pandas-market-calendars 4.1.4__py3-none-any.whl → 4.2.0__py3-none-any.whl

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
-
-
-
-
-

pandas_market_calendars/holidays_cme.py

@@ -1,341 +0,0 @@
-import datetime
-
-from dateutil.relativedelta import (MO, FR)
-from dateutil.relativedelta import (TH)
-from pandas import (DateOffset, Timestamp)
-from pandas.tseries.holiday import (Holiday, Easter)
-from pandas.tseries.holiday import (nearest_workday)
-from pandas.tseries.offsets import (Day)
-
-
-#########
-# Martin Luther King
-#########
-USMartinLutherKingJrAfter1998Before2022 = Holiday(
-    'Dr. Martin Luther King Jr. Day',
-    month=1,
-    day=1,
-    # The US markets didn't observe MLK day as a holiday until 1998.
-    start_date=Timestamp('1998-01-01'),
-    end_date=Timestamp('2021-12-31'),
-    offset=DateOffset(weekday=MO(3)),
-)
-
-USMartinLutherKingJrAfter1998Before2015 = Holiday(
-    'Dr. Martin Luther King Jr. Day',
-    month=1,
-    day=1,
-    # The US markets didn't observe MLK day as a holiday until 1998.
-    start_date=Timestamp('1998-01-01'),
-    end_date=Timestamp('2014-12-31'),
-    offset=DateOffset(weekday=MO(3)),)
-
-USMartinLutherKingJrAfter2015 = Holiday(
-    'Dr. Martin Luther King Jr. Day',
-    month=1,
-    day=1,
-    # The US markets didn't observe MLK day as a holiday until 1998.
-    start_date=Timestamp('2015-01-01'),
-    offset=DateOffset(weekday=MO(3)),)
-
-USMartinLutherKingJrAfter1998Before2016FridayBefore = Holiday(
-    "Dr. Martin Luther King Jr. Day",
-    month= 1,
-    day= 1,
-    start_date= Timestamp("1998-01-01"),
-    end_date= Timestamp("2015-12-31"),
-    offset= [DateOffset(weekday= MO(3)), DateOffset(weekday= FR(-1))]
-)
-
-#########
-# President's Day
-#########
-USPresidentsDayBefore2022 = Holiday(
-    'President''s Day',
-    start_date=Timestamp('1971-01-01'),
-    end_date=Timestamp('2021-12-31'),
-    month=2, day=1,
-    offset=DateOffset(weekday=MO(3)),
-)
-USPresidentsDayBefore2015 = Holiday(
-    'President''s Day',
-    start_date=Timestamp('1971-01-01'),
-    end_date=Timestamp('2014-12-31'),
-    month=2, day=1,
-    offset=DateOffset(weekday=MO(3)),)
-
-USPresidentsDayAfter2015 = Holiday(
-    'President''s Day',
-    start_date=Timestamp('2015-01-01'),
-    month=2, day=1,
-    offset=DateOffset(weekday=MO(3)),)
-
-USPresidentsDayBefore2016FridayBefore = Holiday(
-    'President''s Day',
-    start_date=Timestamp('1971-01-01'),
-    end_date=Timestamp('2015-12-31'),
-    month=2, day=1,
-    offset=[DateOffset(weekday=MO(3)), DateOffset(weekday= FR(-1))]
-)
-
-#########
-# Good Friday
-#########
-
-
-GoodFridayBefore2021 = Holiday(
-    "Good Friday",
-    month=1, day=1,
-    offset=[Easter(), Day(-2)],
-    end_date=Timestamp('2020-12-31'),
-)
-
-# On some years (i.e. 2010,2012,2015) there is a special close for equities at 08:15
-# so here it is made sure that those are not full holidays
-easter = Easter()
-daymin2 = Day(-2)
-def not_0815_close(dt):
-    if dt.year in (2010, 2012, 2015):
-       return None
-    else:
-        return dt + easter + daymin2
-
-GoodFridayBefore2021NotEarlyClose = Holiday(
-    "Good Friday",
-    month=1, day=1,
-    observance=not_0815_close,
-    end_date=Timestamp('2020-12-31'),
-)
-
-## CME Interest Rate Products have this odd close
-GoodFriday2009 = Holiday(
-    "Good Friday",
-    month= 1, day= 1,
-    offset= [Easter(), Day(-3)],
-    start_date= Timestamp("2009-01-01"),
-    end_date= Timestamp("2009-12-31"),
-)
-
-GoodFriday2021 = Holiday(
-    "Good Friday",
-    month=1, day=1,
-    offset=[Easter(), Day(-2)],
-    start_date=Timestamp('2021-01-01'),
-    end_date=Timestamp('2021-12-31'),
-)
-GoodFridayAfter2021 = Holiday(
-    "Good Friday",
-    month=1, day=1,
-    offset=[Easter(), Day(-2)],
-    start_date=Timestamp('2022-01-01'),
-)
-# Dates when equities closed at 08:15
-GoodFriday2010 = Holiday(
-    "Good Friday",
-    month=1, day=1,
-    offset=[Easter(), Day(-2)],
-    start_date=Timestamp('2010-01-01'),
-    end_date=Timestamp('2010-12-31'),
-)
-GoodFriday2012 = Holiday(
-    "Good Friday",
-    month=1, day=1,
-    offset=[Easter(), Day(-2)],
-    start_date=Timestamp('2012-01-01'),
-    end_date=Timestamp('2012-12-31'),)
-
-GoodFriday2015 = Holiday(
-    "Good Friday",
-    month=1, day=1,
-    offset=[Easter(), Day(-2)],
-    start_date=Timestamp('2015-01-01'),
-    end_date=Timestamp('2015-12-31'),
-)
-
-#########
-# Memorial Day
-#########
-
-USMemorialDay2021AndPrior = Holiday(
-    'Memorial Day',
-    month=5,
-    day=25,
-    start_date=Timestamp('1971-01-01'),
-    end_date=Timestamp('2021-12-31'),
-    offset=DateOffset(weekday=MO(1)),
-)#### Equity Products
-USMemorialDay2013AndPrior = Holiday(
-    'Memorial Day',
-    month=5,
-    day=25,
-    start_date=Timestamp('1971-01-01'),
-    end_date=Timestamp('2013-12-31'),
-    offset=DateOffset(weekday=MO(1)),
-)
-USMemorialDayAfter2013 = Holiday(
-    'Memorial Day',
-    month=5,
-    day=25,
-    start_date=Timestamp('2014-01-01'),
-    offset=DateOffset(weekday=MO(1)),
-)
-USMemorialDay2015AndPriorFridayBefore = Holiday(
-    'Memorial Day',
-    month=5,
-    day=25,
-    start_date=Timestamp('1971-01-01'),
-    end_date=Timestamp('2015-12-31'),
-    offset=[DateOffset(weekday=MO(1)), DateOffset(weekday= FR(-1))],
-)
-
-#######
-# Independence Day
-#######
-
-USIndependenceDayBefore2022 = Holiday(
-    'July 4th',
-    month=7,
-    day=4,
-    start_date=Timestamp('1954-01-01'),
-    end_date=Timestamp('2021-12-31'),
-    observance=nearest_workday,)
-USIndependenceDayBefore2014 = Holiday(
-    'July 4th',
-    month=7,
-    day=4,
-    start_date=Timestamp('1954-01-01'),
-    end_date=Timestamp('2013-12-31'),
-    observance=nearest_workday,)
-USIndependenceDayAfter2014 = Holiday(
-    'July 4th',
-    month=7,
-    day=4,
-    start_date=Timestamp('2014-01-01'),
-    observance=nearest_workday,)
-
-# Necessary for equities
-def previous_workday_if_july_4th_is_tue_to_fri(dt):
-    july4th = datetime.datetime(dt.year, 7, 4)
-    if july4th.weekday() in (1, 2, 3, 4):
-        return july4th - datetime.timedelta(days= 1)
-    # else None
-
-USIndependenceDayBefore2022PreviousDay = Holiday(
-    'July 4th',
-    month=7,
-    day=4,
-    start_date=Timestamp('1954-01-01'),
-    observance= previous_workday_if_july_4th_is_tue_to_fri
-)
-
-#########
-# Labor Day
-#########
-
-USLaborDayStarting1887Before2022 = Holiday(
-    "Labor Day",
-    month=9,
-    day=1,
-    start_date=Timestamp("1887-01-01"),
-    end_date=Timestamp('2021-12-31'),
-    offset=DateOffset(weekday=MO(1))
-)
-USLaborDayStarting1887Before2014 = Holiday(
-    "Labor Day",
-    month=9,
-    day=1,
-    start_date=Timestamp("1887-01-01"),
-    end_date=Timestamp('2013-12-31'),
-    offset=DateOffset(weekday=MO(1))
-)
-USLaborDayStarting1887Before2015FridayBefore = Holiday(
-    "Labor Day",
-    month=9,
-    day=1,
-    start_date=Timestamp("1887-01-01"),
-    end_date=Timestamp('2014-12-31'),
-    offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))]
-
-)
-USLaborDayStarting1887After2014 = Holiday(
-    "Labor Day",
-    month=9,
-    day=1,
-    start_date=Timestamp("2014-01-01"),
-    offset=DateOffset(weekday=MO(1))
-)
-
-
-#########
-# Thanksgiving
-#########
-
-USThanksgivingBefore2022 = Holiday(
-    'ThanksgivingFriday',
-    start_date=Timestamp('1942-01-01'),
-    end_date=Timestamp('2021-12-31'),
-    month=11, day=1,
-    offset=DateOffset(weekday=TH(4)),
-)
-USThanksgivingBefore2014 = Holiday(
-    'ThanksgivingFriday',
-    start_date=Timestamp('1942-01-01'),
-    end_date=Timestamp('2013-12-31'),
-    month=11, day=1,
-    offset=DateOffset(weekday=TH(4)),
-)
-USThanksgivingAfter2014 = Holiday(
-    'ThanksgivingFriday',
-    start_date=Timestamp('2014-01-01'),
-    month=11, day=1,
-    offset=DateOffset(weekday=TH(4)),
-)
-
-######## The following Holidays shouldn't be set with the FR offset
-## In 2013, Nov 1st is a friday, so the 4th Friday is before the 4th Thursday...
-# the observance rule defined herafter fixes this
-
-# USThanksgivingFridayBefore2022 = Holiday(
-#     'ThanksgivingFriday',
-#     start_date=Timestamp('1942-01-01'),
-#     end_date=Timestamp('2021-12-31'),
-#     month=11, day=1,
-#     offset=DateOffset(weekday=FR(4)),
-# )
-#
-# USThanksgivingFriday2022AndAfter = Holiday(
-#     'ThanksgivingFriday',
-#     start_date=Timestamp('2022-01-01'),
-#     month=11, day=1,
-#     offset=DateOffset(weekday=FR(4)),
-# )
-# USThanksgivingFriday = Holiday(
-#     'ThanksgivingFriday',
-#     month=11, day=1,
-#     offset=DateOffset(weekday=FR(4)),
-# )
-
-def fri_after_4th_thu(dt):
-    # dt will just be Nov 1st
-    diff_to_thu = 3 - dt.weekday()
-    if diff_to_thu < 0: diff_to_thu += 7
-    return dt + datetime.timedelta(days=diff_to_thu + 22)
-
-USThanksgivingFriday = Holiday(
-    'ThanksgivingFriday',
-    start_date=Timestamp('1942-01-01'),
-    month=11, day=1,
-    observance= fri_after_4th_thu,
-)
-
-USThanksgivingFriday2022AndAfter = Holiday(
-    'ThanksgivingFriday',
-    start_date=Timestamp('2022-01-01'),
-    month=11, day=1,
-    observance= fri_after_4th_thu,
-)
-# USThanksgivingFriday = Holiday(
-#     'ThanksgivingFriday',
-#     month=11, day=1,
-#     observance= fri_after_4th_thu,
-# )

pandas_market_calendars/holidays_cme_globex.py

@@ -1,169 +0,0 @@
-from dateutil.relativedelta import (MO, TU, WE, TH, FR, SA, SU)
-from pandas import (DateOffset, Timestamp, date_range)
-from datetime import  timedelta
-from pandas.tseries.holiday import (Holiday, nearest_workday, sunday_to_monday,  Easter)
-from pandas.tseries.offsets import Day, CustomBusinessDay
-
-from pandas_market_calendars.market_calendar import ( MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY)
-
-
-
-####################################################
-# US New Years Day Jan 1
-#####################################################
-USNewYearsDay = Holiday(
-    'New Years Day',
-    month=1,
-    day=1,
-    start_date = Timestamp('1952-09-29'),
-     #observance=sunday_to_monday,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,)    
-)
-
-
-
-#########################################################################
-# Martin Luther King Jr. 
-#    Starting 1998
-##########################################################################
-USMartinLutherKingJrFrom2022 = Holiday( # Early Close 1:30pm
-    'Dr. Martin Luther King Jr. Day',
-    month=1,
-    day=1,
-    start_date=Timestamp('2022-01-01'),
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
-    offset=DateOffset(weekday=MO(3)),
-)
-
-USMartinLutherKingJrPre2022 = Holiday( # Early Close 12:00pm
-    'Dr. Martin Luther King Jr. Day',
-    month=1,
-    day=1,
-    start_date=Timestamp('1998-01-01'),
-    end_date=Timestamp("2021-12-31"),
-    offset=DateOffset(weekday=MO(3)),
-)
-
-
-#########################################################################
-# US Presidents Day Feb 
-##########################################################################
-USPresidentsDayFrom2022 = Holiday('President''s Day',  # 1:30pm Early Close
-    start_date=Timestamp('2022-01-01'),
-    month=2, day=1,
-    offset=DateOffset(weekday=MO(3)))
-
-USPresidentsDayPre2022 = Holiday('President''s Day',  # 12:00pm Early Close
-    end_date=Timestamp('2021-12-31'),
-    month=2, day=1,
-    offset=DateOffset(weekday=MO(3)))
-    
-
-
-############################################################
-# Good Friday 
-############################################################
-GoodFriday = Holiday(
-    "Good Friday 1908+", 
-    start_date=Timestamp('1908-01-01'), 
-    month=1, 
-    day=1, 
-    offset=[Easter(), Day(-2)]
-)
-
-##################################################
-# US Memorial Day (Decoration Day) May 30 
-##################################################
-USMemorialDayFrom2022 = Holiday( # 1:30pm early close
-    'Memorial Day',
-    month=5,
-    day=25,
-    start_date=Timestamp('2022-01-01'),
-    offset=DateOffset(weekday=MO(1)),
-)
-
-USMemorialDayPre2022 = Holiday( # 12:00pm early close
-    'Memorial Day', 
-    month=5,
-    day=25,
-    end_date=Timestamp('2021-12-31'),
-     offset=DateOffset(weekday=MO(1)),
-)
-
-#######################################
-# US Juneteenth (June 19th)
-#######################################
-USJuneteenthFrom2022 = Holiday(
-    'Juneteenth Starting at 2022',
-    start_date=Timestamp('2022-06-19'),
-    month=6, day=19,
-    observance=nearest_workday,
-)
-
-#######################################
-# US Independence Day July 4
-#######################################
-USIndependenceDayFrom2022 = Holiday(
-    'July 4th',
-    month=7,
-    day=4,
-    start_date=Timestamp('2022-01-01'),
-    observance=nearest_workday,
-)
-USIndependenceDayPre2022 = Holiday(
-    'July 4th',
-    month=7,
-    day=4,
-    end_date=Timestamp('2021-12-31'),
-    observance=nearest_workday,
-)
-
-
-#################################################
-# US Labor Day Starting 1887
-#################################################
-USLaborDay = Holiday(
-    "Labor Day", 
-    month=9, 
-    day=1, 
-    start_date=Timestamp("1887-01-01"),
-    offset=DateOffset(weekday=MO(1))
-)
-
-
-################################################
-# US Thanksgiving Nov 30
-################################################
-USThanksgivingDayFrom2022 = Holiday(
-    'Thanksgiving',
-    start_date=Timestamp('2022-01-01'),
-    month=11, day=1,
-    offset=DateOffset(weekday=TH(4))
-)
-
-USThanksgivingDayPre2022 = Holiday(
-    'Thanksgiving',
-    end_date=Timestamp('2021-12-31'),
-    month=11, day=1,
-    offset=DateOffset(weekday=TH(4))
-)
-
-FridayAfterThanksgiving = Holiday(
-    'Friday after Thanksgiving',
-    month=11,
-    day=1,
-    offset=[DateOffset(weekday=TH(4)), Day(1)],
-)
-
-
-################################
-# Christmas Dec 25
-################################
-ChristmasCME = Holiday(
-    'Christmas',
-    month=12,
-    day=25,
-    start_date=Timestamp('1999-01-01'),
-    observance=nearest_workday, 
-)
-