需要使用的主要有两个工具包：

from datetime import datetime
from calendar import monthrange

分别计算当前的日期对应的：

1. 所在年份
2. 所在月份
3. 当前月的第几日
4. 星期几
5. 当月的天数
6. 当年的第几周
7. 当月的第几周

完整示例代码

使用如下代码即可：

import pandas as pd
from math import ceil
from datetime import datetime
from calendar import monthrange


def week_of_month(dt, start_date=0):
    """获取当月的第几周"""
    first_day = dt.replace(day=1)  # 本月第一天
    adjusted_dom = dt.day + (first_day.weekday() + start_date) % 7
    return int(ceil(adjusted_dom / 7.0))


def load_trading_day(datetime_list):
    trading_day_df = pd.DataFrame(index=datetime_list)
    trading_day_df["year"] = [i.year for i in datetime_list]  # 年份
    trading_day_df['month'] = [i.month for i in datetime_list]  # 月
    trading_day_df['day'] = [i.day for i in datetime_list]  # 当前月的第几日
    trading_day_df['week'] = [i.weekday() for i in datetime_list]  # 星期几，0是星期一
    trading_day_df['max_date_of_month'] = [monthrange(i.year, i.month)[1] for i in datetime_list]  # 当月的天数
    trading_day_df['week_of_year'] = [i.isocalendar()[1] for i in datetime_list]  # 当年的第几周
    trading_day_df['week_of_month'] = [week_of_month(i) for i in datetime_list]  # 当月的第几周
    trading_day_df = trading_day_df.sort_index()
    return trading_day_df


def main():
    datetime_string = [i.strftime("%Y-%m-%d") for i in pd.date_range("2022-10-01", periods=400)]
    datetime_list = [datetime.strptime(i, "%Y-%m-%d") for i in datetime_string]
    print(load_trading_day(datetime_list))


if __name__ == '__main__':
    main()