Most recent previous business day in Python

Use pandas!

import datetime
# BDay is business day, not birthday...
from pandas.tseries.offsets import BDay

today = datetime.datetime.today()
print(today - BDay(4))

Since today is Thursday, Sept 26, that will give you an output of:

datetime.datetime(2013, 9, 20, 14, 8, 4, 89761)

Maybe this code could help:

lastBusDay = datetime.datetime.today()
shift = datetime.timedelta(max(1,(lastBusDay.weekday() + 6) % 7 - 3))
lastBusDay = lastBusDay - shift

The idea is that on Mondays yo have to go back 3 days, on Sundays 2, and 1 in any other day.

The statement (lastBusDay.weekday() + 6) % 7 just re-bases the Monday from 0 to 6.

Really don't know if this will be better in terms of performance.

If you want to skip US holidays as well as weekends, this worked for me (using pandas 0.23.3):

import pandas as pd
from pandas.tseries.holiday import USFederalHolidayCalendar
from pandas.tseries.offsets import CustomBusinessDay
US_BUSINESS_DAY = CustomBusinessDay(calendar=USFederalHolidayCalendar())
july_5 = pd.datetime(2018, 7, 5)
result = july_5 - 2 * US_BUSINESS_DAY # 2018-7-2

To convert to a python date object I did this:

result.to_pydatetime().date()

There seem to be several options if you're open to installing extra libraries.

This post describes a way of defining workdays with dateutil.

http://coding.derkeiler.com/Archive/Python/comp.lang.python/2004-09/3758.html

BusinessHours lets you custom-define your list of holidays, etc., to define when your working hours (and by extension working days) are.

http://pypi.python.org/pypi/BusinessHours/