Convert Variable Type from DataFrame to DatetimeIndex

Question

I am doing some comparisons, in order to find out if a specific date is in a specific variable, using the isin.

In my working test, the variable that I am using to compare holidays, is a DatetimeIndex with size (267,), as one can see bellow:

And looks like the following:

I am now exploring a different approach, and the variable that I have now is a DataFrame with size (261, 0).

And looks like the following:

How should I go in order to convert the Dataframe (cal) to a DatetimeIndex?

---

I will leave, bellow, the code that I am using for this new approach, as it may be helpful:

import pandas as pd
from pandas.tseries.holiday import *
from datetime import date
from fbprophet import *
from fbprophet.make_holidays import make_holidays_df

year_list = [2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020]
PTBusinessCalendar = make_holidays_df(year_list=year_list, country='PT')
ESBusinessCalendar = make_holidays_df(year_list=year_list, country='ES')
iberian = [PTBusinessCalendar, ESBusinessCalendar]
IberianBusinessCalendar = pd.concat(iberian).sort_values('ds').reset_index(drop=True)


dr = pd.date_range(start='2008-01-01', end='2020-02-1')
df = pd.DataFrame()
df['Date'] = dr

cal = IberianBusinessCalendar.drop('holiday', 1)
cal['Holiday'] = IberianBusinessCalendar['ds'].dt.date
cal['Holiday'] = pd.to_datetime(cal['Holiday'])
cal = cal.drop('ds', 1).set_index(cal['Holiday']).drop('Holiday', 1)

df['Holiday'] = df['Date'].isin(cal).astype(int)
print(df)

Whose output is the following (and as one can see, it is not picking up the Holiday in the Date 2008-01-01:

Answer 1

As my goal was doing the comparison, changing the Variable Type was not required. A simple change in the final query works fine:

df['Holiday'] = df['Date'].isin(cal['Holiday']).astype(int)
print(df)

Now the output is what I was looking for (as one can see, it picks up that in 01-01 there is an holiday:

Answer 2

cal['Holiday'] = pd.to_datetime(cal['Holiday'])
cal = cal.set_index('Holiday')