pandas-market-calendars 4.3.0__py3-none-any.whl → 4.3.1__py3-none-any.whl

pandas_market_calendars/holidays/jp.py

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+from dateutil.relativedelta import MO
+from pandas import DateOffset, Timestamp
+from pandas.tseries.holiday import Holiday, sunday_to_monday
+
+from pandas_market_calendars.holidays.jpx_equinox import autumnal_citizen_dates, autumnal_equinox, vernal_equinox
+
+AscensionDays = [
+    Timestamp('2019-04-30', tz='UTC'),  # National Holiday
+    Timestamp('2019-05-01', tz='UTC'),  # Ascension Day
+    Timestamp('2019-05-02', tz='UTC'),  # National Holiday
+]
+
+MarriageDays = [
+    Timestamp('1959-04-10', tz='UTC'),  # Akihito
+    Timestamp('1993-06-09', tz='UTC'),  # Naruhito
+]
+
+FuneralShowa = [
+    Timestamp('1989-02-24', tz='UTC'),
+]
+
+EnthronementDays = [
+    Timestamp('1990-11-12', tz='UTC'),  # Akihito
+    Timestamp('2019-10-22', tz='UTC')  # Naruhito
+]
+
+AutumnalCitizenDates = autumnal_citizen_dates()
+
+NoN225IndexPrices = [
+    # source:  https://indexes.nikkei.co.jp/en/nkave/archives/data
+    # TODO: determine if these dates were also national holidays
+    Timestamp('1951-02-15', tz='UTC'),
+    Timestamp('1953-02-09', tz='UTC'),
+    Timestamp('1954-10-26', tz='UTC'),
+    Timestamp('1959-04-10', tz='UTC'),
+]
+
+EquityTradingSystemFailure = [
+    # The Failure of Equity Trading System on October 1, 2020
+    # source: https://www.jpx.co.jp/english/corporate/news/news-releases/0060/20201019-01.html
+    Timestamp('2020-10-01', tz='UTC'),
+]
+
+JapanNewYearsDay2 = Holiday(
+    name="New Year's Day",
+    month=1,
+    day=2,
+    observance=sunday_to_monday,
+)
+
+JapanNewYearsDay3 = Holiday(
+    name="New Year's Day",
+    month=1,
+    day=3,
+)
+
+JapanComingOfAgeDay1951To1973 = Holiday(
+    name="Coming of Age Day",
+    month=1,
+    day=15,
+    start_date=Timestamp(1951, 1, 1),
+    end_date=Timestamp(1973, 12, 31)
+)
+
+JapanComingOfAgeDay1974To1999 = Holiday(
+    name="Coming of Age Day",
+    month=1,
+    day=15,
+    start_date=Timestamp(1974, 1, 1),
+    end_date=Timestamp(1999, 12, 31),
+    observance=sunday_to_monday,
+)
+
+JapanComingOfAgeDay = Holiday(  # second monday of january
+    name="Coming of Age Day",
+    month=1,
+    day=1,
+    start_date=Timestamp(2000, 1, 1),
+    offset=DateOffset(weekday=MO(2)),
+)
+
+JapanNationalFoundationDay1969To1973 = Holiday(
+    name="National Foundation Day",
+    month=2,
+    day=11,
+    start_date=Timestamp(1969, 1, 1),  # also held 1872 to 1948 as Kigen-setsu
+    end_date=Timestamp(1973, 12, 31),
+)
+
+JapanNationalFoundationDay = Holiday(
+    name="National Foundation Day",
+    month=2,
+    day=11,
+    start_date=Timestamp(1974, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanEmperorsBirthday = Holiday(
+    name="The Emperor's Birthday",
+    month=2,
+    day=23,
+    start_date=Timestamp(2020, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanVernalEquinox = Holiday(
+    name="Vernal Equinox",
+    month=3,
+    day=20,
+    observance=vernal_equinox
+)
+
+JapanShowaDayUntil1972 = Holiday(
+    name="Showa Day",
+    month=4,
+    day=29,
+    end_date=Timestamp(1972, 12, 31)  # 1965
+)
+
+JapanShowaDay = Holiday(
+    name="Showa Day",
+    month=4,
+    day=29,
+    start_date=Timestamp(1973, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanConstitutionMemorialDayUntil1972 = Holiday(
+    name="Constitution Memorial Day",
+    month=5,
+    day=3,
+    start_date=Timestamp(1948, 1, 1),
+    end_date=Timestamp(1972, 12, 31),
+)
+
+JapanConstitutionMemorialDay = Holiday(
+    name="Constitution Memorial Day",
+    month=5,
+    day=3,
+    start_date=Timestamp(1973, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanGreeneryDay = Holiday(
+    name="Greenery Day",  # prior to 1985 was a Citizen's Day
+    month=5,
+    day=4,
+    start_date=Timestamp(1985, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanChildrensDayUntil1972 = Holiday(
+    name="Children's Day",
+    month=5,
+    day=5,
+    start_date=Timestamp(1948, 1, 1),
+    end_date=Timestamp(1972, 12, 31),
+)
+
+JapanChildrensDay = Holiday(
+    name="Children's Day",
+    month=5,
+    day=5,
+    start_date=Timestamp(1973, 1, 1),
+    observance=sunday_to_monday,
+)
+
+# starting in 2007, there can be a holiday on May 6 if May 3 or 4 falls on a Sunday
+JapanGoldenWeekBonusDay = Holiday(
+    name="Golden Week Bonus Day",
+    month=5,
+    day=6,
+    start_date=Timestamp(2007, 1, 1),
+    days_of_week=(1, 2),
+)
+
+JapanMarineDay1996To2002 = Holiday(
+    name="Marine Day",
+    month=7,
+    day=20,
+    start_date=Timestamp(1996, 1, 1),
+    end_date=Timestamp(2002, 12, 31),
+    observance=sunday_to_monday,
+)
+
+JapanMarineDay2003To2019 = Holiday(
+    name="Marine Day",
+    month=7,
+    day=1,
+    start_date=Timestamp(2003, 1, 1),
+    end_date=Timestamp(2019, 12, 31),
+    offset=DateOffset(weekday=MO(3)),
+)
+
+JapanMarineDay2020 = Holiday(
+    name="Marine Day",  # shift for Olympics
+    year=2020,
+    month=7,
+    day=23,
+)
+
+JapanMarineDay2021 = Holiday(
+    name="Marine Day",  # shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
+    year=2021,
+    month=7,
+    day=22,
+)
+
+JapanMarineDay = Holiday(
+    name="Marine Day",
+    month=7,
+    day=1,
+    start_date=Timestamp(2022, 1, 1),
+    offset=DateOffset(weekday=MO(3)),
+)
+
+JapanMountainDay2016to2019 = Holiday(
+    name="Mountain Day",
+    month=8,
+    day=11,
+    start_date=Timestamp(2016, 1, 1),
+    end_date=Timestamp(2019, 12, 31),
+    observance=sunday_to_monday,
+)
+
+JapanMountainDay2020 = Holiday(
+    name="Mountain Day",  # shift for Olympics
+    year=2020,
+    month=8,
+    day=10,
+)
+
+JapanMountainDay2021 = Holiday(
+    name="Mountain Day",  # shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
+    year=2021,
+    month=8,
+    day=8,
+)
+
+JapanMountainDay2021NextDay = Holiday(
+    name="Mountain Day",  # shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
+    year=2021,
+    month=8,
+    day=9,
+)
+
+JapanMountainDay = Holiday(
+    name="Mountain Day",
+    month=8,
+    day=11,
+    start_date=Timestamp(2022, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanRespectForTheAgedDay1966To1972 = Holiday(
+    name="Respect for the Aged Day",
+    month=9,
+    day=15,
+    start_date=Timestamp(1966, 1, 1),
+    end_date=Timestamp(1972, 12, 31)
+)
+
+JapanRespectForTheAgedDay1973To2002 = Holiday(
+    name="Respect for the Aged Day",
+    month=9,
+    day=15,
+    start_date=Timestamp(1973, 1, 1),
+    end_date=Timestamp(2002, 12, 31),
+    observance=sunday_to_monday,
+)
+
+JapanRespectForTheAgedDay = Holiday(
+    name="Respect for the Aged Day",
+    month=9,
+    day=1,
+    start_date=Timestamp(2003, 1, 1),
+    offset=DateOffset(weekday=MO(3)),
+)
+
+# Citizen's Day added in some years between Respect for Aged and Autumnal Equinox
+
+JapanAutumnalEquinox = Holiday(
+    name="Autumnal Equinox",
+    month=9,
+    day=22,
+    observance=autumnal_equinox,
+)
+
+JapanHealthAndSportsDay1966To1972 = Holiday(
+    name="Health and Sports Day",
+    month=10,
+    day=10,
+    start_date=Timestamp(1966, 1, 1),
+    end_date=Timestamp(1972, 12, 31),
+)
+
+JapanHealthAndSportsDay1973To1999 = Holiday(
+    name="Health and Sports Day",
+    month=10,
+    day=10,
+    start_date=Timestamp(1973, 1, 1),
+    end_date=Timestamp(1999, 12, 31),
+    observance=sunday_to_monday,
+)
+
+JapanHealthAndSportsDay2000To2019 = Holiday(
+    name="Health and Sports Day",
+    month=10,
+    day=1,
+    start_date=Timestamp(2000, 1, 1),
+    end_date=Timestamp(2019, 12, 31),
+    offset=DateOffset(weekday=MO(2)),
+)
+
+JapanSportsDay2020 = Holiday(
+    name="Sports Day",  # shift for Olympics
+    year=2020,
+    month=7,
+    day=24,
+)
+
+JapanSportsDay2021 = Holiday(
+    name="Sports Day",  # shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
+    year=2021,
+    month=7,
+    day=23,
+)
+
+JapanSportsDay = Holiday(
+    name="Sports Day",
+    month=10,
+    day=1,
+    start_date=Timestamp(2022, 1, 1),
+    offset=DateOffset(weekday=MO(2)),
+)
+
+JapanCultureDayUntil1972 = Holiday(
+    name="Culture Day",  # prior to 1948 Emperor Meiji's Birthday
+    month=11,
+    day=3,
+    start_date=Timestamp(1948, 1, 1),
+    end_date=Timestamp(1972, 12, 31),
+)
+
+JapanCultureDay = Holiday(
+    name="Culture Day",
+    month=11,
+    day=3,
+    start_date=Timestamp(1973, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanLaborThanksgivingDayUntil1972 = Holiday(
+    name="Labor Thanksgiving Day",  # prior to 1948 harvest festival Niiname-sai
+    month=11,
+    day=23,
+    end_date=Timestamp(1972, 12, 31),
+)
+
+JapanLaborThanksgivingDay = Holiday(
+    name="Labor Thanksgiving Day",
+    month=11,
+    day=23,
+    start_date=Timestamp(1973, 1, 1),
+    observance=sunday_to_monday,
+)
+
+JapanEmperorAkahitosBirthday = Holiday(
+    name="Emperor Akahito's Birthday",
+    month=12,
+    day=23,
+    start_date=Timestamp(1990, 1, 1),
+    end_date=Timestamp(2018, 12, 31),
+    observance=sunday_to_monday,
+)
+
+JapanDecember29Until1988 = Holiday(
+    name="Closed Decenber 29",
+    month=12,
+    day=29,
+    end_date=Timestamp(1988, 12, 31),
+)
+
+JapanDecember30Until1988 = Holiday(
+    name="Closed December 30",
+    month=12,
+    day=30,
+    end_date=Timestamp(1988, 12, 31),
+)
+
+JapanBeforeNewYearsDay = Holiday(
+    name="Before New Year's Day",  # prior to 1948 harvest festival Niname-sai
+    month=12,
+    day=31,
+    observance=sunday_to_monday,
+)

pandas_market_calendars/holidays/jpx_equinox.py

@@ -0,0 +1,147 @@
+"""
+Equinox Day is a public holiday in Japan that usually occurs:
+    (in the Spring) on March 20 or 21,
+    (in the Autumn) on September 22 or 23,
+the date of the equinox in Japan Standard Time.
+Due to the necessity of recent astronomical measurements,
+the date of the holiday is not officially declared until February of the previous year
+
+We can't easily compute the equinox for a given year, so we pre-compute a list of those
+from the Tokyo exchange inauguration through 2099,
+using pyephem (http://rhodesmill.org/pyephem/quick.html#equinoxes-solstices).
+For a double check, see:  https://aa.usno.navy.mil/data/docs/EarthSeasons.php
+"""
+import pandas as pd
+from pandas.tseries.holiday import sunday_to_monday
+
+vernal_year_to_march_mapping = {
+    1875: 21, 1876: 20, 1877: 20, 1878: 21, 1879: 21,
+    1880: 20, 1881: 20, 1882: 21, 1883: 21, 1884: 20,
+    1885: 20, 1886: 21, 1887: 21, 1888: 20, 1889: 20,
+    1890: 21, 1891: 21, 1892: 20, 1893: 20, 1894: 20,
+    1895: 21, 1896: 20, 1897: 20, 1898: 20, 1899: 21,
+
+    1900: 21, 1901: 21, 1902: 21, 1903: 22, 1904: 21,
+    1905: 21, 1906: 21, 1907: 22, 1908: 21, 1909: 21,
+    1910: 21, 1911: 22, 1912: 21, 1913: 21, 1914: 21,
+    1915: 22, 1916: 21, 1917: 21, 1918: 21, 1919: 22,
+    1920: 21, 1921: 21, 1922: 21, 1923: 22, 1924: 21,
+    1925: 21, 1926: 21, 1927: 21, 1928: 21, 1929: 21,
+    1930: 21, 1931: 21, 1932: 21, 1933: 21, 1934: 21,
+    1935: 21, 1936: 21, 1937: 21, 1938: 21, 1939: 21,
+    1940: 21, 1941: 21, 1942: 21, 1943: 21, 1944: 21,
+    1945: 21, 1946: 21, 1947: 21, 1948: 21, 1949: 21,
+    1950: 21, 1951: 21, 1952: 21, 1953: 21, 1954: 21,
+    1955: 21, 1956: 21, 1957: 21, 1958: 21, 1959: 21,
+    1960: 20, 1961: 21, 1962: 21, 1963: 21, 1964: 20,
+    1965: 21, 1966: 21, 1967: 21, 1968: 20, 1969: 21,
+    1970: 21, 1971: 21, 1972: 20, 1973: 21, 1974: 21,
+    1975: 21, 1976: 20, 1977: 21, 1978: 21, 1979: 21,
+    1980: 20, 1981: 21, 1982: 21, 1983: 21, 1984: 20,
+    1985: 21, 1986: 21, 1987: 21, 1988: 20, 1989: 21,
+    1990: 21, 1991: 21, 1992: 20, 1993: 20, 1994: 21,
+    1995: 21, 1996: 20, 1997: 20, 1998: 21, 1999: 21,
+
+    2000: 20, 2001: 20, 2002: 21, 2003: 21, 2004: 20,
+    2005: 20, 2006: 21, 2007: 21, 2008: 20, 2009: 20,
+    2010: 21, 2011: 21, 2012: 20, 2013: 20, 2014: 21,
+    2015: 21, 2016: 20, 2017: 20, 2018: 21, 2019: 21,
+    2020: 20, 2021: 20, 2022: 21, 2023: 21, 2024: 20,
+    2025: 20, 2026: 20, 2027: 21, 2028: 20, 2029: 20,
+    2030: 20, 2031: 21, 2032: 20, 2033: 20, 2034: 20,
+    2035: 21, 2036: 20, 2037: 20, 2038: 20, 2039: 21,
+    2040: 20, 2041: 20, 2042: 20, 2043: 21, 2044: 20,
+    2045: 20, 2046: 20, 2047: 21, 2048: 20, 2049: 20,
+    2050: 20, 2051: 21, 2052: 20, 2053: 20, 2054: 20,
+    2055: 21, 2056: 20, 2057: 20, 2058: 20, 2059: 20,
+    2060: 20, 2061: 20, 2062: 20, 2063: 20, 2064: 20,
+    2065: 20, 2066: 20, 2067: 20, 2068: 20, 2069: 20,
+    2070: 20, 2071: 20, 2072: 20, 2073: 20, 2074: 20,
+    2075: 20, 2076: 20, 2077: 20, 2078: 20, 2079: 20,
+    2080: 20, 2081: 20, 2082: 20, 2083: 20, 2084: 20,
+    2085: 20, 2086: 20, 2087: 20, 2088: 20, 2089: 20,
+    2090: 20, 2091: 20, 2092: 19, 2093: 20, 2094: 20,
+    2095: 20, 2096: 19, 2097: 20, 2098: 20, 2099: 20,
+}
+
+autumnal_year_to_september_mapping = {
+    1875: 23, 1876: 23, 1877: 23, 1878: 23, 1879: 23,
+    1880: 23, 1881: 23, 1882: 23, 1883: 23, 1884: 23,
+    1885: 23, 1886: 23, 1887: 23, 1888: 22, 1889: 23,
+    1890: 23, 1891: 23, 1892: 22, 1893: 23, 1894: 23,
+    1895: 23, 1896: 22, 1897: 23, 1898: 23, 1899: 23,
+
+    1900: 23, 1901: 24, 1902: 24, 1903: 24, 1904: 23,
+    1905: 24, 1906: 24, 1907: 24, 1908: 23, 1909: 24,
+    1910: 24, 1911: 24, 1912: 23, 1913: 24, 1914: 24,
+    1915: 24, 1916: 23, 1917: 24, 1918: 24, 1919: 24,
+    1920: 23, 1921: 23, 1922: 24, 1923: 24, 1924: 23,
+    1925: 23, 1926: 24, 1927: 24, 1928: 23, 1929: 23,
+    1930: 24, 1931: 24, 1932: 23, 1933: 23, 1934: 24,
+    1935: 24, 1936: 23, 1937: 23, 1938: 24, 1939: 24,
+    1940: 23, 1941: 23, 1942: 24, 1943: 24, 1944: 23,
+    1945: 23, 1946: 24, 1947: 24, 1948: 23, 1949: 23,
+    1950: 23, 1951: 24, 1952: 23, 1953: 23, 1954: 23,
+    1955: 24, 1956: 23, 1957: 23, 1958: 23, 1959: 24,
+    1960: 23, 1961: 23, 1962: 23, 1963: 24, 1964: 23,
+    1965: 23, 1966: 23, 1967: 24, 1968: 23, 1969: 23,
+    1970: 23, 1971: 24, 1972: 23, 1973: 23, 1974: 23,
+    1975: 24, 1976: 23, 1977: 23, 1978: 23, 1979: 24,
+    1980: 23, 1981: 23, 1982: 23, 1983: 23, 1984: 23,
+    1985: 23, 1986: 23, 1987: 23, 1988: 23, 1989: 23,
+    1990: 23, 1991: 23, 1992: 23, 1993: 23, 1994: 23,
+    1995: 23, 1996: 23, 1997: 23, 1998: 23, 1999: 23,
+
+    2000: 23, 2001: 23, 2002: 23, 2003: 23, 2004: 23,
+    2005: 23, 2006: 23, 2007: 23, 2008: 23, 2009: 23,
+    2010: 23, 2011: 23, 2012: 22, 2013: 23, 2014: 23,
+    2015: 23, 2016: 22, 2017: 23, 2018: 23, 2019: 23,
+    2020: 22, 2021: 23, 2022: 23, 2023: 23, 2024: 22,
+    2025: 23, 2026: 23, 2027: 23, 2028: 22, 2029: 23,
+    2030: 23, 2031: 23, 2032: 22, 2033: 23, 2034: 23,
+    2035: 23, 2036: 22, 2037: 23, 2038: 23, 2039: 23,
+    2040: 22, 2041: 23, 2042: 23, 2043: 23, 2044: 22,
+    2045: 22, 2046: 23, 2047: 23, 2048: 22, 2049: 22,
+    2050: 23, 2051: 23, 2052: 22, 2053: 22, 2054: 23,
+    2055: 23, 2056: 22, 2057: 22, 2058: 23, 2059: 23,
+    2060: 22, 2061: 22, 2062: 23, 2063: 23, 2064: 22,
+    2065: 22, 2066: 23, 2067: 23, 2068: 22, 2069: 22,
+    2070: 23, 2071: 23, 2072: 22, 2073: 22, 2074: 23,
+    2075: 23, 2076: 22, 2077: 22, 2078: 22, 2079: 23,
+    2080: 22, 2081: 22, 2082: 22, 2083: 23, 2084: 22,
+    2085: 22, 2086: 22, 2087: 23, 2088: 22, 2089: 22,
+    2090: 22, 2091: 23, 2092: 22, 2093: 22, 2094: 22,
+    2095: 23, 2096: 22, 2097: 22, 2098: 22, 2099: 23,
+}
+
+
+def vernal_equinox_for_year(year):
+    day = vernal_year_to_march_mapping.get(year, 20)
+    return pd.Timestamp(year, 3, day)
+
+
+def vernal_equinox(dt):
+    year = dt.year
+    equinox = vernal_equinox_for_year(year)
+    return sunday_to_monday(equinox) if year >= 1973 else equinox
+
+
+def autumnal_equinox_for_year(year):
+    day = autumnal_year_to_september_mapping.get(year, 23)
+    return pd.Timestamp(year, 9, day)
+
+
+def autumnal_equinox(dt):
+    year = dt.year
+    equinox = autumnal_equinox_for_year(year)
+    return sunday_to_monday(equinox) if year >= 1973 else equinox
+
+
+def autumnal_citizen_dates(start=2003, end=2099):
+    dates = []
+    for year in range(start, end):
+        respect_for_aged = pd.Timestamp(year, 9, 1) + pd.offsets.WeekOfMonth(week=2, weekday=0)
+        equinox = autumnal_equinox_for_year(year)
+        if (equinox - respect_for_aged).days == 2:
+            dates.append(respect_for_aged + pd.offsets.Day())
+    return dates