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Let us check if the dates of missing values fall in any holidays official for NYSE. A quick check at the NYSE official website would help us know the list of official holidays of NYSE.
Now that we know the list of official holidays for NYSE, we use the
calendar module and
datetime module to check if a given date in the
null_dates list is a holiday or not. We do this by:
null_dates, and check if the day falls between 15 and 21(the possible day range of third Monday) and if the week is Monday.
holidayslist. We took a list of the dates when Good Friday occurs since there is no particular way to determine it.
holidays, we filter out the holidays dates from
null_datesand store the non-holiday dates in the list
Copy-paste the following code to get the
non_holidays, which indicate the dates where the values are missing other than holidays.
import calendar import datetime holidays =  for date in null_dates: week, day, month, year = date.weekday(), date.day, date.month, date.year week_day = calendar.day_name[week] if month==1: if day==1: # New year day holidays.append(date) elif day==2 and week_day=='Monday': # Observed New Year Day holidays.append(date) elif day>=15 and day<=21 and week_day=='Monday': # Martin Luther King, Jr. Day holidays.append(date) elif month==2: # Washington's Birthday if day>=15 and day<=21 and week_day=='Monday': holidays.append(date) elif month==5: # Memorial day if day>=25 and day<=31 and week_day=='Monday': holidays.append(date) elif month==7: # Independence day if day==4: holidays.append(date) # Observed Independence Day elif day==5 and week_day=='Monday': holidays.append(date) elif day==3 and week_day=='Friday': holidays.append(date) elif month == 9: # Labour day if day>=1 and day<=7 and week_day=='Monday': holidays.append(date) elif month==11: # Thanksgiving Day if week_day=='Thursday' and day>=22 and day<=28: holidays.append(date) elif month==12: # Christmas Day if day==25: holidays.append(date) # Observed Christmas Day elif day==24 and week_day=='Friday': holidays.append(date) elif day==26 and week_day=='Monday': holidays.append(date) good_fridays = [ datetime.date(2010,4,2), datetime.date(2011,4,22), datetime.date(2012,4,6), datetime.date(2013,3,29), datetime.date(2014,4,18), datetime.date(2015,4,3), datetime.date(2016,3,25) ] holidays = holidays + [pd.to_datetime(date) for date in good_fridays] non_holidays = [x for x in null_dates if x not in holidays] print(non_holidays)
We observe that the values are missing for October 29th and 30th of 2012.
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