Reputation: 47
I am trying to loop through a dataframe, the dataframe has two columns, both with datetime variables inside. I am trying to loop through this data base and produce a new column with the count of business days between the two dates.I have tried using np.busdays_count < this returned errors like the following.
df_Temp['Maturity(Stlm -Report Date)'] = np.busday_count(df_Temp['Today'],df_Temp['STLMT_DTE2'])
Traceback (most recent call last):
File "<input>", line 1, in <module>
File "<__array_function__ internals>", line 6, in busday_count
TypeError: Iterator operand 0 dtype could not be cast from dtype('<M8[ns]') to dtype('<M8[D]') according to the rule 'safe'
i have also tried using the following function :
import datetime
def working_days(start_dt,end_dt):
num_days = (end_dt -start_dt).days +1
num_weeks =(num_days)//7
a=0
#condition 1
if end_dt.strftime('%a')=='Sat':
if start_dt.strftime('%a') != 'Sun':
a= 1
#condition 2
if start_dt.strftime('%a')=='Sun':
if end_dt.strftime('%a') !='Sat':
a =1
#condition 3
if end_dt.strftime('%a')=='Sun':
if start_dt.strftime('%a') not in ('Mon','Sun'):
a =2
#condition 4
if start_dt.weekday() not in (0,6):
if (start_dt.weekday() -end_dt.weekday()) >=2:
a =2
working_days =num_days -(num_weeks*2)-a
return working_days
please can you suggest another method to use or an adaptation to the working days function that will allow this to work, so far i have the below code.I hope i covered this in enough detail.
for ns in (NettingSets):
df_Temp = dfNetY[dfNetY['ACCT_NUM'] == ns]
df_Temp['Current Credit Exposure'] = np.where(df_Temp['All NPV Flags']==1,0,df_Temp['MTM_AMT'])
df_Temp['Positive Current Credit Exposure'] = np.where(df_Temp['Current Credit Exposure'] > 0,df_Temp['Current Credit Exposure'],0)
df_Temp['SupervisoryFactor'] = 0.04
df_Temp['STLMT_DTE2'] = pd.to_datetime(df_Temp['STLMT_DTE2'].astype(str), format='%Y-%m-%d')
df_Temp['Today'] = date1
df_Temp['Today'] = pd.to_datetime(df_Temp['Today'].astype(str), format='%Y-%m-%d')
for rows in df_Temp:
df_Temp['Maturity(Stlm -Report Date)'] = np.busday_count(df_Temp['Today'],df_Temp['STLMT_DTE2'])
Upvotes: 0
Views: 473
Reputation: 4004
For np.busday_count to work both dates need to be cast in the 'M8[D]' format.
import datetime
import pandas as pd
import numpy as np
# Create a toy data frame
dates_1 = pd.date_range(datetime.datetime(2018, 4, 5, 0,
0), datetime.datetime(2018, 4, 20, 7, 0),freq='D')
dates_2 = pd.date_range(datetime.datetime(2019, 4, 5, 0,
0), datetime.datetime(2019, 4, 20, 7, 0),freq='D')
df_Temp = pd.DataFrame({'STLMT_DTE2': dates_1, 'Today': dates_2})
df_Temp.head()
df_Temp['Maturity(Stlm-Report Date)'] = np.abs(
np.busday_count(df_Temp['Today'].values.astype('M8[D]'),
df_Temp['STLMT_DTE2'].values.astype('M8[D]')))
df_Temp.head()
Output:
df_Temp.head()
Out[16]: # Before calculating business days
STLMT_DTE2 Today
0 2018-04-05 2019-04-05
1 2018-04-06 2019-04-06
2 2018-04-07 2019-04-07
3 2018-04-08 2019-04-08
4 2018-04-09 2019-04-09
df_Temp.head()
Out[17]: # After calculating business days
STLMT_DTE2 Today Maturity(Stlm-Report Date)
0 2018-04-05 2019-04-05 261
1 2018-04-06 2019-04-06 261
2 2018-04-07 2019-04-07 260
3 2018-04-08 2019-04-08 260
4 2018-04-09 2019-04-09 261
Upvotes: 3