pydata/pandas — pull request #6719 by rockg (2014-03-27 14:53:14+00:00)
Title: Initial implementation of holiday and holiday calendar.

Implementation of holidays based on DateOffset objects and calendars that are collections of those holidays. These calendars can be passed into CustomBusinessDay. Also, add an Easter offset for use in holiday calendars.

Currently the default dates are hard-coded in the calendar class but this should move somewhere else and be calculated differently. I'm open to suggestions here. Also, the 4-day weekend observance needs to be incorporated (for example, if July 4th is on a Tuesday, perhaps Monday is also a holiday). This would require a little bit of tweaking, but not much.