def get_time_delta(today, date_list, trading_calendar=True):
delta_list = []
if trading_calendar:
year = 252
calendar = USTradingCalendar()
for date in date_list:
trading_holidays = calendar.holidays(today, date).tolist()
delta = np.busday_count(today, date, holidays=trading_holidays) + 1
delta_list.append(delta)
else:
year = 365
for date in date_list:
delta = abs((today - date).days) + 1
delta_list.append(delta)
delta_list = np.array(delta_list)
normalized = delta_list / float(year)
return delta_list, normalized
# Get tape
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