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

pandas_market_calendars/exchange_calendar_sse.py

@@ -1,290 +0,0 @@
-from datetime import time, timedelta
-from functools import partial
-
-from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
-from pytz import timezone
-
-from .holidays_cn import *
-from .market_calendar import MarketCalendar
-
-
-class SSEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for Shanghai Stock Exchange
-
-    Open Time: 9:30 AM, Asia/Shanghai
-    LUNCH BREAK :facepalm: : 11:30 AM - 1:00 PM Asia/Shanghai
-    Close Time: 3:00 PM, Asia/Shanghai
-    """
-    aliases = ['SSE']
-    regular_market_times = {
-        "market_open": ((None, time(9, 30)),),
-        "market_close": ((None, time(15)),),
-        "break_start": ((None, time(11,30)),),
-        "break_end": ((None, time(13)),)
-    }
-
-    @property
-    def name(self):
-        return "SSE"
-
-    @property
-    def tz(self):
-        return timezone('Asia/Shanghai')
-
-    @property
-    def regular_holidays(self):
-        """
-        Rules are guesses based on observations of recent year.
-        Rectify accordingly once the next year's holidays arrangement is published by the government.
-        """
-        # Since all past holidays are adhoc, start_year should always be a year in the future.
-        # For example: Holiday arrangements for 2022 are now included,
-        # then our guesswork starts from the next year so start_year = 2023
-        start_year = 2024
-
-        return AbstractHolidayCalendar(rules=[
-            Holiday(
-                name="New Year's Day",
-                month=1,
-                day=1,
-                observance=next_monday,
-                start_date=Timestamp(start_year, 1, 1),
-            ),
-            Holiday(
-                name="New Year's Day",
-                month=1,
-                day=2,
-                observance=partial(second_day_in_lieu),
-                start_date=Timestamp(start_year, 1, 2),
-            ),
-            Holiday(
-                name="New Year's Day",
-                month=1,
-                day=3,
-                observance=partial(third_day_in_lieu),
-                start_date=Timestamp(start_year, 1, 3),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=20,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=-1),
-                start_date=Timestamp(start_year, 1, 20),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=0),
-                start_date=Timestamp(start_year, 1, 21),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=1),
-                start_date=Timestamp(start_year, 1, 22),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=2),
-                start_date=Timestamp(start_year, 1, 23),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=3),
-                start_date=Timestamp(start_year, 1, 24),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=4),
-                start_date=Timestamp(start_year, 1, 25),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=5),
-                start_date=Timestamp(start_year, 1, 26),
-            ),
-            Holiday(
-                name="Labour Day",
-                month=5,
-                day=1,
-                observance=next_monday,
-                start_date=Timestamp(start_year, 5, 1),
-            ),
-            Holiday(
-                name="Labour Day",
-                month=5,
-                day=2,
-                observance=second_day_in_lieu,
-                start_date=Timestamp(start_year, 5, 2),
-            ),
-            Holiday(
-                name="Labour Day",
-                month=5,
-                day=3,
-                observance=third_day_in_lieu,
-                start_date=Timestamp(start_year, 5, 3),
-            ),
-            Holiday(
-                name="Tomb-sweeping Day",
-                month=4,
-                day=4,
-                observance=partial(lunisolar, mapping=tsd_mapping, func=next_monday),
-                start_date=Timestamp(start_year, 4, 4),
-            ),
-            Holiday(
-                name="Tomb-sweeping Day",
-                month=4,
-                day=5,
-                observance=partial(lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1),
-                start_date=Timestamp(start_year, 4, 4),
-            ),
-            Holiday(
-                name="Tomb-sweeping Day",
-                month=4,
-                day=6,
-                observance=partial(lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2),
-                start_date=Timestamp(start_year, 4, 4),
-            ),
-            Holiday(
-                name="Dragon Boat Festival",
-                month=5,
-                day=27,
-                observance=partial(lunisolar, mapping=dbf_mapping, func=next_monday),
-                start_date=Timestamp(start_year, 5, 27),
-            ),
-            Holiday(
-                name="Dragon Boat Festival",
-                month=5,
-                day=28,
-                observance=partial(lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1),
-                start_date=Timestamp(start_year, 5, 27),
-            ),
-            Holiday(
-                name="Dragon Boat Festival",
-                month=5,
-                day=29,
-                observance=partial(lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2),
-                start_date=Timestamp(start_year, 5, 27),
-            ),
-            Holiday(
-                name="Mid-autumn Festival",
-                month=9,
-                day=7,
-                observance=partial(lunisolar, mapping=maf_mapping, func=next_monday),
-                start_date=Timestamp(start_year, 9, 7),
-            ),
-            Holiday(
-                name="Mid-autumn Festival",
-                month=9,
-                day=8,
-                observance=partial(lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1),
-                start_date=Timestamp(start_year, 9, 7),
-            ),
-            Holiday(
-                name="Mid-autumn Festival",
-                month=9,
-                day=9,
-                observance=partial(lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2),
-                start_date=Timestamp(start_year, 9, 7),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=1,
-                start_date=Timestamp(start_year, 10, 1),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=2,
-                start_date=Timestamp(start_year, 10, 2),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=3,
-                start_date=Timestamp(start_year, 10, 3),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=4,
-                start_date=Timestamp(start_year, 10, 4),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=5,
-                start_date=Timestamp(start_year, 10, 5),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=6,
-                start_date=Timestamp(start_year, 10, 6),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=7,
-                start_date=Timestamp(start_year, 10, 7),
-            ),
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return all_holidays
-
-
-def second_day_in_lieu(dt):
-    dow = dt.weekday()
-    if dow == 0:  # Holiday is Sunday, use Saturday
-        return dt - timedelta(2)
-    elif dow == 1:  # Holiday is Monday, use Saturday
-        return dt - timedelta(3)
-    elif dow == 2:  # Holiday is Tuesday, use Sunday
-        return dt - timedelta(3)
-    elif dow == 3:  # Holiday is Wednesday, use Saturday
-        return dt - timedelta(5)
-
-    return dt
-
-
-def third_day_in_lieu(dt):
-    dow = dt.weekday()
-    if dow == 0:  # Holiday is Saturday, use Sunday
-        return dt - timedelta(1)
-    elif dow == 1:  # Holiday is Sunday, use Sunday
-        return dt - timedelta(2)
-    elif dow == 2:  # Holiday is Monday, use Sunday
-        return dt - timedelta(3)
-    elif dow == 3:  # Holiday is Tuesday, use Monday
-        return dt - timedelta(3)
-    elif dow == 4:  # Holiday is Wednesday, use Sunday
-        return dt - timedelta(5)
-
-    return dt
-
-
-def lunisolar(dt, mapping, func=None, delta=None):
-    if mapping and (dt.year in mapping):
-        new_dt = mapping[dt.year]
-    else:
-        new_dt = dt
-    if delta:
-        new_dt = new_dt + timedelta(delta)
-    if func:
-        return func(new_dt)
-    else:
-        return new_dt

pandas_market_calendars/exchange_calendar_tase.py

@@ -1,119 +0,0 @@
-from datetime import time
-from pandas import Timestamp
-from pytz import timezone
-from .market_calendar import MarketCalendar
-
-TASEClosedDay = [
-    # 2019
-    Timestamp('2019-03-21', tz='Asia/Jerusalem'),
-    Timestamp('2019-04-09', tz='Asia/Jerusalem'),
-    Timestamp('2019-04-25', tz='Asia/Jerusalem'),
-    Timestamp('2019-04-26', tz='Asia/Jerusalem'),
-    Timestamp('2019-05-08', tz='Asia/Jerusalem'),
-    Timestamp('2019-05-09', tz='Asia/Jerusalem'),
-    Timestamp('2019-06-09', tz='Asia/Jerusalem'),
-    Timestamp('2019-08-11', tz='Asia/Jerusalem'),
-    Timestamp('2019-09-17', tz='Asia/Jerusalem'),
-    Timestamp('2019-09-29', tz='Asia/Jerusalem'),
-    Timestamp('2019-09-30', tz='Asia/Jerusalem'),
-    Timestamp('2019-10-01', tz='Asia/Jerusalem'),
-    Timestamp('2019-10-08', tz='Asia/Jerusalem'),
-    Timestamp('2019-10-09', tz='Asia/Jerusalem'),
-    Timestamp('2019-10-13', tz='Asia/Jerusalem'),
-    Timestamp('2019-10-14', tz='Asia/Jerusalem'),
-    Timestamp('2019-10-20', tz='Asia/Jerusalem'),
-    Timestamp('2019-10-21', tz='Asia/Jerusalem'),
-    # 2020
-    Timestamp('2020-03-02', tz='Asia/Jerusalem'),
-    Timestamp('2020-03-10', tz='Asia/Jerusalem'),
-    Timestamp('2020-04-08', tz='Asia/Jerusalem'),
-    Timestamp('2020-04-09', tz='Asia/Jerusalem'),
-    Timestamp('2020-04-14', tz='Asia/Jerusalem'),
-    Timestamp('2020-04-15', tz='Asia/Jerusalem'),
-    Timestamp('2020-04-28', tz='Asia/Jerusalem'),
-    Timestamp('2020-04-29', tz='Asia/Jerusalem'),
-    Timestamp('2020-05-28', tz='Asia/Jerusalem'),
-    Timestamp('2020-05-29', tz='Asia/Jerusalem'),
-    Timestamp('2020-07-30', tz='Asia/Jerusalem'),
-    Timestamp('2020-09-20', tz='Asia/Jerusalem'),
-    Timestamp('2020-09-27', tz='Asia/Jerusalem'),
-    Timestamp('2020-09-28', tz='Asia/Jerusalem'),
-    # 2021
-    Timestamp('2021-02-26', tz='Asia/Jerusalem'),
-    Timestamp('2021-03-28', tz='Asia/Jerusalem'),
-    Timestamp('2021-04-02', tz='Asia/Jerusalem'),
-    Timestamp('2021-04-14', tz='Asia/Jerusalem'),
-    Timestamp('2021-04-15', tz='Asia/Jerusalem'),
-    Timestamp('2021-05-16', tz='Asia/Jerusalem'),
-    Timestamp('2021-05-17', tz='Asia/Jerusalem'),
-    Timestamp('2021-07-18', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-06', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-07', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-08', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-15', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-16', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-20', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-21', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-27', tz='Asia/Jerusalem'),
-    Timestamp('2021-09-28', tz='Asia/Jerusalem'),
-]
-
-
-class TASEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for TASE Stock Exchange
-
-    Note these dates are only checked against 2020 and 2021
-    https://info.tase.co.il/Eng/about_tase/corporate/Pages/vacation_schedule.aspx
-
-    Opening times for the regular trading of equities (not including closing auction call)
-    Open Time: 10:00 AM Asia/Jerusalem
-    Close Time: 3:59 PM Asia/Jerusalem
-
-    Daylight Saving Time in Israel comes into effect on the Friday before the last Sunday in March, and lasts until the
-    last Sunday in October.
-    During the Daylight Saving time period the clock will be UTC+3, and for the rest of the year UTC+2.
-
-    Regularly-Observed Holidays (not necessarily in order):
-    - Purim
-    - Passover_I_Eve
-    - Passover_I
-    - Passover_II_Eve
-    - Passover_II
-    - Independence_Day
-    - Yom_HaZikaron
-    - Shavuot_Eve
-    - Shavuot
-    - Tisha_beAv
-    - Jewish_New_Year_Eve
-    - Jewish_New_Year_I
-    - Jewish_New_Year_II
-    - Yom_Kippur_Eve
-    - Yom_Kippur
-    - Sukkoth_Eve
-    - Sukkoth
-    - Simchat_Tora_Eve
-    - Simchat_Tora
-    """
-
-    aliases = ['TASE']
-    regular_market_times = {
-        "market_open": ((None, time(10)),),
-        "market_close": ((None, time(15,59)),)
-    }
-
-    @property
-    def name(self):
-        return "TASE"
-
-    @property
-    def tz(self):
-        return timezone("Asia/Jerusalem")
-
-    @property
-    def adhoc_holidays(self):
-        return TASEClosedDay
-
-    @property
-    def weekmask(self):
-        return "Sun Mon Tue Wed Thu"

pandas_market_calendars/exchange_calendar_tsx.py

@@ -1,159 +0,0 @@
-from datetime import time
-
-import pandas as pd
-from pandas.tseries.holiday import AbstractHolidayCalendar, DateOffset, GoodFriday, Holiday, MO, weekend_to_monday
-from pytz import timezone
-from itertools import chain
-
-from .holidays_uk import BoxingDay, WeekendBoxingDay, WeekendChristmas
-from .market_calendar import MarketCalendar, MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY
-
-# New Year's Day
-TSXNewYearsDay = Holiday(
-    "New Year's Day",
-    month=1,
-    day=1,
-    observance=weekend_to_monday,
-)
-# Ontario Family Day
-FamilyDay = Holiday(
-    "Family Day",
-    month=2,
-    day=1,
-    offset=DateOffset(weekday=MO(3)),
-    start_date='2008-01-01',
-)
-# Victoria Day
-# https://www.timeanddate.com/holidays/canada/victoria-day
-VictoriaDay = Holiday(
-    'Victoria Day',
-    month=5,
-    day=24,
-    offset=DateOffset(weekday=MO(-1)),
-)
-# Canada Day
-CanadaDay = Holiday(
-    'Canada Day',
-    month=7,
-    day=1,
-    observance=weekend_to_monday,
-)
-# Civic Holiday
-CivicHoliday = Holiday(
-    'Civic Holiday',
-    month=8,
-    day=1,
-    offset=DateOffset(weekday=MO(1)),
-)
-# Labor Day
-LaborDay = Holiday(
-    'Labor Day',
-    month=9,
-    day=1,
-    offset=DateOffset(weekday=MO(1)),
-)
-# Thanksgiving
-Thanksgiving = Holiday(
-    'Thanksgiving',
-    month=10,
-    day=1,
-    offset=DateOffset(weekday=MO(2)),
-)
-
-Christmas = Holiday(
-    'Christmas',
-    month=12,
-    day=25,
-)
-
-ChristmasEveEarlyClose2010Onwards = Holiday(
-    "Christmas Eve Early Close",
-    month=12,
-    day=24,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    start_date=pd.Timestamp("2010-01-01"),
-)
-
-September11Closings2001 = [
-    pd.Timestamp("2001-09-11", tz='UTC'),
-    pd.Timestamp("2001-09-12", tz='UTC'),
-]
-
-
-class TSXExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for the Toronto Stock Exchange
-
-    Open Time: 9:30 AM, EST
-    Close Time: 4:00 PM, EST
-
-    Regularly-Observed Holidays:
-    - New Years Day (observed on first business day on/after)
-    - Family Day (Third Monday in February, starting in 2008)
-    - Good Friday
-    - Victoria Day (Monday before May 25th)
-    - Canada Day (July 1st, observed first business day after)
-    - Civic Holiday (First Monday in August)
-    - Labor Day (First Monday in September)
-    - Thanksgiving (Second Monday in October)
-    - Christmas Day
-        - Dec. 26th if Christmas is on a Sunday
-        - Dec. 27th if Christmas is on a weekend
-    - Boxing Day
-        - Dec. 27th if Christmas is on a Sunday
-        - Dec. 28th if Boxing Day is on a weekend
-
-    Early closes:
-    - Starting in 2010, if Christmas Eve falls on a weekday, the market
-      closes at 1:00 pm that day. If it falls on a weekend, there is no
-      early close.
-    """
-    aliases = ['TSX', 'TSXV']
-
-    regular_market_times = {
-        "market_open": ((None, time(9, 30)),),
-        "market_close": ((None, time(16)),)
-    }
-
-
-    @property
-    def name(self):
-        return "TSX"
-
-    @property
-    def tz(self):
-        return timezone('Canada/Eastern')
-
-    regular_early_close = time(13)
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            TSXNewYearsDay,
-            FamilyDay,
-            GoodFriday,
-            VictoriaDay,
-            CanadaDay,
-            CivicHoliday,
-            LaborDay,
-            Thanksgiving,
-            Christmas,
-            WeekendChristmas,
-            BoxingDay,
-            WeekendBoxingDay
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            September11Closings2001,
-        ))
-
-    @property
-    def special_closes(self):
-        return [
-            (
-                self.regular_early_close,
-                AbstractHolidayCalendar([ChristmasEveEarlyClose2010Onwards]),
-            )
-        ]

pandas_market_calendars/exchange_calendars_mirror.py

@@ -1,114 +0,0 @@
-"""
-Imported calendars from the exchange_calendars project
-
-GitHub: https://github.com/gerrymanoim/exchange_calendars
-"""
-
-from .market_calendar import MarketCalendar
-import exchange_calendars
-
-
-class TradingCalendar(MarketCalendar):
-    """
-    This class provides access to all the information on opens, breaks and closes that are available
-    in the exchange_calendars package, it will receive the correctly formatted regular_market_times
-    dictionary in the for-loop below.
-
-    The initialization of calendars from exchange_calendars, is bypassed until the `.ec` property is used,
-    which returns the initialized exchange_calendar calendar, which is only initialized the first time.
-    """
-    # flag indicating that offset still needs to be checked.
-    # A class attribute so we only do this once per class and not per instance
-    _FINALIZE_TRADING_CALENDAR = True
-
-    def __new__(cls, *args, **kwargs):
-        self = super().__new__(cls)
-        self._ec = super().__new__(cls._ec_class)
-        # flag indicating that mirrored class is not initialized yet, which we only want to do
-        # once per instance, if and only if the public `.ec` property is used.
-        self._EC_NOT_INITIALIZED = True
-
-        # offsets of exchange_calendar_mirrors are only available through the instance
-        if cls._FINALIZE_TRADING_CALENDAR:
-            if self._ec.open_offset:
-                cls.regular_market_times._set("market_open", tuple(
-                    (t[0], t[1], self._ec.open_offset) for t in cls.regular_market_times["market_open"]))
-
-            if self._ec.close_offset:
-                cls.regular_market_times._set("market_close", tuple(
-                    (t[0], t[1], self._ec.close_offset) for t in cls.regular_market_times["market_close"]))
-            cls._FINALIZE_TRADING_CALENDAR = False
-
-        self.__init__(*args, **kwargs)
-        return self
-
-    def __init__(self, open_time=None, close_time=None):
-        super().__init__(open_time, close_time)
-
-    @property
-    def ec(self):
-        if self._EC_NOT_INITIALIZED:
-            self._ec.__init__()
-            self._EC_NOT_INITIALIZED = False
-
-        return self._ec
-
-    @property
-    def name(self):
-        return self._ec.name
-
-    @property
-    def tz(self):
-        return self._ec.tz
-
-    @property
-    def regular_holidays(self):
-        return self._ec.regular_holidays
-
-    @property
-    def adhoc_holidays(self):
-        return self._ec.adhoc_holidays
-
-    @property
-    def special_opens(self):
-        return self._ec.special_opens
-
-    @property
-    def special_opens_adhoc(self):
-        return self._ec.special_opens_adhoc
-
-    @property
-    def special_closes(self):
-        return self._ec.special_closes
-
-    @property
-    def special_closes_adhoc(self):
-        return self._ec.special_closes_adhoc
-
-
-calendars = exchange_calendars.calendar_utils._default_calendar_factories  # noqa
-
-time_props = dict(open_times= "market_open",
-                  close_times= "market_close",
-                  break_start_times= "break_start",
-                  break_end_times= "break_end")
-
-for exchange in calendars:
-    cal = calendars[exchange]
-
-    # this loop will set up the newly required regular_market_times dictionary
-    regular_market_times = {}
-    for prop, new in time_props.items():
-        times = getattr(cal, prop)
-        if times is None or isinstance(times, property): continue
-        regular_market_times[new] = times
-
-    cal = type(exchange, (TradingCalendar,), {'_ec_class': calendars[exchange],
-                                              'alias': [exchange],
-                                              'regular_market_times': regular_market_times})
-    locals()[exchange + 'ExchangeCalendar'] = cal
-
-
-
-
-