pandas-market-calendars 4.2.1__py3-none-any.whl → 4.3.1__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.
- pandas_market_calendars/calendar_registry.py +26 -25
- pandas_market_calendars/calendar_utils.py +1 -1
- pandas_market_calendars/calendars/__init__.py +0 -0
- pandas_market_calendars/{exchange_calendar_asx.py → calendars/asx.py} +2 -2
- pandas_market_calendars/{exchange_calendar_bmf.py → calendars/bmf.py} +1 -1
- pandas_market_calendars/{exchange_calendar_bse.py → calendars/bse.py} +1 -1
- pandas_market_calendars/{exchange_calendar_cboe.py → calendars/cboe.py} +15 -16
- pandas_market_calendars/{exchange_calendar_cme.py → calendars/cme.py} +4 -4
- pandas_market_calendars/{exchange_calendar_cme_globex_agriculture.py → calendars/cme_globex_agriculture.py} +5 -11
- pandas_market_calendars/{exchange_calendar_cme_globex_base.py → calendars/cme_globex_base.py} +5 -8
- pandas_market_calendars/calendars/cme_globex_crypto.py +147 -0
- pandas_market_calendars/{exchange_calendar_cme_globex_energy_and_metals.py → calendars/cme_globex_energy_and_metals.py} +10 -18
- pandas_market_calendars/{exchange_calendar_cme_globex_equities.py → calendars/cme_globex_equities.py} +3 -3
- pandas_market_calendars/{exchange_calendar_cme_globex_fixed_income.py → calendars/cme_globex_fixed_income.py} +3 -4
- pandas_market_calendars/{exchange_calendar_cme_globex_fx.py → calendars/cme_globex_fx.py} +3 -3
- pandas_market_calendars/{exchange_calendar_eurex.py → calendars/eurex.py} +1 -1
- pandas_market_calendars/{exchange_calendar_hkex.py → calendars/hkex.py} +3 -3
- pandas_market_calendars/{exchange_calendar_ice.py → calendars/ice.py} +3 -3
- pandas_market_calendars/{exchange_calendar_iex.py → calendars/iex.py} +2 -2
- pandas_market_calendars/{exchange_calendar_jpx.py → calendars/jpx.py} +3 -3
- pandas_market_calendars/{exchange_calendar_lse.py → calendars/lse.py} +2 -2
- pandas_market_calendars/{exchange_calendars_mirror.py → calendars/mirror.py} +2 -2
- pandas_market_calendars/{exchange_calendar_nyse.py → calendars/nyse.py} +2 -2
- pandas_market_calendars/{exchange_calendar_ose.py → calendars/ose.py} +1 -1
- pandas_market_calendars/{exchange_calendar_sifma.py → calendars/sifma.py} +7 -10
- pandas_market_calendars/{exchange_calendar_six.py → calendars/six.py} +1 -1
- pandas_market_calendars/{exchange_calendar_sse.py → calendars/sse.py} +2 -2
- pandas_market_calendars/{exchange_calendar_tase.py → calendars/tase.py} +1 -1
- pandas_market_calendars/{exchange_calendar_tsx.py → calendars/tsx.py} +2 -2
- pandas_market_calendars/holidays/__init__.py +0 -0
- pandas_market_calendars/{holidays_cme.py → holidays/cme.py} +3 -4
- pandas_market_calendars/{holidays_cme_globex.py → holidays/cme_globex.py} +35 -6
- pandas_market_calendars/{holidays_jp.py → holidays/jp.py} +1 -1
- pandas_market_calendars/{holidays_nyse.py → holidays/nyse.py} +3 -5
- pandas_market_calendars/{holidays_us.py → holidays/us.py} +1 -5
- pandas_market_calendars/market_calendar.py +28 -9
- {pandas_market_calendars-4.2.1.dist-info → pandas_market_calendars-4.3.1.dist-info}/METADATA +4 -7
- pandas_market_calendars-4.3.1.dist-info/RECORD +49 -0
- pandas_market_calendars-4.2.1.dist-info/RECORD +0 -46
- /pandas_market_calendars/{holidays_cn.py → holidays/cn.py} +0 -0
- /pandas_market_calendars/{jpx_equinox.py → holidays/jpx_equinox.py} +0 -0
- /pandas_market_calendars/{holidays_oz.py → holidays/oz.py} +0 -0
- /pandas_market_calendars/{holidays_sifma.py → holidays/sifma.py} +0 -0
- /pandas_market_calendars/{holidays_uk.py → holidays/uk.py} +0 -0
- {pandas_market_calendars-4.2.1.dist-info → pandas_market_calendars-4.3.1.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.2.1.dist-info → pandas_market_calendars-4.3.1.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.2.1.dist-info → pandas_market_calendars-4.3.1.dist-info}/WHEEL +0 -0
- {pandas_market_calendars-4.2.1.dist-info → pandas_market_calendars-4.3.1.dist-info}/top_level.txt +0 -0
@@ -1,31 +1,32 @@
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from .market_calendar import MarketCalendar
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from .calendars.asx import ASXExchangeCalendar
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from .calendars.bmf import BMFExchangeCalendar
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from .calendars.bse import BSEExchangeCalendar
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from .calendars.cboe import CFEExchangeCalendar
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from .calendars.cme import \
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CMEEquityExchangeCalendar, \
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CMEBondExchangeCalendar
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from .
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from .calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
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from .calendars.cme_globex_agriculture import CMEGlobexAgricultureExchangeCalendar
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from .calendars.cme_globex_crypto import CMEGlobexCryptoExchangeCalendar
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from .calendars.cme_globex_energy_and_metals import CMEGlobexEnergyAndMetalsExchangeCalendar
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from .calendars.cme_globex_equities import CMEGlobexEquitiesExchangeCalendar
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from .calendars.cme_globex_fx import CMEGlobexFXExchangeCalendar
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from .calendars.cme_globex_fixed_income import CMEGlobexFixedIncomeCalendar
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from .calendars.eurex import EUREXExchangeCalendar
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from .calendars.hkex import HKEXExchangeCalendar
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from .calendars.ice import ICEExchangeCalendar
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from .calendars.iex import IEXExchangeCalendar
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from .calendars.jpx import JPXExchangeCalendar
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from .calendars.lse import LSEExchangeCalendar
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from .calendars.nyse import NYSEExchangeCalendar
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from .calendars.ose import OSEExchangeCalendar
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from .calendars.sifma import SIFMAUSExchangeCalendar, SIFMAUKExchangeCalendar, SIFMAJPExchangeCalendar
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from .calendars.six import SIXExchangeCalendar
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from .calendars.sse import SSEExchangeCalendar
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from .calendars.tase import TASEExchangeCalendar
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from .calendars.tsx import TSXExchangeCalendar
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from .calendars.mirror import *
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def get_calendar(name, open_time=None, close_time=None) -> MarketCalendar:
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CAVEATS:
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* This does not work for schedules with breaks, the break information will be lost.
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*
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* Only "market_open" and "market_close" are considered, other market times are not yet supported.
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:param schedules: list of schedules
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:param how: outer or inner
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from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, EasterMonday
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from pytz import timezone
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from .
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from .market_calendar import MarketCalendar
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from pandas_market_calendars.holidays.oz import *
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from pandas_market_calendars.market_calendar import MarketCalendar
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AbstractHolidayCalendar.start_date = '2011-01-01'
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from pandas.tseries.holiday import AbstractHolidayCalendar, Day, Easter, GoodFriday, Holiday
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from pytz import timezone
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from .market_calendar import (FRIDAY, MarketCalendar)
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from pandas_market_calendars.market_calendar import (FRIDAY, MarketCalendar)
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# Universal Confraternization (new years day)
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ConfUniversal = Holiday(
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from itertools import chain
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import pandas as pd
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from pandas_market_calendars.holidays.us import (Christmas, USBlackFridayInOrAfter1993, USIndependenceDay, USMartinLutherKingJrAfter1998,
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USMemorialDay, USNewYearsDay, HurricaneSandyClosings, USNationalDaysofMourning,
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USJuneteenthAfter2022)
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from pandas_market_calendars.market_calendar import MarketCalendar
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# TODO: In pandas 2.0.3 this no longer works as the dt passed in is the entire matrix and not a single date
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def good_friday_unless_christmas_nye_friday(dt):
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"""
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Good Friday is a valid trading day if Christmas Day or New Years Day fall
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on a Friday.
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"""
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if isinstance(dt, pd.DatetimeIndex):
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# Pandas < 2.1.0 will call with an index and fall-back to element by element
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# Pandas == 2.1.0 will only call element by element
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raise NotImplementedError()
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christmas_weekday = Christmas.observance(pd.Timestamp(year=year, month=12, day=25)).weekday()
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nyd_weekday = USNewYearsDay.observance(pd.Timestamp(year=year, month=1, day=1)).weekday()
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return GoodFriday.
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return GoodFriday.dates(pd.Timestamp(year=year, month=1, day=1), pd.Timestamp(year=year, month=12, day=31))[0]
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GoodFridayUnlessChristmasNYEFriday,
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"market_open": ((None, time(8, 30)),),
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}
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from pandas_market_calendars.holidays.us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
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USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USNationalDaysofMourning,
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from pandas_market_calendars.market_calendar import MarketCalendar
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# Useful resources for making changes to this file: http://www.cmegroup.com/tools-information/holiday-calendar.html
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from .cme_globex_base import CMEGlobexBaseExchangeCalendar
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class CMEGlobexAgricultureExchangeCalendar(CMEGlobexBaseExchangeCalendar):
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pandas_market_calendars/{exchange_calendar_cme_globex_base.py → calendars/cme_globex_base.py}
RENAMED
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- Crypto
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- Energy
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GoodFriday2021,
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# https://github.com/rsheftel/pandas_market_calendars/blob/master/docs/new_market.rst
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class CMEGlobexCryptoExchangeCalendar(CMEGlobexBaseExchangeCalendar):
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# The label you fetch the exchange with in mcal.get_calendar('CME Globex ...')
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# https://www.cmegroup.com/markets/cryptocurrencies/bitcoin/bitcoin.contractSpecs.html
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),
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"break_end": (
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(
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None,
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dt.time(17, tzinfo=pytz.timezone("America/Chicago")),
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),
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),
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}
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@property
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def tz(self):
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# Central Time
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return pytz.timezone("America/Chicago")
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@property
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def name(self):
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return "CME Globex Crypto"
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# Check the .zip files at the bottom of this page
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# https://www.cmegroup.com/tools-information/holiday-calendar.html?redirect=/tools-information/holiday-calendar/#cmeGlobex
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# Note: many of the holiday objects (ie. GoodFridayBefore2021) were originally made for equities and other markets
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# and hence have a start_date starting before crypto is actually available
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@property
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def regular_holidays(self):
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# Days where the market is fully closed
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return AbstractHolidayCalendar(
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rules=[
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GoodFridayBefore2021,
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GoodFridayAfter2021,
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ChristmasCME,
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USNewYearsDay,
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]
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)
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@property
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def special_closes(self):
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# list[Tuple[time, AbstractHolidayCalendar]]
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return [
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(
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dt.time(8, 15, tzinfo=pytz.timezone("America/Chicago")),
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AbstractHolidayCalendar(rules=[GoodFriday2021]),
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),
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(
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dt.time(12, tzinfo=pytz.timezone("America/Chicago")),
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AbstractHolidayCalendar(
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rules=[
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USMartinLutherKingJrPre2022,
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USPresidentsDayPre2022,
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USMemorialDayPre2022,
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USIndependenceDayPre2022,
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USLaborDayPre2022,
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USThanksgivingDayPre2022,
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]
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),
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),
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(
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dt.time(12, 15, tzinfo=pytz.timezone("America/Chicago")),
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AbstractHolidayCalendar(
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rules=[
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ChristmasEveInOrAfter1993,
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USIndependenceDayBefore2022PreviousDay,
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USThanksgivingFridayPre2021,
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]
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),
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),
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(
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dt.time(12, 45, tzinfo=pytz.timezone("America/Chicago")),
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AbstractHolidayCalendar(rules=[USThanksgivingFridayFrom2021]),
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),
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# TODO: this market already closes at 1600 normally, do we need these holidays?
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(
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dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
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AbstractHolidayCalendar(
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rules=[
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USMartinLutherKingJrFrom2022,
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USPresidentsDayFrom2022,
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USMemorialDayFrom2022,
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USJuneteenthFrom2022,
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USIndependenceDayFrom2022,
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USLaborDayFrom2022,
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USThanksgivingDayFrom2022,
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]
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),
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),
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]
|
@@ -13,14 +13,10 @@
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from
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from .exchange_calendar_cme_globex_base import CMEGlobexBaseExchangeCalendar
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from .cme_globex_base import CMEGlobexBaseExchangeCalendar
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from datetime import time
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from itertools import chain
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import pandas as pd
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from pandas import Timestamp
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from pandas.tseries.holiday import AbstractHolidayCalendar #, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
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from pytz import timezone
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22
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@@ -28,19 +24,15 @@ from pytz import timezone
|
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# USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USJuneteenthAfter2022,
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# USNationalDaysofMourning, USNewYearsDay)
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from .
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-
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ChristmasCME)
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from .market_calendar import MarketCalendar
|
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-
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-
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from pandas_market_calendars.holidays.cme_globex import (USMartinLutherKingJrFrom2022, USMartinLutherKingJrPre2022, USNewYearsDay,
|
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USPresidentsDayFrom2022, USPresidentsDayPre2022,
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GoodFriday,
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USMemorialDayFrom2022, USMemorialDayPre2022,
|
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USJuneteenthFrom2022,
|
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USIndependenceDayFrom2022, USIndependenceDayPre2022,
|
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USLaborDay,
|
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USThanksgivingDayFrom2022, USThanksgivingDayPre2022, FridayAfterThanksgiving,
|
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+
ChristmasCME)
|
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36
|
|
45
37
|
|
46
38
|
class CMEGlobexEnergyAndMetalsExchangeCalendar(CMEGlobexBaseExchangeCalendar):
|
@@ -1,10 +1,10 @@
|
|
1
|
-
from .
|
1
|
+
from .cme_globex_base import CMEGlobexBaseExchangeCalendar
|
2
2
|
|
3
3
|
from datetime import time
|
4
4
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from pandas.tseries.holiday import AbstractHolidayCalendar
|
5
5
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from pytz import timezone
|
6
6
|
|
7
|
-
from pandas_market_calendars.
|
7
|
+
from pandas_market_calendars.holidays.cme import (
|
8
8
|
USMartinLutherKingJrAfter1998Before2015,
|
9
9
|
USMartinLutherKingJrAfter2015,
|
10
10
|
USPresidentsDayBefore2015,
|
@@ -26,7 +26,7 @@ from pandas_market_calendars.holidays_cme import (
|
|
26
26
|
USThanksgivingAfter2014,
|
27
27
|
USThanksgivingFriday,
|
28
28
|
)
|
29
|
-
from pandas_market_calendars.
|
29
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+
from pandas_market_calendars.holidays.us import (
|
30
30
|
USNewYearsDay,
|
31
31
|
ChristmasEveInOrAfter1993,
|
32
32
|
Christmas,
|
@@ -1,10 +1,9 @@
|
|
1
|
-
from .
|
1
|
+
from .cme_globex_base import CMEGlobexBaseExchangeCalendar
|
2
2
|
|
3
3
|
from datetime import time
|
4
4
|
from pandas.tseries.holiday import AbstractHolidayCalendar
|
5
|
-
from pytz import timezone
|
6
5
|
|
7
|
-
from pandas_market_calendars.
|
6
|
+
from pandas_market_calendars.holidays.cme import (
|
8
7
|
USMartinLutherKingJrAfter1998Before2015,
|
9
8
|
USMartinLutherKingJrAfter1998Before2016FridayBefore,
|
10
9
|
USMartinLutherKingJrAfter2015,
|
@@ -30,7 +29,7 @@ from pandas_market_calendars.holidays_cme import (
|
|
30
29
|
USThanksgivingAfter2014,
|
31
30
|
USThanksgivingFriday,
|
32
31
|
)
|
33
|
-
from pandas_market_calendars.
|
32
|
+
from pandas_market_calendars.holidays.us import (
|
34
33
|
USNewYearsDay,
|
35
34
|
ChristmasEveInOrAfter1993,
|
36
35
|
Christmas,
|
@@ -2,8 +2,8 @@ from datetime import time
|
|
2
2
|
|
3
3
|
from pandas.tseries.holiday import AbstractHolidayCalendar
|
4
4
|
|
5
|
-
from pandas_market_calendars.
|
6
|
-
from pandas_market_calendars.
|
5
|
+
from pandas_market_calendars.calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
|
6
|
+
from pandas_market_calendars.holidays.cme import (
|
7
7
|
USMartinLutherKingJrAfter1998Before2022,
|
8
8
|
USPresidentsDayBefore2022,
|
9
9
|
GoodFridayBefore2021,
|
@@ -15,7 +15,7 @@ from pandas_market_calendars.holidays_cme import (
|
|
15
15
|
USThanksgivingBefore2022,
|
16
16
|
USThanksgivingFriday,
|
17
17
|
)
|
18
|
-
from pandas_market_calendars.
|
18
|
+
from pandas_market_calendars.holidays.us import (
|
19
19
|
USNewYearsDay,
|
20
20
|
ChristmasEveInOrAfter1993,
|
21
21
|
Christmas,
|
@@ -7,7 +7,7 @@ from datetime import time
|
|
7
7
|
from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday, previous_friday
|
8
8
|
from pytz import timezone
|
9
9
|
|
10
|
-
from .market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
|
10
|
+
from pandas_market_calendars.market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
|
11
11
|
|
12
12
|
# New Year's Eve
|
13
13
|
EUREXNewYearsEve = Holiday(
|
@@ -6,9 +6,9 @@ from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFr
|
|
6
6
|
from pandas.tseries.offsets import LastWeekOfMonth, WeekOfMonth
|
7
7
|
from pytz import timezone
|
8
8
|
|
9
|
-
from pandas_market_calendars.
|
10
|
-
from .
|
11
|
-
from .market_calendar import MarketCalendar
|
9
|
+
from pandas_market_calendars.holidays.us import USNewYearsDay
|
10
|
+
from pandas_market_calendars.holidays.cn import bsd_mapping, dbf_mapping, dnf_mapping, maf_mapping, sf_mapping, tsd_mapping
|
11
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
12
12
|
|
13
13
|
|
14
14
|
def process_date(dt, mapping=None, func=None, delta=None, offset=None):
|
@@ -5,9 +5,9 @@ from pandas import Timestamp
|
|
5
5
|
from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
|
6
6
|
from pytz import timezone
|
7
7
|
|
8
|
-
from .
|
9
|
-
|
10
|
-
from .market_calendar import MarketCalendar
|
8
|
+
from pandas_market_calendars.holidays.us import (Christmas, USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay,
|
9
|
+
USNationalDaysofMourning, USNewYearsDay)
|
10
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
11
11
|
|
12
12
|
|
13
13
|
class ICEExchangeCalendar(MarketCalendar):
|
@@ -1,10 +1,10 @@
|
|
1
1
|
from datetime import time
|
2
2
|
from itertools import chain
|
3
|
-
from .
|
3
|
+
from .nyse import NYSEExchangeCalendar
|
4
4
|
from pandas.tseries.holiday import AbstractHolidayCalendar
|
5
5
|
from pytz import timezone
|
6
6
|
|
7
|
-
from pandas_market_calendars.
|
7
|
+
from pandas_market_calendars.holidays.nyse import (
|
8
8
|
USPresidentsDay,
|
9
9
|
GoodFriday,
|
10
10
|
USMemorialDay,
|
@@ -4,9 +4,9 @@ from itertools import chain
|
|
4
4
|
from pandas.tseries.holiday import AbstractHolidayCalendar
|
5
5
|
from pytz import timezone
|
6
6
|
|
7
|
-
from pandas_market_calendars.
|
8
|
-
from pandas_market_calendars.
|
9
|
-
from .market_calendar import MarketCalendar
|
7
|
+
from pandas_market_calendars.holidays.jp import *
|
8
|
+
from pandas_market_calendars.holidays.us import USNewYearsDay
|
9
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
10
10
|
|
11
11
|
|
12
12
|
# TODO:
|
@@ -18,13 +18,13 @@ from datetime import time
|
|
18
18
|
from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
|
19
19
|
from pytz import timezone
|
20
20
|
|
21
|
-
from .
|
21
|
+
from pandas_market_calendars.holidays.uk import (
|
22
22
|
BoxingDay, Christmas, ChristmasEve, LSENewYearsDay, LSENewYearsEve,
|
23
23
|
MayBank_pre_1995, MayBank_post_1995_pre_2020, MayBank_post_2020,
|
24
24
|
SpringBank_pre_2002, SpringBank_post_2002_pre_2012, SpringBank_post_2012_pre_2022, SpringBank_post_2022,
|
25
25
|
SummerBank, WeekendBoxingDay, WeekendChristmas, UniqueCloses,
|
26
26
|
)
|
27
|
-
from .market_calendar import MarketCalendar
|
27
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
28
28
|
|
29
29
|
|
30
30
|
class LSEExchangeCalendar(MarketCalendar):
|
@@ -4,7 +4,7 @@ Imported calendars from the exchange_calendars project
|
|
4
4
|
GitHub: https://github.com/gerrymanoim/exchange_calendars
|
5
5
|
"""
|
6
6
|
|
7
|
-
from .market_calendar import MarketCalendar
|
7
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
8
8
|
import exchange_calendars
|
9
9
|
|
10
10
|
|
@@ -106,7 +106,7 @@ for exchange in calendars:
|
|
106
106
|
cal = type(exchange, (TradingCalendar,), {'_ec_class': calendars[exchange],
|
107
107
|
'alias': [exchange],
|
108
108
|
'regular_market_times': regular_market_times})
|
109
|
-
locals()[exchange
|
109
|
+
locals()[f'{exchange}ExchangeCalendar'] = cal
|
110
110
|
|
111
111
|
|
112
112
|
|
@@ -20,7 +20,7 @@ import pandas as pd
|
|
20
20
|
from pandas.tseries.holiday import AbstractHolidayCalendar
|
21
21
|
from pytz import timezone
|
22
22
|
|
23
|
-
from pandas_market_calendars.
|
23
|
+
from pandas_market_calendars.holidays.nyse import (
|
24
24
|
# Always Celebrated Holidays
|
25
25
|
USNewYearsDayNYSEpost1952, USNewYearsDayNYSEpre1952, SatBeforeNewYearsAdhoc,
|
26
26
|
|
@@ -244,7 +244,7 @@ from pandas_market_calendars.holidays_nyse import (
|
|
244
244
|
# 2018
|
245
245
|
GeorgeHWBushDeath2018
|
246
246
|
)
|
247
|
-
from .market_calendar import MarketCalendar
|
247
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
248
248
|
|
249
249
|
# Useful resources for making changes to this file:
|
250
250
|
# http://www.nyse.com/pdfs/closings.pdf
|
@@ -4,7 +4,7 @@ from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFr
|
|
4
4
|
from pandas.tseries.offsets import Day, Easter
|
5
5
|
from pytz import timezone
|
6
6
|
|
7
|
-
from .market_calendar import MarketCalendar
|
7
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
8
8
|
|
9
9
|
OSENewYearsDay = Holiday(
|
10
10
|
"New Year's Day",
|
@@ -3,8 +3,6 @@ from datetime import time
|
|
3
3
|
from pandas.tseries.holiday import AbstractHolidayCalendar
|
4
4
|
from pytz import timezone
|
5
5
|
from itertools import chain
|
6
|
-
import pandas as pd
|
7
|
-
|
8
6
|
|
9
7
|
########################################################################################################################
|
10
8
|
# SIFMA Financial Markets Calendar for US, UK, JP
|
@@ -22,9 +20,8 @@ import pandas as pd
|
|
22
20
|
########################################################################################################################
|
23
21
|
|
24
22
|
|
25
|
-
from pandas_market_calendars.
|
23
|
+
from pandas_market_calendars.holidays.sifma import(
|
26
24
|
# US Holidays
|
27
|
-
UKWeekendBoxingDay,
|
28
25
|
USNewYearsDay, # Not observed if a Saturday
|
29
26
|
USNewYearsEve2pmEarlyClose,
|
30
27
|
|
@@ -71,7 +68,7 @@ from pandas_market_calendars.holidays_sifma import(
|
|
71
68
|
UKPlatinumJubilee2022,
|
72
69
|
)
|
73
70
|
|
74
|
-
from .market_calendar import MarketCalendar
|
71
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
75
72
|
|
76
73
|
#AbstractHolidayCalendar.start_date = '1998-01-01'
|
77
74
|
|
@@ -214,11 +211,11 @@ class SIFMAUKExchangeCalendar(MarketCalendar):
|
|
214
211
|
############################################################
|
215
212
|
# Japan
|
216
213
|
############################################################
|
217
|
-
from .
|
218
|
-
|
219
|
-
|
220
|
-
|
221
|
-
|
214
|
+
from pandas_market_calendars.holidays.jp import (JapanComingOfAgeDay, JapanNationalFoundationDay, JapanEmperorsBirthday, JapanVernalEquinox, JapanShowaDay,
|
215
|
+
JapanConstitutionMemorialDay, JapanGreeneryDay, JapanChildrensDay, JapanMarineDay, JapanMountainDay,
|
216
|
+
JapanRespectForTheAgedDay, JapanAutumnalEquinox,
|
217
|
+
JapanHealthAndSportsDay2000To2019, JapanSportsDay2020, JapanSportsDay,
|
218
|
+
JapanCultureDay, JapanLaborThanksgivingDay)
|
222
219
|
|
223
220
|
class SIFMAJPExchangeCalendar(MarketCalendar):
|
224
221
|
"""
|
@@ -4,7 +4,7 @@ from pandas.tseries.holiday import (AbstractHolidayCalendar, Day, Easter, Easter
|
|
4
4
|
previous_friday)
|
5
5
|
from pytz import timezone
|
6
6
|
|
7
|
-
from .market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
|
7
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+
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#########################################################################
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#################################################
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#################################################
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)
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)
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)
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)
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################################
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# Christmas Dec 25
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Timestamp('2019-04-30', tz='UTC'), # National Holiday
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import pandas as pd
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|
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|
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# main reference:
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# https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
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#
|
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# See
|
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|
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#################################################################################################
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|
@@ -302,9 +303,6 @@ MonTuesThursBeforeIndependenceDay = Holiday(
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)
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|
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|
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|
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|
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# When July 4th is a Thursday, the next day is a half day prior to 2013.
|
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|
# Since 2013 the early close is on Wednesday and Friday is a full day
|
@@ -312,8 +310,8 @@ FridayAfterIndependenceDayNYSEpre2013 = Holiday(
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|
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|
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|
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|
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|
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observance=july_5th_holiday_observance,
|
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start_date=Timestamp("1996-01-01"),
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end_date=Timestamp("2012-12-31"),
|
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)
|
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WednesdayBeforeIndependenceDayPost2013 = Holiday(
|
@@ -10,10 +10,6 @@ from pandas_market_calendars.market_calendar import (FRIDAY, MONDAY, THURSDAY, T
|
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# NYSE closed at 2:00 PM on Christmas Eve until 1993.
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|
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|
|
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|
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def july_5th_holiday_observance(datetime_index):
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|
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|
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|
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|
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|
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|
@@ -201,8 +197,8 @@ FridayAfterIndependenceDayPre2013 = Holiday(
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day=5,
|
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observance=july_5th_holiday_observance,
|
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|
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|
)
|
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|
WednesdayBeforeIndependenceDayPost2013 = Holiday(
|
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|
# When July 4th is a Thursday, the next day is a half day prior to 2013.
|
@@ -421,17 +421,41 @@ class MarketCalendar(metaclass=MarketCalendarMeta):
|
|
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|
"""
|
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return []
|
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|
|
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|
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def _convert(self, col):
|
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|
+
def _convert(self, col: pd.Series):
|
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|
+
"""
|
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|
+
col is a series indexed by dates at which interruptions occurred. The values are either the start or end times
|
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|
+
of an interruption, represented by either a timedelta or a tuple with a timedelta and day offset of the form
|
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(timedelta, offset). _convert produces a new series where the values are replaced by datetimes equal to the
|
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|
+
index of the original series plus the offset if present, at the timedelta.
|
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|
+
|
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|
+
E.g.:
|
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|
+
>>> self._convert(
|
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|
+
pd.Series(
|
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|
+
[datetime.time(11, 2), (datetime.time(11, 1), 1), datetime.time(10, 0), None],
|
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|
+
index=pd.DatetimeIndex(['2002-02-03', '2010-01-11', '2010-01-13', '2011-01-10'])
|
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+
)
|
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|
+
)
|
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|
+
2002-02-03 2002-02-03 11:02:00+00:00
|
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|
+
2010-01-11 2010-01-12 11:01:00+00:00
|
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|
+
2010-01-13 2010-01-13 10:00:00+00:00
|
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|
+
2011-01-10 NaT
|
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|
+
dtype: datetime64[ns, UTC]
|
443
|
+
"""
|
444
|
+
col = col.dropna() # Python 3.8, pandas 2.0.3 cannot create time deltas from NaT
|
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445
|
try: times = col.str[0]
|
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446
|
except AttributeError: # no tuples, only offset 0
|
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|
-
return (pd.to_timedelta(col.astype("string"), errors="coerce") + col.index
|
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|
+
return (pd.to_timedelta(col.astype("string").fillna(""), errors="coerce") + col.index
|
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|
).dt.tz_localize(self.tz).dt.tz_convert("UTC")
|
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|
|
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|
-
return (pd.to_timedelta(times.fillna(col).astype("string"), errors="coerce"
|
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|
+
return (pd.to_timedelta(times.fillna(col).astype("string").fillna(""), errors="coerce"
|
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451
|
) + pd.to_timedelta(col.str[1].fillna(0), unit="D"
|
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|
) + col.index
|
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|
).dt.tz_localize(self.tz).dt.tz_convert("UTC")
|
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|
|
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|
+
@staticmethod
|
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|
+
def _col_name(n: int):
|
457
|
+
return f"interruption_start_{n // 2 + 1}" if n % 2 == 1 else f"interruption_end_{n // 2}"
|
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|
+
|
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459
|
@property
|
436
460
|
def interruptions_df(self):
|
437
461
|
"""
|
@@ -441,12 +465,7 @@ class MarketCalendar(metaclass=MarketCalendarMeta):
|
|
441
465
|
intr = pd.DataFrame(self.interruptions)
|
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466
|
intr.index = pd.to_datetime(intr.pop(0))
|
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467
|
|
444
|
-
columns =
|
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|
-
for i in range(1, intr.shape[1] // 2 + 1):
|
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|
-
i = str(i)
|
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|
-
columns.append("interruption_start_" + i)
|
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|
-
columns.append("interruption_end_" + i)
|
449
|
-
intr.columns = columns
|
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|
+
intr.columns = map(self._col_name, intr.columns)
|
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469
|
intr.index.name = None
|
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470
|
|
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471
|
return intr.apply(self._convert).sort_index()
|
{pandas_market_calendars-4.2.1.dist-info → pandas_market_calendars-4.3.1.dist-info}/METADATA
RENAMED
@@ -1,6 +1,6 @@
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Metadata-Version: 2.1
|
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Name: pandas-market-calendars
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Version: 4.
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Version: 4.3.1
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Summary: Market and exchange trading calendars for pandas
|
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Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
|
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License: MIT
|
@@ -36,16 +36,13 @@ Market calendars to use with pandas for trading applications.
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.. image:: https://badge.fury.io/py/pandas-market-calendars.svg
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:target: https://badge.fury.io/py/pandas-market-calendars
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.. image:: https://travis-ci.com/rsheftel/pandas_market_calendars.svg?branch=master
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:target: https://travis-ci.com/rsheftel/pandas_market_calendars
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.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
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:target: https://coveralls.io/github/rsheftel/pandas_market_calendars?branch=master
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.. image:: https://readthedocs.org/projects/pandas-market-calendars/badge/?version=latest
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:target: http://pandas-market-calendars.readthedocs.io/en/latest/?badge=latest
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:alt: Documentation Status
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.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
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Documentation
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-------------
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http://pandas-market-calendars.readthedocs.io/en/latest/
|
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pandas_market_calendars/__init__.py,sha256=VWaAauLacIGTUKHa1_3i86emgSWyMubJaYm8gThrNWs,1321
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pandas_market_calendars/calendar_registry.py,sha256=NM-nFGUIcc_UEX7MHjGtjVJlocX4GZxQ5WLtdREqFmA,2317
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pandas_market_calendars/calendar_utils.py,sha256=tN21REa6VNXWin7T-oIQu4lMBsz1912pwfwpwHCdtzU,11132
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pandas_market_calendars/class_registry.py,sha256=qwlWwUagxZxco-ER3VeNSCyd7wKnrycucYAbuYvj9hQ,3780
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pandas_market_calendars/market_calendar.py,sha256=1ob9YdXN-iUB07xF6oaCYUOxCcRiKimDDR2751HVBuA,32129
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pandas_market_calendars/calendars/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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pandas_market_calendars/calendars/asx.py,sha256=OQVfEqHppeQe1x7k-9y2Jaqed5Cy7r09L1vLMdfn09c,1533
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pandas_market_calendars/calendars/bmf.py,sha256=9_zHmRUSFnfUkJmlaKBYdwOlCjv42EqQaHPATcw3_h0,5380
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pandas_market_calendars/calendars/bse.py,sha256=IcHN9G2ZV4HJkCooDPhLtOscWv4HAiZu8HJfG9kiw_0,16115
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pandas_market_calendars/calendars/cboe.py,sha256=z2AOHFicermv2DvbC5F5o-nm-S6OYkF1fGOwlRAECEE,3544
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pandas_market_calendars/calendars/cme.py,sha256=7gGr3QyOjZL2N7tDu1DCzzKhvEsLISF_-svjDPIyQBg,9501
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pandas_market_calendars/calendars/cme_globex_agriculture.py,sha256=AZBncalV62HhyRDNejqZg6UphuYz_e7CwxaGPPZOPD4,3065
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pandas_market_calendars/calendars/cme_globex_base.py,sha256=BjAerRmNcH8o21I4huUIjcMeHI68jobmDiVFgZ3wSA4,2903
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pandas_market_calendars/calendars/cme_globex_crypto.py,sha256=UVgdfXKbmnY3h9KZ7YbnbLdb2MgmU8jJWNllJFXgfeA,5105
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