create_calendar

rateslib.calendars.create_calendar(rules, weekmask=None)

Create a calendar with specific business and holiday days defined.

Parameters:

• rules (list[Holiday]) – A list of specific holiday dates defined by the pandas.tseries.holiday.Holiday class.

• weekmask (str, optional) – Set of days as business days. Defaults to “Mon Tue Wed Thu Fri”.

Return type:

CustomBusinessDay

Examples

In [1]: from pandas.tseries.holiday import Holiday

In [2]: from pandas import date_range

In [3]: TutsBday = Holiday("Tutankhamum Birthday", month=7, day=2)

In [4]: pyramid_builder = create_calendar(rules=[TutsBday], weekmask="Tue Wed Thu Fri Sat Sun")

In [5]: construction_days = date_range(dt(1999, 6, 25), dt(1999, 7, 5), freq=pyramid_builder)

In [6]: construction_days
Out[6]: DatetimeIndex(['1999-06-25', '1999-06-26', '1999-06-27', '1999-06-29', '1999-06-30', '1999-07-01', '1999-07-03', '1999-07-04'], dtype='datetime64[ns]', freq='C')