bug fix for 7987 and add day of week functionality to Holiday

doc/source/v0.15.0.txt

@@ -367,7 +367,7 @@ Enhancements
 - ``PeriodIndex`` supports ``resolution`` as the same as ``DatetimeIndex`` (:issue:`7708`)
 - ``pandas.tseries.holiday`` has added support for additional holidays and ways to observe holidays (:issue:`7070`)
 - ``pandas.tseries.holiday.Holiday`` now supports a list of offsets in Python3 (:issue:`7070`)
-
+- ``pandas.tseries.holiday.Holiday`` now supports a days_of_week parameter (:issue:`7070`)
 
 
 
@@ -529,6 +529,7 @@ Bug Fixes
 
 - ``Period`` and ``PeriodIndex`` addition/subtraction with ``np.timedelta64`` results in incorrect internal representations (:issue:`7740`)
 
+- ``Holiday`` bug in Holiday with no offset or observance (:issue:`7987`)
 
 
 

pandas/tseries/holiday.py

@@ -4,6 +4,7 @@
 from dateutil.relativedelta import MO, TU, WE, TH, FR, SA, SU
 from pandas.tseries.offsets import Easter, Day
 
+
 def next_monday(dt):
     """
     If holiday falls on Saturday, use following Monday instead;
@@ -116,7 +117,8 @@ class Holiday(object):
     for observance.
     """
     def __init__(self, name, year=None, month=None, day=None, offset=None,
-                 observance=None, start_date=None, end_date=None):
+                 observance=None, start_date=None, end_date=None,
+                 days_of_week=None):
         """
         Parameters
         ----------
@@ -127,6 +129,24 @@ class from pandas.tseries.offsets
             computes offset from  date
         observance: function
             computes when holiday is given a pandas Timestamp
+        days_of_week: 
+            provide a tuple of days e.g  (0,1,2,3,) for Monday Through Thursday
+            Monday=0,..,Sunday=6
+
+        Examples
+        --------
+        >>> from pandas.tseries.holiday import Holiday, nearest_workday
+        >>> from pandas import DateOffset
+        >>> from dateutil.relativedelta import MO
+        >>> USMemorialDay = Holiday('MemorialDay', month=5, day=24,
+                                    offset=DateOffset(weekday=MO(1)))
+        >>> USLaborDay = Holiday('Labor Day', month=9, day=1,
+                            offset=DateOffset(weekday=MO(1)))
+        >>> July3rd = Holiday('July 3rd', month=7, day=3,)
+        >>> NewYears = Holiday('New Years Day', month=1,  day=1,
+                               observance=nearest_workday),
+        >>> July3rd = Holiday('July 3rd', month=7, day=3,
+                              days_of_week=(0, 1, 2, 3))
         """
         self.name   =   name
         self.year   =   year
@@ -136,6 +156,8 @@ class from pandas.tseries.offsets
         self.start_date = start_date
         self.end_date   = end_date
         self.observance = observance
+        assert (days_of_week is None or type(days_of_week) == tuple)
+        self.days_of_week = days_of_week
 
     def __repr__(self):
         info = ''
@@ -183,11 +205,15 @@ def dates(self, start_date, end_date, return_name=False):
         year_offset = DateOffset(years=1)
         base_date = Timestamp(datetime(start_date.year, self.month, self.day))
         dates = DatetimeIndex(start=base_date, end=end_date, freq=year_offset)
-        holiday_dates = list(self._apply_rule(dates))
-
+        holiday_dates = self._apply_rule(dates)
+        if self.days_of_week is not None:
+            holiday_dates = list(filter(lambda x: x is not None and 
+                                                  x.dayofweek in self.days_of_week,
+                                                  holiday_dates))
+        else:
+            holiday_dates = list(filter(lambda x: x is not None, holiday_dates))
         if return_name:
             return Series(self.name, index=holiday_dates)
-
         return holiday_dates
 
     def _apply_rule(self, dates):
@@ -207,14 +233,13 @@ def _apply_rule(self, dates):
         if self.observance is not None:
             return map(lambda d: self.observance(d), dates)
 
-        if not isinstance(self.offset, list):
-            offsets =   [self.offset]
-        else:
-            offsets =   self.offset
-
-        for offset in offsets:
-            dates = list(map(lambda d: d + offset, dates))
-
+        if self.offset is not None:
+            if not isinstance(self.offset, list):
+                offsets =   [self.offset]
+            else:
+                offsets =   self.offset
+            for offset in offsets:
+                dates = list(map(lambda d: d + offset, dates))
         return dates
 
 holiday_calendars = {}

pandas/tseries/tests/test_holiday.py

@@ -72,6 +72,22 @@ def test_usmemorialday(self):
                        ]
         self.assertEqual(list(holidays), holidayList)
 
+    def test_non_observed_holiday(self):
+        july_3rd = Holiday('July 4th Eve', month=7,  day=3)
+        result = july_3rd.dates("2001-01-01", "2003-03-03")
+        expected = [Timestamp('2001-07-03 00:00:00'),
+                    Timestamp('2002-07-03 00:00:00')]
+        self.assertEqual(list(result), expected)
+        july_3rd = Holiday('July 4th Eve', month=7,  day=3, 
+                           days_of_week=(0, 1, 2, 3))
+        result = july_3rd.dates("2001-01-01", "2008-03-03")
+        expected = [Timestamp('2001-07-03 00:00:00'),
+                    Timestamp('2002-07-03 00:00:00'),
+                    Timestamp('2003-07-03 00:00:00'),
+                    Timestamp('2006-07-03 00:00:00'),
+                    Timestamp('2007-07-03 00:00:00')]
+        self.assertEqual(list(result), expected)
+
     def test_easter(self):
         holidays = EasterMonday.dates(self.start_date,
                                       self.end_date)