bankholidays

Adds bank holidays for a given country.

Usage

Add a feature for a date, if it falls on a bank holiday, or if it’s a working day within before_span and after_span working days of one.

Exemple:

• HOLIDAY ⇒ bank holiday (whichever one) (even if not a working day)

• HOL_PLUS_2 ⇒ is a working day, and 2 working days after a bank holiday

• HOL_MINUS_1 ⇒ is a working day, and 1 working day prior to a bank holiday

• NO_HOLIDAY ⇒ not a working day nor a bank holiday, or no bank holidays within 2 working days of the date

This calculator can be used with the following method:

bankholidays

Examples:

• Flag a bank holiday and the preceding three days to anticipate demand

• Flag a bank holiday and the following day to create an alert based on the remaining stock after the bank holiday

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Main Parameters

The bold options represent the default values when the parameters are optional.

• input_columns list of columns used as input of the calculators: only one column containing the date.

• output_columns list of columns added by the calculators : string value of the choice

• global (true, false) Should this calculator be performed before data splitting during training for cross-validation

• steps [optionnal] (training, prediction, postprocessing) List of steps in a pipeline where columns from this calculator are added to the data. Note that when the training option is listed, the calculator is actually added during preprocessing.

• store_in_model [optionnal] (true, false) Please indicate whether the "calculated" columns by the calculator should be stored in the model or not to avoid recalculating them during prediction. This is only relevant if the calculated columns are added to both training and prediction. Without this parameter, the values will not be stored in the model. The following parameters only make sense if this parameter is set to true.

• stored_columns [required if store_in_model is true] List indicating the columns to be stored among the output_columns.

• stored_keys [required if store_in_model is true] List indicating the columns to use for identifying the correct values to join on the data for prediction among the stored values (logically, they are to be chosen from the input_columns).

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Specific Parameters

• country_code: A column name for the column containing the country code, or a country code. The country code must be a two-letter code, as described here: https://github.com/dr-prodigy/python-holidays (ISO 3166-1 alpha-2).

• before_span The number of days to flag, before a bank holiday

• after_span

  The number of days to flag, after a bank holiday

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Examples

1. Mark the French bank holidays, the two days preceding them, and the following day

calculated_cols:
  bank_holidays:
      method: bank_holidays
      input_columns:
      - receipt_date
      output_columns:
      - holiday
      params:
          country_code: FR
          before_span: 2
          after_span: 1

Output:

receipt_date	holiday
2021-11-08	NO_HOLIDAY
2021-11-09	HOL_MINUS_2
2021-11-10	HOL_MINUS_1
2021-11-11	HOLIDAY
2021-11-12	HOL_PLUS_1
2021-11-13	NO_HOLIDAY