I am currently using
np.busday_count(day1, day2))
to count the number of business days between two dates. How do I exclude holidays that are on business days?
As of v0.14 you can use holiday calendars
import pandas as pd
from pandas.tseries.holiday import USFederalHolidayCalendar
from pandas.tseries.offsets import CustomBusinessDay
day1 = '2010-01-01'
day2 = '2010-01-15'
us_bd = CustomBusinessDay(calendar=USFederalHolidayCalendar())
print(pd.DatetimeIndex(start=day1,end=day2, freq=us_bd))
Output:
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')
To get the count of days use len
print(len(pd.DatetimeIndex(start=day1,end=day2, freq=us_bd)))
Output:
10
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