Calculation of days until next and since last holiday based on date in Data Frame in Python Pandas?

Question

I have Data Frame like below:

import pandas as pd
df = pd.DataFrame()
df["date"] = pd.date_range("2015", periods=5)

And list of holidays like: holidays = ["30.12.2014", "02.01.2015", "10.10.2015"]

And I would like to calculate for each date in df, number of days until next and since last holiday day from "holidays" list. So I need result like below (if of course I correctly calculate number of days, but somethng like below):

Answer 1

Use merge_asof here with default direction='backward' and direction='forward' for add column and then subtract with convert timedeltas to days by Series.dt.days and DataFrame.pop for use and remove columns:

df = pd.DataFrame()
df["date"] = pd.date_range("2015", periods=5)

holidays = ["30.12.2014", "02.01.2015", "10.01.2015"]
holidays = pd.to_datetime(holidays, dayfirst=True)

df1 = pd.DataFrame({'date1':holidays})

df = pd.merge_asof(df, df1, left_on='date', right_on='date1', direction='forward')
df = pd.merge_asof(df, df1, left_on='date', right_on='date1')

df['until'] = df.pop('date1_x').sub(df['date']).dt.days
df['since'] = df['date'].sub(df.pop('date1_y')).dt.days
print (df)
        date  until  since
0 2015-01-01      1      2
1 2015-01-02      0      0
2 2015-01-03      7      1
3 2015-01-04      6      2
4 2015-01-05      5      3