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Useful classes to generate date features and add them to TimeGPT.
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CountryHolidays

 CountryHolidays (countries:list[str])
Given a list of countries, returns a dataframe with holidays for each country. 
c_holidays = CountryHolidays(countries=['US', 'MX'])
periods = 365 * 5
dates = pd.date_range(end='2023-09-01', periods=periods)
holidays_df = c_holidays(dates)
holidays_df.head()
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SpecialDates

 SpecialDates (special_dates:dict[str,list[str]])
Given a dictionary of categories and dates, returns a dataframe with the special dates. 
special_dates = SpecialDates(
    special_dates={
        'Important Dates': ['2021-02-26', '2020-02-26'],
        'Very Important Dates': ['2021-01-26', '2020-01-26', '2019-01-26']
    }
)
periods = 365 * 5
dates = pd.date_range(end='2023-09-01', periods=periods)
holidays_df = special_dates(dates)
holidays_df.head()
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