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

pandas_market_calendars/holidays/oz.py

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+# OZ Holidays
+
+from pandas import DateOffset, Timestamp
+from pandas.tseries.holiday import (
+    Holiday,
+    MO,
+    next_monday_or_tuesday,
+    weekend_to_monday,
+)
+
+# New Year's Day
+OZNewYearsDay = Holiday(
+    "New Year's Day",
+    month=1,
+    day=1,
+    observance=weekend_to_monday,
+)
+
+# Australia Day
+AustraliaDay = Holiday(
+    "Australia Day",
+    month=1,
+    day=26,
+    observance=weekend_to_monday,
+)
+
+# ANZAC Day
+AnzacDay = Holiday(
+    "ANZAC Day",
+    month=4,
+    day=25,
+)
+
+# Queen's Birthday
+QueensBirthday = Holiday(
+    "Queen's Birthday",
+    month=6,
+    day=1,
+    offset=DateOffset(weekday=MO(2)),
+)
+
+# Christmas
+Christmas = Holiday(
+    "Christmas",
+    month=12,
+    day=25,
+    observance=weekend_to_monday,
+)
+
+
+# Boxing day
+BoxingDay = Holiday(
+    "Boxing Day",
+    month=12,
+    day=26,
+    observance=next_monday_or_tuesday,
+)
+
+
+# One-off holiday additions and removals in Australia
+
+UniqueCloses = []
+
+# National Day of Mourning for Her Majesty the Queen
+UniqueCloses.append(Timestamp("2022-09-22", tz='UTC'))

pandas_market_calendars/holidays/sifma.py

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+from dateutil.relativedelta import (MO, TH)
+from pandas import (DateOffset, Timestamp)
+from datetime import  timedelta
+from pandas.tseries.holiday import (Holiday, nearest_workday, next_monday, sunday_to_monday, 
+                                    previous_workday, Easter)
+from pandas.tseries.offsets import Day
+
+from pandas_market_calendars.market_calendar import ( MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY)
+
+
+####################################################
+# US New Years Day Jan 1
+# When Jan 1 is a Sunday, US markets observe the subsequent Monday.
+# When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
+#####################################################
+USNewYearsDay = Holiday(
+    'New Years Day US',
+    month=1,
+    day=1,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
+    observance=sunday_to_monday,
+ )
+
+USNewYearsEve2pmEarlyClose = Holiday(
+    'New Years Eve US',
+    month=1,
+    day=1,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
+    observance = previous_workday,
+)
+
+#########################################################################
+# Martin Luther King Jr
+##########################################################################
+MartinLutherKingJr = Holiday(
+    'Dr. Martin Luther King Jr. Day',
+    month=1,
+    day=1,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
+    offset=DateOffset(weekday=MO(3)),
+)
+
+#########################################################################
+# US Presidents Day Feb 
+##########################################################################
+USPresidentsDay = Holiday('President''s Day',
+                          start_date=Timestamp('1971-01-01'),
+                          month=2, day=1,
+                          days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
+                          offset=DateOffset(weekday=MO(3)))
+
+
+############################################################
+# Good Friday 
+############################################################
+GoodFridayThru2020 = Holiday(
+    "Good Friday 1908+", 
+    end_date=Timestamp('2020-12-31'), 
+    month=1, 
+    day=1, 
+    offset=[Easter(), Day(-2)]
+)
+
+# 2021 is early close. 
+# 2022 is a full holiday. 
+# 2023 is early close.
+GoodFridayAdHoc = [Timestamp('2022-04-15', tz='UTC'),]
+
+GoodFriday2pmEarlyCloseAdHoc = [
+    Timestamp('2021-04-02', tz='UTC'),
+    Timestamp('2023-04-07', tz='UTC'),]
+
+
+DayBeforeGoodFriday2pmEarlyCloseThru2020 = Holiday(
+    "Day Before Good Friday Thru 2020",
+    end_date=Timestamp('2020-12-31'),
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-3)]
+)
+
+DayBeforeGoodFriday2pmEarlyCloseAdHoc = [
+    Timestamp('2022-04-14', tz='UTC'),
+]
+
+##################################################
+# US Memorial Day (Decoration Day) May 30 
+#    Closed every year since 1873
+#    Observed on Monday since 1971
+##################################################
+USMemorialDay = Holiday(
+    'Memorial Day',
+    month=5,
+    day=25,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    offset=DateOffset(weekday=MO(1)),
+)
+
+DayBeforeUSMemorialDay2pmEarlyClose = Holiday(
+    'Day Before Memorial Day',
+    month=5,
+    day=25,
+    offset=[DateOffset(weekday=MO(1)), Day(-3)],
+)
+
+#######################################
+# US Juneteenth (June 19th)
+#######################################
+USJuneteenthAfter2022 = Holiday(
+    'Juneteenth Starting at 2022',
+    start_date=Timestamp('2022-06-19'),
+    month=6, day=19,
+    observance=nearest_workday,
+)
+
+#######################################
+# US Independence Day July 4
+#######################################
+USIndependenceDay = Holiday(
+    'July 4th',
+    month=7,
+    day=4,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    observance=nearest_workday,
+)
+
+# Day before Independence Day
+DayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
+    'Day Before Independence Day',
+    month=7,
+    day=4,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    observance=previous_workday,
+)
+
+# When July 4th is a Saturday, the previous Friday is a holiday 
+# and the previous Thursday is an early close
+ThursdayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
+    'Thursday Before Independence Day',
+    month=7,
+    day=2,
+    days_of_week=(THURSDAY,),
+)
+
+
+
+#################################################
+# US Labor Day 
+#################################################
+USLaborDay = Holiday(
+    "Labor Day", 
+    month=9, 
+    day=1, 
+    offset=DateOffset(weekday=MO(1))
+)
+
+
+#################################################
+# Columbus Day
+################################################# 
+USColumbusDay = Holiday(
+    'Columbus Day',
+    month=10,
+    day=1,
+    offset=DateOffset(weekday=MO(2)),
+)
+
+##########################################################
+# Armistice/Veterans day
+# When falls on Saturday, no holiday is observed.
+# When falls on Sunday, the Monday following is a holiday.
+##########################################################
+USVeteransDay = Holiday(
+    'Veterans Day',
+    month=11,
+    day=11,
+    end_date=Timestamp('2022-12-31'),
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    observance=sunday_to_monday,
+)
+
+################################################
+# US Thanksgiving Nov 30
+################################################
+USThanksgivingDay = Holiday(
+    'Thanksgiving',
+     month=11, day=1,
+    offset=DateOffset(weekday=TH(4))
+)
+
+
+DayAfterThanksgiving2pmEarlyClose = Holiday(
+    'Black Friday',
+    month=11,
+    day=1,
+     offset=[DateOffset(weekday=TH(4)), Day(1)],
+)
+
+
+
+################################
+# Christmas Dec 25
+################################
+Christmas = Holiday(
+    'Christmas',
+    month=12,
+    day=25,
+    observance=nearest_workday, 
+)
+
+ChristmasEve2pmEarlyClose = Holiday(
+    'Christmas Eve',
+    month=12,
+    day=25,
+    observance = previous_workday,
+ )
+
+# When Christmas is on a Saturday it is observed on Friday the 24th
+# Early close on Thursday 23rd
+ChristmasEveThursday2pmEarlyClose = Holiday(
+    'Christmas Eve on Thursday',
+    month=12,
+    day=23,
+    days_of_week=(THURSDAY,),
+)
+
+
+############################################################################
+# UK Specific Holidays
+############################################################################
+
+# Remarkably, in 2022 SIFMA recommended NO new year's day observance in the US (Saturday)
+#             but in the UK it was observed on Monday requiring a different rule
+UKNewYearsDay = Holiday(
+    'New Years Day',
+    month=1,
+    day=1,
+    observance=next_monday,
+)
+
+UKGoodFriday = Holiday(
+    "Good Friday", 
+    month=1, 
+    day=1, 
+    offset=[Easter(), Day(-2)]
+)
+
+UKEasterMonday = Holiday(
+    "Easter Monday", 
+    month=1, 
+    day=1, 
+    offset=[Easter(), Day(+1)]
+)
+
+# Observed first Monday in May
+UKMayDay = Holiday(
+    "May Day",
+    month=5,
+    day=1,
+    offset=DateOffset(weekday=MO(1)),   
+)
+
+# Almost always follows US Memorial Day except for
+UKSpringBankAdHoc = [Timestamp('2022-06-02', tz='UTC'),]
+
+UKPlatinumJubilee2022 = [Timestamp('2022-06-03', tz='UTC'),]
+
+# Observed last Monday in August in England, Wales, and Northern Ireland
+# Observed first Monday in August in Scotland
+# Coded as last Monday
+# https://www.timeanddate.com/holidays/uk/summer-bank-holiday
+UKSummerBank = Holiday(
+    "Summer Bank Holiday",
+    month=8,
+    day=30,
+    offset=DateOffset(weekday=MO(-1)),
+)
+
+
+
+# UK observes Christmas on Tuesday when Boxing Day is on Monday
+# UK observes Christmas on Monday when Christmas is on Saturday
+UKChristmaEve = Holiday(
+    "Christmas",
+    month=12,
+    day=24,
+    days_of_week=(FRIDAY,),
+)
+
+UKChristmas = Holiday(
+    "Christmas",
+    month=12,
+    day=25,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+
+# If christmas day is Saturday Monday 27th is a holiday
+# If christmas day is sunday the Tuesday 27th is a holiday
+UKWeekendChristmas = Holiday(
+    "Weekend Christmas",
+    month=12,
+    day=27,
+    days_of_week=(MONDAY, TUESDAY),
+)
+
+# Boxing day
+UKBoxingDay = Holiday(
+    "Boxing Day",
+    month=12,
+    day=26,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+
+# If boxing day is saturday then Monday 28th is a holiday
+# If boxing day is sunday then Tuesday 28th is a holiday
+UKWeekendBoxingDay = Holiday(
+    "Weekend Boxing Day",
+    month=12,
+    day=28,
+    days_of_week=(MONDAY, TUESDAY),
+)

pandas_market_calendars/holidays/uk.py

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+# UK Holidays
+
+import pandas as pd
+from pandas import DateOffset, Timestamp
+from pandas.tseries.holiday import Holiday, MO, previous_friday, weekend_to_monday
+
+from pandas_market_calendars.market_calendar import MONDAY, TUESDAY
+
+# New Year's Eve
+LSENewYearsEve = Holiday(
+    "New Year's Eve",
+    month=12,
+    day=31,
+    observance=previous_friday,
+)
+
+# New Year's Day
+LSENewYearsDay = Holiday(
+    "New Year's Day",
+    month=1,
+    day=1,
+    observance=weekend_to_monday,
+)
+
+# Early May bank holiday has two exceptions based on the 50th and 75th anniversary of VE-Day
+# 1995-05-01 Early May bank holiday removed for VE-day 50th anniversary
+# 2020-05-04 Early May bank holiday removed for VE-day 75th anniversary
+
+# Early May bank holiday pre-1995
+MayBank_pre_1995 = Holiday(
+    "Early May Bank Holiday",
+    month=5,
+    offset=DateOffset(weekday=MO(1)),
+    day=1,
+    end_date=Timestamp('1994-12-31'),
+)
+
+# Early May bank holiday post-1995 and pre-2020
+MayBank_post_1995_pre_2020 = Holiday(
+    "Early May Bank Holiday",
+    month=5,
+    offset=DateOffset(weekday=MO(1)),
+    day=1,
+    start_date=Timestamp('1996-01-01'),
+    end_date=Timestamp('2019-12-31'),
+)
+
+# Early May bank holiday post 2020
+MayBank_post_2020 = Holiday(
+    "Early May Bank Holiday",
+    month=5,
+    offset=DateOffset(weekday=MO(1)),
+    day=1,
+    start_date=Timestamp('2021-01-01')
+)
+
+# Spring bank holiday has two exceptions based on the Golden & Diamond Jubilee
+# 2002-05-27 Spring bank holiday removed for Golden Jubilee
+# 2012-05-28 Spring bank holiday removed for Diamond Jubilee
+# 2022-05-31 Spring bank holiday removed for Platinum Jubilee
+
+# Spring bank holiday
+SpringBank_pre_2002 = Holiday(
+    "Spring Bank Holiday",
+    month=5,
+    day=31,
+    offset=DateOffset(weekday=MO(-1)),
+    end_date=Timestamp('2001-12-31'),
+)
+
+SpringBank_post_2002_pre_2012 = Holiday(
+    "Spring Bank Holiday",
+    month=5,
+    day=31,
+    offset=DateOffset(weekday=MO(-1)),
+    start_date=Timestamp('2003-01-01'),
+    end_date=Timestamp('2011-12-31'),
+)
+
+SpringBank_post_2012_pre_2022 = Holiday(
+    "Spring Bank Holiday",
+    month=5,
+    day=31,
+    offset=DateOffset(weekday=MO(-1)),
+    start_date=Timestamp('2013-01-01'),
+    end_date=Timestamp('2021-12-31'),
+)
+
+SpringBank_post_2022 = Holiday(
+    "Spring Bank Holiday",
+    month=5,
+    day=31,
+    offset=DateOffset(weekday=MO(-1)),
+    start_date=Timestamp('2022-01-01'),
+)
+
+# Summer bank holiday
+SummerBank = Holiday(
+    "Summer Bank Holiday",
+    month=8,
+    day=31,
+    offset=DateOffset(weekday=MO(-1)),
+)
+
+# Christmas Eve
+ChristmasEve = Holiday(
+    'Christmas Eve',
+    month=12,
+    day=24,
+    observance=previous_friday,
+)
+
+# Christmas
+Christmas = Holiday(
+    "Christmas",
+    month=12,
+    day=25,
+)
+
+# If christmas day is Saturday Monday 27th is a holiday
+# If christmas day is sunday the Tuesday 27th is a holiday
+WeekendChristmas = Holiday(
+    "Weekend Christmas",
+    month=12,
+    day=27,
+    days_of_week=(MONDAY, TUESDAY),
+)
+
+# Boxing day
+BoxingDay = Holiday(
+    "Boxing Day",
+    month=12,
+    day=26,
+)
+
+# If boxing day is saturday then Monday 28th is a holiday
+# If boxing day is sunday then Tuesday 28th is a holiday
+WeekendBoxingDay = Holiday(
+    "Weekend Boxing Day",
+    month=12,
+    day=28,
+    days_of_week=(MONDAY, TUESDAY),
+)
+
+# One-off holiday additions and removals in England
+
+UniqueCloses = []
+# VE-Day Anniversary
+UniqueCloses.append(pd.Timestamp("1995-05-08", tz='UTC'))  # 50th Anniversary
+UniqueCloses.append(pd.Timestamp("2020-05-08", tz='UTC'))  # 75th Anniversary
+
+# Queen Elizabeth II Jubilees
+# Silver Jubilee
+UniqueCloses.append(pd.Timestamp("1977-06-07", tz='UTC'))
+
+# Golden Jubilee
+UniqueCloses.append(pd.Timestamp("2002-06-03", tz='UTC'))
+UniqueCloses.append(pd.Timestamp("2002-06-04", tz='UTC'))
+
+# Diamond Jubilee
+UniqueCloses.append(pd.Timestamp("2012-06-04", tz='UTC'))
+UniqueCloses.append(pd.Timestamp("2012-06-05", tz='UTC'))
+
+# Platinum Jubilee
+UniqueCloses.append(pd.Timestamp("2022-06-02", tz='UTC'))
+UniqueCloses.append(pd.Timestamp("2022-06-03", tz='UTC'))
+
+# State Funeral of Queen Elizabeth II
+UniqueCloses.append(pd.Timestamp("2022-09-19", tz='UTC'))
+
+# Royal Weddings
+UniqueCloses.append(pd.Timestamp("1973-11-14", tz='UTC'))     # Wedding Day of Princess Anne and Mark Phillips
+UniqueCloses.append(pd.Timestamp("1981-07-29", tz='UTC'))     # Wedding Day of Prince Charles and Diana Spencer
+UniqueCloses.append(pd.Timestamp("2011-04-29", tz='UTC'))     # Wedding Day of Prince William and Catherine Middleton
+
+# Coronation of King Charles III
+UniqueCloses.append(pd.Timestamp("2023-05-08", tz='UTC'))
+
+# Miscellaneous
+UniqueCloses.append(pd.Timestamp("1999-12-31", tz='UTC'))     # Eve of 3rd Millenium A.D.