fixtures.py 文件源码

def _compute_busday_offsets(announcement_dates):
        """
        Compute expected business day offsets from a DataFrame of announcement
        dates.
        """
        # Column-vector of dates on which factor `compute` will be called.
        raw_call_dates = announcement_dates.index.values.astype(
            'datetime64[D]'
        )[:, None]

        # 2D array of dates containining expected nexg announcement.
        raw_announce_dates = (
            announcement_dates.values.astype('datetime64[D]')
        )

        # Set NaTs to 0 temporarily because busday_count doesn't support NaT.
        # We fill these entries with NaNs later.
        whereNaT = raw_announce_dates == NaTD
        raw_announce_dates[whereNaT] = make_datetime64D(0)

        # The abs call here makes it so that we can use this function to
        # compute offsets for both next and previous earnings (previous
        # earnings offsets come back negative).
        expected = abs(np.busday_count(
            raw_call_dates,
            raw_announce_dates
        ).astype(float))

        expected[whereNaT] = np.nan
        return pd.DataFrame(
            data=expected,
            columns=announcement_dates.columns,
            index=announcement_dates.index,
        )