add_holiday_column

from datetime import date
import holidays

us_holidays = holidays.US()

def is_holiday(date):
    date = date.replace(hour = 0)
    return 1 if (date in us_holidays) else 0

def add_holiday_col(df, holidays):
    return df.assign(is_holiday = df.index.to_series().apply(is_holiday))


df_features = add_holiday_col(df_features, us_holidays)
df_features