These functions are now fully implemented and documented. As always, code reviews are welcome here:
https://github.com/numpy/numpy/pull/87 and for those that don't want to dig into review C code, the commit for the documentation is here: https://github.com/m-paradox/numpy/commit/6b5a42a777b16812e774193b06da1b68b92bc689 This is probably also another good place to do a merge to master, so if people could test it on Mac/Windows/other platforms that would be much appreciated. Thanks, Mark On Fri, Jun 10, 2011 at 5:49 PM, Mark Wiebe <[email protected]> wrote: > I've implemented the busday_offset function with support for the weekmask > and roll parameters, the commits are tagged 'datetime-bday' in the pull > request here: > > https://github.com/numpy/numpy/pull/87 > > -Mark > > > On Thu, Jun 9, 2011 at 5:23 PM, Mark Wiebe <[email protected]> wrote: > >> Here's a possible design for a business day API for numpy datetimes: >> >> >> The 'B' business day unit will be removed. All business day-related >> calculations will be done using the 'D' day unit. >> >> A class *BusinessDayDef* to encapsulate the definition of the business >> week and holidays. The business day functions will either take one of these >> objects, or separate weekmask and holidays parameters, to specify the >> business day definition. This class serves as both a performance >> optimization and a way to encapsulate the weekmask and holidays together, >> for example if you want to make a dictionary mapping exchange names to their >> trading days definition. >> >> The weekmask can be specified in a number of ways, and internally becomes >> a boolean array with 7 elements with True for the days Monday through Sunday >> which are valid business days. Some different notations are for the 5-day >> week include [1,1,1,1,1,0,0], "1111100" "MonTueWedThuFri". The holidays are >> always specified as a one-dimensional array of dtype 'M8[D]', and are >> internally used in sorted form. >> >> >> A function *is_busday*(datearray, weekmask=, holidays=, busdaydef=) >> returns a boolean array matching the input datearray, with True for the >> valid business days. >> >> A function *busday_offset*(datearray, offsetarray, >> roll='raise', weekmask=, holidays=, busdaydef=) which first applies the >> 'roll' policy to start at a valid business date, then offsets the date by >> the number of business days specified in offsetarray. The arrays datearray >> and offsetarray are broadcast together. The 'roll' parameter can be >> 'forward'/'following', 'backward'/'preceding', 'modifiedfollowing', >> 'modifiedpreceding', or 'raise' (the default). >> >> A function *busday_count*(datearray1, datearray2, weekmask=, holidays=, >> busdaydef=) which calculates the number of business days between datearray1 >> and datearray2, not including the day of datearray2. >> >> >> For example, to find the first Monday in Feb 2011, >> >> >>>np.busday_offset('2011-02', 0, roll='forward', weekmask='Mon') >> >> or to find the number of weekdays in Feb 2011, >> >> >>>np.busday_count('2011-02', '2011-03') >> >> This set of three functions appears to be powerful enough to express the >> business-day computations that I've been shown thus far. >> >> Cheers, >> Mark >> > >
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