I have a DataFrame which is indexed with the last day of the month. Sometimes this date is a weekday and sometimes it is a weekend. Ignoring holidays, I'm looking to offset the date to the next business date if the date is on a weekend and leave the result unchanged if it is already on a weekday.
Some example data would be
import pandas as pd
idx = [pd.to_datetime('20150430'), pd.to_datetime('20150531'),
pd.to_datetime('20150630')]
df = pd.DataFrame(0, index=idx, columns=['A'])
df
A
2015-04-30 0
2015-05-31 0
2015-06-30 0
df.index.weekday
array([3, 6, 1], dtype=int32)
Something like the following works, however I would appreciate if someone has a solution that is a little more straightforward.
idx = df.index.copy()
wknds = (idx.weekday == 5) | (idx.weekday == 6)
idx2 = idx[~wknds]
idx2 = idx2.append(idx[wknds] + pd.datetools.BDay(1))
idx2 = idx2.order()
df.index = idx2
df
A
2015-04-30 0
2015-06-01 0
2015-06-30 0
You can add 0*BDay()
from pandas.tseries.offsets import BDay
df.index = df.index.map(lambda x : x + 0*BDay())
You can also use this with a Holiday calendar with CDay(calendar) in case there are holidays.
You can map the index with a lambda function, and set the result back to the index.
df.index = df.index.map(lambda x: x if x.dayofweek < 5 else x + pd.DateOffset(7-x.dayofweek))
df
A
2015-04-30 0
2015-06-01 0
2015-06-30 0
DataFrame.resample
A more idiomatic method would be to resample to business days:
df.resample('B', label='right', closed='right').first().dropna()
A
2015-04-30 0.0
2015-06-01 0.0
2015-06-30 0.0
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With