Add a UK England and Wales holiday calendar

pandas/tseries/holiday.py

@@ -500,6 +500,23 @@ class USFederalHolidayCalendar(AbstractHolidayCalendar):
     ]
 
 
+class EnglandAndWalesHolidayCalendar(AbstractHolidayCalendar):
+    rules = [
+        Holiday('New Years Day', month=1, day=1, observance=next_monday),
+        GoodFriday,
+        EasterMonday,
+        Holiday('Early May bank holiday',
+                month=5, day=1, offset=DateOffset(weekday=MO(1))),
+        Holiday('Spring bank holiday',
+                month=5, day=31, offset=DateOffset(weekday=MO(-1))),
+        Holiday('Summer bank holiday',
+                month=8, day=31, offset=DateOffset(weekday=MO(-1))),
+        Holiday('Christmas Day', month=12, day=25, observance=next_monday),
+        Holiday('Boxing Day',
+                month=12, day=26, observance=next_monday_or_tuesday)
+    ]
+
+
 def HolidayCalendarFactory(name, base, other,
                            base_class=AbstractHolidayCalendar):
     rules = AbstractHolidayCalendar.merge_class(base, other)

pandas/tseries/tests/test_holiday.py

@@ -13,7 +13,8 @@
                                     EasterMonday, GoodFriday,
                                     after_nearest_workday, weekend_to_monday,
                                     USLaborDay, USColumbusDay,
-                                    USMartinLutherKingJr, USPresidentsDay)
+                                    USMartinLutherKingJr, USPresidentsDay,
+                                    EnglandAndWalesHolidayCalendar)
 from pytz import utc
 import nose
 
@@ -387,6 +388,55 @@ def test_both_offset_observance_raises(self):
                     observance=next_monday)
 
 
+class TestEnglandAndWalesCalendar(tm.TestCase):
+    KNOWN_HOLIDAYS = [
+        # https://www.gov.uk/bank-holidays
+        datetime(2014, 1, 1),
+        datetime(2014, 4, 18),
+        datetime(2014, 4, 21),
+        datetime(2014, 5, 5),
+        datetime(2014, 5, 26),
+        datetime(2014, 8, 25),
+        datetime(2014, 12, 25),
+        datetime(2014, 12, 26),
+
+        datetime(2015, 1, 1),
+        datetime(2015, 4, 3),
+        datetime(2015, 4, 6),
+        datetime(2015, 5, 4),
+        datetime(2015, 5, 25),
+        datetime(2015, 8, 31),
+        datetime(2015, 12, 25),
+        datetime(2015, 12, 28),
+
+        datetime(2016, 1, 1),
+        datetime(2016, 3, 25),
+        datetime(2016, 3, 28),
+        datetime(2016, 5, 2),
+        datetime(2016, 5, 30),
+        datetime(2016, 8, 29),
+        datetime(2016, 12, 26),
+        datetime(2016, 12, 27),
+
+        datetime(2017, 1, 2),
+        datetime(2017, 4, 14),
+        datetime(2017, 4, 17),
+        datetime(2017, 5, 1),
+        datetime(2017, 5, 29),
+        datetime(2017, 8, 28),
+        datetime(2017, 12, 25),
+        datetime(2017, 12, 26),
+    ]
+
+    def test_calendar(self):
+        cal = EnglandAndWalesHolidayCalendar()
+        holidays = cal.holidays(
+            start=datetime(2014, 1, 1),
+            end=datetime(2017, 12, 31)
+        )
+        self.assertEqual(list(holidays.to_pydatetime()), self.KNOWN_HOLIDAYS)
+
+
 if __name__ == '__main__':
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'],
                    exit=False)