Remove last n days from dataframe

Question

I have a pandas dataframe with datetime index (30 min frequency). And I want do remove "n" last days from it. My dataframe do not include weekends, so if the last day of it is Monday, I want to remove Monday, Friday and Thursday (from the end). So, I mean observed days, not calendar. What is the most pythonic way to do it?

Thanks.

Answer 1

Pandas knows about Monday to Friday as business days.

So if you want to remove the last n business days from your dataframe, you can just do:

df.drop(df[df.index >= df.index.max().date()-pd.offsets.BDay(n-1)].index, inplace=True)

---

If you really need to remove observed days in the dataframe, if will be slightly more complex because you will have to count the days. Code could be (using a companion dataframe called df_days ):

# create a dataframe with same index and only one row per day:
df_days = pd.DataFrame(index=df.index).assign(day=df.index.date).drop_duplicates('day')
# now count the observed day in the companion dataframe
df_days['new_day'] = 1
df_days['days'] = df_days['new_day'].cumsum()
# compute first index to remove to remove last observed n days
ix = df_days.loc[df_days['days'] == df_days['days'].max() + 1 - n].index[0]

# ok drop the last observed n days from the initial dataframe and delete the companion one
df.drop(df.loc[df.index > ix].index)
del df_days