pandas-market-calendars 4.2.1__tar.gz → 4.3.1__tar.gz

{pandas_market_calendars-4.2.1 → pandas_market_calendars-4.3.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pandas_market_calendars
-Version: 4.2.1
+Version: 4.3.1
 Summary: Market and exchange trading calendars for pandas
 Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
 License: MIT
@@ -31,16 +31,13 @@ Market calendars to use with pandas for trading applications.
 .. image:: https://badge.fury.io/py/pandas-market-calendars.svg
     :target: https://badge.fury.io/py/pandas-market-calendars
 
-.. image:: https://travis-ci.com/rsheftel/pandas_market_calendars.svg?branch=master
-    :target: https://travis-ci.com/rsheftel/pandas_market_calendars
-
-.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
-    :target: https://coveralls.io/github/rsheftel/pandas_market_calendars?branch=master
-
 .. image:: https://readthedocs.org/projects/pandas-market-calendars/badge/?version=latest
    :target: http://pandas-market-calendars.readthedocs.io/en/latest/?badge=latest
    :alt: Documentation Status
 
+.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
+    :target: https://coveralls.io/github/rsheftel/pandas_market_calendars?branch=master
+
 Documentation
 -------------
 http://pandas-market-calendars.readthedocs.io/en/latest/

{pandas_market_calendars-4.2.1 → pandas_market_calendars-4.3.1}/README.rst

@@ -5,16 +5,13 @@ Market calendars to use with pandas for trading applications.
 .. image:: https://badge.fury.io/py/pandas-market-calendars.svg
     :target: https://badge.fury.io/py/pandas-market-calendars
 
-.. image:: https://travis-ci.com/rsheftel/pandas_market_calendars.svg?branch=master
-    :target: https://travis-ci.com/rsheftel/pandas_market_calendars
-
-.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
-    :target: https://coveralls.io/github/rsheftel/pandas_market_calendars?branch=master
-
 .. image:: https://readthedocs.org/projects/pandas-market-calendars/badge/?version=latest
    :target: http://pandas-market-calendars.readthedocs.io/en/latest/?badge=latest
    :alt: Documentation Status
 
+.. image:: https://coveralls.io/repos/github/rsheftel/pandas_market_calendars/badge.svg?branch=master
+    :target: https://coveralls.io/github/rsheftel/pandas_market_calendars?branch=master
+
 Documentation
 -------------
 http://pandas-market-calendars.readthedocs.io/en/latest/

pandas_market_calendars-4.3.1/pandas_market_calendars/calendar_registry.py

@@ -0,0 +1,48 @@
+from .market_calendar import MarketCalendar
+from .calendars.asx import ASXExchangeCalendar
+from .calendars.bmf import BMFExchangeCalendar
+from .calendars.bse import BSEExchangeCalendar
+from .calendars.cboe import CFEExchangeCalendar
+from .calendars.cme import \
+    CMEEquityExchangeCalendar, \
+    CMEBondExchangeCalendar
+from .calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
+from .calendars.cme_globex_agriculture import CMEGlobexAgricultureExchangeCalendar
+from .calendars.cme_globex_crypto import CMEGlobexCryptoExchangeCalendar
+from .calendars.cme_globex_energy_and_metals import CMEGlobexEnergyAndMetalsExchangeCalendar
+from .calendars.cme_globex_equities import CMEGlobexEquitiesExchangeCalendar
+from .calendars.cme_globex_fx import CMEGlobexFXExchangeCalendar
+from .calendars.cme_globex_fixed_income import CMEGlobexFixedIncomeCalendar
+from .calendars.eurex import EUREXExchangeCalendar
+from .calendars.hkex import HKEXExchangeCalendar
+from .calendars.ice import ICEExchangeCalendar
+from .calendars.iex import IEXExchangeCalendar
+from .calendars.jpx import JPXExchangeCalendar
+from .calendars.lse import LSEExchangeCalendar
+from .calendars.nyse import NYSEExchangeCalendar
+from .calendars.ose import OSEExchangeCalendar
+from .calendars.sifma import SIFMAUSExchangeCalendar, SIFMAUKExchangeCalendar, SIFMAJPExchangeCalendar
+from .calendars.six import SIXExchangeCalendar
+from .calendars.sse import SSEExchangeCalendar
+from .calendars.tase import TASEExchangeCalendar
+from .calendars.tsx import TSXExchangeCalendar
+from .calendars.mirror import *
+
+
+def get_calendar(name, open_time=None, close_time=None) -> MarketCalendar:
+    """
+    Retrieves an instance of an MarketCalendar whose name is given.
+
+    :param name: The name of the MarketCalendar to be retrieved.
+    :param open_time: Market open time override as datetime.time object. If None then default is used.
+    :param close_time: Market close time override as datetime.time object. If None then default is used.
+    :return: MarketCalendar of the desired calendar.
+    """
+    return MarketCalendar.factory(name, open_time=open_time, close_time=close_time)
+
+
+def get_calendar_names():
+    """All Market Calendar names and aliases that can be used in "factory"
+    :return: list(str)
+    """
+    return MarketCalendar.calendar_names()

{pandas_market_calendars-4.2.1 → pandas_market_calendars-4.3.1}/pandas_market_calendars/calendar_utils.py

@@ -14,7 +14,7 @@ def merge_schedules(schedules, how='outer'):
 
     CAVEATS:
         * This does not work for schedules with breaks, the break information will be lost.
-        * Onlu "market_open" and "market_close" are considered, other market times are not yet supported.
+        * Only "market_open" and "market_close" are considered, other market times are not yet supported.
 
     :param schedules: list of schedules
     :param how: outer or inner

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_asx.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/asx.py

@@ -3,8 +3,8 @@ from datetime import time
 from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, EasterMonday
 from pytz import timezone
 
-from .holidays_oz import *
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.oz import *
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 AbstractHolidayCalendar.start_date = '2011-01-01'
 

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_bmf.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/bmf.py

@@ -19,7 +19,7 @@ from pandas import Timestamp
 from pandas.tseries.holiday import AbstractHolidayCalendar, Day, Easter, GoodFriday, Holiday
 from pytz import timezone
 
-from .market_calendar import (FRIDAY, MarketCalendar)
+from pandas_market_calendars.market_calendar import (FRIDAY, MarketCalendar)
 
 # Universal Confraternization (new years day)
 ConfUniversal = Holiday(

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_bse.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/bse.py

@@ -5,7 +5,7 @@ Bombay Stock Exchnage
 from pandas import Timestamp
 from pytz import timezone
 from datetime import time
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
 BSEClosedDay = [

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cboe.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cboe.py

@@ -6,28 +6,29 @@ from pytz import timezone
 from itertools import chain
 import pandas as pd
 
-from .holidays_us import (Christmas, USBlackFridayInOrAfter1993, USIndependenceDay, USMartinLutherKingJrAfter1998,
-                          USMemorialDay, USNewYearsDay, HurricaneSandyClosings, USNationalDaysofMourning)
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.us import (Christmas, USBlackFridayInOrAfter1993, USIndependenceDay, USMartinLutherKingJrAfter1998,
+                                                 USMemorialDay, USNewYearsDay, HurricaneSandyClosings, USNationalDaysofMourning,
+                                                 USJuneteenthAfter2022)
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
-# TODO: In pandas 2.0.3 this no longer works as the dt passed in is the entire matrix and not a single date
 def good_friday_unless_christmas_nye_friday(dt):
     """
     Good Friday is a valid trading day if Christmas Day or New Years Day fall
     on a Friday.
     """
+    if isinstance(dt, pd.DatetimeIndex):
+        # Pandas < 2.1.0 will call with an index and fall-back to element by element
+        # Pandas == 2.1.0 will only call element by element
+        raise NotImplementedError()
+
     year = dt.year
-    christmas_weekday = Christmas.observance(
-        pd.Timestamp(year, 12, 25)
-    ).weekday()
-    nyd_weekday = USNewYearsDay.observance(
-        pd.Timestamp(year, 1, 1)
-    ).weekday()
+    christmas_weekday = Christmas.observance(pd.Timestamp(year=year, month=12, day=25)).weekday()
+    nyd_weekday = USNewYearsDay.observance(pd.Timestamp(year=year, month=1, day=1)).weekday()
     if christmas_weekday != 4 and nyd_weekday != 4:
-        return GoodFriday._apply_rule(dt)
+        return GoodFriday.dates(pd.Timestamp(year=year, month=1, day=1), pd.Timestamp(year=year, month=12, day=31))[0]
     else:
-        # compatibility for pandas 0.18.1
+        # Not a holiday so use NaT to ensure it gets removed
         return pd.NaT
 
 
@@ -70,8 +71,8 @@ class CFEExchangeCalendar(MarketCalendar):
             USNewYearsDay,
             USMartinLutherKingJrAfter1998,
             USPresidentsDay,
-            # GoodFridayUnlessChristmasNYEFriday, #TODO: When this is fixed can return to using it
-            GoodFriday,
+            GoodFridayUnlessChristmasNYEFriday,
+            USJuneteenthAfter2022,
             USIndependenceDay,
             USMemorialDay,
             USLaborDay,
@@ -112,5 +113,3 @@ class CBOEIndexOptionsExchangeCalendar(CFEExchangeCalendar):
         "market_open": ((None, time(8, 30)),),
         "market_close": ((None, time(15, 15)),)
     }
-
-

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cme.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme.py

@@ -20,10 +20,10 @@ from pandas import Timestamp
 from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
 from pytz import timezone
 
-from .holidays_us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
-                          USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USNationalDaysofMourning,
-                          USNewYearsDay)
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
+                                                 USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USNationalDaysofMourning,
+                                                 USNewYearsDay)
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
 # Useful resources for making changes to this file: http://www.cmegroup.com/tools-information/holiday-calendar.html

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cme_globex_agriculture.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme_globex_agriculture.py

@@ -13,22 +13,16 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from abc import ABC, abstractmethod
-from .exchange_calendar_cme_globex_base import CMEGlobexBaseExchangeCalendar
+from abc import abstractmethod
+from .cme_globex_base import CMEGlobexBaseExchangeCalendar
 
 from datetime import time
-from itertools import chain
 
-from pandas import Timestamp
 from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
-from pytz import timezone
-
-from .holidays_us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
-                          USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USJuneteenthAfter2022,
-                          USNationalDaysofMourning, USNewYearsDay)
-from .market_calendar import MarketCalendar
-
 
+from pandas_market_calendars.holidays.us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
+                                                 USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay,
+                                                 USNewYearsDay)
 
 
 class CMEGlobexAgricultureExchangeCalendar(CMEGlobexBaseExchangeCalendar):

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cme_globex_base.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme_globex_base.py

@@ -15,17 +15,13 @@
 
 from abc import ABC, abstractmethod
 
-from datetime import time
-from itertools import chain
-
-from pandas import Timestamp
 from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
 from pytz import timezone
 
-from .holidays_us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
-                          USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USJuneteenthAfter2022,
-                          USNationalDaysofMourning, USNewYearsDay)
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
+                                                 USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USJuneteenthAfter2022,
+                                                 USNewYearsDay)
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
 class CMEGlobexBaseExchangeCalendar(MarketCalendar, ABC):
@@ -34,6 +30,7 @@ class CMEGlobexBaseExchangeCalendar(MarketCalendar, ABC):
 
     CME Markets: https://www.cmegroup.com/markets/agriculture.html#overview
     - Agriculture
+    - Crypto
     - Energy
     - Equity Index
     - FX

pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme_globex_crypto.py

@@ -0,0 +1,147 @@
+import datetime as dt
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+import pytz
+
+from .cme_globex_base import CMEGlobexBaseExchangeCalendar
+from pandas_market_calendars.holidays.cme import (
+    GoodFriday2021,
+    GoodFridayAfter2021,
+    GoodFridayBefore2021,
+    USIndependenceDayBefore2022PreviousDay,
+)
+from pandas_market_calendars.holidays.cme_globex import (
+    ChristmasCME,
+    USMartinLutherKingJrFrom2022,
+    USMartinLutherKingJrPre2022,
+    USPresidentsDayFrom2022,
+    USPresidentsDayPre2022,
+    USMemorialDayFrom2022,
+    USMemorialDayPre2022,
+    USJuneteenthFrom2022,
+    USIndependenceDayFrom2022,
+    USIndependenceDayPre2022,
+    USLaborDayFrom2022,
+    USLaborDayPre2022,
+    USThanksgivingDayFrom2022,
+    USThanksgivingDayPre2022,
+    USThanksgivingFridayFrom2021,
+    USThanksgivingFridayPre2021,
+)
+from pandas_market_calendars.holidays.us import (
+    ChristmasEveInOrAfter1993,
+    USNewYearsDay,
+)
+
+
+# https://github.com/rsheftel/pandas_market_calendars/blob/master/docs/new_market.rst
+class CMEGlobexCryptoExchangeCalendar(CMEGlobexBaseExchangeCalendar):
+    # The label you fetch the exchange with in mcal.get_calendar('CME Globex ...')
+    aliases = ["CME Globex Cryptocurrencies", "CME Globex Crypto"]
+
+    # https://www.cmegroup.com/markets/cryptocurrencies/bitcoin/bitcoin.contractSpecs.html
+    regular_market_times = {
+        # Tuple[Tuple[first date used, time, offset], ...]
+        # -1 offset indicates that the open is on the previous day
+        # None for first date used marks the start, subsequent market times must have an actual timestamp
+        "market_open": (
+            (None, dt.time(17, tzinfo=pytz.timezone("America/Chicago")), -1),
+        ),
+        "market_close": (
+            (
+                None,
+                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
+            ),
+        ),
+        "break_start": (
+            (
+                None,
+                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
+            ),
+        ),
+        "break_end": (
+            (
+                None,
+                dt.time(17, tzinfo=pytz.timezone("America/Chicago")),
+            ),
+        ),
+    }
+
+    @property
+    def tz(self):
+        # Central Time
+        return pytz.timezone("America/Chicago")
+
+    @property
+    def name(self):
+        return "CME Globex Crypto"
+
+    # Check the .zip files at the bottom of this page
+    # https://www.cmegroup.com/tools-information/holiday-calendar.html?redirect=/tools-information/holiday-calendar/#cmeGlobex
+    # Note: many of the holiday objects (ie. GoodFridayBefore2021) were originally made for equities and other markets
+    #   and hence have a start_date starting before crypto is actually available
+
+    @property
+    def regular_holidays(self):
+        # Days where the market is fully closed
+        return AbstractHolidayCalendar(
+            rules=[
+                GoodFridayBefore2021,
+                GoodFridayAfter2021,
+                ChristmasCME,
+                USNewYearsDay,
+            ]
+        )
+
+    @property
+    def special_closes(self):
+        # Days where the market closes early
+        # list[Tuple[time, AbstractHolidayCalendar]]
+        return [
+            (
+                dt.time(8, 15, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(rules=[GoodFriday2021]),
+            ),
+            (
+                dt.time(12, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrPre2022,
+                        USPresidentsDayPre2022,
+                        USMemorialDayPre2022,
+                        USIndependenceDayPre2022,
+                        USLaborDayPre2022,
+                        USThanksgivingDayPre2022,
+                    ]
+                ),
+            ),
+            (
+                dt.time(12, 15, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        ChristmasEveInOrAfter1993,
+                        USIndependenceDayBefore2022PreviousDay,
+                        USThanksgivingFridayPre2021,
+                    ]
+                ),
+            ),
+            (
+                dt.time(12, 45, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(rules=[USThanksgivingFridayFrom2021]),
+            ),
+            # TODO: this market already closes at 1600 normally, do we need these holidays?
+            (
+                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrFrom2022,
+                        USPresidentsDayFrom2022,
+                        USMemorialDayFrom2022,
+                        USJuneteenthFrom2022,
+                        USIndependenceDayFrom2022,
+                        USLaborDayFrom2022,
+                        USThanksgivingDayFrom2022,
+                    ]
+                ),
+            ),
+        ]

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cme_globex_energy_and_metals.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme_globex_energy_and_metals.py

@@ -13,14 +13,10 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from abc import ABC, abstractmethod
-from .exchange_calendar_cme_globex_base import CMEGlobexBaseExchangeCalendar
+from .cme_globex_base import CMEGlobexBaseExchangeCalendar
 
 from datetime import time
-from itertools import chain
 
-import pandas as pd
-from pandas import Timestamp
 from pandas.tseries.holiday import AbstractHolidayCalendar #, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
 from pytz import timezone
 
@@ -28,19 +24,15 @@ from pytz import timezone
 #                          USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USJuneteenthAfter2022,
 #                          USNationalDaysofMourning, USNewYearsDay)
 
-from .holidays_cme_globex import (  USNewYearsDay,
-                                    USMartinLutherKingJrFrom2022, USMartinLutherKingJrPre2022, USNewYearsDay,
-                                    USPresidentsDayFrom2022, USPresidentsDayPre2022, 
-                                    GoodFriday, 
-                                    USMemorialDayFrom2022, USMemorialDayPre2022, 
-                                    USJuneteenthFrom2022, 
-                                    USIndependenceDayFrom2022, USIndependenceDayPre2022, 
-                                    USLaborDay,
-                                    USThanksgivingDayFrom2022, USThanksgivingDayPre2022, FridayAfterThanksgiving,
-                                    ChristmasCME)                          
-from .market_calendar import MarketCalendar
-
-
+from pandas_market_calendars.holidays.cme_globex import (USMartinLutherKingJrFrom2022, USMartinLutherKingJrPre2022, USNewYearsDay,
+                                                         USPresidentsDayFrom2022, USPresidentsDayPre2022,
+                                                         GoodFriday,
+                                                         USMemorialDayFrom2022, USMemorialDayPre2022,
+                                                         USJuneteenthFrom2022,
+                                                         USIndependenceDayFrom2022, USIndependenceDayPre2022,
+                                                         USLaborDay,
+                                                         USThanksgivingDayFrom2022, USThanksgivingDayPre2022, FridayAfterThanksgiving,
+                                                         ChristmasCME)
 
 
 class CMEGlobexEnergyAndMetalsExchangeCalendar(CMEGlobexBaseExchangeCalendar):

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cme_globex_equities.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme_globex_equities.py

@@ -1,10 +1,10 @@
-from .exchange_calendar_cme_globex_base import CMEGlobexBaseExchangeCalendar
+from .cme_globex_base import CMEGlobexBaseExchangeCalendar
 
 from datetime import time
 from pandas.tseries.holiday import AbstractHolidayCalendar
 from pytz import timezone
 
-from pandas_market_calendars.holidays_cme import (
+from pandas_market_calendars.holidays.cme import (
     USMartinLutherKingJrAfter1998Before2015,
     USMartinLutherKingJrAfter2015,
     USPresidentsDayBefore2015,
@@ -26,7 +26,7 @@ from pandas_market_calendars.holidays_cme import (
     USThanksgivingAfter2014,
     USThanksgivingFriday,
 )
-from pandas_market_calendars.holidays_us import (
+from pandas_market_calendars.holidays.us import (
     USNewYearsDay,
     ChristmasEveInOrAfter1993,
     Christmas,

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cme_globex_fixed_income.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme_globex_fixed_income.py

@@ -1,10 +1,9 @@
-from .exchange_calendar_cme_globex_base import CMEGlobexBaseExchangeCalendar
+from .cme_globex_base import CMEGlobexBaseExchangeCalendar
 
 from datetime import time
 from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
 
-from pandas_market_calendars.holidays_cme import (
+from pandas_market_calendars.holidays.cme import (
     USMartinLutherKingJrAfter1998Before2015,
     USMartinLutherKingJrAfter1998Before2016FridayBefore,
     USMartinLutherKingJrAfter2015,
@@ -30,7 +29,7 @@ from pandas_market_calendars.holidays_cme import (
     USThanksgivingAfter2014,
     USThanksgivingFriday,
 )
-from pandas_market_calendars.holidays_us import (
+from pandas_market_calendars.holidays.us import (
     USNewYearsDay,
     ChristmasEveInOrAfter1993,
     Christmas,

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_cme_globex_fx.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/cme_globex_fx.py

@@ -2,8 +2,8 @@ from datetime import time
 
 from pandas.tseries.holiday import AbstractHolidayCalendar
 
-from pandas_market_calendars.exchange_calendar_cme_globex_base import CMEGlobexBaseExchangeCalendar
-from pandas_market_calendars.holidays_cme import (
+from pandas_market_calendars.calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
+from pandas_market_calendars.holidays.cme import (
     USMartinLutherKingJrAfter1998Before2022,
     USPresidentsDayBefore2022,
     GoodFridayBefore2021,
@@ -15,7 +15,7 @@ from pandas_market_calendars.holidays_cme import (
     USThanksgivingBefore2022,
     USThanksgivingFriday,
 )
-from pandas_market_calendars.holidays_us import (
+from pandas_market_calendars.holidays.us import (
     USNewYearsDay,
     ChristmasEveInOrAfter1993,
     Christmas,

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_eurex.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/eurex.py

@@ -7,7 +7,7 @@ from datetime import time
 from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday, previous_friday
 from pytz import timezone
 
-from .market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
+from pandas_market_calendars.market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
 
 # New Year's Eve
 EUREXNewYearsEve = Holiday(

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_hkex.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/hkex.py

@@ -6,9 +6,9 @@ from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFr
 from pandas.tseries.offsets import LastWeekOfMonth, WeekOfMonth
 from pytz import timezone
 
-from pandas_market_calendars.holidays_us import USNewYearsDay
-from .holidays_cn import bsd_mapping, dbf_mapping, dnf_mapping, maf_mapping, sf_mapping, tsd_mapping
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.us import USNewYearsDay
+from pandas_market_calendars.holidays.cn import bsd_mapping, dbf_mapping, dnf_mapping, maf_mapping, sf_mapping, tsd_mapping
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
 def process_date(dt, mapping=None, func=None, delta=None, offset=None):

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_ice.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/ice.py

@@ -5,9 +5,9 @@ from pandas import Timestamp
 from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
 from pytz import timezone
 
-from .holidays_us import (Christmas, USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay,
-                          USNationalDaysofMourning, USNewYearsDay)
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.us import (Christmas, USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay,
+                                                 USNationalDaysofMourning, USNewYearsDay)
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
 class ICEExchangeCalendar(MarketCalendar):

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_iex.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/iex.py

@@ -1,10 +1,10 @@
 from datetime import time
 from itertools import chain
-from .exchange_calendar_nyse import NYSEExchangeCalendar 
+from .nyse import NYSEExchangeCalendar
 from pandas.tseries.holiday import AbstractHolidayCalendar
 from pytz import timezone 
 
-from pandas_market_calendars.holidays_nyse import (
+from pandas_market_calendars.holidays.nyse import (
     USPresidentsDay,
     GoodFriday,
     USMemorialDay,

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_jpx.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/jpx.py

@@ -4,9 +4,9 @@ from itertools import chain
 from pandas.tseries.holiday import AbstractHolidayCalendar
 from pytz import timezone
 
-from pandas_market_calendars.holidays_jp import *
-from pandas_market_calendars.holidays_us import USNewYearsDay
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.jp import *
+from pandas_market_calendars.holidays.us import USNewYearsDay
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
 # TODO:

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendar_lse.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/lse.py

@@ -18,13 +18,13 @@ from datetime import time
 from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
 from pytz import timezone
 
-from .holidays_uk import (
+from pandas_market_calendars.holidays.uk import (
     BoxingDay, Christmas, ChristmasEve, LSENewYearsDay, LSENewYearsEve,
     MayBank_pre_1995, MayBank_post_1995_pre_2020, MayBank_post_2020,
     SpringBank_pre_2002, SpringBank_post_2002_pre_2012, SpringBank_post_2012_pre_2022, SpringBank_post_2022,
     SummerBank, WeekendBoxingDay, WeekendChristmas, UniqueCloses,
 )
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.market_calendar import MarketCalendar
 
 
 class LSEExchangeCalendar(MarketCalendar):

pandas_market_calendars-4.2.1/pandas_market_calendars/exchange_calendars_mirror.py → pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/mirror.py

@@ -4,7 +4,7 @@ Imported calendars from the exchange_calendars project
 GitHub: https://github.com/gerrymanoim/exchange_calendars
 """
 
-from .market_calendar import MarketCalendar
+from pandas_market_calendars.market_calendar import MarketCalendar
 import exchange_calendars
 
 
@@ -106,7 +106,7 @@ for exchange in calendars:
     cal = type(exchange, (TradingCalendar,), {'_ec_class': calendars[exchange],
                                               'alias': [exchange],
                                               'regular_market_times': regular_market_times})
-    locals()[exchange + 'ExchangeCalendar'] = cal
+    locals()[f'{exchange}ExchangeCalendar'] = cal