pydata/pandas — pull request #8253 by bjonen (2014-09-12 09:59:22+00:00)
Title: PERF: Improve performance CustmBusinessDay

Closes #8236

`CustomBusinessDay` is now fast with holiday calendar and incrementing in different ways.
import pandas as pd
import numpy as np
import datetime as dt

date = pd.Timestamp('20120101')
cbday = pd.offsets.CustomBusinessDay()
date + cbday
%timeit date + cbday
10000 loops, best of 3: 17.2 µs per loop

hdays = [dt.datetime(2013,1,1) for ele in range(1000)]
cbdayh = pd.offsets.CustomBusinessDay.from_various(holidays=hdays)
%timeit date + cbdayh
%timeit date + 2 * cbdayh
%timeit date - 1 * cbdayh
%timeit date - 10 * cbday

100000 loops, best of 3: 14.6 µs per loop
100000 loops, best of 3: 19.7 µs per loop
10000 loops, best of 3: 22.7 µs per loop
10000 loops, best of 3: 22.3 µs per loop

Please check whether you agree with the way I initialize custom offsets now (using classmethod).