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experimental

skforecast.experimental._experimental.calculate_distance_from_holiday 

calculate_distance_from_holiday(
    df,
    holiday_column="is_holiday",
    date_column="date",
    fill_na=0.0,
)

Calculate the number of days to the next holiday and the number of days since the last holiday.

Parameters:

Name Type Description Default
df pandas DataFrame

DataFrame containing the holiday data.

 required
holiday_column str

The name of the column indicating holidays (True/False), by default 'is_holiday'.

 'is_holiday'
date_column str

The name of the column containing the dates, by default 'date'.

 'date'
fill_na (int, float)

Value to fill for NaN values in the output columns, by default 0.

 0.

Returns:

Name Type Description
df DataFrame

DataFrame with additional columns for days to the next holiday ('days_to_holiday') and days since the last holiday ('days_since_holiday').
Notes

The function assumes that the input df contains a boolean column indicating holidays and a date column. It calculates the number of days to the next holiday and the number of days since the last holiday for each date in the date column.

Source code in skforecast\experimental\_experimental.py 
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def calculate_distance_from_holiday(
    df: pd.DataFrame, 
    holiday_column: str = 'is_holiday',
    date_column: str = 'date',
    fill_na: int | float = 0.
) -> pd.DataFrame:  # pragma: no cover
    """
    Calculate the number of days to the next holiday and the number of days since 
    the last holiday.

    Parameters
    ----------
    df : pandas DataFrame
        DataFrame containing the holiday data.
    holiday_column : str, default 'is_holiday'
        The name of the column indicating holidays (True/False), by default 'is_holiday'.
    date_column : str, default 'date'
        The name of the column containing the dates, by default 'date'.
    fill_na : int, float, default 0.
        Value to fill for NaN values in the output columns, by default 0.

    Returns
    -------
    df : pd.DataFrame
        DataFrame with additional columns for days to the next holiday ('days_to_holiday') 
        and days since the last holiday ('days_since_holiday').

    Notes
    -----
    The function assumes that the input `df` contains a boolean column indicating holidays
    and a date column. It calculates the number of days to the next holiday and the number of
    days since the last holiday for each date in the date column.

    """

    df = df.reset_index(drop=True)
    df[date_column] = pd.to_datetime(df[date_column])

    dates = df[date_column].to_numpy()
    holiday_dates = df.loc[df[holiday_column], date_column].to_numpy()
    holiday_dates_sorted = np.sort(holiday_dates)

    # For next holiday (right side)
    next_idx = np.searchsorted(holiday_dates_sorted, dates, side='left')
    has_next = next_idx < len(holiday_dates_sorted)
    days_to_holiday = np.full(len(dates), np.nan)
    days_to_holiday[has_next] = (
        holiday_dates_sorted[next_idx[has_next]] - dates[has_next]
    ).astype('timedelta64[D]').astype(int)

    # For previous holiday (left side)
    prev_idx = np.searchsorted(holiday_dates_sorted, dates, side='right') - 1
    has_prev = prev_idx >= 0
    days_since_holiday = np.full(len(dates), np.nan)
    days_since_holiday[has_prev] = (
        dates[has_prev] - holiday_dates_sorted[prev_idx[has_prev]]
    ).astype('timedelta64[D]').astype(int)

    df["days_to_holiday"] = pd.Series(days_to_holiday, dtype="Int64").fillna(fill_na)
    df["days_since_holiday"] = pd.Series(days_since_holiday, dtype="Int64").fillna(fill_na)

    return df