Most recent previous business day in Python

Question

I need to subtract business days from the current date.

I currently have some code which needs always to be running on the most recent business day. So that may be today if we're Monday thru Friday, but if it's Saturday or Sunday then I need to set it back to the Friday before the weekend. I currently have some pretty clunky code to do this:

 lastBusDay = datetime.datetime.today()  if datetime.date.weekday(lastBusDay) == 5:      #if it's Saturday      lastBusDay = lastBusDay - datetime.timedelta(days = 1) #then make it Friday  elif datetime.date.weekday(lastBusDay) == 6:      #if it's Sunday      lastBusDay = lastBusDay - datetime.timedelta(days = 2); #then make it Friday 

Is there a better way?

Can I tell timedelta to work in weekdays rather than calendar days for example?

Answer 1

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) 

Answer 2

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()