EncodeHolidays class - Public Holidays for certain countries

[ulf1]

output: boolean True if it's an holiday

usage

# encode all calendars
obj = EncodeHolidays(calendar='all')
Xnew = obj.transform(dates)

# encode only USA and German calendar
obj = EncodeHolidays(calendar=['us', 'de'])
Xnew = obj.transform(dates)

[ulf1]

rule-based calendars, https://pypi.org/project/holidays/

[ulf1]

from sklearn.base import BaseEstimator, TransformerMixin
import holidays


class EncodeHolidays(BaseEstimator, TransformerMixin):
    def __init__(self, sparse=True, calendar='all'):
        self.sparse = sparse
        self.calendar = calendar
        
    def fit(self, X, y=None):
        self.column_names = ['na']
        return self 
    
    def transform(self, X, copy=None):
        return Z