Refactor Date Attributes to Make More Effective Use of Pandas offset classes
seekinginfiniteloop opened this issue · comments
Currently we use Pandas offsets as attributes, but we can improve both functionality and concision if we make more effective use of Pandas built-in offset classes, namely:
FedHoliday -- create a custom AbstractHolidayCalendar of Holiday objects instead of using prebuilt USFederalHolidayCalendar
FedBusDay -- evaluate directly subclassing CDay.
MilitaryPayDay -- combine offsets from FedBusDay/CDay and Semi-Month-Begin, or evaluate subclassing. We get it right we can simplify calculations to 'dates += MilitaryPayDay [or its attribute]'
passdays -- this one I'm less sure about. I suspect we can also use offset classes to build this and apply it as a direct offset.