Get business days between start and end date using pandas

I'm using pandas and I'm wondering what's the easiest way to get the business days between a start and end date using pandas?

There are a lot of posts out there regarding doing this in Python (for example), but I would be interested to use directly pandas as I think that pandas can probably handle this quite easy.

Solution 1:

You can also use date_range for this purpose.

In [3]: pd.date_range('2011-01-05', '2011-01-09', freq=BDay())

Out[3]: DatetimeIndex(['2011-01-05', '2011-01-06', '2011-01-07'], dtype='datetime64[ns]', freq='B', tz=None)

EDIT

Or even simpler

In [7]: pd.bdate_range('2011-01-05', '2011-01-09')

Out[7]: DatetimeIndex(['2011-01-05', '2011-01-06', '2011-01-07'], dtype='datetime64[ns]', freq='B', tz=None)

Note that both start and end dates are inclusive. Source: http://pandas.pydata.org/pandas-docs/stable/generated/pandas.bdate_range.html

Solution 2:

As of v0.14 you can use holiday calendars.

from pandas.tseries.holiday import USFederalHolidayCalendar
from pandas.tseries.offsets import CustomBusinessDay

us_bd = CustomBusinessDay(calendar=USFederalHolidayCalendar())
print pd.DatetimeIndex(start='2010-01-01',end='2010-01-15', freq=us_bd)

returns:

DatetimeIndex(['2010-01-04', '2010-01-05', '2010-01-06', '2010-01-07',
               '2010-01-08', '2010-01-11', '2010-01-12', '2010-01-13',
               '2010-01-14', '2010-01-15'],
              dtype='datetime64[ns]', freq='C')

Solution 3:

Just be careful when using bdate_range or BDay() - the name might mislead you to think that it is a range of business days, whereas in reality it's just calendar days with weekends stripped out (ie. it doesn't take holidays into account).