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

pandas_market_calendars/holidays/us.py

@@ -0,0 +1,360 @@
+from dateutil.relativedelta import (MO, TH, TU, FR)
+from pandas import (DateOffset, Timestamp, date_range)
+from pandas.tseries.holiday import (Holiday, nearest_workday, sunday_to_monday)
+from pandas.tseries.offsets import Day
+
+from pandas_market_calendars.market_calendar import (FRIDAY, MONDAY, THURSDAY, TUESDAY, WEDNESDAY)
+
+
+# These have the same definition, but are used in different places because the
+# NYSE closed at 2:00 PM on Christmas Eve until 1993.
+
+
+def following_tuesday_every_four_years_observance(dt):
+    return dt + DateOffset(years=(4 - (dt.year % 4)) % 4, weekday=TU(1))
+
+
+ChristmasEveBefore1993 = Holiday(
+    'Christmas Eve',
+    month=12,
+    day=24,
+    end_date=Timestamp('1993-01-01'),
+    # When Christmas is a Saturday, the 24th is a full holiday.
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
+)
+ChristmasEveInOrAfter1993 = Holiday(
+    'Christmas Eve',
+    month=12,
+    day=24,
+    start_date=Timestamp('1993-01-01'),
+    # When Christmas is a Saturday, the 24th is a full holiday.
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
+)
+USNewYearsDay = Holiday(
+    'New Years Day',
+    month=1,
+    day=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.
+    observance=sunday_to_monday
+)
+USMartinLutherKingJrAfter1998 = Holiday(
+    'Dr. Martin Luther King Jr. Day',
+    month=1,
+    day=1,
+    # The US markets didn't observe MLK day as a holiday until 1998.
+    start_date=Timestamp('1998-01-01'),
+    offset=DateOffset(weekday=MO(3)),
+)
+USLincolnsBirthDayBefore1954 = Holiday(
+    'Lincoln''s Birthday',
+    month=2,
+    day=12,
+    start_date=Timestamp('1874-01-01'),
+    end_date=Timestamp('1953-12-31'),
+    observance=sunday_to_monday,
+)
+USWashingtonsBirthDayBefore1964 = Holiday(
+    'Washington''s Birthday',
+    month=2,
+    day=22,
+    start_date=Timestamp('1880-01-01'),
+    end_date=Timestamp('1963-12-31'),
+    observance=sunday_to_monday,
+)
+USWashingtonsBirthDay1964to1970 = Holiday(
+    'Washington''s Birthday',
+    month=2,
+    day=22,
+    start_date=Timestamp('1964-01-01'),
+    end_date=Timestamp('1970-12-31'),
+    observance=nearest_workday,
+)
+USPresidentsDay = Holiday('President''s Day',
+                          start_date=Timestamp('1971-01-01'),
+                          month=2, day=1,
+                          offset=DateOffset(weekday=MO(3)))
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USThanksgivingDayBefore1939 = Holiday('Thanksgiving Before 1939',
+                                      start_date=Timestamp('1864-01-01'),
+                                      end_date=Timestamp('1938-12-31'),
+                                      month=11, day=30,
+                                      offset=DateOffset(weekday=TH(-1)))
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USThanksgivingDay1939to1941 = Holiday('Thanksgiving 1939 to 1941',
+                                      start_date=Timestamp('1939-01-01'),
+                                      end_date=Timestamp('1941-12-31'),
+                                      month=11, day=30,
+                                      offset=DateOffset(weekday=TH(-2)))
+USThanksgivingDay = Holiday('Thanksgiving',
+                            start_date=Timestamp('1942-01-01'),
+                            month=11, day=1,
+                            offset=DateOffset(weekday=TH(4)))
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USMemorialDayBefore1964 = Holiday(
+    'Memorial Day',
+    month=5,
+    day=30,
+    end_date=Timestamp('1963-12-31'),
+    observance=sunday_to_monday,
+)
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USMemorialDay1964to1969 = Holiday(
+    'Memorial Day',
+    month=5,
+    day=30,
+    start_date=Timestamp('1964-01-01'),
+    end_date=Timestamp('1969-12-31'),
+    observance=nearest_workday,
+)
+USMemorialDay = Holiday(
+    # NOTE: The definition for Memorial Day is incorrect as of pandas 0.16.0.
+    # See https://github.com/pydata/pandas/issues/9760.
+    'Memorial Day',
+    month=5,
+    day=25,
+    start_date=Timestamp('1971-01-01'),
+    offset=DateOffset(weekday=MO(1)),
+)
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USIndependenceDayBefore1954 = Holiday(
+    'July 4th',
+    month=7,
+    day=4,
+    end_date=Timestamp('1953-12-31'),
+    observance=sunday_to_monday,
+)
+USIndependenceDay = Holiday(
+    'July 4th',
+    month=7,
+    day=4,
+    start_date=Timestamp('1954-01-01'),
+    observance=nearest_workday,
+)
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USElectionDay1848to1967 = Holiday(
+    'Election Day',
+    month=11,
+    day=2,
+    start_date=Timestamp('1848-1-1'),
+    end_date=Timestamp('1967-12-31'),
+    offset=DateOffset(weekday=TU(1)),
+)
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USElectionDay1968to1980 = Holiday(
+    'Election Day',
+    month=11,
+    day=2,
+    start_date=Timestamp('1968-01-01'),
+    end_date=Timestamp('1980-12-31'),
+    observance=following_tuesday_every_four_years_observance
+)
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USVeteransDay1934to1953 = Holiday(
+    'Veteran Day',
+    month=11,
+    day=11,
+    start_date=Timestamp('1934-1-1'),
+    end_date=Timestamp('1953-12-31'),
+    observance=sunday_to_monday,
+)
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+USColumbusDayBefore1954 = Holiday(
+    'Columbus Day',
+    month=10,
+    day=12,
+    end_date=Timestamp('1953-12-31'),
+    observance=sunday_to_monday,
+)
+ChristmasBefore1954 = Holiday(
+    'Christmas',
+    month=12,
+    day=25,
+    end_date=Timestamp('1953-12-31'),
+    observance=sunday_to_monday,
+)
+Christmas = Holiday(
+    'Christmas',
+    month=12,
+    day=25,
+    start_date=Timestamp('1954-01-01'),
+    observance=nearest_workday,
+)
+
+MonTuesThursBeforeIndependenceDay = Holiday(
+    # When July 4th is a Tuesday, Wednesday, or Friday, the previous day is a
+    # half day.
+    'Mondays, Tuesdays, and Thursdays Before Independence Day',
+    month=7,
+    day=3,
+    days_of_week=(MONDAY, TUESDAY, THURSDAY),
+    start_date=Timestamp("1995-01-01"),
+)
+FridayAfterIndependenceDayPre2013 = Holiday(
+    # When July 4th is a Thursday, the next day is a half day prior to 2013.
+    # Since 2013 the early close is on Wednesday and Friday is a full day
+    "Fridays after Independence Day prior to 2013",
+    month=7,
+    day=5,
+    days_of_week=(FRIDAY,),
+    start_date=Timestamp("1995-01-01"),
+    end_date=Timestamp("2012-12-31"),
+)
+WednesdayBeforeIndependenceDayPost2013 = Holiday(
+    # When July 4th is a Thursday, the next day is a half day prior to 2013.
+    # Since 2013 the early close is on Wednesday and Friday is a full day
+    "Wednesdays Before Independence Day including and after 2013",
+    month=7,
+    day=3,
+    days_of_week=(WEDNESDAY,),
+    start_date=Timestamp("2013-01-01"),
+)
+USBlackFridayBefore1993 = Holiday(
+    'Black Friday',
+    month=11,
+    day=1,
+    # Black Friday was not observed until 1992.
+    start_date=Timestamp('1992-01-01'),
+    end_date=Timestamp('1993-01-01'),
+    offset=[DateOffset(weekday=TH(4)), Day(1)],
+)
+USBlackFridayInOrAfter1993 = Holiday(
+    'Black Friday',
+    month=11,
+    day=1,
+    start_date=Timestamp('1993-01-01'),
+    offset=[DateOffset(weekday=TH(4)), Day(1)],
+)
+BattleOfGettysburg = Holiday(
+    # All of the floor traders in Chicago were sent to PA
+    'Markets were closed during the battle of Gettysburg',
+    month=7,
+    day=(1, 2, 3),
+    start_date=Timestamp("1863-07-01"),
+    end_date=Timestamp("1863-07-03")
+)
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+November29BacklogRelief = [Timestamp('1929-11-01', tz='UTC'),
+                           Timestamp('1929-11-29', tz='UTC')]
+
+# https://en.wikipedia.org/wiki/March_1933#March_6,_1933_(Monday)
+March33BankHoliday = [
+    Timestamp("1933-03-06", tz="UTC"),
+    Timestamp("1933-03-07", tz="UTC"),
+    Timestamp("1933-03-08", tz="UTC"),
+    Timestamp("1933-03-09", tz="UTC"),
+    Timestamp("1933-03-10", tz="UTC"),
+    Timestamp("1933-03-13", tz="UTC"),
+    Timestamp("1933-03-14", tz="UTC"),
+]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+August45VictoryOverJapan = date_range('1945-08-15', '1945-08-16', tz='UTC')
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+ChristmasEvesAdhoc = [Timestamp('1945-12-24', tz='UTC'),
+                      Timestamp('1956-12-24', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+DayAfterChristmasAdhoc = [Timestamp('1958-12-26', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+DayBeforeDecorationAdhoc = [Timestamp('1961-05-29', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+LincolnsBirthDayAdhoc = [Timestamp('1968-02-12', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+PaperworkCrisis68 = [Timestamp('1968-06-12', tz='UTC'),
+                     Timestamp('1968-06-19', tz='UTC'),
+                     Timestamp('1968-06-26', tz='UTC'),
+                     Timestamp('1968-07-10', tz='UTC'),
+                     Timestamp('1968-07-17', tz='UTC'),
+                     Timestamp('1968-07-24', tz='UTC'),
+                     Timestamp('1968-07-31', tz='UTC'),
+                     Timestamp('1968-08-07', tz='UTC'),
+                     Timestamp('1968-08-14', tz='UTC'),
+                     Timestamp('1968-08-21', tz='UTC'),
+                     Timestamp('1968-08-28', tz='UTC'),
+                     Timestamp('1968-09-11', tz='UTC'),
+                     Timestamp('1968-09-18', tz='UTC'),
+                     Timestamp('1968-09-25', tz='UTC'),
+                     Timestamp('1968-10-02', tz='UTC'),
+                     Timestamp('1968-10-09', tz='UTC'),
+                     Timestamp('1968-10-16', tz='UTC'),
+                     Timestamp('1968-10-23', tz='UTC'),
+                     Timestamp('1968-10-30', tz='UTC'),
+                     Timestamp('1968-11-11', tz='UTC'),
+                     Timestamp('1968-11-20', tz='UTC'),
+                     Timestamp('1968-12-04', tz='UTC'),
+                     Timestamp('1968-12-11', tz='UTC'),
+                     Timestamp('1968-12-18', tz='UTC'),
+                     Timestamp('1968-12-25', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+DayAfterIndependenceDayAdhoc = [Timestamp('1968-07-05', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+WeatherSnowClosing = [Timestamp('1969-02-10', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+FirstLunarLandingClosing = [Timestamp('1969-07-21', tz='UTC')]
+
+# http://www.tradingtheodds.com/nyse-full-day-closings/
+NewYorkCityBlackout77 = [Timestamp('1977-07-14', tz='UTC')]
+
+# http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
+September11Closings = [
+    Timestamp("2001-09-11", tz='UTC'),
+    Timestamp("2001-09-12", tz='UTC'),
+    Timestamp("2001-09-13", tz='UTC'),
+    Timestamp("2001-09-14", tz='UTC'),
+]
+
+# http://en.wikipedia.org/wiki/Hurricane_Gloria
+HurricaneGloriaClosings = date_range(
+    '1985-09-27',
+    '1985-09-27',
+    tz='UTC'
+)
+
+# http://en.wikipedia.org/wiki/Hurricane_sandy
+HurricaneSandyClosings = date_range(
+    '2012-10-29',
+    '2012-10-30',
+    tz='UTC'
+)
+
+# National Days of Mourning
+# - President John F. Kennedy - November 25, 1963
+# - Martin Luther King - April 9, 1968
+# - President Dwight D. Eisenhower - March 31, 1969
+# - President Harry S. Truman - December 28, 1972
+# - President Lyndon B. Johnson - January 25, 1973
+# - President Richard Nixon - April 27, 1994
+# - President Ronald W. Reagan - June 11, 2004
+# - President Gerald R. Ford - Jan 2, 2007
+# - President George H.W. Bush - Dec 5, 2018
+USNationalDaysofMourning = [
+    Timestamp('1963-11-25', tz='UTC'),
+    Timestamp('1968-04-09', tz='UTC'),
+    Timestamp('1969-03-31', tz='UTC'),
+    Timestamp('1972-12-28', tz='UTC'),
+    Timestamp('1973-01-25', tz='UTC'),
+    Timestamp('1994-04-27', tz='UTC'),
+    Timestamp('2004-06-11', tz='UTC'),
+    Timestamp('2007-01-02', tz='UTC'),
+    Timestamp('2018-12-05', tz='UTC'),
+]
+
+
+#######################################
+# US Juneteenth (June 19th)
+#######################################
+USJuneteenthAfter2022 = Holiday(
+    'Juneteenth Starting at 2022',
+    start_date=Timestamp('2022-06-19'),
+    month=6, day=19,
+    observance=nearest_workday,
+)

{pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pandas-market-calendars
-Version: 4.3.0
+Version: 4.3.1
 Summary: Market and exchange trading calendars for pandas
 Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
 License: MIT

pandas_market_calendars-4.3.1.dist-info/RECORD

@@ -0,0 +1,49 @@
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pandas_market_calendars-4.3.0.dist-info/RECORD

@@ -1,11 +0,0 @@
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