diff --git a/pandas/tests/tseries/offsets/test_business_day.py b/pandas/tests/tseries/offsets/test_business_day.py
index 26df051ef928f..92daafaf469cd 100644
--- a/pandas/tests/tseries/offsets/test_business_day.py
+++ b/pandas/tests/tseries/offsets/test_business_day.py
@@ -7,21 +7,17 @@
     timedelta,
 )
 
-import numpy as np
 import pytest
 
 from pandas._libs.tslibs.offsets import (
     ApplyTypeError,
     BDay,
     BMonthEnd,
-    CDay,
 )
-from pandas.compat import np_datetime64_compat
 
 from pandas import (
     DatetimeIndex,
     _testing as tm,
-    read_pickle,
 )
 from pandas.tests.tseries.offsets.common import (
     Base,
@@ -31,7 +27,6 @@
 from pandas.tests.tseries.offsets.test_offsets import _ApplyCases
 
 from pandas.tseries import offsets as offsets
-from pandas.tseries.holiday import USFederalHolidayCalendar
 
 
 class TestBusinessDay(Base):
@@ -212,243 +207,3 @@ def test_apply_corner(self):
         msg = "Only know how to combine business day with datetime or timedelta"
         with pytest.raises(ApplyTypeError, match=msg):
             BDay().apply(BMonthEnd())
-
-
-class TestCustomBusinessDay(Base):
-    _offset = CDay
-
-    def setup_method(self, method):
-        self.d = datetime(2008, 1, 1)
-        self.nd = np_datetime64_compat("2008-01-01 00:00:00Z")
-
-        self.offset = CDay()
-        self.offset1 = self.offset
-        self.offset2 = CDay(2)
-
-    def test_different_normalize_equals(self):
-        # GH#21404 changed __eq__ to return False when `normalize` does not match
-        offset = self._offset()
-        offset2 = self._offset(normalize=True)
-        assert offset != offset2
-
-    def test_repr(self):
-        assert repr(self.offset) == "<CustomBusinessDay>"
-        assert repr(self.offset2) == "<2 * CustomBusinessDays>"
-
-        expected = "<BusinessDay: offset=datetime.timedelta(days=1)>"
-        assert repr(self.offset + timedelta(1)) == expected
-
-    def test_with_offset(self):
-        offset = self.offset + timedelta(hours=2)
-
-        assert (self.d + offset) == datetime(2008, 1, 2, 2)
-
-    def test_with_offset_index(self):
-        dti = DatetimeIndex([self.d])
-        result = dti + (self.offset + timedelta(hours=2))
-
-        expected = DatetimeIndex([datetime(2008, 1, 2, 2)])
-        tm.assert_index_equal(result, expected)
-
-    def test_eq(self):
-        assert self.offset2 == self.offset2
-
-    def test_mul(self):
-        pass
-
-    def test_hash(self):
-        assert hash(self.offset2) == hash(self.offset2)
-
-    def test_call(self):
-        with tm.assert_produces_warning(FutureWarning):
-            # GH#34171 DateOffset.__call__ is deprecated
-            assert self.offset2(self.d) == datetime(2008, 1, 3)
-            assert self.offset2(self.nd) == datetime(2008, 1, 3)
-
-    def testRollback1(self):
-        assert CDay(10).rollback(self.d) == self.d
-
-    def testRollback2(self):
-        assert CDay(10).rollback(datetime(2008, 1, 5)) == datetime(2008, 1, 4)
-
-    def testRollforward1(self):
-        assert CDay(10).rollforward(self.d) == self.d
-
-    def testRollforward2(self):
-        assert CDay(10).rollforward(datetime(2008, 1, 5)) == datetime(2008, 1, 7)
-
-    def test_roll_date_object(self):
-        offset = CDay()
-
-        dt = date(2012, 9, 15)
-
-        result = offset.rollback(dt)
-        assert result == datetime(2012, 9, 14)
-
-        result = offset.rollforward(dt)
-        assert result == datetime(2012, 9, 17)
-
-        offset = offsets.Day()
-        result = offset.rollback(dt)
-        assert result == datetime(2012, 9, 15)
-
-        result = offset.rollforward(dt)
-        assert result == datetime(2012, 9, 15)
-
-    on_offset_cases = [
-        (CDay(), datetime(2008, 1, 1), True),
-        (CDay(), datetime(2008, 1, 5), False),
-    ]
-
-    @pytest.mark.parametrize("case", on_offset_cases)
-    def test_is_on_offset(self, case):
-        offset, d, expected = case
-        assert_is_on_offset(offset, d, expected)
-
-    apply_cases: _ApplyCases = [
-        (
-            CDay(),
-            {
-                datetime(2008, 1, 1): datetime(2008, 1, 2),
-                datetime(2008, 1, 4): datetime(2008, 1, 7),
-                datetime(2008, 1, 5): datetime(2008, 1, 7),
-                datetime(2008, 1, 6): datetime(2008, 1, 7),
-                datetime(2008, 1, 7): datetime(2008, 1, 8),
-            },
-        ),
-        (
-            2 * CDay(),
-            {
-                datetime(2008, 1, 1): datetime(2008, 1, 3),
-                datetime(2008, 1, 4): datetime(2008, 1, 8),
-                datetime(2008, 1, 5): datetime(2008, 1, 8),
-                datetime(2008, 1, 6): datetime(2008, 1, 8),
-                datetime(2008, 1, 7): datetime(2008, 1, 9),
-            },
-        ),
-        (
-            -CDay(),
-            {
-                datetime(2008, 1, 1): datetime(2007, 12, 31),
-                datetime(2008, 1, 4): datetime(2008, 1, 3),
-                datetime(2008, 1, 5): datetime(2008, 1, 4),
-                datetime(2008, 1, 6): datetime(2008, 1, 4),
-                datetime(2008, 1, 7): datetime(2008, 1, 4),
-                datetime(2008, 1, 8): datetime(2008, 1, 7),
-            },
-        ),
-        (
-            -2 * CDay(),
-            {
-                datetime(2008, 1, 1): datetime(2007, 12, 28),
-                datetime(2008, 1, 4): datetime(2008, 1, 2),
-                datetime(2008, 1, 5): datetime(2008, 1, 3),
-                datetime(2008, 1, 6): datetime(2008, 1, 3),
-                datetime(2008, 1, 7): datetime(2008, 1, 3),
-                datetime(2008, 1, 8): datetime(2008, 1, 4),
-                datetime(2008, 1, 9): datetime(2008, 1, 7),
-            },
-        ),
-        (
-            CDay(0),
-            {
-                datetime(2008, 1, 1): datetime(2008, 1, 1),
-                datetime(2008, 1, 4): datetime(2008, 1, 4),
-                datetime(2008, 1, 5): datetime(2008, 1, 7),
-                datetime(2008, 1, 6): datetime(2008, 1, 7),
-                datetime(2008, 1, 7): datetime(2008, 1, 7),
-            },
-        ),
-    ]
-
-    @pytest.mark.parametrize("case", apply_cases)
-    def test_apply(self, case):
-        offset, cases = case
-        for base, expected in cases.items():
-            assert_offset_equal(offset, base, expected)
-
-    def test_apply_large_n(self):
-        dt = datetime(2012, 10, 23)
-
-        result = dt + CDay(10)
-        assert result == datetime(2012, 11, 6)
-
-        result = dt + CDay(100) - CDay(100)
-        assert result == dt
-
-        off = CDay() * 6
-        rs = datetime(2012, 1, 1) - off
-        xp = datetime(2011, 12, 23)
-        assert rs == xp
-
-        st = datetime(2011, 12, 18)
-        rs = st + off
-        xp = datetime(2011, 12, 26)
-        assert rs == xp
-
-    def test_apply_corner(self):
-        msg = (
-            "Only know how to combine trading day "
-            "with datetime, datetime64 or timedelta"
-        )
-        with pytest.raises(ApplyTypeError, match=msg):
-            CDay().apply(BMonthEnd())
-
-    def test_holidays(self):
-        # Define a TradingDay offset
-        holidays = ["2012-05-01", datetime(2013, 5, 1), np.datetime64("2014-05-01")]
-        tday = CDay(holidays=holidays)
-        for year in range(2012, 2015):
-            dt = datetime(year, 4, 30)
-            xp = datetime(year, 5, 2)
-            rs = dt + tday
-            assert rs == xp
-
-    def test_weekmask(self):
-        weekmask_saudi = "Sat Sun Mon Tue Wed"  # Thu-Fri Weekend
-        weekmask_uae = "1111001"  # Fri-Sat Weekend
-        weekmask_egypt = [1, 1, 1, 1, 0, 0, 1]  # Fri-Sat Weekend
-        bday_saudi = CDay(weekmask=weekmask_saudi)
-        bday_uae = CDay(weekmask=weekmask_uae)
-        bday_egypt = CDay(weekmask=weekmask_egypt)
-        dt = datetime(2013, 5, 1)
-        xp_saudi = datetime(2013, 5, 4)
-        xp_uae = datetime(2013, 5, 2)
-        xp_egypt = datetime(2013, 5, 2)
-        assert xp_saudi == dt + bday_saudi
-        assert xp_uae == dt + bday_uae
-        assert xp_egypt == dt + bday_egypt
-        xp2 = datetime(2013, 5, 5)
-        assert xp2 == dt + 2 * bday_saudi
-        assert xp2 == dt + 2 * bday_uae
-        assert xp2 == dt + 2 * bday_egypt
-
-    def test_weekmask_and_holidays(self):
-        weekmask_egypt = "Sun Mon Tue Wed Thu"  # Fri-Sat Weekend
-        holidays = ["2012-05-01", datetime(2013, 5, 1), np.datetime64("2014-05-01")]
-        bday_egypt = CDay(holidays=holidays, weekmask=weekmask_egypt)
-        dt = datetime(2013, 4, 30)
-        xp_egypt = datetime(2013, 5, 5)
-        assert xp_egypt == dt + 2 * bday_egypt
-
-    @pytest.mark.filterwarnings("ignore:Non:pandas.errors.PerformanceWarning")
-    def test_calendar(self):
-        calendar = USFederalHolidayCalendar()
-        dt = datetime(2014, 1, 17)
-        assert_offset_equal(CDay(calendar=calendar), dt, datetime(2014, 1, 21))
-
-    def test_roundtrip_pickle(self):
-        def _check_roundtrip(obj):
-            unpickled = tm.round_trip_pickle(obj)
-            assert unpickled == obj
-
-        _check_roundtrip(self.offset)
-        _check_roundtrip(self.offset2)
-        _check_roundtrip(self.offset * 2)
-
-    def test_pickle_compat_0_14_1(self, datapath):
-        hdays = [datetime(2013, 1, 1) for ele in range(4)]
-        pth = datapath("tseries", "offsets", "data", "cday-0.14.1.pickle")
-        cday0_14_1 = read_pickle(pth)
-        cday = CDay(holidays=hdays)
-        assert cday == cday0_14_1
diff --git a/pandas/tests/tseries/offsets/test_custom_business_day.py b/pandas/tests/tseries/offsets/test_custom_business_day.py
new file mode 100644
index 0000000000000..b8014f7112435
--- /dev/null
+++ b/pandas/tests/tseries/offsets/test_custom_business_day.py
@@ -0,0 +1,273 @@
+"""
+Tests for offsets.CustomBusinessDay / CDay
+"""
+from datetime import (
+    date,
+    datetime,
+    timedelta,
+)
+
+import numpy as np
+import pytest
+
+from pandas._libs.tslibs.offsets import (
+    ApplyTypeError,
+    BMonthEnd,
+    CDay,
+)
+from pandas.compat import np_datetime64_compat
+
+from pandas import (
+    DatetimeIndex,
+    _testing as tm,
+    read_pickle,
+)
+from pandas.tests.tseries.offsets.common import (
+    Base,
+    assert_is_on_offset,
+    assert_offset_equal,
+)
+from pandas.tests.tseries.offsets.test_offsets import _ApplyCases
+
+from pandas.tseries import offsets as offsets
+from pandas.tseries.holiday import USFederalHolidayCalendar
+
+
+class TestCustomBusinessDay(Base):
+    _offset = CDay
+
+    def setup_method(self, method):
+        self.d = datetime(2008, 1, 1)
+        self.nd = np_datetime64_compat("2008-01-01 00:00:00Z")
+
+        self.offset = CDay()
+        self.offset1 = self.offset
+        self.offset2 = CDay(2)
+
+    def test_different_normalize_equals(self):
+        # GH#21404 changed __eq__ to return False when `normalize` does not match
+        offset = self._offset()
+        offset2 = self._offset(normalize=True)
+        assert offset != offset2
+
+    def test_repr(self):
+        assert repr(self.offset) == "<CustomBusinessDay>"
+        assert repr(self.offset2) == "<2 * CustomBusinessDays>"
+
+        expected = "<BusinessDay: offset=datetime.timedelta(days=1)>"
+        assert repr(self.offset + timedelta(1)) == expected
+
+    def test_with_offset(self):
+        offset = self.offset + timedelta(hours=2)
+
+        assert (self.d + offset) == datetime(2008, 1, 2, 2)
+
+    def test_with_offset_index(self):
+        dti = DatetimeIndex([self.d])
+        result = dti + (self.offset + timedelta(hours=2))
+
+        expected = DatetimeIndex([datetime(2008, 1, 2, 2)])
+        tm.assert_index_equal(result, expected)
+
+    def test_eq(self):
+        assert self.offset2 == self.offset2
+
+    def test_mul(self):
+        pass
+
+    def test_hash(self):
+        assert hash(self.offset2) == hash(self.offset2)
+
+    def test_call(self):
+        with tm.assert_produces_warning(FutureWarning):
+            # GH#34171 DateOffset.__call__ is deprecated
+            assert self.offset2(self.d) == datetime(2008, 1, 3)
+            assert self.offset2(self.nd) == datetime(2008, 1, 3)
+
+    def testRollback1(self):
+        assert CDay(10).rollback(self.d) == self.d
+
+    def testRollback2(self):
+        assert CDay(10).rollback(datetime(2008, 1, 5)) == datetime(2008, 1, 4)
+
+    def testRollforward1(self):
+        assert CDay(10).rollforward(self.d) == self.d
+
+    def testRollforward2(self):
+        assert CDay(10).rollforward(datetime(2008, 1, 5)) == datetime(2008, 1, 7)
+
+    def test_roll_date_object(self):
+        offset = CDay()
+
+        dt = date(2012, 9, 15)
+
+        result = offset.rollback(dt)
+        assert result == datetime(2012, 9, 14)
+
+        result = offset.rollforward(dt)
+        assert result == datetime(2012, 9, 17)
+
+        offset = offsets.Day()
+        result = offset.rollback(dt)
+        assert result == datetime(2012, 9, 15)
+
+        result = offset.rollforward(dt)
+        assert result == datetime(2012, 9, 15)
+
+    on_offset_cases = [
+        (CDay(), datetime(2008, 1, 1), True),
+        (CDay(), datetime(2008, 1, 5), False),
+    ]
+
+    @pytest.mark.parametrize("case", on_offset_cases)
+    def test_is_on_offset(self, case):
+        offset, day, expected = case
+        assert_is_on_offset(offset, day, expected)
+
+    apply_cases: _ApplyCases = [
+        (
+            CDay(),
+            {
+                datetime(2008, 1, 1): datetime(2008, 1, 2),
+                datetime(2008, 1, 4): datetime(2008, 1, 7),
+                datetime(2008, 1, 5): datetime(2008, 1, 7),
+                datetime(2008, 1, 6): datetime(2008, 1, 7),
+                datetime(2008, 1, 7): datetime(2008, 1, 8),
+            },
+        ),
+        (
+            2 * CDay(),
+            {
+                datetime(2008, 1, 1): datetime(2008, 1, 3),
+                datetime(2008, 1, 4): datetime(2008, 1, 8),
+                datetime(2008, 1, 5): datetime(2008, 1, 8),
+                datetime(2008, 1, 6): datetime(2008, 1, 8),
+                datetime(2008, 1, 7): datetime(2008, 1, 9),
+            },
+        ),
+        (
+            -CDay(),
+            {
+                datetime(2008, 1, 1): datetime(2007, 12, 31),
+                datetime(2008, 1, 4): datetime(2008, 1, 3),
+                datetime(2008, 1, 5): datetime(2008, 1, 4),
+                datetime(2008, 1, 6): datetime(2008, 1, 4),
+                datetime(2008, 1, 7): datetime(2008, 1, 4),
+                datetime(2008, 1, 8): datetime(2008, 1, 7),
+            },
+        ),
+        (
+            -2 * CDay(),
+            {
+                datetime(2008, 1, 1): datetime(2007, 12, 28),
+                datetime(2008, 1, 4): datetime(2008, 1, 2),
+                datetime(2008, 1, 5): datetime(2008, 1, 3),
+                datetime(2008, 1, 6): datetime(2008, 1, 3),
+                datetime(2008, 1, 7): datetime(2008, 1, 3),
+                datetime(2008, 1, 8): datetime(2008, 1, 4),
+                datetime(2008, 1, 9): datetime(2008, 1, 7),
+            },
+        ),
+        (
+            CDay(0),
+            {
+                datetime(2008, 1, 1): datetime(2008, 1, 1),
+                datetime(2008, 1, 4): datetime(2008, 1, 4),
+                datetime(2008, 1, 5): datetime(2008, 1, 7),
+                datetime(2008, 1, 6): datetime(2008, 1, 7),
+                datetime(2008, 1, 7): datetime(2008, 1, 7),
+            },
+        ),
+    ]
+
+    @pytest.mark.parametrize("case", apply_cases)
+    def test_apply(self, case):
+        offset, cases = case
+        for base, expected in cases.items():
+            assert_offset_equal(offset, base, expected)
+
+    def test_apply_large_n(self):
+        dt = datetime(2012, 10, 23)
+
+        result = dt + CDay(10)
+        assert result == datetime(2012, 11, 6)
+
+        result = dt + CDay(100) - CDay(100)
+        assert result == dt
+
+        off = CDay() * 6
+        rs = datetime(2012, 1, 1) - off
+        xp = datetime(2011, 12, 23)
+        assert rs == xp
+
+        st = datetime(2011, 12, 18)
+        rs = st + off
+        xp = datetime(2011, 12, 26)
+        assert rs == xp
+
+    def test_apply_corner(self):
+        msg = (
+            "Only know how to combine trading day "
+            "with datetime, datetime64 or timedelta"
+        )
+        with pytest.raises(ApplyTypeError, match=msg):
+            CDay().apply(BMonthEnd())
+
+    def test_holidays(self):
+        # Define a TradingDay offset
+        holidays = ["2012-05-01", datetime(2013, 5, 1), np.datetime64("2014-05-01")]
+        tday = CDay(holidays=holidays)
+        for year in range(2012, 2015):
+            dt = datetime(year, 4, 30)
+            xp = datetime(year, 5, 2)
+            rs = dt + tday
+            assert rs == xp
+
+    def test_weekmask(self):
+        weekmask_saudi = "Sat Sun Mon Tue Wed"  # Thu-Fri Weekend
+        weekmask_uae = "1111001"  # Fri-Sat Weekend
+        weekmask_egypt = [1, 1, 1, 1, 0, 0, 1]  # Fri-Sat Weekend
+        bday_saudi = CDay(weekmask=weekmask_saudi)
+        bday_uae = CDay(weekmask=weekmask_uae)
+        bday_egypt = CDay(weekmask=weekmask_egypt)
+        dt = datetime(2013, 5, 1)
+        xp_saudi = datetime(2013, 5, 4)
+        xp_uae = datetime(2013, 5, 2)
+        xp_egypt = datetime(2013, 5, 2)
+        assert xp_saudi == dt + bday_saudi
+        assert xp_uae == dt + bday_uae
+        assert xp_egypt == dt + bday_egypt
+        xp2 = datetime(2013, 5, 5)
+        assert xp2 == dt + 2 * bday_saudi
+        assert xp2 == dt + 2 * bday_uae
+        assert xp2 == dt + 2 * bday_egypt
+
+    def test_weekmask_and_holidays(self):
+        weekmask_egypt = "Sun Mon Tue Wed Thu"  # Fri-Sat Weekend
+        holidays = ["2012-05-01", datetime(2013, 5, 1), np.datetime64("2014-05-01")]
+        bday_egypt = CDay(holidays=holidays, weekmask=weekmask_egypt)
+        dt = datetime(2013, 4, 30)
+        xp_egypt = datetime(2013, 5, 5)
+        assert xp_egypt == dt + 2 * bday_egypt
+
+    @pytest.mark.filterwarnings("ignore:Non:pandas.errors.PerformanceWarning")
+    def test_calendar(self):
+        calendar = USFederalHolidayCalendar()
+        dt = datetime(2014, 1, 17)
+        assert_offset_equal(CDay(calendar=calendar), dt, datetime(2014, 1, 21))
+
+    def test_roundtrip_pickle(self):
+        def _check_roundtrip(obj):
+            unpickled = tm.round_trip_pickle(obj)
+            assert unpickled == obj
+
+        _check_roundtrip(self.offset)
+        _check_roundtrip(self.offset2)
+        _check_roundtrip(self.offset * 2)
+
+    def test_pickle_compat_0_14_1(self, datapath):
+        hdays = [datetime(2013, 1, 1) for ele in range(4)]
+        pth = datapath("tseries", "offsets", "data", "cday-0.14.1.pickle")
+        cday0_14_1 = read_pickle(pth)
+        cday = CDay(holidays=hdays)
+        assert cday == cday0_14_1