On Jun 6, 2011, at 8:33 PM, Christopher Barker wrote:

> Mark Wiebe wrote:
>> I'm wondering if removing the business-day unit from datetime64, and 
>> adding a business-day API would be a good approach to support all the 
>> things that are needed?
> 
> That sounds like a good idea to me -- and perhaps it could be a general 
> Calendar Functions API, to handle other issues as well.

+1 as well.


> Looking again at the NEP, I see "business day" as a time unit, then 
> below, that "B" is interpreted as "24h, 1440m, 86400s" i.e. a day.

Well, "B" was initially interpreted as Mon-Fri, which works well enough as long 
as you don't take holidays into account (that's how we did it in 
scikits.timeseries.


> 
> Business days aside, I also see that months and years are given 
> "Interpreted as" definitions:
> 
> Code  Interpreted as
> Y     12M, 52W, 365D
> M     4W, 30D, 720h
> 
> This is even self inconsistent:

We had some neat conversion rules in scikits.timeseries, supporting years and 
months. It's not as messy as you want to convince yourself, don't worry ;)
There was one issue, though. When converting to a higher frequency, we had to 
decide whether to put the new point at the beginning or the end of the period. 
That was managed through a keyword (see 
http://pytseries.sourceforge.net/generated/scikits.timeseries.TimeSeries.convert.html#scikits.timeseries.TimeSeries.convert
 for more details). But apart from that, it can be handled quite neatly.

> 
> This goes to heck is the data is expressed in something like "months 
> since 1995-01-01"
> 
> Because months are only defined on a Calendar.

Using the ISO as reference, you have a good definition of months.


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