pandas.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# pandas Integration\n",
    "\n",
    "`bizdays` has a very handy integration with pandas `DataFrame`."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "from bizdays import set_option, Calendar\n",
    "\n",
    "set_option('mode', 'pandas')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "When the option `mode` is set to `pandas` the calendar methods will return\n",
    "\n",
    "- `Timestamp` instead of `datetime.date`\n",
    "- `DatetimeIndex` instead of lists of dates\n",
    "- `numpy.ndarray` instead of lists of integers (`bizdays`) and bools (`isbizday`)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Calendar: ANBIMA\n",
       "Start: 2000-01-01\n",
       "End: 2078-12-25\n",
       "Weekdays: Saturday, Sunday\n",
       "Holidays: 948\n",
       "Financial: True"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal = Calendar.load(filename='ANBIMA.cal')\n",
    "cal"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([False,  True])"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.isbizday(['2014-01-12', '2014-01-13'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([253, 503, <NA>], dtype=object)"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.bizdays('2014-01-13', ['2015-01-13', '2016-01-13', None])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2015-12-28 00:00:00')"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.following('2015-12-25')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2015-12-28', '2015-12-28'], dtype='datetime64[ns]', freq=None)"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.following(['2015-12-28', '2015-12-25'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2014-01-02', '2014-01-03', '2014-01-06', '2014-01-07'], dtype='datetime64[ns]', freq=None)"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.seq('2014-01-02', '2014-01-07')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2014-01-02', '2014-01-03', '2014-01-06', '2014-01-07',\n",
       "               '2014-01-08', '2014-01-09', '2014-01-10', '2014-01-13',\n",
       "               '2014-01-14', '2014-01-15'],\n",
       "              dtype='datetime64[ns]', freq=None)"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.offset('2014-01-02', range(10))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2002-05-22 00:00:00')"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.getdate('15th bizday', 2002, 5)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2002-01-15', '2002-02-15', '2002-03-15', '2002-04-15',\n",
       "               '2002-05-15', '2002-06-15', '2002-07-15', '2002-08-15',\n",
       "               '2002-09-15', '2002-10-15', '2002-11-15', '2002-12-15'],\n",
       "              dtype='datetime64[ns]', freq=None)"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.getdate('15th day', 2002, range(1, 13))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([20, 18, 23, 20, 21, 21, 22, 22, 21, 20, 20, 23])"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "cal.getbizdays(2021, range(1, 13))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Example: series of payments\n",
    "\n",
    "Let's create a series of payment dates and compute the business days between each payment date.\n",
    "\n",
    "The payments are scheduled to occur in the 15th days of each month of 2021.\n",
    "\n",
    "Start creating a DataFrame with year and month columns."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2021</td>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2021</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021</td>\n",
       "      <td>4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2021</td>\n",
       "      <td>6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2021</td>\n",
       "      <td>7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2021</td>\n",
       "      <td>8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2021</td>\n",
       "      <td>9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2021</td>\n",
       "      <td>10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    year  month\n",
       "0   2021      1\n",
       "1   2021      2\n",
       "2   2021      3\n",
       "3   2021      4\n",
       "4   2021      5\n",
       "5   2021      6\n",
       "6   2021      7\n",
       "7   2021      8\n",
       "8   2021      9\n",
       "9   2021     10\n",
       "10  2021     11\n",
       "11  2021     12"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "\n",
    "df = pd.DataFrame({\n",
    "    'year': 2021,\n",
    "    'month': range(1,13)\n",
    "})\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Use `getdate` to get the payment dates."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>payment_dates</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>2021-01-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2021</td>\n",
       "      <td>2</td>\n",
       "      <td>2021-02-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2021</td>\n",
       "      <td>3</td>\n",
       "      <td>2021-03-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021</td>\n",
       "      <td>4</td>\n",
       "      <td>2021-04-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021</td>\n",
       "      <td>5</td>\n",
       "      <td>2021-05-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2021</td>\n",
       "      <td>6</td>\n",
       "      <td>2021-06-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2021</td>\n",
       "      <td>7</td>\n",
       "      <td>2021-07-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2021</td>\n",
       "      <td>8</td>\n",
       "      <td>2021-08-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2021</td>\n",
       "      <td>9</td>\n",
       "      <td>2021-09-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2021</td>\n",
       "      <td>10</td>\n",
       "      <td>2021-10-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>2021-11-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>2021-12-15</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    year  month payment_dates\n",
       "0   2021      1    2021-01-15\n",
       "1   2021      2    2021-02-15\n",
       "2   2021      3    2021-03-15\n",
       "3   2021      4    2021-04-15\n",
       "4   2021      5    2021-05-15\n",
       "5   2021      6    2021-06-15\n",
       "6   2021      7    2021-07-15\n",
       "7   2021      8    2021-08-15\n",
       "8   2021      9    2021-09-15\n",
       "9   2021     10    2021-10-15\n",
       "10  2021     11    2021-11-15\n",
       "11  2021     12    2021-12-15"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['payment_dates'] = cal.getdate('15th day', df['year'], df['month'])\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "The payments happen in business days so the dates must be shifted to the next working date."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>payment_dates</th>\n",
       "      <th>fixing</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>2021-01-15</td>\n",
       "      <td>2021-01-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2021</td>\n",
       "      <td>2</td>\n",
       "      <td>2021-02-15</td>\n",
       "      <td>2021-02-17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2021</td>\n",
       "      <td>3</td>\n",
       "      <td>2021-03-15</td>\n",
       "      <td>2021-03-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021</td>\n",
       "      <td>4</td>\n",
       "      <td>2021-04-15</td>\n",
       "      <td>2021-04-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021</td>\n",
       "      <td>5</td>\n",
       "      <td>2021-05-15</td>\n",
       "      <td>2021-05-17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2021</td>\n",
       "      <td>6</td>\n",
       "      <td>2021-06-15</td>\n",
       "      <td>2021-06-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2021</td>\n",
       "      <td>7</td>\n",
       "      <td>2021-07-15</td>\n",
       "      <td>2021-07-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2021</td>\n",
       "      <td>8</td>\n",
       "      <td>2021-08-15</td>\n",
       "      <td>2021-08-16</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2021</td>\n",
       "      <td>9</td>\n",
       "      <td>2021-09-15</td>\n",
       "      <td>2021-09-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2021</td>\n",
       "      <td>10</td>\n",
       "      <td>2021-10-15</td>\n",
       "      <td>2021-10-15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>2021-11-15</td>\n",
       "      <td>2021-11-16</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>2021-12-15</td>\n",
       "      <td>2021-12-15</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    year  month payment_dates     fixing\n",
       "0   2021      1    2021-01-15 2021-01-15\n",
       "1   2021      2    2021-02-15 2021-02-17\n",
       "2   2021      3    2021-03-15 2021-03-15\n",
       "3   2021      4    2021-04-15 2021-04-15\n",
       "4   2021      5    2021-05-15 2021-05-17\n",
       "5   2021      6    2021-06-15 2021-06-15\n",
       "6   2021      7    2021-07-15 2021-07-15\n",
       "7   2021      8    2021-08-15 2021-08-16\n",
       "8   2021      9    2021-09-15 2021-09-15\n",
       "9   2021     10    2021-10-15 2021-10-15\n",
       "10  2021     11    2021-11-15 2021-11-16\n",
       "11  2021     12    2021-12-15 2021-12-15"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['fixing'] = cal.following(df['payment_dates'])\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "`bizdays` compute the amount of business days between each payment."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>payment_dates</th>\n",
       "      <th>fixing</th>\n",
       "      <th>business_days</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>2021-01-15</td>\n",
       "      <td>2021-01-15</td>\n",
       "      <td>&lt;NA&gt;</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2021</td>\n",
       "      <td>2</td>\n",
       "      <td>2021-02-15</td>\n",
       "      <td>2021-02-17</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2021</td>\n",
       "      <td>3</td>\n",
       "      <td>2021-03-15</td>\n",
       "      <td>2021-03-15</td>\n",
       "      <td>18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021</td>\n",
       "      <td>4</td>\n",
       "      <td>2021-04-15</td>\n",
       "      <td>2021-04-15</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021</td>\n",
       "      <td>5</td>\n",
       "      <td>2021-05-15</td>\n",
       "      <td>2021-05-17</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2021</td>\n",
       "      <td>6</td>\n",
       "      <td>2021-06-15</td>\n",
       "      <td>2021-06-15</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2021</td>\n",
       "      <td>7</td>\n",
       "      <td>2021-07-15</td>\n",
       "      <td>2021-07-15</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2021</td>\n",
       "      <td>8</td>\n",
       "      <td>2021-08-15</td>\n",
       "      <td>2021-08-16</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2021</td>\n",
       "      <td>9</td>\n",
       "      <td>2021-09-15</td>\n",
       "      <td>2021-09-15</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2021</td>\n",
       "      <td>10</td>\n",
       "      <td>2021-10-15</td>\n",
       "      <td>2021-10-15</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>2021-11-15</td>\n",
       "      <td>2021-11-16</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>2021-12-15</td>\n",
       "      <td>2021-12-15</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    year  month payment_dates     fixing business_days\n",
       "0   2021      1    2021-01-15 2021-01-15          <NA>\n",
       "1   2021      2    2021-02-15 2021-02-17            21\n",
       "2   2021      3    2021-03-15 2021-03-15            18\n",
       "3   2021      4    2021-04-15 2021-04-15            22\n",
       "4   2021      5    2021-05-15 2021-05-17            21\n",
       "5   2021      6    2021-06-15 2021-06-15            20\n",
       "6   2021      7    2021-07-15 2021-07-15            22\n",
       "7   2021      8    2021-08-15 2021-08-16            22\n",
       "8   2021      9    2021-09-15 2021-09-15            21\n",
       "9   2021     10    2021-10-15 2021-10-15            21\n",
       "10  2021     11    2021-11-15 2021-11-16            20\n",
       "11  2021     12    2021-12-15 2021-12-15            21"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['business_days'] = cal.bizdays(df['fixing'].shift(), df['fixing'])\n",
    "df"
   ]
  }
 ],
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