使用 python 给定列表中每个月的最后一个交易日

Question

日期=['2010-01-11''2010-01-12''2010-01-13''2010-01-14''2010-01-15' '2010-01-16' '2010-01-17' '2010-01-18' '2010-01-19' '2010-01-20' '2010-01-21' '2010-01-22' '2010-01-23' '2010-01-24' '2010-01-25' '2010-01-26' '2010-01-27' '2010-01-28' '2010-01-29' '2010-01-30' '2010-01-31' '2010-02-01' '2010-02-02' '2010-02-03' '2010-02-04' '2010-02-05' '2010-02-06' '2010-02-07' '2010-02-08' '2010-02-09' '2010-02-10' '2010-02-11' '2010-02-12' '2010-02-13' '2010-02-14' '2010-02-15' '2010-02-16' '2010-02-17' '2010-02-18' '2010-02-19' '2010-02-20' '2010-02-21' '2010-02-22' '2010-02-23' '2010-02-24' '2010-02-25' '2010-02-26' '2010-02-27' '2010-02-28' '2010-03-01' '2010-03-02' '2010-03-03' '2010-03-04' '2010-03-05' '2010-03-06' '2010-03-07' '2010-03-08' '2010-03-09' '2010-03-10' '2010-03-11' '2010-03-12' '2010-03-13' '2010-03-14' '2010-03-15' '2010-03-16' '2010-03-17' '2010-03-18' '2010-03-19' '2010-03-20' '2010-03-21' '2010-03-22' '2010-03-23' '2010-03-24' '2010-03-25' '2010-03-26' '2010-03-27' '2010-03-28' '2010-03-29' '2010-03-30' '2010-03-31' '2010-04-01' '2010-04-02' '2010-04-03' '2010-04-04' '2010-04-05' '2010-04-06' '2010-04-07' '2010-04-08' '2010-04-09' '2010-04-10' '2010-04-11' '2010-04-12' '2010-04-13' '2010-04-14' '2010-04-15' '2010-04-16' '2010-04-17' '2010-04-18' '2010-04-19' '2010-04-20' '2010-04-21' '2010-04-22' '2010-04-23' '2010-04-24' '2010-04-25' '2010-04-26' '2010-04-27' '2010-04-28' '2010-04-29' '2010-04-30' '2010-05-01' '2010-05-02' '2010-05-03' '2010-05-04' '2010-05-05' '2010-05-06' '2010-05-07' '2010-05-08' '2010-05-09' '2010-05-10' '2010-05-11' '2010-05-12' '2010-05-13' '2010-05-14' '2010-05-15' '2010-05-16' '2010-05-17' '2010-05-18' '2010-05-19' '2010-05-20' '2010-05-21' '2010-05-22' '2010-05-23' '2010-05-24' '2010-05-25' '2010-05-26' '2010-05-27' '2010-05-28' '2010-05-29' '2010-05-30' '2010-05-31' '2010-06-01' '2010-06-02' '2010-06-03' '2010-06-04' '2010-06-05' '2010-06-06' '2010-06-07' '2010-06-08' '2010-06-09' '2010-06-10' '2010-06-11' '2010-06-12' '2010-06-13' '2010-06-14' '2010-06-15' '2010-06-16' '2010-06-17' '2010-06-18' '2010-06-19' '2010-06-20' '2010-06-21' '2010-06-22' '2010-06-23' '2010-06-24' '2010-06-25' '2010-06-26' '2010-06-27' '2010-06-28' '2010-06-29' '2010-06-30']

似乎无法找出提取上述列表中每个月的最后一天的编码。请注意，上面列表中每个月的最后一天不一定等同于每个日历月的最后一天。

预期输出： ['2010-01-29', '2010-02-26', '2010-03-31', '2010-04-30', '2010-05-28', '2010-06-30']

看到了一些解决方案如下，但它没有 return 一个有效的结果：日期 = 日期 - pd.tseries.offsets.MonthEnd()

Answer 1

previous_month = '01'
last_trading_days = []

for index, day in enumerate(date):
    # Extract month from date
    month = day[5:7]
    
    # If this is the first day of the new month, append the day that came before it
    if month != previous_month:
        previous_month = month
        last_trading_days.append(date[index - 1])
    
    # Also append the last day
    if index == len(date) - 1:
        last_trading_days.append(day)
        
print(last_trading_days)

这是在您知道第一个月是一月的情况下，否则您可以使用 previous_month = date[0][5:7] 从列表中第一个日期的月份开始。

使用 python 给定列表中每个月的最后一个交易日

Last trading day of each month from a given list using python

datetime

python-3.x

numpy-slicing