pandas-market-calendars 4.3.0__py3-none-any.whl → 4.3.1__py3-none-any.whl
Sign up to get free protection for your applications and to get access to all the features.
- pandas_market_calendars/calendars/__init__.py +0 -0
- pandas_market_calendars/calendars/asx.py +63 -0
- pandas_market_calendars/calendars/bmf.py +227 -0
- pandas_market_calendars/calendars/bse.py +409 -0
- pandas_market_calendars/calendars/cboe.py +115 -0
- pandas_market_calendars/calendars/cme.py +240 -0
- pandas_market_calendars/calendars/cme_globex_agriculture.py +103 -0
- pandas_market_calendars/calendars/cme_globex_base.py +103 -0
- pandas_market_calendars/calendars/cme_globex_crypto.py +147 -0
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +138 -0
- pandas_market_calendars/calendars/cme_globex_equities.py +104 -0
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +113 -0
- pandas_market_calendars/calendars/cme_globex_fx.py +78 -0
- pandas_market_calendars/calendars/eurex.py +119 -0
- pandas_market_calendars/calendars/hkex.py +408 -0
- pandas_market_calendars/calendars/ice.py +65 -0
- pandas_market_calendars/calendars/iex.py +98 -0
- pandas_market_calendars/calendars/jpx.py +103 -0
- pandas_market_calendars/calendars/lse.py +91 -0
- pandas_market_calendars/calendars/mirror.py +114 -0
- pandas_market_calendars/calendars/nyse.py +1127 -0
- pandas_market_calendars/calendars/ose.py +150 -0
- pandas_market_calendars/calendars/sifma.py +297 -0
- pandas_market_calendars/calendars/six.py +114 -0
- pandas_market_calendars/calendars/sse.py +290 -0
- pandas_market_calendars/calendars/tase.py +195 -0
- pandas_market_calendars/calendars/tsx.py +159 -0
- pandas_market_calendars/holidays/__init__.py +0 -0
- pandas_market_calendars/holidays/cme.py +340 -0
- pandas_market_calendars/holidays/cme_globex.py +198 -0
- pandas_market_calendars/holidays/cn.py +1436 -0
- pandas_market_calendars/holidays/jp.py +396 -0
- pandas_market_calendars/holidays/jpx_equinox.py +147 -0
- pandas_market_calendars/holidays/nyse.py +1472 -0
- pandas_market_calendars/holidays/oz.py +65 -0
- pandas_market_calendars/holidays/sifma.py +321 -0
- pandas_market_calendars/holidays/uk.py +180 -0
- pandas_market_calendars/holidays/us.py +360 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/METADATA +1 -1
- pandas_market_calendars-4.3.1.dist-info/RECORD +49 -0
- pandas_market_calendars-4.3.0.dist-info/RECORD +0 -11
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/WHEEL +0 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/top_level.txt +0 -0
@@ -0,0 +1,1472 @@
|
|
1
|
+
import pandas as pd
|
2
|
+
from dateutil.relativedelta import (MO, TH, TU)
|
3
|
+
from pandas import (DateOffset, Timestamp, date_range)
|
4
|
+
from datetime import timedelta
|
5
|
+
from pandas.tseries.holiday import (Holiday, nearest_workday, sunday_to_monday, Easter)
|
6
|
+
from pandas.tseries.offsets import Day, CustomBusinessDay
|
7
|
+
|
8
|
+
from pandas_market_calendars.market_calendar import ( MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY)
|
9
|
+
|
10
|
+
################################################################################################
|
11
|
+
# main reference:
|
12
|
+
# https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
|
13
|
+
#
|
14
|
+
# See nyse.py for details
|
15
|
+
#################################################################################################
|
16
|
+
|
17
|
+
def previous_saturday(dt):
|
18
|
+
"""
|
19
|
+
If holiday falls on Sunday, Monday or Tuesday, Saturday there is no trading
|
20
|
+
"""
|
21
|
+
if dt.weekday() == MONDAY:
|
22
|
+
return dt - timedelta(2)
|
23
|
+
elif dt.weekday() == TUESDAY:
|
24
|
+
return dt - timedelta(3)
|
25
|
+
elif dt.weekday() == SUNDAY:
|
26
|
+
return dt - timedelta(1)
|
27
|
+
return dt
|
28
|
+
|
29
|
+
def next_saturday(dt):
|
30
|
+
"""
|
31
|
+
If holiday falls on Thursday or Friday, the next Saturday there is no trading
|
32
|
+
"""
|
33
|
+
if dt.weekday() == THURSDAY:
|
34
|
+
return dt + timedelta(2)
|
35
|
+
elif dt.weekday() == FRIDAY:
|
36
|
+
return dt + timedelta(1)
|
37
|
+
return dt
|
38
|
+
|
39
|
+
####################################################
|
40
|
+
# US New Years Day Jan 1
|
41
|
+
# Closed every year since the stock market opened
|
42
|
+
#####################################################
|
43
|
+
USNewYearsDayNYSEpost1952 = Holiday(
|
44
|
+
'New Years Day',
|
45
|
+
month=1,
|
46
|
+
day=1,
|
47
|
+
start_date = Timestamp('1952-09-29'),
|
48
|
+
# When Jan 1 is a Sunday, US markets observe the subsequent Monday.
|
49
|
+
# When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
|
50
|
+
observance=sunday_to_monday,
|
51
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,)
|
52
|
+
)
|
53
|
+
|
54
|
+
USNewYearsDayNYSEpre1952 = Holiday(
|
55
|
+
'New Years Day Before Saturday Trading Ceased',
|
56
|
+
month=1,
|
57
|
+
day=1,
|
58
|
+
end_date = Timestamp('1952-09-28'),
|
59
|
+
observance=sunday_to_monday,
|
60
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY,)
|
61
|
+
)
|
62
|
+
|
63
|
+
NewYearsEve1pmCloseAdhoc = [
|
64
|
+
#Timestamp('1999-12-31', tz='UTC'), # Disputed. Not in reference source
|
65
|
+
]
|
66
|
+
|
67
|
+
# Not every Saturday before/after Christmas is a holiday
|
68
|
+
SatBeforeNewYearsAdhoc = [
|
69
|
+
Timestamp('1916-12-30', tz='UTC')
|
70
|
+
]
|
71
|
+
|
72
|
+
USMartinLutherKingJrAfter1998 = Holiday(
|
73
|
+
'Dr. Martin Luther King Jr. Day',
|
74
|
+
month=1,
|
75
|
+
day=1,
|
76
|
+
# The US markets didn't observe MLK day as a holiday until 1998.
|
77
|
+
start_date=Timestamp('1998-01-01'),
|
78
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
|
79
|
+
offset=DateOffset(weekday=MO(3)),
|
80
|
+
)
|
81
|
+
#########################################################################
|
82
|
+
# US Presidents Day Feb
|
83
|
+
# Lincoln's birthday closed every year 1896-1953
|
84
|
+
# Washington's birthday closed every year. Observed Mondays since 1971
|
85
|
+
# Grant's birthday was celebrated once in 1897
|
86
|
+
##########################################################################
|
87
|
+
USPresidentsDay = Holiday('President''s Day',
|
88
|
+
start_date=Timestamp('1971-01-01'),
|
89
|
+
month=2, day=1,
|
90
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
|
91
|
+
offset=DateOffset(weekday=MO(3)))
|
92
|
+
|
93
|
+
USWashingtonsBirthDayBefore1952 = Holiday(
|
94
|
+
'Washington''s Birthday',
|
95
|
+
month=2,
|
96
|
+
day=22,
|
97
|
+
end_date=Timestamp('1952-09-28'),
|
98
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY,),
|
99
|
+
observance=sunday_to_monday,
|
100
|
+
)
|
101
|
+
USWashingtonsBirthDay1952to1963 = Holiday(
|
102
|
+
'Washington''s Birthday',
|
103
|
+
month=2,
|
104
|
+
day=22,
|
105
|
+
start_date=Timestamp('1952-09-29'),
|
106
|
+
end_date=Timestamp('1963-12-31'),
|
107
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
|
108
|
+
observance=sunday_to_monday,
|
109
|
+
)
|
110
|
+
|
111
|
+
USWashingtonsBirthDay1964to1970 = Holiday(
|
112
|
+
'Washington''s Birthday',
|
113
|
+
month=2,
|
114
|
+
day=22,
|
115
|
+
start_date=Timestamp('1964-01-01'),
|
116
|
+
end_date=Timestamp('1970-12-31'),
|
117
|
+
observance=nearest_workday,
|
118
|
+
)
|
119
|
+
# Not all Saturdays before Washingtons birthday were holidays (e.g. 1920)
|
120
|
+
SatBeforeWashingtonsBirthdayAdhoc = [
|
121
|
+
Timestamp('1903-02-21', tz='UTC'),
|
122
|
+
]
|
123
|
+
# Not all Saturdays after Washington's brithday were holidays (e.g. 1918)
|
124
|
+
SatAfterWashingtonsBirthdayAdhoc = [
|
125
|
+
Timestamp('1901-02-23', tz='UTC'),
|
126
|
+
Timestamp('1907-02-23', tz='UTC'),
|
127
|
+
Timestamp('1929-02-23', tz='UTC'),
|
128
|
+
Timestamp('1946-02-23', tz='UTC')
|
129
|
+
]
|
130
|
+
|
131
|
+
USLincolnsBirthDayBefore1954 = Holiday(
|
132
|
+
'Lincoln''s Birthday',
|
133
|
+
month=2,
|
134
|
+
day=12,
|
135
|
+
start_date=Timestamp('1896-01-01'),
|
136
|
+
end_date=Timestamp('1953-12-31'),
|
137
|
+
observance=sunday_to_monday,
|
138
|
+
)
|
139
|
+
# Not all Saturdays before/after Lincoln's birthday were holidays
|
140
|
+
SatBeforeAfterLincolnsBirthdayAdhoc = [
|
141
|
+
Timestamp('1899-02-11', tz='UTC'),
|
142
|
+
Timestamp('1909-02-13', tz='UTC')
|
143
|
+
]
|
144
|
+
|
145
|
+
# 1968-02-12. Offices were open but trading floor was closed
|
146
|
+
LincolnsBirthDayAdhoc = [Timestamp('1968-02-12', tz='UTC')]
|
147
|
+
|
148
|
+
GrantsBirthDayAdhoc = [Timestamp('1897-04-27', tz='UTC')]
|
149
|
+
|
150
|
+
############################################################
|
151
|
+
# Good Friday
|
152
|
+
# closed every year except 1898, 1906, and 1907
|
153
|
+
############################################################
|
154
|
+
GoodFriday = Holiday(
|
155
|
+
"Good Friday 1908+",
|
156
|
+
start_date=Timestamp('1908-01-01'),
|
157
|
+
month=1,
|
158
|
+
day=1,
|
159
|
+
offset=[Easter(), Day(-2)]
|
160
|
+
)
|
161
|
+
GoodFridayPre1898 = Holiday(
|
162
|
+
"Good Friday Before 1898",
|
163
|
+
start_date=Timestamp('1885-01-01'),
|
164
|
+
end_date=Timestamp('1897-12-31'),
|
165
|
+
month=1,
|
166
|
+
day=1,
|
167
|
+
offset=[Easter(), Day(-2)]
|
168
|
+
)
|
169
|
+
GoodFriday1899to1905 = Holiday(
|
170
|
+
"Good Friday 1899 to 1905",
|
171
|
+
start_date=Timestamp('1899-01-01'),
|
172
|
+
end_date=Timestamp('1905-12-31'),
|
173
|
+
month=1,
|
174
|
+
day=1,
|
175
|
+
offset=[Easter(), Day(-2)]
|
176
|
+
)
|
177
|
+
#Not every saturday after Good Friday is a holiday (e.g. 1904)
|
178
|
+
SatAfterGoodFridayAdhoc = [
|
179
|
+
Timestamp("1900-04-14", tz='UTC'),
|
180
|
+
Timestamp("1901-04-06", tz='UTC'),
|
181
|
+
Timestamp("1902-03-29", tz='UTC'),
|
182
|
+
Timestamp("1903-04-11", tz='UTC'),
|
183
|
+
Timestamp("1905-04-22", tz='UTC'),
|
184
|
+
Timestamp("1907-03-30", tz='UTC'),
|
185
|
+
Timestamp("1908-04-18", tz='UTC'),
|
186
|
+
Timestamp("1909-04-10", tz='UTC'),
|
187
|
+
Timestamp("1910-03-26", tz='UTC'),
|
188
|
+
Timestamp("1911-04-15", tz='UTC'),
|
189
|
+
Timestamp("1913-03-22", tz='UTC'),
|
190
|
+
Timestamp("1920-04-03", tz='UTC'),
|
191
|
+
Timestamp("1929-03-30", tz='UTC'),
|
192
|
+
Timestamp("1930-04-19", tz='UTC')
|
193
|
+
]
|
194
|
+
|
195
|
+
##################################################
|
196
|
+
# US Memorial Day (Decoration Day) May 30
|
197
|
+
# Closed every year since 1873
|
198
|
+
# Observed on Monday since 1971
|
199
|
+
##################################################
|
200
|
+
USMemorialDay = Holiday(
|
201
|
+
'Memorial Day',
|
202
|
+
month=5,
|
203
|
+
day=25,
|
204
|
+
start_date=Timestamp('1971-01-01'),
|
205
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
|
206
|
+
offset=DateOffset(weekday=MO(1)),
|
207
|
+
)
|
208
|
+
USMemorialDayBefore1952 = Holiday(
|
209
|
+
'Memorial Day',
|
210
|
+
month=5,
|
211
|
+
day=30,
|
212
|
+
end_date=Timestamp('1952-09-28'),
|
213
|
+
observance=sunday_to_monday,
|
214
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY)
|
215
|
+
)
|
216
|
+
USMemorialDay1952to1964 = Holiday(
|
217
|
+
'Memorial Day',
|
218
|
+
month=5,
|
219
|
+
day=30,
|
220
|
+
start_date=Timestamp('1952-09-29'),
|
221
|
+
end_date=Timestamp('1963-12-31'),
|
222
|
+
observance=sunday_to_monday,
|
223
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY)
|
224
|
+
)
|
225
|
+
|
226
|
+
USMemorialDay1964to1969 = Holiday(
|
227
|
+
'Memorial Day',
|
228
|
+
month=5,
|
229
|
+
day=30,
|
230
|
+
start_date=Timestamp('1964-01-01'),
|
231
|
+
end_date=Timestamp('1969-12-31'),
|
232
|
+
observance=nearest_workday,
|
233
|
+
)
|
234
|
+
|
235
|
+
# Not all Saturdays before/after Decoration Day were observed
|
236
|
+
SatBeforeDecorationAdhoc = [
|
237
|
+
Timestamp('1904-05-28', tz='UTC'),
|
238
|
+
Timestamp('1909-05-29', tz='UTC'),
|
239
|
+
Timestamp('1910-05-28', tz='UTC'),
|
240
|
+
Timestamp('1921-05-28', tz='UTC'),
|
241
|
+
Timestamp('1926-05-29', tz='UTC'),
|
242
|
+
Timestamp('1937-05-29', tz='UTC'),
|
243
|
+
]
|
244
|
+
SatAfterDecorationAdhoc = [
|
245
|
+
Timestamp('1902-05-31', tz='UTC'),
|
246
|
+
Timestamp('1913-05-31', tz='UTC'),
|
247
|
+
Timestamp('1919-05-31', tz='UTC'),
|
248
|
+
Timestamp('1924-05-31', tz='UTC'),
|
249
|
+
Timestamp('1930-05-31', tz='UTC'),
|
250
|
+
]
|
251
|
+
|
252
|
+
DayBeforeDecorationAdhoc = [
|
253
|
+
Timestamp('1899-05-29', tz='UTC'),
|
254
|
+
Timestamp('1961-05-29', tz='UTC')
|
255
|
+
]
|
256
|
+
|
257
|
+
#######################################
|
258
|
+
# US Juneteenth (June 19th)
|
259
|
+
#######################################
|
260
|
+
USJuneteenthAfter2022 = Holiday(
|
261
|
+
'Juneteenth Starting at 2022',
|
262
|
+
start_date=Timestamp('2022-06-19'),
|
263
|
+
month=6, day=19,
|
264
|
+
observance=nearest_workday,
|
265
|
+
)
|
266
|
+
|
267
|
+
#######################################
|
268
|
+
# US Independence Day July 4
|
269
|
+
#######################################
|
270
|
+
USIndependenceDay = Holiday(
|
271
|
+
'July 4th',
|
272
|
+
month=7,
|
273
|
+
day=4,
|
274
|
+
start_date=Timestamp('1954-01-01'),
|
275
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
|
276
|
+
observance=nearest_workday,
|
277
|
+
)
|
278
|
+
USIndependenceDayPre1952 = Holiday(
|
279
|
+
'July 4th',
|
280
|
+
month=7,
|
281
|
+
day=4,
|
282
|
+
end_date=Timestamp('1952-09-28'),
|
283
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY),
|
284
|
+
observance=sunday_to_monday,
|
285
|
+
)
|
286
|
+
USIndependenceDay1952to1954 = Holiday(
|
287
|
+
'July 4th',
|
288
|
+
month=7,
|
289
|
+
day=4,
|
290
|
+
start_date=Timestamp('1952-09-29'),
|
291
|
+
end_date=Timestamp('1953-12-31'),
|
292
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
|
293
|
+
observance=sunday_to_monday,
|
294
|
+
)
|
295
|
+
|
296
|
+
MonTuesThursBeforeIndependenceDay = Holiday(
|
297
|
+
# When July 4th is a Tuesday, Wednesday, or Friday, the previous day is a
|
298
|
+
# half day.
|
299
|
+
'Mondays, Tuesdays, and Thursdays Before Independence Day',
|
300
|
+
month=7,
|
301
|
+
day=3,
|
302
|
+
days_of_week=(MONDAY, TUESDAY, THURSDAY),
|
303
|
+
start_date=Timestamp("1995-01-01"),
|
304
|
+
)
|
305
|
+
|
306
|
+
FridayAfterIndependenceDayNYSEpre2013 = Holiday(
|
307
|
+
# When July 4th is a Thursday, the next day is a half day prior to 2013.
|
308
|
+
# Since 2013 the early close is on Wednesday and Friday is a full day
|
309
|
+
"Fridays after Independence Day prior to 2013",
|
310
|
+
month=7,
|
311
|
+
day=5,
|
312
|
+
days_of_week=(FRIDAY,),
|
313
|
+
start_date=Timestamp("1996-01-01"),
|
314
|
+
end_date=Timestamp("2012-12-31"),
|
315
|
+
)
|
316
|
+
|
317
|
+
WednesdayBeforeIndependenceDayPost2013 = Holiday(
|
318
|
+
# When July 4th is a Thursday, the next day is a half day prior to 2013.
|
319
|
+
# Since 2013 the early close is on Wednesday and Friday is a full day
|
320
|
+
"Wednesdays Before Independence Day including and after 2013",
|
321
|
+
month=7,
|
322
|
+
day=3,
|
323
|
+
days_of_week=(WEDNESDAY,),
|
324
|
+
start_date=Timestamp("2013-01-01"),
|
325
|
+
)
|
326
|
+
|
327
|
+
MonBeforeIndependenceDayAdhoc = [
|
328
|
+
Timestamp('1899-07-03', tz='UTC'),
|
329
|
+
]
|
330
|
+
|
331
|
+
# Not all Saturdays before/after Independence day are observed
|
332
|
+
SatBeforeIndependenceDayAdhoc = [
|
333
|
+
Timestamp('1887-07-02', tz='UTC'),
|
334
|
+
Timestamp('1892-07-02', tz='UTC'),
|
335
|
+
Timestamp('1898-07-02', tz='UTC'),
|
336
|
+
Timestamp('1904-07-02', tz='UTC'),
|
337
|
+
Timestamp('1909-07-03', tz='UTC'),
|
338
|
+
Timestamp('1910-07-02', tz='UTC'),
|
339
|
+
Timestamp('1920-07-03', tz='UTC'),
|
340
|
+
Timestamp('1921-07-02', tz='UTC'),
|
341
|
+
Timestamp('1926-07-03', tz='UTC'),
|
342
|
+
Timestamp('1932-07-02', tz='UTC'),
|
343
|
+
Timestamp('1937-07-03', tz='UTC'),
|
344
|
+
]
|
345
|
+
|
346
|
+
SatAfterIndependenceDayAdhoc = [
|
347
|
+
Timestamp('1890-07-05', tz='UTC'),
|
348
|
+
Timestamp('1902-07-05', tz='UTC'),
|
349
|
+
Timestamp('1913-07-05', tz='UTC'),
|
350
|
+
Timestamp('1919-07-05', tz='UTC'),
|
351
|
+
Timestamp('1930-07-05', tz='UTC'),
|
352
|
+
]
|
353
|
+
|
354
|
+
DaysAfterIndependenceDayAdhoc = [
|
355
|
+
Timestamp('1901-07-05', tz='UTC'),
|
356
|
+
Timestamp('1901-07-06', tz='UTC'),
|
357
|
+
Timestamp('1968-07-05', tz='UTC')
|
358
|
+
]
|
359
|
+
|
360
|
+
DaysBeforeIndependenceDay1pmEarlyCloseAdhoc = [
|
361
|
+
Timestamp('2013-07-03', tz='UTC')
|
362
|
+
]
|
363
|
+
|
364
|
+
#################################################
|
365
|
+
# US Labor Day Starting 1887
|
366
|
+
#################################################
|
367
|
+
USLaborDayStarting1887 = Holiday(
|
368
|
+
"Labor Day",
|
369
|
+
month=9,
|
370
|
+
day=1,
|
371
|
+
start_date=Timestamp("1887-01-01"),
|
372
|
+
offset=DateOffset(weekday=MO(1))
|
373
|
+
)
|
374
|
+
|
375
|
+
# Not every Saturday before Labor Day is observed. 1894 is an example.
|
376
|
+
SatBeforeLaborDayAdhoc = [
|
377
|
+
Timestamp('1888-09-01', tz='UTC'),
|
378
|
+
Timestamp('1898-09-03', tz='UTC'),
|
379
|
+
Timestamp('1900-09-01', tz='UTC'),
|
380
|
+
Timestamp('1901-08-31', tz='UTC'),
|
381
|
+
Timestamp('1902-08-30', tz='UTC'),
|
382
|
+
Timestamp('1903-09-05', tz='UTC'),
|
383
|
+
Timestamp('1904-09-03', tz='UTC'),
|
384
|
+
Timestamp('1907-08-31', tz='UTC'),
|
385
|
+
Timestamp('1908-09-05', tz='UTC'),
|
386
|
+
Timestamp('1909-09-04', tz='UTC'),
|
387
|
+
Timestamp('1910-09-03', tz='UTC'),
|
388
|
+
Timestamp('1911-09-02', tz='UTC'),
|
389
|
+
Timestamp('1912-08-31', tz='UTC'),
|
390
|
+
Timestamp('1913-08-30', tz='UTC'),
|
391
|
+
Timestamp('1917-09-01', tz='UTC'),
|
392
|
+
Timestamp('1919-08-30', tz='UTC'),
|
393
|
+
Timestamp('1920-09-04', tz='UTC'),
|
394
|
+
Timestamp('1921-09-03', tz='UTC'),
|
395
|
+
Timestamp('1926-09-04', tz='UTC'),
|
396
|
+
Timestamp('1929-08-31', tz='UTC'),
|
397
|
+
Timestamp('1930-08-30', tz='UTC'),
|
398
|
+
Timestamp('1931-09-05', tz='UTC'),
|
399
|
+
]
|
400
|
+
|
401
|
+
###################################################
|
402
|
+
# US Election Day Nov 2
|
403
|
+
###################################################
|
404
|
+
USElectionDay1848to1967 = Holiday(
|
405
|
+
'Election Day',
|
406
|
+
month=11,
|
407
|
+
day=2,
|
408
|
+
start_date=Timestamp('1848-1-1'),
|
409
|
+
end_date=Timestamp('1967-12-31'),
|
410
|
+
offset=DateOffset(weekday=TU(1)),
|
411
|
+
)
|
412
|
+
|
413
|
+
USElectionDay1968to1980Adhoc = [
|
414
|
+
Timestamp('1968-11-05', tz="UTC"),
|
415
|
+
Timestamp('1972-11-07', tz="UTC"),
|
416
|
+
Timestamp('1976-11-02', tz="UTC"),
|
417
|
+
Timestamp('1980-11-04', tz="UTC")]
|
418
|
+
|
419
|
+
################################################
|
420
|
+
# US Thanksgiving Nov 30
|
421
|
+
################################################
|
422
|
+
USThanksgivingDay = Holiday(
|
423
|
+
'Thanksgiving',
|
424
|
+
start_date=Timestamp('1942-01-01'),
|
425
|
+
month=11, day=1,
|
426
|
+
offset=DateOffset(weekday=TH(4))
|
427
|
+
)
|
428
|
+
|
429
|
+
USThanksgivingDayBefore1939 = Holiday(
|
430
|
+
'Thanksgiving Before 1939',
|
431
|
+
start_date=Timestamp('1864-01-01'),
|
432
|
+
end_date=Timestamp('1938-12-31'),
|
433
|
+
month=11, day=30,
|
434
|
+
offset=DateOffset(weekday=TH(-1))
|
435
|
+
)
|
436
|
+
|
437
|
+
USThanksgivingDay1939to1941 = Holiday(
|
438
|
+
'Thanksgiving 1939 to 1941',
|
439
|
+
start_date=Timestamp('1939-01-01'),
|
440
|
+
end_date=Timestamp('1941-12-31'),
|
441
|
+
month=11, day=30,
|
442
|
+
offset=DateOffset(weekday=TH(-2))
|
443
|
+
)
|
444
|
+
|
445
|
+
DayAfterThanksgiving2pmEarlyCloseBefore1993 = Holiday(
|
446
|
+
'Black Friday',
|
447
|
+
month=11,
|
448
|
+
day=1,
|
449
|
+
# Black Friday was not observed until 1992.
|
450
|
+
start_date=Timestamp('1992-01-01'),
|
451
|
+
end_date=Timestamp('1993-01-01'),
|
452
|
+
offset=[DateOffset(weekday=TH(4)), Day(1)],
|
453
|
+
)
|
454
|
+
|
455
|
+
DayAfterThanksgiving1pmEarlyCloseInOrAfter1993 = Holiday(
|
456
|
+
'Black Friday',
|
457
|
+
month=11,
|
458
|
+
day=1,
|
459
|
+
start_date=Timestamp('1993-01-01'),
|
460
|
+
offset=[DateOffset(weekday=TH(4)), Day(1)],
|
461
|
+
)
|
462
|
+
|
463
|
+
FridayAfterThanksgivingAdHoc = [
|
464
|
+
Timestamp('1888-11-30', tz='UTC'),
|
465
|
+
]
|
466
|
+
|
467
|
+
################################
|
468
|
+
# Christmas Dec 25
|
469
|
+
################################
|
470
|
+
ChristmasNYSE = Holiday(
|
471
|
+
'Christmas',
|
472
|
+
month=12,
|
473
|
+
day=25,
|
474
|
+
start_date=Timestamp('1999-01-01'),
|
475
|
+
observance=nearest_workday,
|
476
|
+
)
|
477
|
+
|
478
|
+
Christmas54to98NYSE = Holiday(
|
479
|
+
'Christmas',
|
480
|
+
month=12,
|
481
|
+
day=25,
|
482
|
+
start_date=Timestamp('1954-01-01'),
|
483
|
+
end_date=Timestamp('1998-12-31'),
|
484
|
+
observance=nearest_workday,
|
485
|
+
)
|
486
|
+
|
487
|
+
ChristmasBefore1954 = Holiday(
|
488
|
+
'Christmas',
|
489
|
+
month=12,
|
490
|
+
day=25,
|
491
|
+
end_date=Timestamp('1953-12-31'),
|
492
|
+
observance=sunday_to_monday,
|
493
|
+
)
|
494
|
+
|
495
|
+
# Only some Christmas Eve's were fully close
|
496
|
+
ChristmasEvesAdhoc = [
|
497
|
+
Timestamp('1900-12-24', tz='UTC'),
|
498
|
+
Timestamp('1945-12-24', tz='UTC'),
|
499
|
+
Timestamp('1956-12-24', tz='UTC'),
|
500
|
+
]
|
501
|
+
|
502
|
+
DayAfterChristmasAdhoc = [
|
503
|
+
Timestamp('1958-12-26', tz='UTC'),
|
504
|
+
]
|
505
|
+
|
506
|
+
DayAfterChristmas1pmEarlyCloseAdhoc = [
|
507
|
+
Timestamp('1997-12-26', tz='UTC'),
|
508
|
+
Timestamp('2003-12-26', tz='UTC'),
|
509
|
+
]
|
510
|
+
|
511
|
+
ChristmasEvePost1999Early1pmClose = Holiday(
|
512
|
+
# When Christmas Eve is Mon-Thu it is a 1pm early close
|
513
|
+
'Mondays, Tuesdays, Wednesdays, and Thursdays Before Christmas',
|
514
|
+
month=12,
|
515
|
+
day=24,
|
516
|
+
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
|
517
|
+
start_date=Timestamp("1999-01-01"),
|
518
|
+
)
|
519
|
+
|
520
|
+
ChristmasEve1pmEarlyCloseAdhoc = [
|
521
|
+
Timestamp('1951-12-24', tz='UTC'),
|
522
|
+
Timestamp('1996-12-24', tz='UTC'),
|
523
|
+
Timestamp('1997-12-24', tz='UTC'),
|
524
|
+
Timestamp('1998-12-24', tz='UTC'),
|
525
|
+
Timestamp('1999-12-24', tz='UTC'),
|
526
|
+
]
|
527
|
+
|
528
|
+
# Only some Christmas Eve's were 2pm early close (1976-1979 were not)
|
529
|
+
ChristmasEve2pmEarlyCloseAdhoc = [
|
530
|
+
Timestamp('1974-12-24', tz='UTC'),
|
531
|
+
Timestamp('1975-12-24', tz='UTC'),
|
532
|
+
Timestamp('1990-12-24', tz='UTC'), #### This one was also in the 1pm list, in the tests you check for 2pm
|
533
|
+
Timestamp('1991-12-24', tz='UTC'),
|
534
|
+
Timestamp('1992-12-24', tz='UTC'),
|
535
|
+
]
|
536
|
+
|
537
|
+
# Not every Saturday before/after Christmas is a holiday
|
538
|
+
SatBeforeChristmasAdhoc = [
|
539
|
+
Timestamp('1887-12-24', tz='UTC'),
|
540
|
+
Timestamp('1898-12-24', tz='UTC'),
|
541
|
+
Timestamp('1904-12-24', tz='UTC'),
|
542
|
+
Timestamp('1910-12-24', tz='UTC'),
|
543
|
+
Timestamp('1911-12-23', tz='UTC'),
|
544
|
+
Timestamp('1922-12-23', tz='UTC'),
|
545
|
+
Timestamp('1949-12-24', tz='UTC'),
|
546
|
+
Timestamp('1950-12-23', tz='UTC'),
|
547
|
+
]
|
548
|
+
|
549
|
+
SatAfterChristmasAdhoc = [
|
550
|
+
Timestamp('1891-12-26', tz='UTC'),
|
551
|
+
Timestamp('1896-12-26', tz='UTC'),
|
552
|
+
Timestamp('1903-12-26', tz='UTC'),
|
553
|
+
Timestamp('1908-12-26', tz='UTC'),
|
554
|
+
Timestamp('1925-12-26', tz='UTC'),
|
555
|
+
Timestamp('1931-12-26', tz='UTC'),
|
556
|
+
Timestamp('1936-12-26', tz='UTC'),
|
557
|
+
]
|
558
|
+
|
559
|
+
|
560
|
+
#####################################
|
561
|
+
# Retired holidays
|
562
|
+
#####################################
|
563
|
+
# Armistice/Veterans day
|
564
|
+
USVeteransDay1934to1953 = Holiday(
|
565
|
+
'Veteran Day',
|
566
|
+
month=11,
|
567
|
+
day=11,
|
568
|
+
start_date=Timestamp('1934-1-1'),
|
569
|
+
end_date=Timestamp('1953-12-31'),
|
570
|
+
observance=sunday_to_monday,
|
571
|
+
)
|
572
|
+
|
573
|
+
USVetransDayAdHoc = [
|
574
|
+
Timestamp("1921-11-11", tz="UTC"),
|
575
|
+
Timestamp("1968-11-11", tz="UTC")
|
576
|
+
]
|
577
|
+
|
578
|
+
USColumbusDayBefore1954 = Holiday(
|
579
|
+
'Columbus Day',
|
580
|
+
month=10,
|
581
|
+
day=12,
|
582
|
+
start_date=Timestamp('1909-01-01'),
|
583
|
+
end_date=Timestamp('1953-12-31'),
|
584
|
+
observance=sunday_to_monday,
|
585
|
+
)
|
586
|
+
|
587
|
+
SatAfterColumbusDayAdHoc = [
|
588
|
+
Timestamp("1917-10-13", tz="UTC"),
|
589
|
+
Timestamp("1945-10-13", tz="UTC"),
|
590
|
+
]
|
591
|
+
|
592
|
+
|
593
|
+
##########################
|
594
|
+
# Non-recurring holidays
|
595
|
+
##########################
|
596
|
+
|
597
|
+
# 1885
|
598
|
+
UlyssesGrantFuneral1885 = [Timestamp('1885-08-08', tz='UTC')]
|
599
|
+
|
600
|
+
# 1888
|
601
|
+
GreatBlizzardOf1888 = [
|
602
|
+
Timestamp('1888-03-12', tz='UTC'),
|
603
|
+
Timestamp('1888-03-13', tz='UTC'),
|
604
|
+
]
|
605
|
+
|
606
|
+
# 1889
|
607
|
+
WashingtonInaugurationCentennialCelebration1889 = [
|
608
|
+
Timestamp("1889-04-29", tz='UTC'),
|
609
|
+
Timestamp("1889-04-30", tz='UTC'),
|
610
|
+
Timestamp("1889-05-01", tz='UTC'),
|
611
|
+
]
|
612
|
+
|
613
|
+
|
614
|
+
# 1892
|
615
|
+
ColumbianCelebration1892 = [
|
616
|
+
Timestamp("1892-10-12", tz='UTC'),
|
617
|
+
Timestamp("1892-10-21", tz='UTC'),
|
618
|
+
Timestamp("1892-10-22", tz='UTC'),
|
619
|
+
Timestamp("1893-04-27", tz='UTC'),
|
620
|
+
]
|
621
|
+
|
622
|
+
# 1898
|
623
|
+
# NYC's 5 boroughs founded as NYC
|
624
|
+
# Not actually celebrated due to Spanish-American war but market was closed
|
625
|
+
CharterDay1898 = [Timestamp('1898-05-04', tz='UTC')]
|
626
|
+
|
627
|
+
WelcomeNavalCommander1898 = [Timestamp('1898-08-20', tz='UTC')]
|
628
|
+
|
629
|
+
# 1899
|
630
|
+
AdmiralDeweyCelebration1899 = [Timestamp('1899-09-29', tz='UTC'),
|
631
|
+
Timestamp('1899-09-30', tz='UTC')
|
632
|
+
]
|
633
|
+
|
634
|
+
GarretHobartFuneral1899 = [Timestamp('1899-11-25', tz='UTC')]
|
635
|
+
|
636
|
+
# 1901
|
637
|
+
QueenVictoriaFuneral1901 = [Timestamp('1901-02-02', tz='UTC')]
|
638
|
+
|
639
|
+
MovedToProduceExchange1901 = [Timestamp('1901-04-27', tz='UTC')]
|
640
|
+
|
641
|
+
EnlargedProduceExchange1901 = [Timestamp('1901-05-11', tz='UTC')]
|
642
|
+
|
643
|
+
McKinleyDeathAndFuneral1901 = [Timestamp('1901-09-14', tz='UTC'),
|
644
|
+
Timestamp('1901-09-19', tz='UTC'),]
|
645
|
+
|
646
|
+
# 1902
|
647
|
+
KingEdwardVIIcoronation1902 = [Timestamp('1902-08-09', tz='UTC')]
|
648
|
+
|
649
|
+
# 1903
|
650
|
+
NYSEnewBuildingOpen1903 = [Timestamp('1903-04-22', tz='UTC')]
|
651
|
+
|
652
|
+
# 1908
|
653
|
+
GroverClevelandFuneral1pmClose1908 = Holiday(
|
654
|
+
'Funeral of Grover Cleveland 1908 1pm Close',
|
655
|
+
month=6,
|
656
|
+
day=26,
|
657
|
+
start_date=Timestamp('1908-06-26'),
|
658
|
+
end_date=Timestamp('1908-06-26'),
|
659
|
+
)
|
660
|
+
|
661
|
+
# 1909
|
662
|
+
# 300th anniversary of Hudson discovering the Hudson river and
|
663
|
+
# 100th anniversary of Fulton inventing the paddle steamer
|
664
|
+
HudsonFultonCelebration1909 = [Timestamp('1909-09-25', tz='UTC')]
|
665
|
+
|
666
|
+
# 1910
|
667
|
+
KingEdwardDeath11amyClose1910 = Holiday(
|
668
|
+
'King Edward VII Death May 7, 1910',
|
669
|
+
month=5,
|
670
|
+
day=7,
|
671
|
+
start_date=Timestamp('1910-05-07'),
|
672
|
+
end_date=Timestamp('1910-05-07'),
|
673
|
+
)
|
674
|
+
|
675
|
+
KingEdwardFuneral12pmOpen1910 = Holiday(
|
676
|
+
'King Edward VII Funeral 12pm late open May 20, 1910',
|
677
|
+
month=5,
|
678
|
+
day=20,
|
679
|
+
start_date=Timestamp('1910-05-20'),
|
680
|
+
end_date=Timestamp('1910-05-20'),
|
681
|
+
)
|
682
|
+
|
683
|
+
# 1912
|
684
|
+
JamesShermanFuneral1912 = [Timestamp('1912-11-02', tz='UTC')]
|
685
|
+
|
686
|
+
# 1913
|
687
|
+
JPMorganFuneral12pmOpen1913 = Holiday(
|
688
|
+
'JP Morgan Funeral 12pm late open April 14, 1913',
|
689
|
+
month=4,
|
690
|
+
day=14,
|
691
|
+
start_date=Timestamp('1913-04-14'),
|
692
|
+
end_date=Timestamp('1913-04-14'),
|
693
|
+
)
|
694
|
+
|
695
|
+
WilliamGaynorFuneral12pmOpen1913 = Holiday(
|
696
|
+
'Mayor William J. Gaynor Funeral 12pm late open Sept 22, 1913',
|
697
|
+
month=9,
|
698
|
+
day=22,
|
699
|
+
start_date=Timestamp('1913-09-22'),
|
700
|
+
end_date=Timestamp('1913-09-22'),
|
701
|
+
)
|
702
|
+
|
703
|
+
# 1914
|
704
|
+
|
705
|
+
# Reopened for trading bonds (with restrictions) Nov 27, 1914
|
706
|
+
# Reopened for trading stocks (with restrictions) Dec 12, 1914
|
707
|
+
# Restrictions remained in place until April 1, 1915
|
708
|
+
OnsetOfWWI1914 = date_range('1914-07-31',
|
709
|
+
'1914-12-11',
|
710
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri Sat'),
|
711
|
+
tz='UTC'
|
712
|
+
)
|
713
|
+
|
714
|
+
# 1917
|
715
|
+
DraftRegistrationDay1917 = [Timestamp('1917-06-05', tz='UTC')]
|
716
|
+
|
717
|
+
WeatherHeatClosing1917 = [Timestamp('1917-08-04', tz='UTC')]
|
718
|
+
|
719
|
+
ParadeOfNationalGuardEarlyClose1917 = Holiday(
|
720
|
+
'Parade of National Guard 12pm Early Close Aug 29, 1917',
|
721
|
+
month=8,
|
722
|
+
day=29,
|
723
|
+
start_date=Timestamp('1917-08-29'),
|
724
|
+
end_date=Timestamp('1917-08-29'),
|
725
|
+
)
|
726
|
+
|
727
|
+
LibertyDay12pmEarlyClose1917 = Holiday(
|
728
|
+
'Liberty Day 12pm Early Close Oct 24, 1917',
|
729
|
+
month=10,
|
730
|
+
day=24,
|
731
|
+
start_date=Timestamp('1917-10-24'),
|
732
|
+
end_date=Timestamp('1917-10-24'),
|
733
|
+
)
|
734
|
+
|
735
|
+
# 1918
|
736
|
+
WeatherNoHeatClosing1918 = [
|
737
|
+
Timestamp('1918-01-28', tz='UTC'),
|
738
|
+
Timestamp('1918-02-04', tz='UTC'),
|
739
|
+
Timestamp('1918-02-11', tz='UTC'),
|
740
|
+
|
741
|
+
]
|
742
|
+
|
743
|
+
LibertyDay12pmEarlyClose1918 = Holiday(
|
744
|
+
'Liberty Day 12pm Early Close April 26, 1918',
|
745
|
+
month=4,
|
746
|
+
day=26,
|
747
|
+
start_date=Timestamp('1918-04-26'),
|
748
|
+
end_date=Timestamp('1918-04-26'),
|
749
|
+
)
|
750
|
+
|
751
|
+
DraftRegistrationDay1918 = [Timestamp('1918-09-12', tz='UTC')]
|
752
|
+
|
753
|
+
FalseArmisticeReport1430EarlyClose1918 = Holiday(
|
754
|
+
'False Armistice Report 2:30pm Early Close Nov 7, 1918',
|
755
|
+
month=11,
|
756
|
+
day=7,
|
757
|
+
start_date=Timestamp('1918-11-07'),
|
758
|
+
end_date=Timestamp('1918-11-07'),
|
759
|
+
)
|
760
|
+
ArmisticeSigned1918 = [Timestamp('1918-11-11', tz='UTC')]
|
761
|
+
|
762
|
+
# 1919
|
763
|
+
RooseveltFuneral1230EarlyClose1919 = Holiday(
|
764
|
+
'Former President Roosevelt funeral 12:30pm Early Close Jan 7, 1919',
|
765
|
+
month=1,
|
766
|
+
day=7,
|
767
|
+
start_date=Timestamp('1919-01-07'),
|
768
|
+
end_date=Timestamp('1919-01-07'),
|
769
|
+
)
|
770
|
+
|
771
|
+
Homecoming27Division1919 = [Timestamp('1919-03-25', tz='UTC')]
|
772
|
+
|
773
|
+
ParadeOf77thDivision1919 = [Timestamp('1919-05-06', tz='UTC')]
|
774
|
+
|
775
|
+
BacklogRelief1919 = [
|
776
|
+
Timestamp('1919-07-19', tz='UTC'),
|
777
|
+
Timestamp('1919-08-02', tz='UTC'),
|
778
|
+
Timestamp('1919-08-16', tz='UTC'),
|
779
|
+
]
|
780
|
+
|
781
|
+
GeneralPershingReturn1919 = [Timestamp('1919-09-10', tz='UTC')]
|
782
|
+
|
783
|
+
TrafficBlockLateOpen1919 = Holiday(
|
784
|
+
'Traffic Block 10:30am late open Dec. 30, 1919',
|
785
|
+
month=12,
|
786
|
+
day=30,
|
787
|
+
start_date=Timestamp('1919-12-30'),
|
788
|
+
end_date=Timestamp('1919-12-30'),
|
789
|
+
)
|
790
|
+
|
791
|
+
# 1920
|
792
|
+
TrafficBlockLateOpen1920 = Holiday(
|
793
|
+
'Traffic Block 10:30am late open Feb. 6, 1920',
|
794
|
+
month=2,
|
795
|
+
day=6,
|
796
|
+
start_date=Timestamp('1920-02-06'),
|
797
|
+
end_date=Timestamp('1920-02-06'),
|
798
|
+
)
|
799
|
+
|
800
|
+
OfficeLocationChange1920 = [Timestamp('1920-05-01', tz='UTC')]
|
801
|
+
|
802
|
+
WallStreetExplosionEarlyClose1920 = Holiday(
|
803
|
+
'Wall Street Explosion 12:00 Early Close Sept 16, 1920',
|
804
|
+
month=9,
|
805
|
+
day=16,
|
806
|
+
start_date=Timestamp('1920-09-16'),
|
807
|
+
end_date=Timestamp('1920-09-16'),
|
808
|
+
)
|
809
|
+
|
810
|
+
# 1921
|
811
|
+
AnnunciatorBoardFire1pmLateOpen1921 = Holiday(
|
812
|
+
'Annunciator Board Fire 1pm late open Aug 8, 1921',
|
813
|
+
month=8,
|
814
|
+
day=2,
|
815
|
+
start_date=Timestamp('1921-08-02'),
|
816
|
+
end_date=Timestamp('1921-08-02'),
|
817
|
+
)
|
818
|
+
|
819
|
+
# 1923
|
820
|
+
HardingDeath1923 = [Timestamp('1923-08-03', tz='UTC')]
|
821
|
+
|
822
|
+
HardingFuneral1923 = [Timestamp('1923-08-10', tz='UTC')]
|
823
|
+
|
824
|
+
# 1924
|
825
|
+
WoodrowWilsonFuneral1230EarlyClose1924 = Holiday(
|
826
|
+
'Former President Woodrow Wilson Funeral 12:30 Early Close Feb 6, 1924',
|
827
|
+
month=2,
|
828
|
+
day=6,
|
829
|
+
start_date=Timestamp('1924-02-06'),
|
830
|
+
end_date=Timestamp('1924-02-06'),
|
831
|
+
)
|
832
|
+
|
833
|
+
# 1925
|
834
|
+
EclipseOfSunLateOpen1925 = Holiday(
|
835
|
+
'Eclipse of Sun 10:45am late open Jan 25, 1925',
|
836
|
+
month=1,
|
837
|
+
day=24,
|
838
|
+
start_date=Timestamp('1925-01-24'),
|
839
|
+
end_date=Timestamp('1925-01-24'),
|
840
|
+
)
|
841
|
+
|
842
|
+
CromwellFuneral1430EarlyClose1925 = Holiday(
|
843
|
+
'Former NYSE President Seymour L. Cromwell Funeral 2:30pm Early Close Sept 18, 1925',
|
844
|
+
month=9,
|
845
|
+
day=18,
|
846
|
+
start_date=Timestamp('1925-09-18'),
|
847
|
+
end_date=Timestamp('1925-09-18'),
|
848
|
+
)
|
849
|
+
|
850
|
+
# 1927
|
851
|
+
LindberghParade1927 = [Timestamp('1927-06-13', tz='UTC')]
|
852
|
+
|
853
|
+
# 1928
|
854
|
+
BacklogRelief1928 = [
|
855
|
+
Timestamp('1928-04-07', tz='UTC'),
|
856
|
+
Timestamp('1928-04-21', tz='UTC'),
|
857
|
+
Timestamp('1928-05-05', tz='UTC'),
|
858
|
+
Timestamp('1928-05-12', tz='UTC'),
|
859
|
+
Timestamp('1928-05-19', tz='UTC'),
|
860
|
+
Timestamp('1928-05-26', tz='UTC'),
|
861
|
+
Timestamp('1928-11-24', tz='UTC'),
|
862
|
+
]
|
863
|
+
|
864
|
+
BacklogRelief2pmEarlyClose1928 = date_range('1928-05-21',
|
865
|
+
'1928-05-25',
|
866
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri Sat'),
|
867
|
+
tz='UTC'
|
868
|
+
)
|
869
|
+
|
870
|
+
# 1929
|
871
|
+
BacklogRelief1929 = [
|
872
|
+
Timestamp('1929-02-09', tz='UTC'),
|
873
|
+
Timestamp('1929-11-01', tz='UTC'),
|
874
|
+
Timestamp('1929-11-02', tz='UTC'),
|
875
|
+
Timestamp('1929-11-09', tz='UTC'),
|
876
|
+
Timestamp('1929-11-16', tz='UTC'),
|
877
|
+
Timestamp('1929-11-23', tz='UTC'),
|
878
|
+
Timestamp('1929-11-29', tz='UTC'),
|
879
|
+
Timestamp('1929-11-30', tz='UTC'),
|
880
|
+
]
|
881
|
+
|
882
|
+
BacklogRelief1pmEarlyClose1929 = [
|
883
|
+
Timestamp('1929-11-06', tz='UTC'),
|
884
|
+
Timestamp('1929-11-07', tz='UTC'),
|
885
|
+
Timestamp('1929-11-08', tz='UTC'),
|
886
|
+
Timestamp('1929-11-11', tz='UTC'),
|
887
|
+
Timestamp('1929-11-12', tz='UTC'),
|
888
|
+
Timestamp('1929-11-13', tz='UTC'),
|
889
|
+
Timestamp('1929-11-14', tz='UTC'),
|
890
|
+
Timestamp('1929-11-15', tz='UTC'),
|
891
|
+
Timestamp('1929-11-18', tz='UTC'),
|
892
|
+
Timestamp('1929-11-19', tz='UTC'),
|
893
|
+
Timestamp('1929-11-20', tz='UTC'),
|
894
|
+
Timestamp('1929-11-21', tz='UTC'),
|
895
|
+
Timestamp('1929-11-22', tz='UTC')
|
896
|
+
]
|
897
|
+
|
898
|
+
BacklogRelief12pmLateOpen1929 = [
|
899
|
+
Timestamp('1929-10-31', tz='UTC'),
|
900
|
+
]
|
901
|
+
|
902
|
+
# 1930
|
903
|
+
TaftFuneral1230EarlyClose1930 = Holiday(
|
904
|
+
'Former President William Howard Taft Funeral 12:30pm Early Close Mar 11, 1930',
|
905
|
+
month=3,
|
906
|
+
day=11,
|
907
|
+
start_date=Timestamp('1930-03-11'),
|
908
|
+
end_date=Timestamp('1930-03-11'),
|
909
|
+
)
|
910
|
+
|
911
|
+
# 1933
|
912
|
+
CoolidgeFuneral1933 = [Timestamp('1933-01-07', tz='UTC'),]
|
913
|
+
|
914
|
+
BankHolidays1933 = [
|
915
|
+
Timestamp('1933-03-04', tz='UTC'),
|
916
|
+
Timestamp('1933-03-06', tz='UTC'),
|
917
|
+
Timestamp('1933-03-07', tz='UTC'),
|
918
|
+
Timestamp('1933-03-08', tz='UTC'),
|
919
|
+
Timestamp('1933-03-09', tz='UTC'),
|
920
|
+
Timestamp('1933-03-10', tz='UTC'),
|
921
|
+
Timestamp('1933-03-11', tz='UTC'),
|
922
|
+
Timestamp('1933-03-12', tz='UTC'),
|
923
|
+
Timestamp('1933-03-13', tz='UTC'),
|
924
|
+
Timestamp('1933-03-14', tz='UTC'),
|
925
|
+
]
|
926
|
+
|
927
|
+
GasFumesOnTradingFloor1230EarlyClose1933 = Holiday(
|
928
|
+
'Gas Fumes on Trading Floor 12:30pm Early Close Aug 4, 1933',
|
929
|
+
month=8,
|
930
|
+
day=4,
|
931
|
+
start_date=Timestamp('1933-08-04'),
|
932
|
+
end_date=Timestamp('1933-08-04'),
|
933
|
+
)
|
934
|
+
|
935
|
+
|
936
|
+
HeavyVolume1933 = [
|
937
|
+
Timestamp('1933-07-29', tz='UTC'),
|
938
|
+
Timestamp('1933-08-05', tz='UTC'),
|
939
|
+
Timestamp('1933-08-12', tz='UTC'),
|
940
|
+
Timestamp('1933-08-19', tz='UTC'),
|
941
|
+
Timestamp('1933-08-26', tz='UTC'),
|
942
|
+
Timestamp('1933-09-02', tz='UTC'),
|
943
|
+
]
|
944
|
+
|
945
|
+
|
946
|
+
HeavyVolume12pmLateOpen1933 = [
|
947
|
+
Timestamp('1933-07-24', tz='UTC'),
|
948
|
+
Timestamp('1933-07-25', tz='UTC'),
|
949
|
+
]
|
950
|
+
|
951
|
+
HeavyVolume11amLateOpen1933 = [
|
952
|
+
Timestamp('1933-07-26', tz='UTC'),
|
953
|
+
Timestamp('1933-07-27', tz='UTC'),
|
954
|
+
Timestamp('1933-07-28', tz='UTC'),
|
955
|
+
]
|
956
|
+
|
957
|
+
HeavyVolume2pmEarlyClose1933 = [
|
958
|
+
Timestamp('1933-07-26', tz='UTC'),
|
959
|
+
Timestamp('1933-07-27', tz='UTC'),
|
960
|
+
Timestamp('1933-07-28', tz='UTC'),
|
961
|
+
]
|
962
|
+
|
963
|
+
NRAdemonstration12pmEarlyClose1933 = Holiday(
|
964
|
+
'NRA Demonstration 12:00 noon Early Close Sept 13, 1933',
|
965
|
+
month=9,
|
966
|
+
day=13,
|
967
|
+
start_date=Timestamp('1933-09-13'),
|
968
|
+
end_date=Timestamp('1933-09-13'),
|
969
|
+
)
|
970
|
+
|
971
|
+
# 1934
|
972
|
+
Snow11amLateOpen1934 = Holiday(
|
973
|
+
'Severe Snowstorm 11:00am late open Feb 20, 1934',
|
974
|
+
month=2,
|
975
|
+
day=20,
|
976
|
+
start_date=Timestamp('1934-02-20'),
|
977
|
+
end_date=Timestamp('1934-02-20'),
|
978
|
+
)
|
979
|
+
|
980
|
+
# 1936
|
981
|
+
KingGeorgeVFuneral11amLateOpen1936 = Holiday(
|
982
|
+
'King George V of England 11:00am late open Jan 28, 1936',
|
983
|
+
month=1,
|
984
|
+
day=28,
|
985
|
+
start_date=Timestamp('1936-01-28'),
|
986
|
+
end_date=Timestamp('1936-01-28'),
|
987
|
+
)
|
988
|
+
|
989
|
+
# 1944
|
990
|
+
SatClosings1944 = [
|
991
|
+
Timestamp('1944-08-19', tz='UTC'),
|
992
|
+
Timestamp('1944-08-26', tz='UTC'),
|
993
|
+
Timestamp('1944-09-02', tz='UTC'),
|
994
|
+
]
|
995
|
+
|
996
|
+
# 1945
|
997
|
+
RooseveltDayOfMourning1945 = [Timestamp('1945-04-14', tz='UTC'),]
|
998
|
+
|
999
|
+
# Starting in 1945, no Saturday trading over the summer
|
1000
|
+
SatClosings1945 = date_range('1945-07-07',
|
1001
|
+
'1945-09-01',
|
1002
|
+
freq='W-SAT',
|
1003
|
+
tz='UTC')
|
1004
|
+
|
1005
|
+
VJday1945 = [
|
1006
|
+
Timestamp('1945-08-15', tz='UTC'),
|
1007
|
+
Timestamp('1945-08-16', tz='UTC'),
|
1008
|
+
]
|
1009
|
+
|
1010
|
+
NavyDay1945 = [
|
1011
|
+
Timestamp('1945-10-27', tz='UTC'),
|
1012
|
+
]
|
1013
|
+
|
1014
|
+
RailroadStrike1946 = [
|
1015
|
+
Timestamp('1946-05-25', tz='UTC'),
|
1016
|
+
]
|
1017
|
+
|
1018
|
+
# 1946
|
1019
|
+
SatClosings1946 = date_range('1946-06-01',
|
1020
|
+
'1946-09-28',
|
1021
|
+
freq='W-SAT',
|
1022
|
+
tz='UTC'
|
1023
|
+
)
|
1024
|
+
|
1025
|
+
# 1947
|
1026
|
+
SatClosings1947 = date_range('1947-05-31',
|
1027
|
+
'1947-09-27',
|
1028
|
+
freq='W-SAT',
|
1029
|
+
tz='UTC'
|
1030
|
+
)
|
1031
|
+
|
1032
|
+
# 1948
|
1033
|
+
SevereWeather1948 = [
|
1034
|
+
Timestamp('1948-01-03', tz='UTC'),
|
1035
|
+
]
|
1036
|
+
|
1037
|
+
SatClosings1948 = date_range('1948-05-29',
|
1038
|
+
'1948-09-25',
|
1039
|
+
freq='W-SAT',
|
1040
|
+
tz='UTC'
|
1041
|
+
)
|
1042
|
+
|
1043
|
+
# 1949
|
1044
|
+
SatClosings1949 = date_range('1949-05-28',
|
1045
|
+
'1949-09-24',
|
1046
|
+
freq='W-SAT',
|
1047
|
+
tz='UTC'
|
1048
|
+
)
|
1049
|
+
|
1050
|
+
# 1950
|
1051
|
+
SatClosings1950 = date_range('1950-06-03',
|
1052
|
+
'1950-09-30',
|
1053
|
+
freq='W-SAT',
|
1054
|
+
tz='UTC'
|
1055
|
+
)
|
1056
|
+
|
1057
|
+
# 1951
|
1058
|
+
SatClosings1951 = date_range('1951-06-02',
|
1059
|
+
'1951-09-29',
|
1060
|
+
freq='W-SAT',
|
1061
|
+
tz='UTC'
|
1062
|
+
)
|
1063
|
+
|
1064
|
+
# 1952
|
1065
|
+
SatClosings1952 = date_range('1952-05-31',
|
1066
|
+
'1952-09-27',
|
1067
|
+
freq='W-SAT',
|
1068
|
+
tz='UTC'
|
1069
|
+
)
|
1070
|
+
|
1071
|
+
# 1960
|
1072
|
+
Snow11amLateOpening1960 = Holiday(
|
1073
|
+
'Severe Snow 11am Late Opening on Dec 12, 1960',
|
1074
|
+
month=12,
|
1075
|
+
day=12,
|
1076
|
+
start_date=Timestamp('1960-12-12'),
|
1077
|
+
end_date=Timestamp('1960-12-12'),
|
1078
|
+
)
|
1079
|
+
|
1080
|
+
# 1963
|
1081
|
+
KennedyAssassination1407EarlyClose = Holiday(
|
1082
|
+
'President John F. Kennedy Assassination',
|
1083
|
+
month=11,
|
1084
|
+
day=22,
|
1085
|
+
start_date=Timestamp('1963-11-22'),
|
1086
|
+
end_date=Timestamp('1963-11-22'),
|
1087
|
+
)
|
1088
|
+
|
1089
|
+
KennedyFuneral1963 = [Timestamp('1963-11-25', tz='UTC')]
|
1090
|
+
|
1091
|
+
# 1964
|
1092
|
+
HooverFuneral1400EarlyClose1964 = Holiday(
|
1093
|
+
'Former President Herbert C. Hoover Funeral',
|
1094
|
+
month=10,
|
1095
|
+
day=23,
|
1096
|
+
start_date=Timestamp('1964-10-23'),
|
1097
|
+
end_date=Timestamp('1964-10-23'),
|
1098
|
+
)
|
1099
|
+
|
1100
|
+
# 1965
|
1101
|
+
PowerFail1105LateOpen = Holiday(
|
1102
|
+
'Power Failure in NY grid supply',
|
1103
|
+
month=11,
|
1104
|
+
day=10,
|
1105
|
+
start_date=Timestamp('1965-11-10'),
|
1106
|
+
end_date=Timestamp('1965-11-10'),
|
1107
|
+
)
|
1108
|
+
|
1109
|
+
# 1966
|
1110
|
+
TransitStrike2pmEarlyClose1966 = date_range('1966-01-06', '1966-01-14',
|
1111
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
|
1112
|
+
tz='UTC')
|
1113
|
+
|
1114
|
+
# 1967
|
1115
|
+
Snow1015LateOpen1967 = Holiday(
|
1116
|
+
'Late Open due to snow',
|
1117
|
+
month=2,
|
1118
|
+
day=7,
|
1119
|
+
start_date=Timestamp('1967-02-07'),
|
1120
|
+
end_date=Timestamp('1967-02-07'),
|
1121
|
+
)
|
1122
|
+
Snow2pmEarlyClose1967 = Holiday(
|
1123
|
+
'Late Open due to snow',
|
1124
|
+
month=2,
|
1125
|
+
day=7,
|
1126
|
+
start_date=Timestamp('1967-02-07'),
|
1127
|
+
end_date=Timestamp('1967-02-07'),
|
1128
|
+
)
|
1129
|
+
Backlog2pmEarlyCloses1967 = date_range('1967-08-09', '1967-08-18',
|
1130
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
|
1131
|
+
tz='UTC')
|
1132
|
+
|
1133
|
+
# 1968
|
1134
|
+
Backlog2pmEarlyCloses1968 = date_range('1968-01-22', '1968-03-01',
|
1135
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
|
1136
|
+
tz='UTC')
|
1137
|
+
|
1138
|
+
|
1139
|
+
MLKdayOfMourning1968 = [Timestamp('1968-04-09', tz='UTC'),]
|
1140
|
+
|
1141
|
+
|
1142
|
+
PaperworkCrisis1968 = [Timestamp('1968-06-12', tz='UTC'),
|
1143
|
+
Timestamp('1968-06-19', tz='UTC'),
|
1144
|
+
Timestamp('1968-06-26', tz='UTC'),
|
1145
|
+
Timestamp('1968-07-10', tz='UTC'),
|
1146
|
+
Timestamp('1968-07-17', tz='UTC'),
|
1147
|
+
Timestamp('1968-07-24', tz='UTC'),
|
1148
|
+
Timestamp('1968-07-31', tz='UTC'),
|
1149
|
+
Timestamp('1968-08-07', tz='UTC'),
|
1150
|
+
Timestamp('1968-08-14', tz='UTC'),
|
1151
|
+
Timestamp('1968-08-21', tz='UTC'),
|
1152
|
+
Timestamp('1968-08-28', tz='UTC'),
|
1153
|
+
Timestamp('1968-09-11', tz='UTC'),
|
1154
|
+
Timestamp('1968-09-18', tz='UTC'),
|
1155
|
+
Timestamp('1968-09-25', tz='UTC'),
|
1156
|
+
Timestamp('1968-10-02', tz='UTC'),
|
1157
|
+
Timestamp('1968-10-09', tz='UTC'),
|
1158
|
+
Timestamp('1968-10-16', tz='UTC'),
|
1159
|
+
Timestamp('1968-10-23', tz='UTC'),
|
1160
|
+
Timestamp('1968-10-30', tz='UTC'),
|
1161
|
+
Timestamp('1968-11-20', tz='UTC'),
|
1162
|
+
Timestamp('1968-12-04', tz='UTC'),
|
1163
|
+
Timestamp('1968-12-11', tz='UTC'),
|
1164
|
+
Timestamp('1968-12-18', tz='UTC'),]
|
1165
|
+
|
1166
|
+
|
1167
|
+
# 1969
|
1168
|
+
PaperworkCrisis2pmEarlyCloses1969 = date_range('1969-01-01', '1969-07-03',
|
1169
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
|
1170
|
+
tz='UTC')
|
1171
|
+
|
1172
|
+
SnowClosing1969 = [Timestamp('1969-02-10', tz='UTC')]
|
1173
|
+
|
1174
|
+
Snow11amLateOpen1969 = Holiday(
|
1175
|
+
'Late Open due to snow',
|
1176
|
+
month=2,
|
1177
|
+
day=11,
|
1178
|
+
start_date=Timestamp('1969-02-11'),
|
1179
|
+
end_date=Timestamp('1969-02-11'),
|
1180
|
+
)
|
1181
|
+
|
1182
|
+
EisenhowerFuneral1969 = [Timestamp('1969-03-31', tz='UTC'),]
|
1183
|
+
|
1184
|
+
Storm1045LateOpen1969 = Holiday(
|
1185
|
+
'Late Open due to storm',
|
1186
|
+
month=6,
|
1187
|
+
day=2,
|
1188
|
+
start_date=Timestamp('1969-06-02'),
|
1189
|
+
end_date=Timestamp('1969-06-02'),
|
1190
|
+
)
|
1191
|
+
|
1192
|
+
PaperworkCrisis230pmEarlyCloses1969 = date_range('1969-07-07', '1969-09-26',
|
1193
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
|
1194
|
+
tz='UTC')
|
1195
|
+
|
1196
|
+
FirstLunarLandingClosing1969 = [Timestamp('1969-07-21', tz='UTC')]
|
1197
|
+
|
1198
|
+
PaperworkCrisis3pmEarlyCloses1969to1970 = date_range('1969-09-29', '1970-05-01',
|
1199
|
+
freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
|
1200
|
+
tz='UTC')
|
1201
|
+
|
1202
|
+
# 1972
|
1203
|
+
TrumanFuneral1972 = [Timestamp('1972-12-28', tz='UTC'),]
|
1204
|
+
|
1205
|
+
# 1973
|
1206
|
+
JohnsonFuneral1973 = [Timestamp('1973-01-25', tz='UTC'),]
|
1207
|
+
|
1208
|
+
Ice11amLateOpen1973 = Holiday(
|
1209
|
+
'Late Open due to storm',
|
1210
|
+
month=12,
|
1211
|
+
day=17,
|
1212
|
+
start_date=Timestamp('1973-12-17'),
|
1213
|
+
end_date=Timestamp('1973-12-17'),
|
1214
|
+
)
|
1215
|
+
|
1216
|
+
# 1974
|
1217
|
+
MerrillLynchComputer1015LateOpen1974 = Holiday(
|
1218
|
+
'Late Open due to Merrill Lynch Computer trouble',
|
1219
|
+
month=1,
|
1220
|
+
day=16,
|
1221
|
+
start_date=Timestamp('1974-01-16'),
|
1222
|
+
end_date=Timestamp('1974-01-16'),
|
1223
|
+
)
|
1224
|
+
FireDrill1015LateOpen1974 = Holiday(
|
1225
|
+
'Late Open due to Merrill Lynch Computer trouble',
|
1226
|
+
month=11,
|
1227
|
+
day=22,
|
1228
|
+
start_date=Timestamp('1974-11-22'),
|
1229
|
+
end_date=Timestamp('1974-11-22'),
|
1230
|
+
)
|
1231
|
+
|
1232
|
+
# 1975
|
1233
|
+
Snow230EarlyClose1975 = Holiday(
|
1234
|
+
'Early Close at 2:30pm due to snow',
|
1235
|
+
month=2,
|
1236
|
+
day=12,
|
1237
|
+
start_date=Timestamp('1975-02-12'),
|
1238
|
+
end_date=Timestamp('1975-02-12'),
|
1239
|
+
)
|
1240
|
+
|
1241
|
+
# 1976
|
1242
|
+
Storm1115LateOpen1976 = Holiday(
|
1243
|
+
'Late Open 11:15am due to storm',
|
1244
|
+
month=2,
|
1245
|
+
day=2,
|
1246
|
+
start_date=Timestamp('1976-02-02'),
|
1247
|
+
end_date=Timestamp('1976-02-02'),
|
1248
|
+
)
|
1249
|
+
|
1250
|
+
FireDrill1015LateOpen1976 = Holiday(
|
1251
|
+
'Late Open 10:15am due to fire drill',
|
1252
|
+
month=6,
|
1253
|
+
day=8,
|
1254
|
+
start_date=Timestamp('1976-06-08'),
|
1255
|
+
end_date=Timestamp('1976-06-08'),
|
1256
|
+
)
|
1257
|
+
|
1258
|
+
HurricaneWatch3pmEarlyClose1976 = Holiday(
|
1259
|
+
'Early Close 3pm for Hurricane Watch',
|
1260
|
+
month=8,
|
1261
|
+
day=9,
|
1262
|
+
start_date=Timestamp('1976-08-09'),
|
1263
|
+
end_date=Timestamp('1976-08-09'),
|
1264
|
+
)
|
1265
|
+
|
1266
|
+
# 1977
|
1267
|
+
NewYorkCityBlackout77 = [Timestamp('1977-07-14', tz='UTC')]
|
1268
|
+
|
1269
|
+
# 1978
|
1270
|
+
Snow12pmLateOpen1978 = Holiday(
|
1271
|
+
'Late Open due to snow',
|
1272
|
+
month=1,
|
1273
|
+
day=20,
|
1274
|
+
start_date=Timestamp('1978-01-20'),
|
1275
|
+
end_date=Timestamp('1978-01-20'),
|
1276
|
+
)
|
1277
|
+
|
1278
|
+
Snow2pmEarlyClose1978 = Holiday(
|
1279
|
+
'Early close due to snow',
|
1280
|
+
month=2,
|
1281
|
+
day=6,
|
1282
|
+
start_date=Timestamp('1978-02-06'),
|
1283
|
+
end_date=Timestamp('1978-02-06'),
|
1284
|
+
)
|
1285
|
+
|
1286
|
+
Snow11amLateOpen1978 = Holiday(
|
1287
|
+
'Late Open due to snow',
|
1288
|
+
month=2,
|
1289
|
+
day=7,
|
1290
|
+
start_date=Timestamp('1978-02-07'),
|
1291
|
+
end_date=Timestamp('1978-02-07'),
|
1292
|
+
)
|
1293
|
+
|
1294
|
+
# 1981
|
1295
|
+
ReaganAssassAttempt317pmEarlyClose1981 = Holiday(
|
1296
|
+
'President Reagan Assassination Attempt',
|
1297
|
+
month=3,
|
1298
|
+
day=30,
|
1299
|
+
start_date=Timestamp('1981-03-30'),
|
1300
|
+
end_date=Timestamp('1981-03-30'),
|
1301
|
+
)
|
1302
|
+
|
1303
|
+
ConEdPowerFail328pmEarlyClose1981 = Holiday(
|
1304
|
+
'Con Edison power failure',
|
1305
|
+
month=9,
|
1306
|
+
day=9,
|
1307
|
+
start_date=Timestamp('1981-09-09'),
|
1308
|
+
end_date=Timestamp('1981-09-09'),
|
1309
|
+
)
|
1310
|
+
|
1311
|
+
# http://en.wikipedia.org/wiki/Hurricane_Gloria
|
1312
|
+
HurricaneGloriaClosings1985= [Timestamp('1985-09-27', tz='UTC')]
|
1313
|
+
|
1314
|
+
|
1315
|
+
# 1987
|
1316
|
+
Backlog2pmEarlyCloses1987 = date_range('1987-10-23', '1987-10-30', tz='UTC')
|
1317
|
+
Backlog230pmEarlyCloses1987 = date_range('1987-11-02', '1987-11-04', tz='UTC')
|
1318
|
+
Backlog3pmEarlyCloses1987 = date_range('1987-11-05', '1987-11-06', tz='UTC')
|
1319
|
+
Backlog330pmEarlyCloses1987 = date_range('1987-11-09', '1987-11-11', tz='UTC')
|
1320
|
+
|
1321
|
+
# 1989
|
1322
|
+
Fire11amLateOpen1989 = Holiday(
|
1323
|
+
'Electrical Fire',
|
1324
|
+
month=11,
|
1325
|
+
day=10,
|
1326
|
+
start_date=Timestamp('1989-11-10'),
|
1327
|
+
end_date=Timestamp('1989-11-10'),
|
1328
|
+
)
|
1329
|
+
|
1330
|
+
# 1990
|
1331
|
+
|
1332
|
+
ConEdXformer931amLateOpen1990 = Holiday(
|
1333
|
+
'Con Edison transformer explosion',
|
1334
|
+
month=12,
|
1335
|
+
day=27,
|
1336
|
+
start_date=Timestamp('1990-12-27'),
|
1337
|
+
end_date=Timestamp('1990-12-27'),
|
1338
|
+
)
|
1339
|
+
|
1340
|
+
# 1991
|
1341
|
+
TroopsInGulf931LateOpens1991 = [
|
1342
|
+
Timestamp("1991-01-17", tz='UTC'),
|
1343
|
+
Timestamp("1991-02-25", tz='UTC')
|
1344
|
+
]
|
1345
|
+
|
1346
|
+
# 1994
|
1347
|
+
Snow230pmEarlyClose1994 = Holiday(
|
1348
|
+
'Snowstorm',
|
1349
|
+
month=2,
|
1350
|
+
day=11,
|
1351
|
+
start_date=Timestamp('1994-02-11'),
|
1352
|
+
end_date=Timestamp('1994-02-11'),
|
1353
|
+
)
|
1354
|
+
|
1355
|
+
NixonFuneral1994 = [Timestamp('1994-04-27', tz='UTC'),]
|
1356
|
+
|
1357
|
+
# 1995
|
1358
|
+
Computer1030LateOpen1995 = Holiday(
|
1359
|
+
'Computer Systems Troubles',
|
1360
|
+
month=12,
|
1361
|
+
day=18,
|
1362
|
+
start_date=Timestamp('1995-12-18'),
|
1363
|
+
end_date=Timestamp('1995-12-18'),
|
1364
|
+
)
|
1365
|
+
|
1366
|
+
# 1996
|
1367
|
+
Snow11amLateOpen1996 = Holiday(
|
1368
|
+
'Snow',
|
1369
|
+
month=1,
|
1370
|
+
day=8,
|
1371
|
+
start_date=Timestamp('1996-01-08'),
|
1372
|
+
end_date=Timestamp('1996-01-08'),
|
1373
|
+
)
|
1374
|
+
|
1375
|
+
Snow2pmEarlyClose1996 = Holiday(
|
1376
|
+
'Snow',
|
1377
|
+
month=1,
|
1378
|
+
day=8,
|
1379
|
+
start_date=Timestamp('1996-01-08'),
|
1380
|
+
end_date=Timestamp('1996-01-08'),
|
1381
|
+
)
|
1382
|
+
|
1383
|
+
CircuitBreakerTriggered330pmEarlyClose1997 = Holiday(
|
1384
|
+
'Oct 27 1997 Stock Market Drop Circuit Breaker Triggered',
|
1385
|
+
month=10,
|
1386
|
+
day=27,
|
1387
|
+
start_date=Timestamp('1997-10-27'),
|
1388
|
+
end_date=Timestamp('1997-10-27'),
|
1389
|
+
)
|
1390
|
+
|
1391
|
+
# 2001
|
1392
|
+
# http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
|
1393
|
+
September11Closings2001 = [
|
1394
|
+
Timestamp("2001-09-11", tz='UTC'),
|
1395
|
+
Timestamp("2001-09-12", tz='UTC'),
|
1396
|
+
Timestamp("2001-09-13", tz='UTC'),
|
1397
|
+
Timestamp("2001-09-14", tz='UTC')
|
1398
|
+
]
|
1399
|
+
|
1400
|
+
Sept11MomentSilence933amLateOpen2001 = Holiday(
|
1401
|
+
'Moment of silence for terrorist attacks on 9/11',
|
1402
|
+
month=9,
|
1403
|
+
day=17,
|
1404
|
+
start_date=Timestamp('2001-09-17'),
|
1405
|
+
end_date=Timestamp('2001-09-17'),
|
1406
|
+
)
|
1407
|
+
|
1408
|
+
EnduringFreedomMomentSilence931amLateOpen2001 = Holiday(
|
1409
|
+
'Moment of silence for Enduring Freedom troops',
|
1410
|
+
month=10,
|
1411
|
+
day=8,
|
1412
|
+
start_date=Timestamp('2001-10-08'),
|
1413
|
+
end_date=Timestamp('2001-10-08'),
|
1414
|
+
)
|
1415
|
+
# 2002
|
1416
|
+
Sept11Anniversary12pmLateOpen2002 = Holiday(
|
1417
|
+
'1 year anniversary of terrorist attacks on 9/11',
|
1418
|
+
month=9,
|
1419
|
+
day=11,
|
1420
|
+
start_date=Timestamp('2002-09-11'),
|
1421
|
+
end_date=Timestamp('2002-09-11'),
|
1422
|
+
)
|
1423
|
+
|
1424
|
+
# 2003
|
1425
|
+
IraqiFreedom932amLateOpen2003 = Holiday(
|
1426
|
+
'Operation Iraqi freedom moment of silence',
|
1427
|
+
month=3,
|
1428
|
+
day=20,
|
1429
|
+
start_date=Timestamp('2003-03-20'),
|
1430
|
+
end_date=Timestamp('2003-03-20'),
|
1431
|
+
)
|
1432
|
+
|
1433
|
+
# 2004
|
1434
|
+
ReaganMomentSilence932amLateOpen2004 = Holiday(
|
1435
|
+
'Death of Former President Ronald Reagan moment of silence',
|
1436
|
+
month=6,
|
1437
|
+
day=7,
|
1438
|
+
start_date=Timestamp('2004-06-07'),
|
1439
|
+
end_date=Timestamp('2004-06-07'),
|
1440
|
+
)
|
1441
|
+
|
1442
|
+
ReaganMourning2004 = [Timestamp('2004-06-11', tz="UTC")]
|
1443
|
+
|
1444
|
+
# 2005
|
1445
|
+
SystemProb356pmEarlyClose2005 = Holiday(
|
1446
|
+
'Systems Communication Problem',
|
1447
|
+
month=6,
|
1448
|
+
day=1,
|
1449
|
+
start_date=Timestamp('2005-06-01'),
|
1450
|
+
end_date=Timestamp('2005-06-01'),
|
1451
|
+
)
|
1452
|
+
|
1453
|
+
# 2006
|
1454
|
+
FordMomentSilence932amLateOpen2006 = Holiday(
|
1455
|
+
'Former President Gerald Ford moment of silence',
|
1456
|
+
month=12,
|
1457
|
+
day=27,
|
1458
|
+
start_date=Timestamp('2006-12-27'),
|
1459
|
+
end_date=Timestamp('2006-12-27'),
|
1460
|
+
)
|
1461
|
+
|
1462
|
+
# 2007
|
1463
|
+
FordMourning2007 = [Timestamp('2007-01-02', tz='UTC'),]
|
1464
|
+
|
1465
|
+
# 2012
|
1466
|
+
# http://en.wikipedia.org/wiki/Hurricane_sandy
|
1467
|
+
HurricaneSandyClosings2012 = [Timestamp('2012-10-29', tz='UTC'),
|
1468
|
+
Timestamp('2012-10-30', tz='UTC')]
|
1469
|
+
|
1470
|
+
# 2018
|
1471
|
+
GeorgeHWBushDeath2018 = [Timestamp('2018-12-05', tz='UTC'),]
|
1472
|
+
|