Most recent previous business day in Python

I need to subtract business days from the current date.

I currently have some code which needs always to be running on the most recent business day. So that may be today if we’re Monday thru Friday, but if it’s Saturday or Sunday then I need to set it back to the Friday before the weekend. I currently have some pretty clunky code to do this:

 lastBusDay = datetime.datetime.today()
 if datetime.date.weekday(lastBusDay) == 5:      #if it's Saturday
     lastBusDay = lastBusDay - datetime.timedelta(days = 1) #then make it Friday
 elif datetime.date.weekday(lastBusDay) == 6:      #if it's Sunday
     lastBusDay = lastBusDay - datetime.timedelta(days = 2); #then make it Friday

Is there a better way?

Can I tell timedelta to work in weekdays rather than calendar days for example?

Answer

Use pandas!

import datetime
# BDay is business day, not birthday...
from pandas.tseries.offsets import BDay

today = datetime.datetime.today()
print(today - BDay(4))

Since today is Thursday, Sept 26, that will give you an output of:

datetime.datetime(2013, 9, 20, 14, 8, 4, 89761)