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

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (47) hide show
  1. {pandas_market_calendars-4.1.3.dist-info → pandas_market_calendars-4.2.0.dist-info}/METADATA +200 -187
  2. pandas_market_calendars-4.2.0.dist-info/NOTICE +206 -0
  3. pandas_market_calendars-4.2.0.dist-info/RECORD +6 -0
  4. {pandas_market_calendars-4.1.3.dist-info → pandas_market_calendars-4.2.0.dist-info}/WHEEL +1 -1
  5. pandas_market_calendars/__init__.py +0 -37
  6. pandas_market_calendars/calendar_registry.py +0 -47
  7. pandas_market_calendars/calendar_utils.py +0 -225
  8. pandas_market_calendars/class_registry.py +0 -111
  9. pandas_market_calendars/exchange_calendar_asx.py +0 -63
  10. pandas_market_calendars/exchange_calendar_bmf.py +0 -227
  11. pandas_market_calendars/exchange_calendar_bse.py +0 -409
  12. pandas_market_calendars/exchange_calendar_cboe.py +0 -115
  13. pandas_market_calendars/exchange_calendar_cme.py +0 -240
  14. pandas_market_calendars/exchange_calendar_cme_globex_agriculture.py +0 -109
  15. pandas_market_calendars/exchange_calendar_cme_globex_base.py +0 -106
  16. pandas_market_calendars/exchange_calendar_cme_globex_energy_and_metals.py +0 -146
  17. pandas_market_calendars/exchange_calendar_cme_globex_equities.py +0 -104
  18. pandas_market_calendars/exchange_calendar_cme_globex_fixed_income.py +0 -114
  19. pandas_market_calendars/exchange_calendar_cme_globex_fx.py +0 -78
  20. pandas_market_calendars/exchange_calendar_eurex.py +0 -119
  21. pandas_market_calendars/exchange_calendar_hkex.py +0 -408
  22. pandas_market_calendars/exchange_calendar_ice.py +0 -65
  23. pandas_market_calendars/exchange_calendar_iex.py +0 -98
  24. pandas_market_calendars/exchange_calendar_jpx.py +0 -98
  25. pandas_market_calendars/exchange_calendar_lse.py +0 -91
  26. pandas_market_calendars/exchange_calendar_nyse.py +0 -1127
  27. pandas_market_calendars/exchange_calendar_ose.py +0 -150
  28. pandas_market_calendars/exchange_calendar_sifma.py +0 -300
  29. pandas_market_calendars/exchange_calendar_six.py +0 -114
  30. pandas_market_calendars/exchange_calendar_sse.py +0 -290
  31. pandas_market_calendars/exchange_calendar_tase.py +0 -119
  32. pandas_market_calendars/exchange_calendar_tsx.py +0 -159
  33. pandas_market_calendars/exchange_calendars_mirror.py +0 -114
  34. pandas_market_calendars/holidays_cme.py +0 -341
  35. pandas_market_calendars/holidays_cme_globex.py +0 -169
  36. pandas_market_calendars/holidays_cn.py +0 -1436
  37. pandas_market_calendars/holidays_jp.py +0 -362
  38. pandas_market_calendars/holidays_nyse.py +0 -1474
  39. pandas_market_calendars/holidays_oz.py +0 -65
  40. pandas_market_calendars/holidays_sifma.py +0 -321
  41. pandas_market_calendars/holidays_uk.py +0 -177
  42. pandas_market_calendars/holidays_us.py +0 -364
  43. pandas_market_calendars/jpx_equinox.py +0 -147
  44. pandas_market_calendars/market_calendar.py +0 -770
  45. pandas_market_calendars-4.1.3.dist-info/RECORD +0 -45
  46. {pandas_market_calendars-4.1.3.dist-info → pandas_market_calendars-4.2.0.dist-info}/LICENSE +0 -0
  47. {pandas_market_calendars-4.1.3.dist-info → pandas_market_calendars-4.2.0.dist-info}/top_level.txt +0 -0
@@ -1,408 +0,0 @@
1
- from datetime import time, timedelta
2
- from functools import partial
3
-
4
- from pandas import DateOffset, Timestamp
5
- from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday, sunday_to_monday
6
- from pandas.tseries.offsets import LastWeekOfMonth, WeekOfMonth
7
- from pytz import timezone
8
-
9
- from pandas_market_calendars.holidays_us import USNewYearsDay
10
- from .holidays_cn import bsd_mapping, dbf_mapping, dnf_mapping, maf_mapping, sf_mapping, tsd_mapping
11
- from .market_calendar import MarketCalendar
12
-
13
-
14
- def process_date(dt, mapping=None, func=None, delta=None, offset=None):
15
- if mapping and (dt.year in mapping):
16
- new_dt = mapping[dt.year]
17
- else:
18
- new_dt = dt
19
- if delta:
20
- new_dt = new_dt + timedelta(delta)
21
- dow = new_dt.weekday()
22
- if dow == 6 and offset: # sunday
23
- new_dt = new_dt + timedelta(offset)
24
- if func:
25
- return func(new_dt)
26
- return new_dt
27
-
28
-
29
- def process_queen_birthday(dt):
30
- # before 1983
31
- if dt.year in [1974, 1981]:
32
- return dt + DateOffset(weekday=6)
33
- elif dt.year < 1983:
34
- return sunday_to_monday(dt)
35
- # after 1983
36
- wom = WeekOfMonth(week=2, weekday=0)
37
- if dt.year in [1983, 1988, 1993, 1994]:
38
- wom = WeekOfMonth(week=1, weekday=0)
39
- if dt.year in [1985]:
40
- wom = WeekOfMonth(week=3, weekday=0)
41
- return dt + wom
42
-
43
-
44
- HKNewYearsDay = USNewYearsDay
45
-
46
- SpringFestivalDayBefore1983 = Holiday(
47
- name="Spring Festival",
48
- month=1,
49
- day=21,
50
- observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
51
- start_date=Timestamp('1961-01-01'),
52
- end_date=Timestamp('1983-01-01')
53
- )
54
-
55
- SpringFestivalDay2Before1983 = Holiday(
56
- name="Spring Festival",
57
- month=1,
58
- day=21,
59
- observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
60
- start_date=Timestamp('1961-01-01'),
61
- end_date=Timestamp('1983-01-01')
62
- )
63
-
64
- SpringFestivalDay3Before1983 = Holiday(
65
- name="Spring Festival",
66
- month=1,
67
- day=21,
68
- observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
69
- start_date=Timestamp('1961-01-01'),
70
- end_date=Timestamp('1983-01-01')
71
- )
72
-
73
- SpringFestivalDayBefore2010 = Holiday(
74
- name="Spring Festival",
75
- month=1,
76
- day=21,
77
- observance=partial(process_date, mapping=sf_mapping, delta=0, offset=-1),
78
- start_date=Timestamp('1983-01-01'),
79
- end_date=Timestamp('2010-07-01')
80
- )
81
-
82
- SpringFestivalDay2Before2010 = Holiday(
83
- name="Spring Festival",
84
- month=1,
85
- day=21,
86
- observance=partial(process_date, mapping=sf_mapping, delta=1, offset=-2),
87
- start_date=Timestamp('1983-01-01'),
88
- end_date=Timestamp('2010-07-01')
89
- )
90
-
91
- SpringFestivalDay3Before2010 = Holiday(
92
- name="Spring Festival",
93
- month=1,
94
- day=21,
95
- observance=partial(process_date, mapping=sf_mapping, delta=2, offset=-3),
96
- start_date=Timestamp('1983-01-01'),
97
- end_date=Timestamp('2010-07-01')
98
- )
99
-
100
- SpringFestivalDay = Holiday(
101
- name="Spring Festival",
102
- month=1,
103
- day=21,
104
- observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
105
- start_date=Timestamp('2010-07-01')
106
- )
107
-
108
- SpringFestivalDay2 = Holiday(
109
- name="Spring Festival",
110
- month=1,
111
- day=21,
112
- observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
113
- start_date=Timestamp('2010-07-01')
114
- )
115
-
116
- SpringFestivalDay3 = Holiday(
117
- name="Spring Festival",
118
- month=1,
119
- day=21,
120
- observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
121
- start_date=Timestamp('2010-07-01')
122
- )
123
-
124
- TombSweepingDay = Holiday(
125
- name="Tomb-sweeping Day", # 清明节4月5日
126
- month=4,
127
- day=4,
128
- observance=partial(process_date, mapping=tsd_mapping, func=sunday_to_monday),
129
- start_date=Timestamp('1961-01-01')
130
- )
131
-
132
- LabourDay = Holiday(
133
- name="Labour Day", # 劳动节
134
- month=5,
135
- day=1,
136
- observance=sunday_to_monday,
137
- start_date=Timestamp('1999-05-01')
138
- )
139
-
140
- BuddhaShakyamuniDay = Holiday(
141
- name="Buddha Shakyamuni Day", # 浴佛节 98年农历4月8日定为法定假日
142
- month=4,
143
- day=28,
144
- observance=partial(process_date, mapping=bsd_mapping, func=sunday_to_monday),
145
- start_date=Timestamp('1999-04-28')
146
- )
147
-
148
- DragonBoatFestivalDay = Holiday(
149
- name="Dragon Boat Festival", # 端午节
150
- month=5,
151
- day=27,
152
- observance=partial(process_date, mapping=dbf_mapping, func=sunday_to_monday),
153
- start_date=Timestamp('1961-01-01')
154
- )
155
-
156
- HKRegionEstablishmentDay = Holiday(
157
- name="Hong Kong Special Region Establishment Day",
158
- month=7,
159
- day=1,
160
- observance=sunday_to_monday,
161
- start_date=Timestamp('1997-07-01')
162
- )
163
-
164
- MidAutumnFestivalDayBefore1983 = Holiday(
165
- name="Mid-autumn Festival", # 中秋节翌日
166
- month=9,
167
- day=7,
168
- observance=partial(process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday),
169
- start_date=Timestamp('1961-01-01'),
170
- end_date=Timestamp('1983-01-01')
171
- )
172
-
173
- MidAutumnFestivalDayBefore2010 = Holiday(
174
- name="Mid-autumn Festival", # 中秋节翌日
175
- month=9,
176
- day=7,
177
- observance=partial(process_date, mapping=maf_mapping, delta=1, offset=-1),
178
- start_date=Timestamp('1983-01-01'),
179
- end_date=Timestamp('2010-12-31')
180
- )
181
-
182
- MidAutumnFestivalDay = Holiday(
183
- name="Mid-autumn Festival", # 中秋节翌日
184
- month=9,
185
- day=7,
186
- observance=partial(process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday),
187
- start_date=Timestamp('2011-01-01')
188
- )
189
-
190
- DoubleNinthFestivalDay = Holiday(
191
- name="Double Ninth Festival", # 重阳节
192
- month=10,
193
- day=2,
194
- observance=partial(process_date, mapping=dnf_mapping, func=sunday_to_monday),
195
- start_date=Timestamp('1961-01-01')
196
- )
197
-
198
- NationalDay = Holiday(
199
- name="National Day",
200
- month=10,
201
- day=1,
202
- observance=sunday_to_monday,
203
- start_date=Timestamp('1997-07-01')
204
- )
205
-
206
- Christmas = Holiday(
207
- name='Christmas',
208
- month=12,
209
- day=25,
210
- observance=partial(process_date, offset=2),
211
- start_date=Timestamp('1954-01-01')
212
- )
213
-
214
- BoxingDay = Holiday(
215
- name='Boxing day', # 圣诞节后第一个平日
216
- month=12,
217
- day=26,
218
- observance=sunday_to_monday,
219
- start_date=Timestamp('1954-01-01')
220
- )
221
-
222
- QueenBirthday = Holiday(
223
- name="Queen's Birthday", # 英女王生日 6月
224
- month=6,
225
- day=10,
226
- observance=process_queen_birthday,
227
- start_date=Timestamp('1983-01-01'),
228
- end_date=Timestamp('1997-06-01')
229
- )
230
-
231
- QueenBirthday2 = Holiday(
232
- name="Queen's Birthday", # 英女王生日 4月
233
- month=4,
234
- day=21,
235
- observance=process_queen_birthday,
236
- start_date=Timestamp('1926-04-21'),
237
- end_date=Timestamp('1983-01-01')
238
- )
239
-
240
- CommemoratingAlliedVictory = Holiday(
241
- name="Commemorating the allied victory", # 重光纪念日 8月最后一个星期一
242
- month=8,
243
- day=20,
244
- offset=LastWeekOfMonth(weekday=0),
245
- start_date=Timestamp('1945-08-30'),
246
- end_date=Timestamp('1997-07-01')
247
- )
248
-
249
- IDontKnow = Holiday(
250
- name="I dont know these days, please tell me", # 8月第一个星期一
251
- month=7,
252
- day=31,
253
- offset=WeekOfMonth(week=0, weekday=0),
254
- start_date=Timestamp('1960-08-01'),
255
- end_date=Timestamp('1983-01-01')
256
- )
257
-
258
- HKClosedDay = [
259
- # I dont know these days
260
- Timestamp('1970-07-01', tz='UTC'),
261
- Timestamp('1971-07-01', tz='UTC'),
262
- Timestamp('1973-07-02', tz='UTC'),
263
- Timestamp('1974-07-01', tz='UTC'),
264
- Timestamp('1975-07-01', tz='UTC'),
265
- Timestamp('1976-07-01', tz='UTC'),
266
- Timestamp('1977-07-01', tz='UTC'),
267
- Timestamp('1979-07-02', tz='UTC'),
268
- Timestamp('1980-07-01', tz='UTC'),
269
- Timestamp('1981-07-01', tz='UTC'),
270
- Timestamp('1982-07-01', tz='UTC'),
271
- Timestamp('1971-03-22', tz='UTC'),
272
- Timestamp('1971-12-06', tz='UTC'),
273
- Timestamp('1971-12-20', tz='UTC'),
274
- Timestamp('1975-07-28', tz='UTC'),
275
- Timestamp('1985-07-29', tz='UTC'),
276
-
277
- Timestamp('1970-07-16', tz='UTC'), # 台风Ruby7003
278
- Timestamp('1970-09-14', tz='UTC'), # 台风Georgia7011
279
- Timestamp('1971-07-22', tz='UTC'), # 台风Lucy7114
280
- Timestamp('1971-08-31', tz='UTC'), # 重光纪念日?
281
- Timestamp('1973-04-16', tz='UTC'), # 股灾休市?
282
- Timestamp('1973-07-17', tz='UTC'), # 台风Dot7304
283
- Timestamp('1974-04-25', tz='UTC'), # 英国女王生日
284
- Timestamp('1975-10-14', tz='UTC'), # 台风Elsie7514
285
- Timestamp('1978-07-26', tz='UTC'), # 台风Agnes7807
286
- Timestamp('1978-07-27', tz='UTC'),
287
- Timestamp('1979-01-26', tz='UTC'), # 春节补假
288
- Timestamp('1979-08-02', tz='UTC'), # 台风Hope7908
289
- Timestamp('1980-05-21', tz='UTC'), # 台风Georgia8004
290
- Timestamp('1980-07-22', tz='UTC'), # 台风Joy8007
291
- Timestamp('1981-04-27', tz='UTC'), # 英国女王生日
292
- Timestamp('1981-07-06', tz='UTC'), # 台风Lynn8106
293
- Timestamp('1981-07-07', tz='UTC'),
294
- Timestamp('1981-07-29', tz='UTC'), # 查理斯王子与戴安娜婚礼
295
- Timestamp('1983-09-09', tz='UTC'), # 台风Ellen8309
296
- Timestamp('1985-06-24', tz='UTC'), # 台风Hal8504
297
- Timestamp('1986-04-01', tz='UTC'), # 复活节星期一翌日
298
- Timestamp('1986-10-22', tz='UTC'), # 英女王伊丽莎白二世访港
299
- Timestamp('1987-10-20', tz='UTC'), # 黑色星期一后,休市4天
300
- Timestamp('1987-10-21', tz='UTC'),
301
- Timestamp('1987-10-22', tz='UTC'),
302
- Timestamp('1987-10-23', tz='UTC'),
303
- Timestamp('1988-04-05', tz='UTC'), # 清明节翌日
304
- # Timestamp('1988-06-13', tz='UTC'), # 英国女王生日
305
- Timestamp('1991-06-18', tz='UTC'), # 英国女王生日翌日
306
- Timestamp('1992-07-22', tz='UTC'), # 台风Cary9207
307
- # Timestamp('1993-06-14', tz='UTC'), # 英国女王生日
308
- Timestamp('1993-09-17', tz='UTC'), # 台风Becky9316
309
- Timestamp('1994-06-14', tz='UTC'), # 英国女王生日翌日,端午节翌日
310
- Timestamp('1997-06-30', tz='UTC'), # 英国女王生日
311
- Timestamp('1997-07-02', tz='UTC'), # 香港回归纪念日翌日
312
- Timestamp('1997-08-18', tz='UTC'), # 抗战胜利纪念日
313
- Timestamp('1997-10-02', tz='UTC'), # 国庆节翌日
314
- Timestamp('1998-08-17', tz='UTC'), # 抗战胜利纪念日
315
- Timestamp('1998-10-02', tz='UTC'), # 国庆节翌日
316
- Timestamp('1999-04-06', tz='UTC'), # 清明节翌日
317
- Timestamp('1999-09-16', tz='UTC'), # 台风约克
318
- Timestamp('1999-12-31', tz='UTC'), # 千年虫
319
- Timestamp('2001-07-06', tz='UTC'), # 台风尤特0104
320
- Timestamp('2001-07-25', tz='UTC'), # 台风玉兔0107
321
- # Timestamp(2008-06-25', tz='UTC'), # 台风风神0806,上午休市
322
- Timestamp('2008-08-06', tz='UTC'), # 台风北冕0809
323
- Timestamp('2008-08-22', tz='UTC'), # 台风鹦鹉0810
324
- # Timestamp(2009-09-15', tz='UTC'), # 台风巨爵0915,上午休市
325
- Timestamp('2010-04-06', tz='UTC'), # 清明节翌日
326
- Timestamp('2011-09-29', tz='UTC'), # 台风纳沙1117
327
- # Timestamp(2012-07-24', tz='UTC'), # 台风韦森特1208,上午休市
328
- Timestamp('2012-10-02', tz='UTC'), # 中秋节补假
329
- # Timestamp(2013-05-22', tz='UTC'), # 暴雨,上午休市
330
- Timestamp('2013-08-14', tz='UTC'), # 台风尤特1311
331
- # Timestamp(2013-09-23', tz='UTC'), # 台风天兔1319,上午休市
332
- # Timestamp(2014-09-16', tz='UTC'), # 台风海鸥1415,上午休市
333
- Timestamp('2015-04-07', tz='UTC'), # 复活节+清明节补假
334
- # Timestamp(2015-07-09', tz='UTC'), # 台风莲花1520,期货夜盘休市
335
- Timestamp('2015-09-03', tz='UTC'), # 抗战70周年纪念
336
- # Timestamp(2016-08-01', tz='UTC'), # 台风妮妲1604,期货夜盘20:55收市
337
- Timestamp('2016-08-02', tz='UTC'), # 台风妮妲1604
338
- Timestamp('2016-10-21', tz='UTC'), # 台风海马1622
339
- # Timestamp(2017-06-12', tz='UTC'), # 台风苗柏1702,期货夜盘17:35休市
340
- Timestamp('2017-08-23', tz='UTC'), # 台风天鸽1713
341
- ]
342
-
343
-
344
- class HKEXExchangeCalendar(MarketCalendar):
345
- """
346
- Exchange calendar for Hong Kong Stock Exchange
347
-
348
- Open Time: 9:30 AM, Asia/Shanghai
349
- LUNCH BREAK :facepalm: : 12:00 AM - 1:00 PM Asia/Shanghai
350
- Close Time: 4:00 PM, Asia/Shanghai
351
- """
352
- aliases = ['HKEX']
353
- regular_market_times = {
354
- "market_open": ((None, time(9, 30)),),
355
- "market_close": ((None, time(16)),),
356
- "break_start": ((None, time(12)),),
357
- "break_end": ((None, time(13)),)
358
- }
359
-
360
- @property
361
- def name(self):
362
- return "HKEX"
363
-
364
- @property
365
- def tz(self):
366
- return timezone('Asia/Shanghai')
367
-
368
-
369
- @property
370
- def regular_holidays(self):
371
- """
372
- Rules are guesses based on observations of recent year.
373
- Rectify accordingly once the next year's holidays arrangement is published by the government.
374
- """
375
- return AbstractHolidayCalendar(rules=[
376
- HKNewYearsDay,
377
- SpringFestivalDayBefore1983,
378
- SpringFestivalDay2Before1983,
379
- SpringFestivalDay3Before1983,
380
- SpringFestivalDayBefore2010,
381
- SpringFestivalDay2Before2010,
382
- SpringFestivalDay3Before2010,
383
- SpringFestivalDay,
384
- SpringFestivalDay2,
385
- SpringFestivalDay3,
386
- GoodFriday,
387
- EasterMonday,
388
- TombSweepingDay,
389
- LabourDay,
390
- BuddhaShakyamuniDay,
391
- DragonBoatFestivalDay,
392
- HKRegionEstablishmentDay,
393
- MidAutumnFestivalDayBefore1983,
394
- MidAutumnFestivalDayBefore2010,
395
- MidAutumnFestivalDay,
396
- NationalDay,
397
- DoubleNinthFestivalDay,
398
- Christmas,
399
- BoxingDay,
400
- CommemoratingAlliedVictory,
401
- QueenBirthday,
402
- QueenBirthday2,
403
- IDontKnow
404
- ])
405
-
406
- @property
407
- def adhoc_holidays(self):
408
- return HKClosedDay
@@ -1,65 +0,0 @@
1
- from datetime import time
2
- from itertools import chain
3
-
4
- from pandas import Timestamp
5
- from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
6
- from pytz import timezone
7
-
8
- from .holidays_us import (Christmas, USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay,
9
- USNationalDaysofMourning, USNewYearsDay)
10
- from .market_calendar import MarketCalendar
11
-
12
-
13
- class ICEExchangeCalendar(MarketCalendar):
14
- """
15
- Exchange calendar for ICE US.
16
-
17
- Open Time: 8pm, US/Eastern
18
- Close Time: 6pm, US/Eastern
19
-
20
- https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
21
- """
22
- aliases = ['ICE', 'ICEUS', 'NYFE']
23
- regular_market_times = {
24
- "market_open": ((None, time(20, 1), -1),), # offset by -1 day
25
- "market_close": ((None, time(18)),)
26
- }
27
-
28
- @property
29
- def name(self):
30
- return "ICE"
31
-
32
- @property
33
- def tz(self):
34
- return timezone("US/Eastern")
35
-
36
- @property
37
- def special_closes(self):
38
- return [
39
- (time(13), AbstractHolidayCalendar(rules=[
40
- USMartinLutherKingJrAfter1998,
41
- USPresidentsDay,
42
- USMemorialDay,
43
- USIndependenceDay,
44
- USLaborDay,
45
- USThanksgivingDay
46
- ]))
47
- ]
48
-
49
- @property
50
- def adhoc_holidays(self):
51
- return list(chain(
52
- USNationalDaysofMourning,
53
- # ICE was only closed on the first day of the Hurricane Sandy
54
- # closings (was not closed on 2012-10-30)
55
- [Timestamp('2012-10-29', tz='UTC')]
56
- ))
57
-
58
- @property
59
- def regular_holidays(self):
60
- # https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
61
- return AbstractHolidayCalendar(rules=[
62
- USNewYearsDay,
63
- GoodFriday,
64
- Christmas
65
- ])
@@ -1,98 +0,0 @@
1
- from datetime import time
2
- from itertools import chain
3
- from .exchange_calendar_nyse import NYSEExchangeCalendar
4
- from pandas.tseries.holiday import AbstractHolidayCalendar
5
- from pytz import timezone
6
-
7
- from pandas_market_calendars.holidays_nyse import (
8
- USPresidentsDay,
9
- GoodFriday,
10
- USMemorialDay,
11
- USJuneteenthAfter2022,
12
- USIndependenceDay,
13
- USThanksgivingDay,
14
- ChristmasNYSE,
15
- USMartinLutherKingJrAfter1998,
16
-
17
- #Ad-Hoc
18
- DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
19
- DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
20
- ChristmasEvesAdhoc,
21
- )
22
-
23
- class IEXExchangeCalendar(NYSEExchangeCalendar):
24
- """
25
- Exchange calendar for the Investor's Exchange (IEX).
26
-
27
- IEX Exchange is a U.S. stock exchange focused on driving performance
28
- for broker-dealers and investors through innovative design and technology.
29
-
30
- Most of this class inherits from NYSEExchangeCalendar since
31
- the holidays are the same. The only variation is (1) IEX began
32
- operation in 2013, and (2) IEX has different hours of operation
33
-
34
- References:
35
- - https://exchange.iex.io/
36
- - https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
37
- """
38
-
39
- regular_market_times = {
40
- "pre": (('2013-03-25', time(8)),),
41
- "market_open": ((None, time(9, 30)),),
42
- "market_close":((None, time(16)),),
43
- "post": ((None, time(17)),)
44
- }
45
-
46
- aliases = ['IEX', 'Investors_Exchange']
47
-
48
- @property
49
- def name(self):
50
- return "IEX"
51
-
52
- @property
53
- def weekmask(self):
54
- return "Mon Tue Wed Thu Fri"
55
-
56
- @property
57
- def regular_holidays(self):
58
- return AbstractHolidayCalendar(rules=[
59
- USPresidentsDay,
60
- GoodFriday,
61
- USMemorialDay,
62
- USJuneteenthAfter2022,
63
- USIndependenceDay,
64
- USThanksgivingDay,
65
- ChristmasNYSE,
66
- USMartinLutherKingJrAfter1998
67
- ])
68
-
69
- @property
70
- def adhoc_holidays(self):
71
- return list(chain(
72
- ChristmasEvesAdhoc,
73
- ))
74
-
75
- @property
76
- def special_closes(self):
77
- return [
78
- (time(hour=13, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
79
- DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
80
- ]))
81
- ]
82
-
83
- """Override NYSE calendar special cases"""
84
-
85
- @property
86
- def special_closes_adhoc(self):
87
- return [
88
- (time(13, tzinfo=timezone('America/New_York')),
89
- DaysBeforeIndependenceDay1pmEarlyCloseAdhoc)
90
- ]
91
-
92
- @property
93
- def special_opens(self):
94
- return []
95
-
96
- def valid_days(self, start_date, end_date, tz='UTC'):
97
- trading_days = super().valid_days(start_date, end_date, tz=tz) #all NYSE valid days
98
- return trading_days[~(trading_days <= '2013-08-25')]
@@ -1,98 +0,0 @@
1
- from datetime import time
2
- from itertools import chain
3
-
4
- from pandas.tseries.holiday import AbstractHolidayCalendar
5
- from pytz import timezone
6
-
7
- from pandas_market_calendars.holidays_jp import *
8
- from pandas_market_calendars.holidays_us import USNewYearsDay
9
- from .market_calendar import MarketCalendar
10
-
11
-
12
- # TODO:
13
- # From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
14
- # From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
15
- # need to add support for weekmask to make this work properly
16
-
17
- class JPXExchangeCalendar(MarketCalendar):
18
- """
19
- Exchange calendar for JPX
20
-
21
- Open Time: 9:31 AM, Asia/Tokyo
22
- LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
23
- Close Time: 4:00 PM, Asia/Tokyo
24
- """
25
- aliases = ['JPX']
26
- regular_market_times = {
27
- "market_open": ((None, time(9)),),
28
- "market_close": ((None, time(15)),),
29
- "break_start": ((None, time(11, 30)),),
30
- "break_end": ((None, time(12,30)),)
31
- }
32
- regular_early_close = time(13)
33
-
34
- @property
35
- def name(self):
36
- return "JPX"
37
-
38
- @property
39
- def tz(self):
40
- return timezone('Asia/Tokyo')
41
-
42
- @property
43
- def adhoc_holidays(self):
44
- return list(chain(
45
- AscensionDays,
46
- MarriageDays,
47
- FuneralShowa,
48
- EnthronementDays,
49
- AutumnalCitizenDates,
50
- NoN225IndexPrices
51
- ))
52
-
53
- @property
54
- def regular_holidays(self):
55
- return AbstractHolidayCalendar(rules=[
56
- USNewYearsDay,
57
- JapanNewYearsDay2,
58
- JapanNewYearsDay3,
59
- JapanComingOfAgeDay1951To1973,
60
- JapanComingOfAgeDay1974To1999,
61
- JapanComingOfAgeDay,
62
- JapanNationalFoundationDay1969To1973,
63
- JapanNationalFoundationDay,
64
- JapanEmperorsBirthday,
65
- JapanVernalEquinox,
66
- JapanShowaDayUntil1972,
67
- JapanShowaDay,
68
- JapanConstitutionMemorialDayUntil1972,
69
- JapanConstitutionMemorialDay,
70
- JapanGreeneryDay,
71
- JapanChildrensDayUntil1972,
72
- JapanChildrensDay,
73
- JapanGoldenWeekBonusDay,
74
- JapanMarineDay1996To2002,
75
- JapanMarineDay2003To2019,
76
- JapanMarineDay2020,
77
- JapanMarineDay,
78
- JapanMountainDay2016to2019,
79
- JapanMountainDay2020,
80
- JapanMountainDay,
81
- JapanRespectForTheAgedDay1966To1972,
82
- JapanRespectForTheAgedDay1973To2002,
83
- JapanRespectForTheAgedDay,
84
- JapanAutumnalEquinox,
85
- JapanHealthAndSportsDay1966To1972,
86
- JapanHealthAndSportsDay1973To1999,
87
- JapanHealthAndSportsDay2000To2019,
88
- JapanSportsDay2020,
89
- JapanSportsDay,
90
- JapanCultureDayUntil1972,
91
- JapanCultureDay,
92
- JapanLaborThanksgivingDayUntil1972,
93
- JapanLaborThanksgivingDay,
94
- JapanEmperorAkahitosBirthday,
95
- JapanDecember29Until1988,
96
- JapanDecember30Until1988,
97
- JapanBeforeNewYearsDay,
98
- ])