holiday.py 文件源码

def make_month_features(holiday_df):
    df_list = []
    for cols in ['holiday','festday']:
        new_df = pd.DataFrame(index = holiday_df.index)
        holi = holiday_df[cols].copy()
        holi_new = holi.copy()
        #predict 30 days and 30days for features
        for d in range(30):
            holi_new.index += pd.Timedelta('1D')
            new_df['%s#-%d'%(cols,d+1)] = holi_new
        #create 31 models
        for d in range(31+3):
            #predict 31 days + 3days
            new_df['%s#%d'%(cols,d)] = holi
            holi.index -= pd.Timedelta('1D')
        new_df = new_df[map(lambda day:'%s#%d'%(cols,day),range(-30,30+3))]
        new_df = new_df.ix['2015-1-1':'2016-12-31']
        df_list.append(new_df.dropna())
    return df_list