Most recent previous business day in Python

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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)

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