Bug in AbstractHolidayCalendar.holidays

[dhirschfeld]

...when there are no rules.

from pandas.tseries.holiday import AbstractHolidayCalendar

class ExampleCalendar(AbstractHolidayCalendar):
    pass

cal = ExampleCalendar()

In [58]: cal.holidays(pd.Timestamp('01-Jan-2020'), pd.Timestamp('01-Jan-2021'))
Traceback (most recent call last):

  File "<ipython-input-58-022244d4e794>", line 1, in <module>
    cal.holidays(pd.Timestamp('01-Jan-2020'), pd.Timestamp('01-Jan-2021'))

  File "C:\Users\dhirschf\envs\dev\lib\site-packages\pandas\tseries\holiday.py", line 422, in holidays
    self._cache = (start, end, holidays.sort_index())

AttributeError: 'NoneType' object has no attribute 'sort_index'

In [59]: pd.__version__
Out[59]: '0.25.3'

[dhirschfeld]

As can be seen below:

pandas/pandas/tseries/holiday.py

Lines 409 to 421 in ec0996c

	holidays = None
	# If we don't have a cache or the dates are outside the prior cache, we
	# get them again
	if self._cache is None or start < self._cache[0] or end > self._cache[1]:
	for rule in self.rules:
	rule_holidays = rule.dates(start, end, return_name=True)
	if holidays is None:
	holidays = rule_holidays
	else:
	holidays = holidays.append(rule_holidays)
	self._cache = (start, end, holidays.sort_index())

when self.rules is empty

In [61]: cal.rules
Out[61]: []

You drop through the loop to L421:

self._cache = (start, end, holidays.sort_index()) 

where holidays remains unchanged from being set to None before the loop on L409.