What's the simplest way to determine if a date is a U.S. bank holiday in Python? There seem to be various calendars and webservices listing holidays for various countries, but I haven't found anything specific to banks in the U.S.
I've actually worked recently on a problem much like this one. The static holidays are rather trivial to generate (e.g. New Years Eve - December 31st, (cycle through years)). There are well defined algorithms out there to generate the floating holidays. Essentially you have a starting date (e.g. January 1st, 1900) and work from there. What I ended up implementing was a nth day of nth week of nth month algorithm (e.g. MLK day = 3rd Monday of January). Easter is a bit different to do, but again there are well defined algorithms for that already out there (Good Friday is trivial after you have January).
There's a fairly decent book on this out there you may want to check out: Calendrical Calculations
Some general comments:
I don't think that @ast4 really means "nth day of nth week of nth month algorithm". The notion of "nth week in nth month" is mind-snapping (like the "ISO calendar"). I've never seen a holiday defined in terms of "nth week". Martin Luther King Day is an example of the"Nth weekday in month" type of holiday:
MONDAY, ...., SATURDAY = range(7)
JAN, ....., DEC = range(1, 12)
Holiday("Martin L King's Birthday", type='floating',
ordinal=3, weekday=MON, month=JAN)
Holiday("Memorial Day", type='floating',
ordinal=-1, weekday=MON, month=MAY)
The USA doesn't have Easter-related holidays. Definition is not difficult:
Holiday("Good Friday", type='moveable',
base='gregorian_easter', delta_days=-2)
Holiday("Easter Monday", etc, delta_days=1)
# Some states in Australia used to have Easter Tuesday (no kidding)
Holiday("Easter Tuesday", etc, delta_days=2)
The 'base' idea can be used to cater for lunar new year, in fact any holiday that is an offset from a base date that needs a special procedure to calculate it.
The so-called "static" holidays are not fixed when the "fixed" date is a Saturday or Sunday and may even vanish (no alternative day off work):
# Americans will get a day off on Friday 31 Dec 2010
# because 1 Jan 2011 is a Saturday.
Holiday("New Year's Day", type='fixed',
day=1, month=JAN, sat_adj=-1, sun_adj=????)
# Australia observes ANZAC Day on the day, with no day off
# if the fixed date falls on a weekend.
Holiday("ANZAC Day", type='fixed', day=25, month=APR, sat_adj=0, sun_adj=0)
# Two consecutive "fixed" holidays is OK; three would need re-thinking.
# Australia again:
Holiday("Christmas Day", type='fixed', day=25, month=DEC, sat_adj=2, sun_adj=1)
Holiday("Boxing Day", type='fixed', day=26, month=DEC, sat_adj=2, sun_adj=2)
I'm sure there are ways of specifying holidays that aren't catered for by the above rules ... any such news is welcome.