pandas-market-calendars 4.1.3__py3-none-any.whl → 4.2.0__py3-none-any.whl

{pandas_market_calendars-4.1.3.dist-info → pandas_market_calendars-4.2.0.dist-info}/METADATA

@@ -1,187 +1,200 @@
-Metadata-Version: 2.1
-Name: pandas-market-calendars
-Version: 4.1.3
-Summary: Market and exchange trading calendars for pandas
-Home-page: https://github.com/rsheftel/pandas_market_calendars
-Author: Ryan Sheftel
-Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
-License: MIT
-Project-URL: Homepage, https://github.com/rsheftel/pandas_market_calendars
-Project-URL: Bug Tracker, https://github.com/rsheftel/pandas_market_calendars/issues
-Keywords: trading exchanges markets OTC datetime holiday business days
-Classifier: Development Status :: 5 - Production/Stable
-Classifier: Intended Audience :: Developers
-Classifier: Topic :: Software Development
-Classifier: License :: OSI Approved :: MIT License
-Classifier: Programming Language :: Python :: 3.8
-Classifier: Programming Language :: Python :: 3.9
-Classifier: Programming Language :: Python :: 3.10
-Requires-Python: >=3.8.0
-Description-Content-Type: text/x-rst
-License-File: LICENSE
-Requires-Dist: pandas (>=1.1)
-Requires-Dist: pytz
-Requires-Dist: python-dateutil
-Requires-Dist: exchange-calendars (>=3.3)
-
-pandas_market_calendars
-=======================
-Market calendars to use with pandas for trading applications.
-
-.. image:: https://badge.fury.io/py/pandas-market-calendars.svg
-    :target: https://badge.fury.io/py/pandas-market-calendars
-
-.. image:: https://travis-ci.com/rsheftel/pandas_market_calendars.svg?branch=master
-    :target: https://travis-ci.com/rsheftel/pandas_market_calendars
-
-.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
-    :target: https://coveralls.io/github/rsheftel/pandas_market_calendars?branch=master
-
-.. image:: https://readthedocs.org/projects/pandas-market-calendars/badge/?version=latest
-   :target: http://pandas-market-calendars.readthedocs.io/en/latest/?badge=latest
-   :alt: Documentation Status
-
-Documentation
--------------
-http://pandas_market_calendars.readthedocs.io/en/latest/
-
-Overview
---------
-The Pandas package is widely used in finance and specifically for time series analysis. It includes excellent
-functionality for generating sequences of dates and capabilities for custom holiday calendars, but as an explicit
-design choice it does not include the actual holiday calendars for specific exchanges or OTC markets.
-
-The pandas_market_calendars package looks to fill that role with the holiday, late open and early close calendars
-for specific exchanges and OTC conventions. pandas_market_calendars also adds several functions to manipulate the
-market calendars and includes a date_range function to create a pandas DatetimeIndex including only the datetimes
-when the markets are open. Additionally the package contains product specific calendars for future exchanges which
-have different market open, closes, breaks and holidays based on product type.
-
-This package provides access to over 50+ unique exchange calendars for global equity and futures markets.
-
-This package is a fork of the Zipline package from Quantopian and extracts just the relevant parts. All credit for
-their excellent work to Quantopian.
-
-Major Releases
-~~~~~~~~~~~~~~
-As of v1.0 this package only works with Python3. This is consistent with Pandas dropping support for Python2.
-
-As of v1.4 this package now has the concept of a break during the trading day. For example this can accommodate Asian
-markets that have a lunch break, or futures markets that are open 24 hours with a break in the day for trade processing.
-
-As of v2.0 this package provides a mirror of all the calendars from the `exchange_calendars <https://github.com/gerrymanoim/exchange_calendars>`_
-package, which itself is the now maintained fork of the original trading_calendars package. This adds over 50 calendars.
-
-As of v3.0, the function date_range() is more complete and consistent, for more discussion on the topic refer to PR #142 and Issue #138.
-
-As of v4.0, this package provides the framework to add interruptions to calendars. These can also be added to a schedule and viewed using
-the new interruptions_df property. A full list of changes can be found in PR #210.
-
-Source location
-~~~~~~~~~~~~~~~
-Hosted on GitHub: https://github.com/rsheftel/pandas_market_calendars
-
-Installation
-~~~~~~~~~~~~
-``pip install pandas_market_calendars``
-
-Arch Linux package available here: https://aur.archlinux.org/packages/python-pandas_market_calendars/
-
-Calendars
----------
-The list of `available calendars <https://pandas-market-calendars.readthedocs.io/en/latest/calendars.html>`_
-
-Quick Start
------------
-.. code:: python
-
-    import pandas_market_calendars as mcal
-    
-    # Create a calendar
-    nyse = mcal.get_calendar('NYSE')
-
-    # Show available calendars
-    print(mcal.get_calendar_names())
-
-.. code:: python
-
-    early = nyse.schedule(start_date='2012-07-01', end_date='2012-07-10')
-    early
-
-    
-.. parsed-literal::
-
-                      market_open             market_close
-    =========== ========================= =========================
-     2012-07-02 2012-07-02 13:30:00+00:00 2012-07-02 20:00:00+00:00
-     2012-07-03 2012-07-03 13:30:00+00:00 2012-07-03 17:00:00+00:00
-     2012-07-05 2012-07-05 13:30:00+00:00 2012-07-05 20:00:00+00:00
-     2012-07-06 2012-07-06 13:30:00+00:00 2012-07-06 20:00:00+00:00
-     2012-07-09 2012-07-09 13:30:00+00:00 2012-07-09 20:00:00+00:00
-     2012-07-10 2012-07-10 13:30:00+00:00 2012-07-10 20:00:00+00:00
-
-    
-.. code:: python
-
-    mcal.date_range(early, frequency='1D')
-
-
-
-
-.. parsed-literal::
-
-    DatetimeIndex(['2012-07-02 20:00:00+00:00', '2012-07-03 17:00:00+00:00',
-                   '2012-07-05 20:00:00+00:00', '2012-07-06 20:00:00+00:00',
-                   '2012-07-09 20:00:00+00:00', '2012-07-10 20:00:00+00:00'],
-                  dtype='datetime64[ns, UTC]', freq=None)
-
-
-
-.. code:: python
-
-    mcal.date_range(early, frequency='1H')
-
-
-
-
-.. parsed-literal::
-
-    DatetimeIndex(['2012-07-02 14:30:00+00:00', '2012-07-02 15:30:00+00:00',
-                   '2012-07-02 16:30:00+00:00', '2012-07-02 17:30:00+00:00',
-                   '2012-07-02 18:30:00+00:00', '2012-07-02 19:30:00+00:00',
-                   '2012-07-02 20:00:00+00:00', '2012-07-03 14:30:00+00:00',
-                   '2012-07-03 15:30:00+00:00', '2012-07-03 16:30:00+00:00',
-                   '2012-07-03 17:00:00+00:00', '2012-07-05 14:30:00+00:00',
-                   '2012-07-05 15:30:00+00:00', '2012-07-05 16:30:00+00:00',
-                   '2012-07-05 17:30:00+00:00', '2012-07-05 18:30:00+00:00',
-                   '2012-07-05 19:30:00+00:00', '2012-07-05 20:00:00+00:00',
-                   '2012-07-06 14:30:00+00:00', '2012-07-06 15:30:00+00:00',
-                   '2012-07-06 16:30:00+00:00', '2012-07-06 17:30:00+00:00',
-                   '2012-07-06 18:30:00+00:00', '2012-07-06 19:30:00+00:00',
-                   '2012-07-06 20:00:00+00:00', '2012-07-09 14:30:00+00:00',
-                   '2012-07-09 15:30:00+00:00', '2012-07-09 16:30:00+00:00',
-                   '2012-07-09 17:30:00+00:00', '2012-07-09 18:30:00+00:00',
-                   '2012-07-09 19:30:00+00:00', '2012-07-09 20:00:00+00:00',
-                   '2012-07-10 14:30:00+00:00', '2012-07-10 15:30:00+00:00',
-                   '2012-07-10 16:30:00+00:00', '2012-07-10 17:30:00+00:00',
-                   '2012-07-10 18:30:00+00:00', '2012-07-10 19:30:00+00:00',
-                   '2012-07-10 20:00:00+00:00'],
-                  dtype='datetime64[ns, UTC]', freq=None)
-
-Contributing
-------------
-All improvements and additional (and corrections) in the form of pull requests are welcome. This package will grow in
-value and correctness the more eyes are on it.
-
-To add new functionality please include tests which are in standard pytest format. 
-
-Use pytest to run the test suite.
-
-For complete information on contributing see CONTRIBUTING.md_
-
-.. _CONTRIBUTING.md: https://github.com/rsheftel/pandas_market_calendars/blob/master/CONTRIBUTING.md
-
-Future
-------
-This package is open sourced under the MIT license. Everyone is welcome to add more exchanges or OTC markets, confirm
-or correct the existing calendars, and generally do whatever they desire with this code.
+Metadata-Version: 2.1
+Name: pandas-market-calendars
+Version: 4.2.0
+Summary: Market and exchange trading calendars for pandas
+Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
+License: MIT
+Project-URL: Homepage, https://github.com/rsheftel/pandas_market_calendars
+Project-URL: Source, https://github.com/rsheftel/pandas_market_calendars
+Project-URL: Documentation, https://pandas-market-calendars.readthedocs.io/en/latest/
+Project-URL: Changelog, https://pandas-market-calendars.readthedocs.io/en/latest/change_log.html
+Project-URL: Bug Tracker, https://github.com/rsheftel/pandas_market_calendars/issues
+Keywords: trading,exchanges,markets,OTC,datetime,holiday,business days
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Developers
+Classifier: Topic :: Software Development
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Requires-Python: >=3.8
+Description-Content-Type: text/x-rst
+License-File: LICENSE
+License-File: NOTICE
+Requires-Dist: pandas >=1.1
+Requires-Dist: pytz
+Requires-Dist: python-dateutil
+Requires-Dist: exchange-calendars >=3.3
+Provides-Extra: test
+Requires-Dist: pytest ; extra == 'test'
+
+pandas_market_calendars
+=======================
+Market calendars to use with pandas for trading applications.
+
+.. image:: https://badge.fury.io/py/pandas-market-calendars.svg
+    :target: https://badge.fury.io/py/pandas-market-calendars
+
+.. image:: https://travis-ci.com/rsheftel/pandas_market_calendars.svg?branch=master
+    :target: https://travis-ci.com/rsheftel/pandas_market_calendars
+
+.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
+    :target: https://coveralls.io/github/rsheftel/pandas_market_calendars?branch=master
+
+.. image:: https://readthedocs.org/projects/pandas-market-calendars/badge/?version=latest
+   :target: http://pandas-market-calendars.readthedocs.io/en/latest/?badge=latest
+   :alt: Documentation Status
+
+Documentation
+-------------
+http://pandas-market-calendars.readthedocs.io/en/latest/
+
+Overview
+--------
+The Pandas package is widely used in finance and specifically for time series analysis. It includes excellent
+functionality for generating sequences of dates and capabilities for custom holiday calendars, but as an explicit
+design choice it does not include the actual holiday calendars for specific exchanges or OTC markets.
+
+The pandas_market_calendars package looks to fill that role with the holiday, late open and early close calendars
+for specific exchanges and OTC conventions. pandas_market_calendars also adds several functions to manipulate the
+market calendars and includes a date_range function to create a pandas DatetimeIndex including only the datetimes
+when the markets are open. Additionally the package contains product specific calendars for future exchanges which
+have different market open, closes, breaks and holidays based on product type.
+
+This package provides access to over 50+ unique exchange calendars for global equity and futures markets.
+
+This package is a fork of the Zipline package from Quantopian and extracts just the relevant parts. All credit for
+their excellent work to Quantopian.
+
+Major Releases
+~~~~~~~~~~~~~~
+As of v1.0 this package only works with Python3. This is consistent with Pandas dropping support for Python2.
+
+As of v1.4 this package now has the concept of a break during the trading day. For example this can accommodate Asian
+markets that have a lunch break, or futures markets that are open 24 hours with a break in the day for trade processing.
+
+As of v2.0 this package provides a mirror of all the calendars from the `exchange_calendars <https://github.com/gerrymanoim/exchange_calendars>`_
+package, which itself is the now maintained fork of the original trading_calendars package. This adds over 50 calendars.
+
+As of v3.0, the function date_range() is more complete and consistent, for more discussion on the topic refer to PR #142 and Issue #138.
+
+As of v4.0, this package provides the framework to add interruptions to calendars. These can also be added to a schedule and viewed using
+the new interruptions_df property. A full list of changes can be found in PR #210.
+
+Source location
+~~~~~~~~~~~~~~~
+Hosted on GitHub: https://github.com/rsheftel/pandas_market_calendars
+
+Installation
+~~~~~~~~~~~~
+``pip install pandas_market_calendars``
+
+Arch Linux package available here: https://aur.archlinux.org/packages/python-pandas_market_calendars/
+
+Calendars
+---------
+The list of `available calendars <https://pandas-market-calendars.readthedocs.io/en/latest/calendars.html>`_
+
+Quick Start
+-----------
+.. code:: python
+
+    import pandas_market_calendars as mcal
+    
+    # Create a calendar
+    nyse = mcal.get_calendar('NYSE')
+
+    # Show available calendars
+    print(mcal.get_calendar_names())
+
+.. code:: python
+
+    early = nyse.schedule(start_date='2012-07-01', end_date='2012-07-10')
+    early
+
+    
+.. parsed-literal::
+
+                      market_open             market_close
+    =========== ========================= =========================
+     2012-07-02 2012-07-02 13:30:00+00:00 2012-07-02 20:00:00+00:00
+     2012-07-03 2012-07-03 13:30:00+00:00 2012-07-03 17:00:00+00:00
+     2012-07-05 2012-07-05 13:30:00+00:00 2012-07-05 20:00:00+00:00
+     2012-07-06 2012-07-06 13:30:00+00:00 2012-07-06 20:00:00+00:00
+     2012-07-09 2012-07-09 13:30:00+00:00 2012-07-09 20:00:00+00:00
+     2012-07-10 2012-07-10 13:30:00+00:00 2012-07-10 20:00:00+00:00
+
+    
+.. code:: python
+
+    mcal.date_range(early, frequency='1D')
+
+
+
+
+.. parsed-literal::
+
+    DatetimeIndex(['2012-07-02 20:00:00+00:00', '2012-07-03 17:00:00+00:00',
+                   '2012-07-05 20:00:00+00:00', '2012-07-06 20:00:00+00:00',
+                   '2012-07-09 20:00:00+00:00', '2012-07-10 20:00:00+00:00'],
+                  dtype='datetime64[ns, UTC]', freq=None)
+
+
+
+.. code:: python
+
+    mcal.date_range(early, frequency='1H')
+
+
+
+
+.. parsed-literal::
+
+    DatetimeIndex(['2012-07-02 14:30:00+00:00', '2012-07-02 15:30:00+00:00',
+                   '2012-07-02 16:30:00+00:00', '2012-07-02 17:30:00+00:00',
+                   '2012-07-02 18:30:00+00:00', '2012-07-02 19:30:00+00:00',
+                   '2012-07-02 20:00:00+00:00', '2012-07-03 14:30:00+00:00',
+                   '2012-07-03 15:30:00+00:00', '2012-07-03 16:30:00+00:00',
+                   '2012-07-03 17:00:00+00:00', '2012-07-05 14:30:00+00:00',
+                   '2012-07-05 15:30:00+00:00', '2012-07-05 16:30:00+00:00',
+                   '2012-07-05 17:30:00+00:00', '2012-07-05 18:30:00+00:00',
+                   '2012-07-05 19:30:00+00:00', '2012-07-05 20:00:00+00:00',
+                   '2012-07-06 14:30:00+00:00', '2012-07-06 15:30:00+00:00',
+                   '2012-07-06 16:30:00+00:00', '2012-07-06 17:30:00+00:00',
+                   '2012-07-06 18:30:00+00:00', '2012-07-06 19:30:00+00:00',
+                   '2012-07-06 20:00:00+00:00', '2012-07-09 14:30:00+00:00',
+                   '2012-07-09 15:30:00+00:00', '2012-07-09 16:30:00+00:00',
+                   '2012-07-09 17:30:00+00:00', '2012-07-09 18:30:00+00:00',
+                   '2012-07-09 19:30:00+00:00', '2012-07-09 20:00:00+00:00',
+                   '2012-07-10 14:30:00+00:00', '2012-07-10 15:30:00+00:00',
+                   '2012-07-10 16:30:00+00:00', '2012-07-10 17:30:00+00:00',
+                   '2012-07-10 18:30:00+00:00', '2012-07-10 19:30:00+00:00',
+                   '2012-07-10 20:00:00+00:00'],
+                  dtype='datetime64[ns, UTC]', freq=None)
+
+Contributing
+------------
+All improvements and additional (and corrections) in the form of pull requests are welcome. This package will grow in
+value and correctness the more eyes are on it.
+
+To add new functionality please include tests which are in standard pytest format. 
+
+Use pytest to run the test suite.
+
+For complete information on contributing see CONTRIBUTING.md_
+
+.. _CONTRIBUTING.md: https://github.com/rsheftel/pandas_market_calendars/blob/master/CONTRIBUTING.md
+
+Future
+------
+This package is open sourced under the MIT license. Everyone is welcome to add more exchanges or OTC markets, confirm
+or correct the existing calendars, and generally do whatever they desire with this code.
+
+Sponsor
+-------
+.. image:: https://www.tradinghours.com/img/logo-with-words.png
+    :target: https://www.tradinghours.com/data
+    :alt: TradingHours.com
+
+`TradingHours.com <https://www.tradinghours.com>`_ provides the most accurate and comprehensive coverage of market holidays and trading hours data available. They cover over 900 markets around the world. Their data is continually monitored for changes and updated daily. `Learn more <https://www.tradinghours.com/data>`_

pandas_market_calendars-4.2.0.dist-info/NOTICE

@@ -0,0 +1,206 @@
+The pandas_exchange_calendars package is a fork with extensive modification of the zipline package by Quantopian. The
+core of this package is derived from, and in some places an exact copy of zipline. All credit goes to the creators
+of zipline for an excellent package and open sourcing it under the Apache Licence v2.0 copied below.
+
+
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
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+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
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+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
+      editorial revisions, annotations, elaborations, or other modifications
+      represent, as a whole, an original work of authorship. For the purposes
+      of this License, Derivative Works shall not include works that remain
+      separable from, or merely link (or bind by name) to the interfaces of,
+      the Work and Derivative Works thereof.
+
+      "Contribution" shall mean any work of authorship, including
+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
+      submitted to Licensor for inclusion in the Work by the copyright owner
+      or by an individual or Legal Entity authorized to submit on behalf of
+      the copyright owner. For the purposes of this definition, "submitted"
+      means any form of electronic, verbal, or written communication sent
+      to the Licensor or its representatives, including but not limited to
+      communication on electronic mailing lists, source code control systems,
+      and issue tracking systems that are managed by, or on behalf of, the
+      Licensor for the purpose of discussing and improving the Work, but
+      excluding communication that is conspicuously marked or otherwise
+      designated in writing by the copyright owner as "Not a Contribution."
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+      "Contributor" shall mean Licensor and any individual or Legal Entity
+      on behalf of whom a Contribution has been received by Licensor and
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+   2. Grant of Copyright License. Subject to the terms and conditions of
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+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      (except as stated in this section) patent license to make, have made,
+      use, offer to sell, sell, import, and otherwise transfer the Work,
+      where such license applies only to those patent claims licensable
+      by such Contributor that are necessarily infringed by their
+      Contribution(s) alone or by combination of their Contribution(s)
+      with the Work to which such Contribution(s) was submitted. If You
+      institute patent litigation against any entity (including a
+      cross-claim or counterclaim in a lawsuit) alleging that the Work
+      or a Contribution incorporated within the Work constitutes direct
+      or contributory patent infringement, then any patent licenses
+      granted to You under this License for that Work shall terminate
+      as of the date such litigation is filed.
+
+   4. Redistribution. You may reproduce and distribute copies of the
+      Work or Derivative Works thereof in any medium, with or without
+      modifications, and in Source or Object form, provided that You
+      meet the following conditions:
+
+      (a) You must give any other recipients of the Work or
+          Derivative Works a copy of this License; and
+
+      (b) You must cause any modified files to carry prominent notices
+          stating that You changed the files; and
+
+      (c) You must retain, in the Source form of any Derivative Works
+          that You distribute, all copyright, patent, trademark, and
+          attribution notices from the Source form of the Work,
+          excluding those notices that do not pertain to any part of
+          the Derivative Works; and
+
+      (d) If the Work includes a "NOTICE" text file as part of its
+          distribution, then any Derivative Works that You distribute must
+          include a readable copy of the attribution notices contained
+          within such NOTICE file, excluding those notices that do not
+          pertain to any part of the Derivative Works, in at least one
+          of the following places: within a NOTICE text file distributed
+          as part of the Derivative Works; within the Source form or
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pandas_market_calendars-4.2.0.dist-info/RECORD

@@ -0,0 +1,6 @@
+pandas_market_calendars-4.2.0.dist-info/LICENSE,sha256=qW51_A-I7YutlB-s8VSKeOP-aL83T-Lb8LqqU1x1ilw,1065
+pandas_market_calendars-4.2.0.dist-info/METADATA,sha256=hdX-irOYRDa1bnQRM7sg861kIagYPygmbJtqd0d7jt4,9085
+pandas_market_calendars-4.2.0.dist-info/NOTICE,sha256=mmH7c9aF5FsELh1OHXloXw1TajLD_mWDKO4dsVf43_E,11693
+pandas_market_calendars-4.2.0.dist-info/WHEEL,sha256=5sUXSg9e4bi7lTLOHcm6QEYwO5TIF1TNbTSVFVjcJcc,92
+pandas_market_calendars-4.2.0.dist-info/top_level.txt,sha256=_4cUEFr07SuEAzZMT-5p0lJGXxO9imVbEK9_5oqcopQ,24
+pandas_market_calendars-4.2.0.dist-info/RECORD,,

{pandas_market_calendars-4.1.3.dist-info → pandas_market_calendars-4.2.0.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.38.4)
+Generator: bdist_wheel (0.41.1)
 Root-Is-Purelib: true
 Tag: py3-none-any