():
    """
    Return a pd.DataFrame with holiday data for fb prophet.
    
    The df has columns 'holiday' (string) and 'ds' (date type)
    and optionally columns lower_window and upper_window which specify a
    range of days around the date to be included as holidays.
    
    original code here: https://github.com/peridoteagle/brew/blob/master/time_series/prophet.py
    """
    import pandas as pd
    superbowls = pd.DataFrame({
      'holiday': 'superbowls',
      'ds': pd.to_datetime(['2017-02-05', '2018-02-04', '2018-02-03']),
      # 'lower_window': -2,
      # 'upper_window': 1,
    })
    st_patricks = pd.DataFrame({
      'holiday': 'st_patricks',
      'ds': pd.to_datetime(['2017-03-17', '2018-03-17', '2019-03-17']),
      # 'lower_window': -3,
      # 'upper_window': 1,
    })
    dbmtp = pd.DataFrame({
      'holiday': 'dbmtp',
      'ds': pd.to_datetime(['2017-05-06', '2018-10-20']),
      # 'lower_window': 0,
      # 'upper_window': 1,
    })
    chili_cookoff = pd.DataFrame({
      'holiday': 'chili_cookoff',
      'ds': pd.to_datetime(['2017-02-12', '2018-02-18']),
      # 'lower_window': 0,
      # 'upper_window': 1,
    })
    new_years = pd.DataFrame({
        'holiday': 'new_years',
        'ds': pd.to_datetime(['2018-01-01', '2019-01-01', '2020-01-01']),
        # 'lower_window': -3,
        # 'upper_window': 0,
    })
    fourth_july = pd.DataFrame({
        'holiday': 'fourth_july',
        'ds': pd.to_datetime(['2017-07-04', '2018-07-04', '2019-07-04', '2020-07-04']),
        # 'lower_window': -3,
        # 'upper_window': 0,
    })
    memorial_day = pd.DataFrame({
        'holiday': 'memorial_day',
        'ds': pd.to_datetime(['2017-05-29', '2018-05-28', '2019-05-27', '2020-05-25']),
        # 'lower_window': -3,
        # 'upper_window': 0,
    })
    christmas = pd.DataFrame({
        'holiday': 'christmas',
        'ds': pd.to_datetime(['2017-12-25', '2018-12-25', '2019-12-25', '2020-12-25']),
        # 'lower_window': -3,
        # 'upper_window': 0,
    })
    thanksgiving = pd.DataFrame({
        'holiday': 'thanksgiving',
        'ds': pd.to_datetime(['2017-11-23', '2018-11-22', '2019-11-28', '2020-11-26']),
        # 'lower_window': -3,
        # 'upper_window': 0,
    })
    halloween = pd.DataFrame({
        'holiday': 'halloween',
        'ds': pd.to_datetime(['2017-10-31', '2018-10-31', '2019-10-31', '2020-10-31']),
        # 'lower_window': -3,
        # 'upper_window': 0,
    })
    holidays = pd.concat((superbowls,
                          st_patricks,
                          new_years,
                          fourth_july,
                          memorial_day,
                          christmas,
                          thanksgiving))
    return holidays