Note

Click here to download the full example code

Exclude Extra Days or Holidays

Pass an array of dates as holidays keyword argument, compatible with np.is_busday(), to collapsed them on the business axis.

Core code:

ax.set_xscale("busday", holidays=["2025-01-06"])

import matplotlib.dates as mdates
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd

import busdayaxis

busdayaxis.register_scale()

# define dummy data
saturday = "2025-01-04"
sunday = "2025-01-05"
holiday = "2025-01-06"
num_days = 10
dates = pd.date_range("2025-01-01", periods=num_days * 24, freq="h").to_numpy()
returns = np.random.normal(0, 0.002, len(dates))
returns[~np.is_busday(np.array(dates, dtype="datetime64[D]"), holidays=[holiday])] = 0.0
prices = (1 + pd.Series(returns, index=dates)).cumprod()


fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(6.5, 4.5), sharey=True)
fig.suptitle("Exclude Extra Days or Holidays", fontsize=14)

# axis with default linear scale
ax1.plot(dates, prices.values)
ax1.set_title("default linear matplotlib scale")
ax1.xaxis.set_major_locator(mdates.DayLocator())
ax1.xaxis.set_major_formatter(mdates.DateFormatter("%a %-d"))

# axis with business scale
ax2.plot(dates, prices.values)
ax2.set_xscale("busday", holidays=[holiday])
ax2.set_title(f"using  `ax.set_xscale('busday', holidays=['{holiday}'])`")
ax2.xaxis.set_major_locator(busdayaxis.DayLocator())
ax2.xaxis.set_major_formatter(mdates.DateFormatter("%a %-d"))


# Shade weekend and holiday
for ax in [ax1, ax2]:
    ax.axvspan(
        pd.to_datetime(saturday),
        pd.to_datetime(saturday) + pd.Timedelta(days=2),
        color="grey",
        alpha=0.15,
        linewidth=0,
    )
    ax.axvspan(
        pd.to_datetime(holiday),
        pd.to_datetime(holiday) + pd.Timedelta(days=1),
        color="tomato",
        alpha=0.3,
        linewidth=0,
        label=f"Holiday ({holiday})",
    )
    ax.axvline(pd.to_datetime(saturday), linestyle="--", linewidth=0.8, alpha=0.6)
    ax.axvline(
        pd.to_datetime(holiday) + pd.Timedelta(days=1),
        linestyle="--",
        linewidth=0.8,
        alpha=0.6,
    )

_ = plt.tight_layout(rect=[0, 0, 1, 0.96])

Total running time of the script: ( 0 minutes 0.418 seconds)

Download Python source code: plot_1_holidayday.py

Download Jupyter notebook: plot_1_holidayday.ipynb

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