Business day utilities for Polars

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Polars-business

polars-business

PyPI version

Business day utilities for Polars.

  • ✅ blazingly fast, written in Rust!
  • ✅ seamless Polars integration!
  • ✅ define your own custom holidays and weekends!

Installation

First, you need to install Polars.

Then, you'll need to install polars-business:

pip install polars-business

Then, if you can run

from datetime import date
import polars_business as plb

print(plb.date_range(date(2023, 1, 1), date(2023, 1, 10), eager=True))

it means installation all worked correctly!

Usage

  1. import polars_business as plb
  2. use .bdt accessor on expressions created via plb.col

Supported functions are:

  • Expr.bdt.offset_by: just like polars.Expr.dt.offset_by, but also accepts:
    • '1bd' in the string language (i.e. "1 business day")
    • holidays argument, for passing custom holidays
    • weekend argument, for passing custom a weekend (default is ('Sat', 'Sun'))
    • roll argument, for controlling what to do when the original date is not a workday
  • plb.date_range, just like polars.date_range, but also accepts:
    • '1bd' in the string language (i.e. "1 business day")
    • holidays for passing custom holidays
    • weekend for passing custom a weekend (default is ('Sat', 'Sun'))
  • plb.workday_count: count the number of business dates between two Date columns! Arguments:
    • start: column with start dates
    • end: column with end dates
    • holidays for passing custom holidays
    • weekend for passing custom a weekend (default is ('Sat', 'Sun'))
  • Expr.bdt.is_workday: determine if a given Date is a workday. Arguments:
    • holidays for passing custom holidays
    • weekend for passing custom a weekend (default is ('Sat', 'Sun'))

See Examples below!

Examples

Say we start with

from datetime import date

import polars as pl
import polars_business as plb


df = pl.DataFrame(
    {"date": [date(2023, 4, 3), date(2023, 9, 1), date(2024, 1, 4)]}
)

Let's shift Date forwards by 5 days, excluding Saturday and Sunday:

result = df.with_columns(
    date_shifted=plb.col("date").bdt.offset_by(
      '5bd',
      weekend=('Sat', 'Sun'),
    )
)
print(result)

shape: (3, 2)
┌────────────┬──────────────┐
│ date       ┆ date_shifted │
│ ---        ┆ ---          │
│ date       ┆ date         │
╞════════════╪══════════════╡
│ 2023-04-03 ┆ 2023-04-10   │
│ 2023-09-01 ┆ 2023-09-08   │
│ 2024-01-04 ┆ 2024-01-11   │
└────────────┴──────────────┘

Let's shift Date forwards by 5 days, excluding Friday, Saturday, and England holidays for 2023 and 2024:

import holidays

england_holidays = holidays.country_holidays("UK", subdiv='ENG', years=[2023, 2024])

result = df.with_columns(
    date_shifted=plb.col("date").bdt.offset_by(
    by='5bd',
    weekend=('Sat', 'Sun'),
    holidays=england_holidays,
    )
)
print(result)

shape: (3, 2)
┌────────────┬──────────────┐
│ date       ┆ date_shifted │
│ ---        ┆ ---          │
│ date       ┆ date         │
╞════════════╪══════════════╡
│ 2023-04-03 ┆ 2023-04-12   │
│ 2023-09-01 ┆ 2023-09-08   │
│ 2024-01-04 ┆ 2024-01-11   │
└────────────┴──────────────┘

Count the number of business dates between two columns:

df = pl.DataFrame(
    {
        "start": [date(2023, 1, 4), date(2023, 5, 1), date(2023, 9, 9)],
        "end": [date(2023, 2, 8), date(2023, 5, 2), date(2023, 12, 30)],
    }
)
result = df.with_columns(n_business_days=plb.workday_count('start', 'end'))
print(result)

shape: (3, 3)
┌────────────┬────────────┬─────────────────┐
│ start      ┆ end        ┆ n_business_days │
│ ---        ┆ ---        ┆ ---             │
│ date       ┆ date       ┆ i32             │
╞════════════╪════════════╪═════════════════╡
│ 2023-01-04 ┆ 2023-02-08 ┆ 25              │
│ 2023-05-01 ┆ 2023-05-02 ┆ 1               │
│ 2023-09-09 ┆ 2023-12-30 ┆ 80              │
└────────────┴────────────┴─────────────────┘

Benchmarks

Single-threaded performance is:

  • about on par with NumPy
  • about an order of magnitude faster than pandas.

but note that Polars will take care of parallelisation for you, and that this plugin will fit in with Polars lazy execution.

Check out https://www.kaggle.com/code/marcogorelli/polars-business for some comparisons.

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Release history Release notifications | RSS feed

0.3.22

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