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

pandas_market_calendars/holidays_oz.py

@@ -1,65 +0,0 @@
-# OZ Holidays
-
-from pandas import DateOffset, Timestamp
-from pandas.tseries.holiday import (
-    Holiday,
-    MO,
-    next_monday_or_tuesday,
-    weekend_to_monday,
-)
-
-# New Year's Day
-OZNewYearsDay = Holiday(
-    "New Year's Day",
-    month=1,
-    day=1,
-    observance=weekend_to_monday,
-)
-
-# Australia Day
-AustraliaDay = Holiday(
-    "Australia Day",
-    month=1,
-    day=26,
-    observance=weekend_to_monday,
-)
-
-# ANZAC Day
-AnzacDay = Holiday(
-    "ANZAC Day",
-    month=4,
-    day=25,
-)
-
-# Queen's Birthday
-QueensBirthday = Holiday(
-    "Queen's Birthday",
-    month=6,
-    day=1,
-    offset=DateOffset(weekday=MO(2)),
-)
-
-# Christmas
-Christmas = Holiday(
-    "Christmas",
-    month=12,
-    day=25,
-    observance=weekend_to_monday,
-)
-
-
-# Boxing day
-BoxingDay = Holiday(
-    "Boxing Day",
-    month=12,
-    day=26,
-    observance=next_monday_or_tuesday,
-)
-
-
-# One-off holiday additions and removals in Australia
-
-UniqueCloses = []
-
-# National Day of Mourning for Her Majesty the Queen
-UniqueCloses.append(Timestamp("2022-09-22", tz='UTC'))

pandas_market_calendars/holidays_sifma.py

@@ -1,321 +0,0 @@
-from dateutil.relativedelta import (MO, TH)
-from pandas import (DateOffset, Timestamp)
-from datetime import  timedelta
-from pandas.tseries.holiday import (Holiday, nearest_workday, next_monday, sunday_to_monday, 
-                                    previous_workday, Easter)
-from pandas.tseries.offsets import Day
-
-from pandas_market_calendars.market_calendar import ( MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY)
-
-
-####################################################
-# US New Years Day Jan 1
-# When Jan 1 is a Sunday, US markets observe the subsequent Monday.
-# When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
-#####################################################
-USNewYearsDay = Holiday(
-    'New Years Day US',
-    month=1,
-    day=1,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
-    observance=sunday_to_monday,
- )
-
-USNewYearsEve2pmEarlyClose = Holiday(
-    'New Years Eve US',
-    month=1,
-    day=1,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
-    observance = previous_workday,
-)
-
-#########################################################################
-# Martin Luther King Jr
-##########################################################################
-MartinLutherKingJr = Holiday(
-    'Dr. Martin Luther King Jr. Day',
-    month=1,
-    day=1,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
-    offset=DateOffset(weekday=MO(3)),
-)
-
-#########################################################################
-# US Presidents Day Feb 
-##########################################################################
-USPresidentsDay = Holiday('President''s Day',
-                          start_date=Timestamp('1971-01-01'),
-                          month=2, day=1,
-                          days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
-                          offset=DateOffset(weekday=MO(3)))
-
-
-############################################################
-# Good Friday 
-############################################################
-GoodFridayThru2020 = Holiday(
-    "Good Friday 1908+", 
-    end_date=Timestamp('2020-12-31'), 
-    month=1, 
-    day=1, 
-    offset=[Easter(), Day(-2)]
-)
-
-# 2021 is early close. 
-# 2022 is a full holiday. 
-# 2023 is early close.
-GoodFridayAdHoc = [Timestamp('2022-04-15', tz='UTC'),]
-
-GoodFriday2pmEarlyCloseAdHoc = [
-    Timestamp('2021-04-02', tz='UTC'),
-    Timestamp('2023-04-07', tz='UTC'),]
-
-
-DayBeforeGoodFriday2pmEarlyCloseThru2020 = Holiday(
-    "Day Before Good Friday Thru 2020",
-    end_date=Timestamp('2020-12-31'),
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-3)]
-)
-
-DayBeforeGoodFriday2pmEarlyCloseAdHoc = [
-    Timestamp('2022-04-14', tz='UTC'),
-]
-
-##################################################
-# US Memorial Day (Decoration Day) May 30 
-#    Closed every year since 1873
-#    Observed on Monday since 1971
-##################################################
-USMemorialDay = Holiday(
-    'Memorial Day',
-    month=5,
-    day=25,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    offset=DateOffset(weekday=MO(1)),
-)
-
-DayBeforeUSMemorialDay2pmEarlyClose = Holiday(
-    'Day Before Memorial Day',
-    month=5,
-    day=25,
-    offset=[DateOffset(weekday=MO(1)), Day(-3)],
-)
-
-#######################################
-# US Juneteenth (June 19th)
-#######################################
-USJuneteenthAfter2022 = Holiday(
-    'Juneteenth Starting at 2022',
-    start_date=Timestamp('2022-06-19'),
-    month=6, day=19,
-    observance=nearest_workday,
-)
-
-#######################################
-# US Independence Day July 4
-#######################################
-USIndependenceDay = Holiday(
-    'July 4th',
-    month=7,
-    day=4,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    observance=nearest_workday,
-)
-
-# Day before Independence Day
-DayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
-    'Day Before Independence Day',
-    month=7,
-    day=4,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    observance=previous_workday,
-)
-
-# When July 4th is a Saturday, the previous Friday is a holiday 
-# and the previous Thursday is an early close
-ThursdayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
-    'Thursday Before Independence Day',
-    month=7,
-    day=2,
-    days_of_week=(THURSDAY,),
-)
-
-
-
-#################################################
-# US Labor Day 
-#################################################
-USLaborDay = Holiday(
-    "Labor Day", 
-    month=9, 
-    day=1, 
-    offset=DateOffset(weekday=MO(1))
-)
-
-
-#################################################
-# Columbus Day
-################################################# 
-USColumbusDay = Holiday(
-    'Columbus Day',
-    month=10,
-    day=1,
-    offset=DateOffset(weekday=MO(2)),
-)
-
-##########################################################
-# Armistice/Veterans day
-# When falls on Saturday, no holiday is observed.
-# When falls on Sunday, the Monday following is a holiday.
-##########################################################
-USVeteransDay = Holiday(
-    'Veterans Day',
-    month=11,
-    day=11,
-    end_date=Timestamp('2022-12-31'),
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    observance=sunday_to_monday,
-)
-
-################################################
-# US Thanksgiving Nov 30
-################################################
-USThanksgivingDay = Holiday(
-    'Thanksgiving',
-     month=11, day=1,
-    offset=DateOffset(weekday=TH(4))
-)
-
-
-DayAfterThanksgiving2pmEarlyClose = Holiday(
-    'Black Friday',
-    month=11,
-    day=1,
-     offset=[DateOffset(weekday=TH(4)), Day(1)],
-)
-
-
-
-################################
-# Christmas Dec 25
-################################
-Christmas = Holiday(
-    'Christmas',
-    month=12,
-    day=25,
-    observance=nearest_workday, 
-)
-
-ChristmasEve2pmEarlyClose = Holiday(
-    'Christmas Eve',
-    month=12,
-    day=25,
-    observance = previous_workday,
- )
-
-# When Christmas is on a Saturday it is observed on Friday the 24th
-# Early close on Thursday 23rd
-ChristmasEveThursday2pmEarlyClose = Holiday(
-    'Christmas Eve on Thursday',
-    month=12,
-    day=23,
-    days_of_week=(THURSDAY,),
-)
-
-
-############################################################################
-# UK Specific Holidays
-############################################################################
-
-# Remarkably, in 2022 SIFMA recommended NO new year's day observance in the US (Saturday)
-#             but in the UK it was observed on Monday requiring a different rule
-UKNewYearsDay = Holiday(
-    'New Years Day',
-    month=1,
-    day=1,
-    observance=next_monday,
-)
-
-UKGoodFriday = Holiday(
-    "Good Friday", 
-    month=1, 
-    day=1, 
-    offset=[Easter(), Day(-2)]
-)
-
-UKEasterMonday = Holiday(
-    "Easter Monday", 
-    month=1, 
-    day=1, 
-    offset=[Easter(), Day(+1)]
-)
-
-# Observed first Monday in May
-UKMayDay = Holiday(
-    "May Day",
-    month=5,
-    day=1,
-    offset=DateOffset(weekday=MO(1)),   
-)
-
-# Almost always follows US Memorial Day except for
-UKSpringBankAdHoc = [Timestamp('2022-06-02', tz='UTC'),]
-
-UKPlatinumJubilee2022 = [Timestamp('2022-06-03', tz='UTC'),]
-
-# Observed last Monday in August in England, Wales, and Northern Ireland
-# Observed first Monday in August in Scotland
-# Coded as last Monday
-# https://www.timeanddate.com/holidays/uk/summer-bank-holiday
-UKSummerBank = Holiday(
-    "Summer Bank Holiday",
-    month=8,
-    day=30,
-    offset=DateOffset(weekday=MO(-1)),
-)
-
-
-
-# UK observes Christmas on Tuesday when Boxing Day is on Monday
-# UK observes Christmas on Monday when Christmas is on Saturday
-UKChristmaEve = Holiday(
-    "Christmas",
-    month=12,
-    day=24,
-    days_of_week=(FRIDAY,),
-)
-
-UKChristmas = Holiday(
-    "Christmas",
-    month=12,
-    day=25,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-
-# If christmas day is Saturday Monday 27th is a holiday
-# If christmas day is sunday the Tuesday 27th is a holiday
-UKWeekendChristmas = Holiday(
-    "Weekend Christmas",
-    month=12,
-    day=27,
-    days_of_week=(MONDAY, TUESDAY),
-)
-
-# Boxing day
-UKBoxingDay = Holiday(
-    "Boxing Day",
-    month=12,
-    day=26,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-
-# If boxing day is saturday then Monday 28th is a holiday
-# If boxing day is sunday then Tuesday 28th is a holiday
-UKWeekendBoxingDay = Holiday(
-    "Weekend Boxing Day",
-    month=12,
-    day=28,
-    days_of_week=(MONDAY, TUESDAY),
-)

pandas_market_calendars/holidays_uk.py

@@ -1,177 +0,0 @@
-# UK Holidays
-
-import pandas as pd
-from pandas import DateOffset, Timestamp
-from pandas.tseries.holiday import Holiday, MO, previous_friday, weekend_to_monday
-
-from pandas_market_calendars.market_calendar import MONDAY, TUESDAY
-
-# New Year's Eve
-LSENewYearsEve = Holiday(
-    "New Year's Eve",
-    month=12,
-    day=31,
-    observance=previous_friday,
-)
-
-# New Year's Day
-LSENewYearsDay = Holiday(
-    "New Year's Day",
-    month=1,
-    day=1,
-    observance=weekend_to_monday,
-)
-
-# Early May bank holiday has two exceptions based on the 50th and 75th anniversary of VE-Day
-# 1995-05-01 Early May bank holiday removed for VE-day 50th anniversary
-# 2020-05-04 Early May bank holiday removed for VE-day 75th anniversary
-
-# Early May bank holiday pre-1995
-MayBank_pre_1995 = Holiday(
-    "Early May Bank Holiday",
-    month=5,
-    offset=DateOffset(weekday=MO(1)),
-    day=1,
-    end_date=Timestamp('1994-12-31'),
-)
-
-# Early May bank holiday post-1995 and pre-2020
-MayBank_post_1995_pre_2020 = Holiday(
-    "Early May Bank Holiday",
-    month=5,
-    offset=DateOffset(weekday=MO(1)),
-    day=1,
-    start_date=Timestamp('1996-01-01'),
-    end_date=Timestamp('2019-12-31'),
-)
-
-# Early May bank holiday post 2020
-MayBank_post_2020 = Holiday(
-    "Early May Bank Holiday",
-    month=5,
-    offset=DateOffset(weekday=MO(1)),
-    day=1,
-    start_date=Timestamp('2021-01-01')
-)
-
-# Spring bank holiday has two exceptions based on the Golden & Diamond Jubilee
-# 2002-05-27 Spring bank holiday removed for Golden Jubilee
-# 2012-05-28 Spring bank holiday removed for Diamond Jubilee
-# 2022-05-31 Spring bank holiday removed for Platinum Jubilee
-
-# Spring bank holiday
-SpringBank_pre_2002 = Holiday(
-    "Spring Bank Holiday",
-    month=5,
-    day=31,
-    offset=DateOffset(weekday=MO(-1)),
-    end_date=Timestamp('2001-12-31'),
-)
-
-SpringBank_post_2002_pre_2012 = Holiday(
-    "Spring Bank Holiday",
-    month=5,
-    day=31,
-    offset=DateOffset(weekday=MO(-1)),
-    start_date=Timestamp('2003-01-01'),
-    end_date=Timestamp('2011-12-31'),
-)
-
-SpringBank_post_2012_pre_2022 = Holiday(
-    "Spring Bank Holiday",
-    month=5,
-    day=31,
-    offset=DateOffset(weekday=MO(-1)),
-    start_date=Timestamp('2013-01-01'),
-    end_date=Timestamp('2021-12-31'),
-)
-
-SpringBank_post_2022 = Holiday(
-    "Spring Bank Holiday",
-    month=5,
-    day=31,
-    offset=DateOffset(weekday=MO(-1)),
-    start_date=Timestamp('2022-01-01'),
-)
-
-# Summer bank holiday
-SummerBank = Holiday(
-    "Summer Bank Holiday",
-    month=8,
-    day=31,
-    offset=DateOffset(weekday=MO(-1)),
-)
-
-# Christmas Eve
-ChristmasEve = Holiday(
-    'Christmas Eve',
-    month=12,
-    day=24,
-    observance=previous_friday,
-)
-
-# Christmas
-Christmas = Holiday(
-    "Christmas",
-    month=12,
-    day=25,
-)
-
-# If christmas day is Saturday Monday 27th is a holiday
-# If christmas day is sunday the Tuesday 27th is a holiday
-WeekendChristmas = Holiday(
-    "Weekend Christmas",
-    month=12,
-    day=27,
-    days_of_week=(MONDAY, TUESDAY),
-)
-
-# Boxing day
-BoxingDay = Holiday(
-    "Boxing Day",
-    month=12,
-    day=26,
-)
-
-# If boxing day is saturday then Monday 28th is a holiday
-# If boxing day is sunday then Tuesday 28th is a holiday
-WeekendBoxingDay = Holiday(
-    "Weekend Boxing Day",
-    month=12,
-    day=28,
-    days_of_week=(MONDAY, TUESDAY),
-)
-
-# One-off holiday additions and removals in England
-
-UniqueCloses = []
-# VE-Day Anniversary
-UniqueCloses.append(pd.Timestamp("1995-05-08", tz='UTC'))  # 50th Anniversary
-UniqueCloses.append(pd.Timestamp("2020-05-08", tz='UTC'))  # 75th Anniversary
-
-# Queen Elizabeth II Jubilees
-# Silver Jubilee
-UniqueCloses.append(pd.Timestamp("1977-06-07", tz='UTC'))
-
-# Golden Jubilee
-UniqueCloses.append(pd.Timestamp("2002-06-03", tz='UTC'))
-UniqueCloses.append(pd.Timestamp("2002-06-04", tz='UTC'))
-
-# Diamond Jubilee
-UniqueCloses.append(pd.Timestamp("2012-06-04", tz='UTC'))
-UniqueCloses.append(pd.Timestamp("2012-06-05", tz='UTC'))
-
-# Platinum Jubilee
-UniqueCloses.append(pd.Timestamp("2022-06-02", tz='UTC'))
-UniqueCloses.append(pd.Timestamp("2022-06-03", tz='UTC'))
-
-# State Funeral of Queen Elizabeth II
-UniqueCloses.append(pd.Timestamp("2022-09-19", tz='UTC'))
-
-# Royal Weddings
-UniqueCloses.append(pd.Timestamp("1973-11-14", tz='UTC'))     # Wedding Day of Princess Anne and Mark Phillips
-UniqueCloses.append(pd.Timestamp("1981-07-29", tz='UTC'))     # Wedding Day of Prince Charles and Diana Spencer
-UniqueCloses.append(pd.Timestamp("2011-04-29", tz='UTC'))     # Wedding Day of Prince William and Catherine Middleton
-
-# Miscellaneous
-UniqueCloses.append(pd.Timestamp("1999-12-31", tz='UTC'))     # Eve of 3rd Millenium A.D.