pandas-market-calendars 4.3.0__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.
Files changed (45) hide show
  1. pandas_market_calendars/calendars/__init__.py +0 -0
  2. pandas_market_calendars/calendars/asx.py +63 -0
  3. pandas_market_calendars/calendars/bmf.py +227 -0
  4. pandas_market_calendars/calendars/bse.py +409 -0
  5. pandas_market_calendars/calendars/cboe.py +115 -0
  6. pandas_market_calendars/calendars/cme.py +240 -0
  7. pandas_market_calendars/calendars/cme_globex_agriculture.py +103 -0
  8. pandas_market_calendars/calendars/cme_globex_base.py +103 -0
  9. pandas_market_calendars/calendars/cme_globex_crypto.py +147 -0
  10. pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +138 -0
  11. pandas_market_calendars/calendars/cme_globex_equities.py +104 -0
  12. pandas_market_calendars/calendars/cme_globex_fixed_income.py +113 -0
  13. pandas_market_calendars/calendars/cme_globex_fx.py +78 -0
  14. pandas_market_calendars/calendars/eurex.py +119 -0
  15. pandas_market_calendars/calendars/hkex.py +408 -0
  16. pandas_market_calendars/calendars/ice.py +65 -0
  17. pandas_market_calendars/calendars/iex.py +98 -0
  18. pandas_market_calendars/calendars/jpx.py +103 -0
  19. pandas_market_calendars/calendars/lse.py +91 -0
  20. pandas_market_calendars/calendars/mirror.py +114 -0
  21. pandas_market_calendars/calendars/nyse.py +1127 -0
  22. pandas_market_calendars/calendars/ose.py +150 -0
  23. pandas_market_calendars/calendars/sifma.py +297 -0
  24. pandas_market_calendars/calendars/six.py +114 -0
  25. pandas_market_calendars/calendars/sse.py +290 -0
  26. pandas_market_calendars/calendars/tase.py +195 -0
  27. pandas_market_calendars/calendars/tsx.py +159 -0
  28. pandas_market_calendars/holidays/__init__.py +0 -0
  29. pandas_market_calendars/holidays/cme.py +340 -0
  30. pandas_market_calendars/holidays/cme_globex.py +198 -0
  31. pandas_market_calendars/holidays/cn.py +1436 -0
  32. pandas_market_calendars/holidays/jp.py +396 -0
  33. pandas_market_calendars/holidays/jpx_equinox.py +147 -0
  34. pandas_market_calendars/holidays/nyse.py +1472 -0
  35. pandas_market_calendars/holidays/oz.py +65 -0
  36. pandas_market_calendars/holidays/sifma.py +321 -0
  37. pandas_market_calendars/holidays/uk.py +180 -0
  38. pandas_market_calendars/holidays/us.py +360 -0
  39. {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/METADATA +1 -1
  40. pandas_market_calendars-4.3.1.dist-info/RECORD +49 -0
  41. pandas_market_calendars-4.3.0.dist-info/RECORD +0 -11
  42. {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/LICENSE +0 -0
  43. {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/NOTICE +0 -0
  44. {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/WHEEL +0 -0
  45. {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/top_level.txt +0 -0
@@ -0,0 +1,340 @@
1
+ import datetime
2
+
3
+ from dateutil.relativedelta import (MO, TH, FR)
4
+ from pandas import (DateOffset, Timestamp)
5
+ from pandas.tseries.holiday import (Holiday, Easter)
6
+ from pandas.tseries.holiday import (nearest_workday)
7
+ from pandas.tseries.offsets import (Day)
8
+
9
+
10
+ #########
11
+ # Martin Luther King
12
+ #########
13
+ USMartinLutherKingJrAfter1998Before2022 = Holiday(
14
+ 'Dr. Martin Luther King Jr. Day',
15
+ month=1,
16
+ day=1,
17
+ # The US markets didn't observe MLK day as a holiday until 1998.
18
+ start_date=Timestamp('1998-01-01'),
19
+ end_date=Timestamp('2021-12-31'),
20
+ offset=DateOffset(weekday=MO(3)),
21
+ )
22
+
23
+ USMartinLutherKingJrAfter1998Before2015 = Holiday(
24
+ 'Dr. Martin Luther King Jr. Day',
25
+ month=1,
26
+ day=1,
27
+ # The US markets didn't observe MLK day as a holiday until 1998.
28
+ start_date=Timestamp('1998-01-01'),
29
+ end_date=Timestamp('2014-12-31'),
30
+ offset=DateOffset(weekday=MO(3)),)
31
+
32
+ USMartinLutherKingJrAfter2015 = Holiday(
33
+ 'Dr. Martin Luther King Jr. Day',
34
+ month=1,
35
+ day=1,
36
+ # The US markets didn't observe MLK day as a holiday until 1998.
37
+ start_date=Timestamp('2015-01-01'),
38
+ offset=DateOffset(weekday=MO(3)),)
39
+
40
+ USMartinLutherKingJrAfter1998Before2016FridayBefore = Holiday(
41
+ "Dr. Martin Luther King Jr. Day",
42
+ month= 1,
43
+ day= 1,
44
+ start_date= Timestamp("1998-01-01"),
45
+ end_date= Timestamp("2015-12-31"),
46
+ offset= [DateOffset(weekday= MO(3)), DateOffset(weekday= FR(-1))]
47
+ )
48
+
49
+ #########
50
+ # President's Day
51
+ #########
52
+ USPresidentsDayBefore2022 = Holiday(
53
+ 'President''s Day',
54
+ start_date=Timestamp('1971-01-01'),
55
+ end_date=Timestamp('2021-12-31'),
56
+ month=2, day=1,
57
+ offset=DateOffset(weekday=MO(3)),
58
+ )
59
+ USPresidentsDayBefore2015 = Holiday(
60
+ 'President''s Day',
61
+ start_date=Timestamp('1971-01-01'),
62
+ end_date=Timestamp('2014-12-31'),
63
+ month=2, day=1,
64
+ offset=DateOffset(weekday=MO(3)),)
65
+
66
+ USPresidentsDayAfter2015 = Holiday(
67
+ 'President''s Day',
68
+ start_date=Timestamp('2015-01-01'),
69
+ month=2, day=1,
70
+ offset=DateOffset(weekday=MO(3)),)
71
+
72
+ USPresidentsDayBefore2016FridayBefore = Holiday(
73
+ 'President''s Day',
74
+ start_date=Timestamp('1971-01-01'),
75
+ end_date=Timestamp('2015-12-31'),
76
+ month=2, day=1,
77
+ offset=[DateOffset(weekday=MO(3)), DateOffset(weekday= FR(-1))]
78
+ )
79
+
80
+ #########
81
+ # Good Friday
82
+ #########
83
+
84
+
85
+ GoodFridayBefore2021 = Holiday(
86
+ "Good Friday",
87
+ month=1, day=1,
88
+ offset=[Easter(), Day(-2)],
89
+ end_date=Timestamp('2020-12-31'),
90
+ )
91
+
92
+ # On some years (i.e. 2010,2012,2015) there is a special close for equities at 08:15
93
+ # so here it is made sure that those are not full holidays
94
+ easter = Easter()
95
+ daymin2 = Day(-2)
96
+ def not_0815_close(dt):
97
+ if dt.year in (2010, 2012, 2015):
98
+ return None
99
+ else:
100
+ return dt + easter + daymin2
101
+
102
+ GoodFridayBefore2021NotEarlyClose = Holiday(
103
+ "Good Friday",
104
+ month=1, day=1,
105
+ observance=not_0815_close,
106
+ end_date=Timestamp('2020-12-31'),
107
+ )
108
+
109
+ ## CME Interest Rate Products have this odd close
110
+ GoodFriday2009 = Holiday(
111
+ "Good Friday",
112
+ month= 1, day= 1,
113
+ offset= [Easter(), Day(-3)],
114
+ start_date= Timestamp("2009-01-01"),
115
+ end_date= Timestamp("2009-12-31"),
116
+ )
117
+
118
+ GoodFriday2021 = Holiday(
119
+ "Good Friday",
120
+ month=1, day=1,
121
+ offset=[Easter(), Day(-2)],
122
+ start_date=Timestamp('2021-01-01'),
123
+ end_date=Timestamp('2021-12-31'),
124
+ )
125
+ GoodFridayAfter2021 = Holiday(
126
+ "Good Friday",
127
+ month=1, day=1,
128
+ offset=[Easter(), Day(-2)],
129
+ start_date=Timestamp('2022-01-01'),
130
+ )
131
+ # Dates when equities closed at 08:15
132
+ GoodFriday2010 = Holiday(
133
+ "Good Friday",
134
+ month=1, day=1,
135
+ offset=[Easter(), Day(-2)],
136
+ start_date=Timestamp('2010-01-01'),
137
+ end_date=Timestamp('2010-12-31'),
138
+ )
139
+ GoodFriday2012 = Holiday(
140
+ "Good Friday",
141
+ month=1, day=1,
142
+ offset=[Easter(), Day(-2)],
143
+ start_date=Timestamp('2012-01-01'),
144
+ end_date=Timestamp('2012-12-31'),)
145
+
146
+ GoodFriday2015 = Holiday(
147
+ "Good Friday",
148
+ month=1, day=1,
149
+ offset=[Easter(), Day(-2)],
150
+ start_date=Timestamp('2015-01-01'),
151
+ end_date=Timestamp('2015-12-31'),
152
+ )
153
+
154
+ #########
155
+ # Memorial Day
156
+ #########
157
+
158
+ USMemorialDay2021AndPrior = Holiday(
159
+ 'Memorial Day',
160
+ month=5,
161
+ day=25,
162
+ start_date=Timestamp('1971-01-01'),
163
+ end_date=Timestamp('2021-12-31'),
164
+ offset=DateOffset(weekday=MO(1)),
165
+ )#### Equity Products
166
+ USMemorialDay2013AndPrior = Holiday(
167
+ 'Memorial Day',
168
+ month=5,
169
+ day=25,
170
+ start_date=Timestamp('1971-01-01'),
171
+ end_date=Timestamp('2013-12-31'),
172
+ offset=DateOffset(weekday=MO(1)),
173
+ )
174
+ USMemorialDayAfter2013 = Holiday(
175
+ 'Memorial Day',
176
+ month=5,
177
+ day=25,
178
+ start_date=Timestamp('2014-01-01'),
179
+ offset=DateOffset(weekday=MO(1)),
180
+ )
181
+ USMemorialDay2015AndPriorFridayBefore = Holiday(
182
+ 'Memorial Day',
183
+ month=5,
184
+ day=25,
185
+ start_date=Timestamp('1971-01-01'),
186
+ end_date=Timestamp('2015-12-31'),
187
+ offset=[DateOffset(weekday=MO(1)), DateOffset(weekday= FR(-1))],
188
+ )
189
+
190
+ #######
191
+ # Independence Day
192
+ #######
193
+
194
+ USIndependenceDayBefore2022 = Holiday(
195
+ 'July 4th',
196
+ month=7,
197
+ day=4,
198
+ start_date=Timestamp('1954-01-01'),
199
+ end_date=Timestamp('2021-12-31'),
200
+ observance=nearest_workday,)
201
+ USIndependenceDayBefore2014 = Holiday(
202
+ 'July 4th',
203
+ month=7,
204
+ day=4,
205
+ start_date=Timestamp('1954-01-01'),
206
+ end_date=Timestamp('2013-12-31'),
207
+ observance=nearest_workday,)
208
+ USIndependenceDayAfter2014 = Holiday(
209
+ 'July 4th',
210
+ month=7,
211
+ day=4,
212
+ start_date=Timestamp('2014-01-01'),
213
+ observance=nearest_workday,)
214
+
215
+ # Necessary for equities and crypto
216
+ def previous_workday_if_july_4th_is_tue_to_fri(dt):
217
+ july4th = datetime.datetime(dt.year, 7, 4)
218
+ if july4th.weekday() in (1, 2, 3, 4):
219
+ return july4th - datetime.timedelta(days=1)
220
+ # else None
221
+
222
+ USIndependenceDayBefore2022PreviousDay = Holiday(
223
+ 'July 4th',
224
+ month=7,
225
+ day=4,
226
+ start_date=Timestamp('1954-01-01'),
227
+ observance= previous_workday_if_july_4th_is_tue_to_fri
228
+ )
229
+
230
+ #########
231
+ # Labor Day
232
+ #########
233
+
234
+ USLaborDayStarting1887Before2022 = Holiday(
235
+ "Labor Day",
236
+ month=9,
237
+ day=1,
238
+ start_date=Timestamp("1887-01-01"),
239
+ end_date=Timestamp('2021-12-31'),
240
+ offset=DateOffset(weekday=MO(1))
241
+ )
242
+ USLaborDayStarting1887Before2014 = Holiday(
243
+ "Labor Day",
244
+ month=9,
245
+ day=1,
246
+ start_date=Timestamp("1887-01-01"),
247
+ end_date=Timestamp('2013-12-31'),
248
+ offset=DateOffset(weekday=MO(1))
249
+ )
250
+ USLaborDayStarting1887Before2015FridayBefore = Holiday(
251
+ "Labor Day",
252
+ month=9,
253
+ day=1,
254
+ start_date=Timestamp("1887-01-01"),
255
+ end_date=Timestamp('2014-12-31'),
256
+ offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))]
257
+
258
+ )
259
+ USLaborDayStarting1887After2014 = Holiday(
260
+ "Labor Day",
261
+ month=9,
262
+ day=1,
263
+ start_date=Timestamp("2014-01-01"),
264
+ offset=DateOffset(weekday=MO(1))
265
+ )
266
+
267
+
268
+ #########
269
+ # Thanksgiving
270
+ #########
271
+
272
+ USThanksgivingBefore2022 = Holiday(
273
+ 'ThanksgivingFriday',
274
+ start_date=Timestamp('1942-01-01'),
275
+ end_date=Timestamp('2021-12-31'),
276
+ month=11, day=1,
277
+ offset=DateOffset(weekday=TH(4)),
278
+ )
279
+ USThanksgivingBefore2014 = Holiday(
280
+ 'ThanksgivingFriday',
281
+ start_date=Timestamp('1942-01-01'),
282
+ end_date=Timestamp('2013-12-31'),
283
+ month=11, day=1,
284
+ offset=DateOffset(weekday=TH(4)),
285
+ )
286
+ USThanksgivingAfter2014 = Holiday(
287
+ 'ThanksgivingFriday',
288
+ start_date=Timestamp('2014-01-01'),
289
+ month=11, day=1,
290
+ offset=DateOffset(weekday=TH(4)),
291
+ )
292
+
293
+ ######## The following Holidays shouldn't be set with the FR offset
294
+ ## In 2013, Nov 1st is a friday, so the 4th Friday is before the 4th Thursday...
295
+ # the observance rule defined herafter fixes this
296
+
297
+ # USThanksgivingFridayBefore2022 = Holiday(
298
+ # 'ThanksgivingFriday',
299
+ # start_date=Timestamp('1942-01-01'),
300
+ # end_date=Timestamp('2021-12-31'),
301
+ # month=11, day=1,
302
+ # offset=DateOffset(weekday=FR(4)),
303
+ # )
304
+ #
305
+ # USThanksgivingFriday2022AndAfter = Holiday(
306
+ # 'ThanksgivingFriday',
307
+ # start_date=Timestamp('2022-01-01'),
308
+ # month=11, day=1,
309
+ # offset=DateOffset(weekday=FR(4)),
310
+ # )
311
+ # USThanksgivingFriday = Holiday(
312
+ # 'ThanksgivingFriday',
313
+ # month=11, day=1,
314
+ # offset=DateOffset(weekday=FR(4)),
315
+ # )
316
+
317
+ def fri_after_4th_thu(dt):
318
+ # dt will just be Nov 1st
319
+ diff_to_thu = 3 - dt.weekday()
320
+ if diff_to_thu < 0: diff_to_thu += 7
321
+ return dt + datetime.timedelta(days=diff_to_thu + 22)
322
+
323
+ USThanksgivingFriday = Holiday(
324
+ 'ThanksgivingFriday',
325
+ start_date=Timestamp('1942-01-01'),
326
+ month=11, day=1,
327
+ observance= fri_after_4th_thu,
328
+ )
329
+
330
+ USThanksgivingFriday2022AndAfter = Holiday(
331
+ 'ThanksgivingFriday',
332
+ start_date=Timestamp('2022-01-01'),
333
+ month=11, day=1,
334
+ observance= fri_after_4th_thu,
335
+ )
336
+ # USThanksgivingFriday = Holiday(
337
+ # 'ThanksgivingFriday',
338
+ # month=11, day=1,
339
+ # observance= fri_after_4th_thu,
340
+ # )
@@ -0,0 +1,198 @@
1
+ from dateutil.relativedelta import (MO, TU, WE, TH, FR, SA, SU)
2
+ from pandas import (DateOffset, Timestamp, date_range)
3
+ from datetime import timedelta
4
+ from pandas.tseries.holiday import (Holiday, nearest_workday, sunday_to_monday, Easter)
5
+ from pandas.tseries.offsets import Day, CustomBusinessDay
6
+
7
+ from pandas_market_calendars.market_calendar import ( MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY)
8
+
9
+
10
+
11
+ ####################################################
12
+ # US New Years Day Jan 1
13
+ #####################################################
14
+ USNewYearsDay = Holiday(
15
+ 'New Years Day',
16
+ month=1,
17
+ day=1,
18
+ start_date = Timestamp('1952-09-29'),
19
+ #observance=sunday_to_monday,
20
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,)
21
+ )
22
+
23
+
24
+
25
+ #########################################################################
26
+ # Martin Luther King Jr.
27
+ # Starting 1998
28
+ ##########################################################################
29
+ USMartinLutherKingJrFrom2022 = Holiday(
30
+ 'Dr. Martin Luther King Jr. Day',
31
+ month=1,
32
+ day=1,
33
+ start_date=Timestamp('2022-01-01'),
34
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
35
+ offset=DateOffset(weekday=MO(3)),
36
+ )
37
+
38
+ USMartinLutherKingJrPre2022 = Holiday(
39
+ 'Dr. Martin Luther King Jr. Day',
40
+ month=1,
41
+ day=1,
42
+ start_date=Timestamp('1998-01-01'),
43
+ end_date=Timestamp("2021-12-31"),
44
+ offset=DateOffset(weekday=MO(3)),
45
+ )
46
+
47
+
48
+ #########################################################################
49
+ # US Presidents Day Feb
50
+ ##########################################################################
51
+ USPresidentsDayFrom2022 = Holiday('President''s Day',
52
+ start_date=Timestamp('2022-01-01'),
53
+ month=2, day=1,
54
+ offset=DateOffset(weekday=MO(3)))
55
+
56
+ USPresidentsDayPre2022 = Holiday('President''s Day',
57
+ end_date=Timestamp('2021-12-31'),
58
+ month=2, day=1,
59
+ offset=DateOffset(weekday=MO(3)))
60
+
61
+
62
+
63
+ ############################################################
64
+ # Good Friday
65
+ ############################################################
66
+ GoodFriday = Holiday(
67
+ "Good Friday 1908+",
68
+ start_date=Timestamp('1908-01-01'),
69
+ month=1,
70
+ day=1,
71
+ offset=[Easter(), Day(-2)]
72
+ )
73
+
74
+ ##################################################
75
+ # US Memorial Day (Decoration Day) May 30
76
+ ##################################################
77
+ USMemorialDayFrom2022 = Holiday(
78
+ 'Memorial Day',
79
+ month=5,
80
+ day=25,
81
+ start_date=Timestamp('2022-01-01'),
82
+ offset=DateOffset(weekday=MO(1)),
83
+ )
84
+
85
+ USMemorialDayPre2022 = Holiday(
86
+ 'Memorial Day',
87
+ month=5,
88
+ day=25,
89
+ end_date=Timestamp('2021-12-31'),
90
+ offset=DateOffset(weekday=MO(1)),
91
+ )
92
+
93
+ #######################################
94
+ # US Juneteenth (June 19th)
95
+ #######################################
96
+ USJuneteenthFrom2022 = Holiday(
97
+ 'Juneteenth Starting at 2022',
98
+ start_date=Timestamp('2022-06-19'),
99
+ month=6, day=19,
100
+ observance=nearest_workday,
101
+ )
102
+
103
+ #######################################
104
+ # US Independence Day July 4
105
+ #######################################
106
+ USIndependenceDayFrom2022 = Holiday(
107
+ 'July 4th',
108
+ month=7,
109
+ day=4,
110
+ start_date=Timestamp('2022-01-01'),
111
+ observance=nearest_workday,
112
+ )
113
+ USIndependenceDayPre2022 = Holiday(
114
+ 'July 4th',
115
+ month=7,
116
+ day=4,
117
+ end_date=Timestamp('2021-12-31'),
118
+ observance=nearest_workday,
119
+ )
120
+
121
+
122
+ #################################################
123
+ # US Labor Day Starting 1887
124
+ #################################################
125
+ USLaborDayFrom2022 = Holiday(
126
+ 'Labor Day',
127
+ month=9,
128
+ day=1,
129
+ start_date=Timestamp('2022-01-01'),
130
+ offset=DateOffset(weekday=MO(1)),
131
+ )
132
+ USLaborDayPre2022 = Holiday(
133
+ 'Labor Day',
134
+ month=9,
135
+ day=1,
136
+ end_date=Timestamp('2021-12-31'),
137
+ offset=DateOffset(weekday=MO(1)),
138
+ )
139
+ USLaborDay = Holiday(
140
+ "Labor Day",
141
+ month=9,
142
+ day=1,
143
+ start_date=Timestamp("1887-01-01"),
144
+ offset=DateOffset(weekday=MO(1))
145
+ )
146
+
147
+
148
+ ################################################
149
+ # US Thanksgiving Nov 30
150
+ ################################################
151
+ USThanksgivingDayFrom2022 = Holiday(
152
+ 'Thanksgiving',
153
+ start_date=Timestamp('2022-01-01'),
154
+ month=11, day=1,
155
+ offset=DateOffset(weekday=TH(4))
156
+ )
157
+
158
+ USThanksgivingDayPre2022 = Holiday(
159
+ 'Thanksgiving',
160
+ end_date=Timestamp('2021-12-31'),
161
+ month=11, day=1,
162
+ offset=DateOffset(weekday=TH(4))
163
+ )
164
+
165
+ FridayAfterThanksgiving = Holiday(
166
+ 'Friday after Thanksgiving',
167
+ month=11,
168
+ day=1,
169
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
170
+ )
171
+
172
+ USThanksgivingFridayFrom2021 = Holiday(
173
+ 'Thanksgiving Friday',
174
+ month=11,
175
+ day=1,
176
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
177
+ start_date=Timestamp('2021-01-01'),
178
+ )
179
+
180
+ USThanksgivingFridayPre2021 = Holiday(
181
+ 'Thanksgiving Friday',
182
+ month=11,
183
+ day=1,
184
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
185
+ end_date=Timestamp('2020-12-31'),
186
+ )
187
+
188
+ ################################
189
+ # Christmas Dec 25
190
+ ################################
191
+ ChristmasCME = Holiday(
192
+ 'Christmas',
193
+ month=12,
194
+ day=25,
195
+ start_date=Timestamp('1999-01-01'),
196
+ observance=nearest_workday,
197
+ )
198
+