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

pandas_market_calendars/exchange_calendar_ose.py

@@ -1,150 +0,0 @@
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday
-from pandas.tseries.offsets import Day, Easter
-from pytz import timezone
-
-from .market_calendar import MarketCalendar
-
-OSENewYearsDay = Holiday(
-    "New Year's Day",
-    month=1,
-    day=1
-)
-
-OSEWednesdayBeforeEaster = Holiday(
-    "Wednesday before Easter",
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-4)]
-
-)
-
-OSEMaundyThursday = Holiday(
-    "Maundy Thursday",
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-3)]
-)
-
-OSEGoodFriday = GoodFriday
-
-OSEEasterMonday = EasterMonday
-
-OSELabourDay = Holiday(
-    "Labour Day",
-    month=5,
-    day=1
-)
-
-OSEConstitutionDay = Holiday(
-    "Constitution Day",
-    month=5,
-    day=17
-)
-
-OSEWhitMonday = Holiday(
-    "Whit Monday",
-    month=1,
-    day=1,
-    offset=[Easter(), Day(50)]
-)
-
-OSEAscensionDay = Holiday(
-    "Ascension Day",
-    month=1,
-    day=1,
-    offset=[Easter(), Day(39)]
-)
-
-OSEChristmasEve = Holiday(
-    "Christmas Eve",
-    month=12,
-    day=24,
-)
-
-OSEChristmasDay = Holiday(
-    "Christmas Day",
-    month=12,
-    day=25
-)
-
-OSEBoxingDay = Holiday(
-    "Boxing Day",
-    month=12,
-    day=26
-)
-
-OSENewYearsEve = Holiday(
-    "New Year's Eve",
-    month=12,
-    day=31
-)
-
-
-class OSEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for Oslo Stock Exchange
-
-    Note these dates are only checked against 2017, 2018 and 2019
-    https://www.oslobors.no/ob_eng/Oslo-Boers/About-Oslo-Boers/Opening-hours
-
-    Opening times for the regular trading of equities (not including closing auction call)
-    Open Time: 9:00 AM, CEST/EST
-    Close Time: 4:20 PM, CEST/EST
-
-    Regularly-Observed Holidays (not necessarily in order):
-    - New Years Day
-    - Wednesday before Easter (Half trading day)
-    - Maundy Thursday
-    - Good Friday
-    - Easter Monday
-    - Labour Day
-    - Ascension Day
-    - Constitution Day
-    - Whit Monday
-    - Christmas Eve
-    - Christmas Day
-    - Boxing Day
-    - New Year's Eve
-    """
-
-    aliases = ['OSE']
-    regular_market_times = {
-        "market_open": ((None, time(9)),),
-        "market_close": ((None, time(16,20)),)
-    }
-
-    @property
-    def name(self):
-        return "OSE"
-
-    @property
-    def tz(self):
-        return timezone("Europe/Oslo")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            OSENewYearsDay,
-            OSEMaundyThursday,
-            OSEGoodFriday,
-            OSEEasterMonday,
-            OSELabourDay,
-            OSEConstitutionDay,
-            OSEWhitMonday,
-            OSEAscensionDay,
-            OSEChristmasEve,
-            OSEChristmasDay,
-            OSEBoxingDay,
-            OSENewYearsEve
-        ])
-
-    @property
-    def special_closes(self):
-        return [(
-            time(13, 0, tzinfo=self.tz),
-            AbstractHolidayCalendar(rules=[
-                OSEWednesdayBeforeEaster
-            ])
-        )]

pandas_market_calendars/exchange_calendar_sifma.py

@@ -1,300 +0,0 @@
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
-from itertools import chain
-import pandas as pd
-
-
-########################################################################################################################
-# SIFMA Financial Markets Calendar for US, UK, JP
-#
-# https://www.sifma.com/
-#
-# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
-# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
-# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
-# 
-# Trading Hours:
-# US: 7:00 to 17:30
-# UK: 8:00 to 17:00
-# JP: 8:30 to 18:30
-########################################################################################################################
-
-
-from pandas_market_calendars.holidays_sifma import(
-    # US Holidays
-    UKWeekendBoxingDay,
-    USNewYearsDay,  # Not observed if a Saturday
-    USNewYearsEve2pmEarlyClose,
-
-    MartinLutherKingJr,
-    USPresidentsDay,
-  
-    GoodFridayThru2020,
-    DayBeforeGoodFriday2pmEarlyCloseThru2020,
-    GoodFridayAdHoc,
-    GoodFriday2pmEarlyCloseAdHoc,
-    DayBeforeGoodFriday2pmEarlyCloseAdHoc,
-
-    DayBeforeUSMemorialDay2pmEarlyClose,
-    USMemorialDay,
-    USJuneteenthAfter2022,
-
-    USIndependenceDay,
-    DayBeforeUSIndependenceDay2pmEarlyClose,
-    ThursdayBeforeUSIndependenceDay2pmEarlyClose,
-     
-    USLaborDay,
-    USColumbusDay,
-    USVeteransDay,
-    USThanksgivingDay,
-    DayAfterThanksgiving2pmEarlyClose,
-
-    Christmas,
-    ChristmasEve2pmEarlyClose,
-    ChristmasEveThursday2pmEarlyClose,
-
-    # UK Specific Holidays
-    UKNewYearsDay,  # Saturdays observed on Monday
-    UKGoodFriday,
-    UKEasterMonday,
-    UKMayDay,
-    UKSpringBankAdHoc,  # Usually follows US Memorial Day but not always
-    UKSummerBank,
-    UKChristmas,
-    UKChristmaEve,
-    UKWeekendChristmas,  # Observed Tuesday when Boxing Day is on Monday
-    UKBoxingDay,
-    UKWeekendBoxingDay, 
-
-    UKPlatinumJubilee2022,
-)
-
-from .market_calendar import MarketCalendar
-
-#AbstractHolidayCalendar.start_date = '1998-01-01'   
-
-############################################################
-# US
-############################################################
-
-class SIFMAUSExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA United States
-
-    https://www.sifma.org/resources/general/holiday-schedule/#US
-
-    """
- 
-    aliases = ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
- 
-    regular_market_times = {
-        "market_open": ((None, time(7)),),
-        "market_close": ((None, time(17, 30)),)
-    }
- 
-
-    @property
-    def name(self):
-        return "SIFMA_US"
-
-    @property
-    def tz(self):
-        return timezone("America/New_York")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            USNewYearsDay,    
-            MartinLutherKingJr,
-            USPresidentsDay,
-            GoodFridayThru2020,
-            USMemorialDay,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            USLaborDay,
-            USColumbusDay,
-            USVeteransDay,
-            USThanksgivingDay,
-            Christmas,
-         ])
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            GoodFridayAdHoc,
-        ))
-
-
-
-    @property
-    def special_closes(self):
-        return [(
-            time(14),
-            AbstractHolidayCalendar(rules=[
-                DayBeforeGoodFriday2pmEarlyCloseThru2020,
-                DayBeforeUSMemorialDay2pmEarlyClose,
-                DayBeforeUSIndependenceDay2pmEarlyClose,
-                ThursdayBeforeUSIndependenceDay2pmEarlyClose,
-                DayAfterThanksgiving2pmEarlyClose,
-                ChristmasEve2pmEarlyClose,
-                ChristmasEveThursday2pmEarlyClose,
-                USNewYearsEve2pmEarlyClose,
-            ])
-        )]
-
-    @property
-    def special_closes_adhoc(self):
-        return [
-            (time(14, tzinfo=timezone('America/New_York')),
-                GoodFriday2pmEarlyCloseAdHoc # list
-                + DayBeforeGoodFriday2pmEarlyCloseAdHoc
-            ),
-        ]
-
-############################################################
-# UK
-############################################################
-
-class SIFMAUKExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA United Kingdom
-
-    https://www.sifma.org/resources/general/holiday-schedule/#UK
-
-    """
- 
-    aliases = ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
- 
-    regular_market_times = {
-        "market_open": ((None, time(8)),),
-        "market_close": ((None, time(17)),)
-    }
-
-    @property
-    def name(self):
-        return "SIFMA_UK"
-
-    @property
-    def tz(self):
-        return timezone("Europe/London")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            UKNewYearsDay,    
-            MartinLutherKingJr,
-            USPresidentsDay,
-            UKGoodFriday, 
-            UKEasterMonday,
-            UKMayDay,
-            USMemorialDay,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            UKSummerBank,
-            USLaborDay,
-            USColumbusDay,
-            USVeteransDay,
-            USThanksgivingDay,
-            UKChristmas,
-            UKChristmaEve,
-            UKWeekendChristmas,                    
-            UKBoxingDay,
-            UKWeekendBoxingDay
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            UKSpringBankAdHoc,
-            UKPlatinumJubilee2022, 
-         ))
-
-############################################################
-# Japan
-############################################################
-from .holidays_jp import (JapanComingOfAgeDay, JapanNationalFoundationDay,JapanEmperorsBirthday, JapanVernalEquinox,JapanShowaDay,
-                          JapanConstitutionMemorialDay, JapanGreeneryDay, JapanChildrensDay, JapanMarineDay, JapanMountainDay,
-                          JapanRespectForTheAgedDay, JapanAutumnalEquinox, 
-                          JapanHealthAndSportsDay2000To2019, JapanSportsDay2020, JapanSportsDay,
-                          JapanCultureDay, JapanLaborThanksgivingDay)
-
-class SIFMAJPExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA Japan
-
-    https://www.sifma.org/resources/general/holiday-schedule/#JP
- 
-    """
- 
-    aliases = ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
- 
-    regular_market_times = {
-        "market_open": ((None, time(8, 30)),),
-        "market_close": ((None, time(18, 30)),)
-    } 
-
-    @property
-    def name(self):
-        return "SIFMA_JP"
-
-    @property
-    def tz(self):
-        return timezone("Asia/Tokyo")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            UKNewYearsDay,
-            JapanComingOfAgeDay,    
-            MartinLutherKingJr,
-            JapanNationalFoundationDay,
-            USPresidentsDay,
-            JapanEmperorsBirthday,
-            JapanVernalEquinox,
-            UKGoodFriday, 
-            UKEasterMonday,
-            JapanShowaDay,
-            JapanConstitutionMemorialDay,
-            JapanGreeneryDay,
-            JapanChildrensDay,
-            USMemorialDay,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            JapanMarineDay,
-            JapanMountainDay,
-            UKSummerBank,
-            USLaborDay,
-            JapanRespectForTheAgedDay,
-            JapanAutumnalEquinox,
-            JapanSportsDay,
-            JapanSportsDay2020,
-            JapanHealthAndSportsDay2000To2019,
-            JapanCultureDay,
-            USVeteransDay,
-            JapanLaborThanksgivingDay,
-            USThanksgivingDay,
-            UKChristmas,
-            UKChristmaEve,
-            UKBoxingDay,
-            UKWeekendBoxingDay
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            UKSpringBankAdHoc,
-            UKPlatinumJubilee2022, 
-         ))
-
-    @property
-    def special_closes(self):
-        return [(
-            time(15),
-            AbstractHolidayCalendar(rules=[
-                UKMayDay,
-                UKWeekendChristmas                             
-            ])
-        )]
-

pandas_market_calendars/exchange_calendar_six.py

@@ -1,114 +0,0 @@
-from datetime import time
-
-from pandas.tseries.holiday import (AbstractHolidayCalendar, Day, Easter, EasterMonday, GoodFriday, Holiday,
-                                    previous_friday)
-from pytz import timezone
-
-from .market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
-
-# New Year's Eve
-NewYearsEve = Holiday(
-    "New Year's Eve",
-    month=12,
-    day=31,
-    observance=previous_friday,
-)
-# New Year's Day
-NewYearsDay = Holiday(
-    "New Year's Day",
-    month=1,
-    day=1,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-# Berthold's Day
-BertholdsDay = Holiday(
-    "Berthold's Day",
-    month=1,
-    day=2,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-# Early May bank holiday
-MayBank = Holiday(
-    "Early May Bank Holiday",
-    month=5,
-    day=1,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-# Ascension Day (Auffahrt)
-AscensionDay = Holiday(
-    'Ascension Day',
-    month=1,
-    day=1,
-    offset=[Easter(), Day(39)],
-    days_of_week=(THURSDAY,),
-)
-# Pentecost Day (Pfingstmontag)
-PentecostMonday = Holiday(
-    'Pentecost Monday',
-    month=1,
-    day=1,
-    offset=[Easter(), Day(50)],
-    days_of_week=(MONDAY,),
-)
-# Swiss National Day
-SwissNationalDay = Holiday(
-    "Swiss National Day",
-    month=8,
-    day=1,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-# Christmas Eve
-ChristmasEve = Holiday(
-    'Christmas Eve',
-    month=12,
-    day=24,
-)
-# Christmas
-Christmas = Holiday(
-    "Christmas",
-    month=12,
-    day=25,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-# Boxing day
-BoxingDay = Holiday(
-    "Boxing Day",
-    month=12,
-    day=26,
-)
-
-
-class SIXExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIX
-
-    """
-    aliases = ['SIX']
-    regular_market_times = {
-        "market_open": ((None, time(9)),),
-        "market_close": ((None, time(17,30)),),
-    }
-    @property
-    def name(self):
-        return "SIX"
-
-    @property
-    def tz(self):
-        return timezone('Europe/Zurich')
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            NewYearsDay,
-            BertholdsDay,
-            GoodFriday,
-            EasterMonday,
-            MayBank,
-            AscensionDay,
-            PentecostMonday,
-            SwissNationalDay,
-            ChristmasEve,
-            Christmas,
-            BoxingDay,
-            NewYearsEve,
-        ])