File size: 5,672 Bytes
5d7f266 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 | """Public holidays per country, for the one calendar feature the Nordic model does not have.
A holiday flattens demand for the whole day, and in the EU zones that moves the day's price level and its shape more
than the weekday does (Christmas week, Easter, 1 May). The Nordic model gets by with weekday alone; across 25 countries
that would be the first thing a quick look at the residuals finds.
No `holidays` package (it is not on the Spark and the model should not need pip): the dates are computed here, from
Easter (the anonymous Gregorian algorithm) and a short table of the days that are a holiday in (almost) every country plus
the national ones that move a price. A missing local holiday costs a little accuracy on one day a year, a wrong flag is not
possible to avoid completely either - this is a model feature, not a statement of law.
"""
from datetime import date, timedelta
def easter(year):
"""Easter Sunday of the Gregorian calendar (Meeus/Jones/Butcher)."""
a, b, c = year % 19, year // 100, year % 100
d, e = b // 4, b % 4
f = (b + 8) // 25
g = (b - f + 1) // 3
h = (19 * a + b - d - g + 15) % 30
i, k = c // 4, c % 4
l = (32 + 2 * e + 2 * i - h - k) % 7
m = (a + 11 * h + 22 * l) // 451
month, day = divmod(h + l - 7 * m + 114, 31)
return date(year, month, day + 1)
# fixed-date holidays: (month, day) per country
FIXED = {
"DE": [(1, 1), (5, 1), (10, 3), (12, 25), (12, 26)],
"FR": [(1, 1), (5, 1), (5, 8), (7, 14), (8, 15), (11, 1), (11, 11), (12, 25)],
"PL": [(1, 1), (1, 6), (5, 1), (5, 3), (8, 15), (11, 1), (11, 11), (12, 25), (12, 26)],
"IT": [(1, 1), (1, 6), (4, 25), (5, 1), (6, 2), (8, 15), (11, 1), (12, 8), (12, 25), (12, 26)],
"AT": [(1, 1), (1, 6), (5, 1), (8, 15), (10, 26), (11, 1), (12, 8), (12, 25), (12, 26)],
"BE": [(1, 1), (5, 1), (7, 21), (8, 15), (11, 1), (11, 11), (12, 25)],
"CH": [(1, 1), (8, 1), (12, 25), (12, 26)],
"CZ": [(1, 1), (5, 1), (5, 8), (7, 5), (7, 6), (9, 28), (10, 28), (11, 17), (12, 24), (12, 25), (12, 26)],
"HU": [(1, 1), (3, 15), (5, 1), (8, 20), (10, 23), (11, 1), (12, 25), (12, 26)],
"SI": [(1, 1), (1, 2), (2, 8), (4, 27), (5, 1), (5, 2), (6, 25), (8, 15), (10, 31), (11, 1), (12, 25), (12, 26)],
"ES": [(1, 1), (1, 6), (5, 1), (8, 15), (10, 12), (11, 1), (12, 6), (12, 8), (12, 25)],
"PT": [(1, 1), (4, 25), (5, 1), (6, 10), (8, 15), (10, 5), (11, 1), (12, 1), (12, 8), (12, 25)],
"SK": [(1, 1), (1, 6), (5, 1), (5, 8), (7, 5), (8, 29), (9, 1), (9, 15), (11, 1), (11, 17), (12, 24), (12, 25), (12, 26)],
"GR": [(1, 1), (1, 6), (3, 25), (5, 1), (8, 15), (10, 28), (12, 25), (12, 26)],
"RO": [(1, 1), (1, 2), (1, 24), (5, 1), (6, 1), (8, 15), (11, 30), (12, 1), (12, 25), (12, 26)],
"BG": [(1, 1), (3, 3), (5, 1), (5, 6), (5, 24), (9, 6), (9, 22), (12, 24), (12, 25), (12, 26)],
"HR": [(1, 1), (1, 6), (5, 1), (5, 30), (6, 22), (6, 25), (8, 5), (8, 15), (11, 1), (11, 18), (12, 25), (12, 26)],
"RS": [(1, 1), (1, 2), (1, 7), (2, 15), (2, 16), (5, 1), (5, 2), (11, 11)],
"EE": [(1, 1), (2, 24), (5, 1), (6, 23), (6, 24), (8, 20), (12, 24), (12, 25), (12, 26)],
"LV": [(1, 1), (5, 1), (5, 4), (6, 23), (6, 24), (11, 18), (12, 24), (12, 25), (12, 26), (12, 31)],
"LT": [(1, 1), (2, 16), (3, 11), (5, 1), (6, 24), (7, 6), (8, 15), (11, 1), (11, 2), (12, 24), (12, 25), (12, 26)],
"IE": [(1, 1), (3, 17), (12, 25), (12, 26)],
"ME": [(1, 1), (1, 2), (5, 1), (5, 2), (5, 21), (5, 22), (7, 13), (7, 14)],
"MK": [(1, 1), (1, 7), (5, 1), (5, 24), (8, 2), (9, 8), (10, 11), (10, 23), (12, 8)],
"AL": [(1, 1), (1, 2), (3, 14), (3, 22), (5, 1), (10, 19), (11, 28), (11, 29), (12, 8), (12, 25)],
}
# Easter-relative days (offset from Easter Sunday) per country, Western Easter
EASTER = {
"DE": [-2, 1, 39, 50], "FR": [1, 39, 50], "PL": [1, 60], "IT": [1], "AT": [1, 39, 50, 60],
"BE": [1, 39, 50], "CH": [-2, 1, 39, 50], "CZ": [-2, 1], "HU": [-2, 1, 50], "SI": [1, 50],
"ES": [-2], "PT": [-2, 60], "SK": [-2, 1], "GR": [], "RO": [], "BG": [], "HR": [1, 60], "RS": [],
"EE": [-2], "LV": [-2, 1], "LT": [1], "IE": [1], "ME": [], "MK": [], "AL": [],
}
# Orthodox Easter countries keep the Orthodox feasts; the dates are tabled below (computed by the Julian algorithm)
ORTHODOX = {"GR": [-2, 1, 50], "RO": [-2, 1, 50], "BG": [-2, 1], "RS": [-2, 1], "ME": [1], "MK": [1], "AL": []}
def orthodox_easter(year):
"""Orthodox Easter Sunday as a Gregorian date (Julian algorithm, +13 days in 1900-2099)."""
a, b, c = year % 4, year % 7, year % 19
d = (19 * c + 15) % 30
e = (2 * a + 4 * b - d + 34) % 7
month, day = divmod(d + e + 114, 31)
return date(year, month, day + 1) + timedelta(days=13)
_cache = {}
def holidays_of(country, year):
key = (country, year)
if key not in _cache:
days = {date(year, m, d) for m, d in FIXED.get(country, [])}
e = easter(year)
days |= {e + timedelta(days=o) for o in EASTER.get(country, [])}
oe = orthodox_easter(year)
days |= {oe + timedelta(days=o) for o in ORTHODOX.get(country, [])}
_cache[key] = days
return _cache[key]
def is_holiday(d, country):
return d in holidays_of(country, d.year)
def xmas_week(d):
"""24 December to 1 January: demand is low in every country, holiday or not."""
return (d.month == 12 and d.day >= 24) or (d.month == 1 and d.day == 1)
def flags(dates, country):
"""(is_holiday, xmas_week) as two lists of 0/1 for an iterable of dates."""
h, x = [], []
for d in dates:
h.append(1 if is_holiday(d, country) else 0)
x.append(1 if xmas_week(d) else 0)
return h, x
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