pandas-market-calendars 4.3.0__py3-none-any.whl → 4.3.1__py3-none-any.whl
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- 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 +1,408 @@
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from datetime import time, timedelta
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from functools import partial
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from pandas import DateOffset, Timestamp
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from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday, sunday_to_monday
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from pandas.tseries.offsets import LastWeekOfMonth, WeekOfMonth
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from pytz import timezone
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from pandas_market_calendars.holidays.us import USNewYearsDay
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from pandas_market_calendars.holidays.cn import bsd_mapping, dbf_mapping, dnf_mapping, maf_mapping, sf_mapping, tsd_mapping
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from pandas_market_calendars.market_calendar import MarketCalendar
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def process_date(dt, mapping=None, func=None, delta=None, offset=None):
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if mapping and (dt.year in mapping):
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new_dt = mapping[dt.year]
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else:
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new_dt = dt
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if delta:
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new_dt = new_dt + timedelta(delta)
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dow = new_dt.weekday()
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if dow == 6 and offset: # sunday
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new_dt = new_dt + timedelta(offset)
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if func:
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return func(new_dt)
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return new_dt
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def process_queen_birthday(dt):
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# before 1983
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if dt.year in [1974, 1981]:
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return dt + DateOffset(weekday=6)
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elif dt.year < 1983:
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return sunday_to_monday(dt)
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# after 1983
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wom = WeekOfMonth(week=2, weekday=0)
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if dt.year in [1983, 1988, 1993, 1994]:
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wom = WeekOfMonth(week=1, weekday=0)
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if dt.year in [1985]:
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wom = WeekOfMonth(week=3, weekday=0)
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return dt + wom
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HKNewYearsDay = USNewYearsDay
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SpringFestivalDayBefore1983 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
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start_date=Timestamp('1961-01-01'),
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end_date=Timestamp('1983-01-01')
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)
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SpringFestivalDay2Before1983 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
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start_date=Timestamp('1961-01-01'),
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end_date=Timestamp('1983-01-01')
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)
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SpringFestivalDay3Before1983 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
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start_date=Timestamp('1961-01-01'),
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end_date=Timestamp('1983-01-01')
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)
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SpringFestivalDayBefore2010 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=0, offset=-1),
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start_date=Timestamp('1983-01-01'),
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end_date=Timestamp('2010-07-01')
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)
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SpringFestivalDay2Before2010 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=1, offset=-2),
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start_date=Timestamp('1983-01-01'),
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end_date=Timestamp('2010-07-01')
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)
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SpringFestivalDay3Before2010 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=2, offset=-3),
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start_date=Timestamp('1983-01-01'),
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end_date=Timestamp('2010-07-01')
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)
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SpringFestivalDay = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
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start_date=Timestamp('2010-07-01')
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)
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SpringFestivalDay2 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
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start_date=Timestamp('2010-07-01')
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)
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SpringFestivalDay3 = Holiday(
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name="Spring Festival",
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month=1,
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day=21,
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observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
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start_date=Timestamp('2010-07-01')
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)
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TombSweepingDay = Holiday(
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name="Tomb-sweeping Day", # 清明节4月5日
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month=4,
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day=4,
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observance=partial(process_date, mapping=tsd_mapping, func=sunday_to_monday),
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start_date=Timestamp('1961-01-01')
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)
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LabourDay = Holiday(
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name="Labour Day", # 劳动节
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month=5,
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day=1,
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observance=sunday_to_monday,
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start_date=Timestamp('1999-05-01')
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)
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BuddhaShakyamuniDay = Holiday(
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name="Buddha Shakyamuni Day", # 浴佛节 98年农历4月8日定为法定假日
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month=4,
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day=28,
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observance=partial(process_date, mapping=bsd_mapping, func=sunday_to_monday),
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start_date=Timestamp('1999-04-28')
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)
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DragonBoatFestivalDay = Holiday(
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name="Dragon Boat Festival", # 端午节
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month=5,
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day=27,
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observance=partial(process_date, mapping=dbf_mapping, func=sunday_to_monday),
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start_date=Timestamp('1961-01-01')
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)
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HKRegionEstablishmentDay = Holiday(
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name="Hong Kong Special Region Establishment Day",
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month=7,
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day=1,
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observance=sunday_to_monday,
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start_date=Timestamp('1997-07-01')
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)
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MidAutumnFestivalDayBefore1983 = Holiday(
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name="Mid-autumn Festival", # 中秋节翌日
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month=9,
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day=7,
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observance=partial(process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday),
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start_date=Timestamp('1961-01-01'),
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end_date=Timestamp('1983-01-01')
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)
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MidAutumnFestivalDayBefore2010 = Holiday(
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name="Mid-autumn Festival", # 中秋节翌日
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month=9,
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day=7,
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observance=partial(process_date, mapping=maf_mapping, delta=1, offset=-1),
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start_date=Timestamp('1983-01-01'),
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end_date=Timestamp('2010-12-31')
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)
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MidAutumnFestivalDay = Holiday(
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name="Mid-autumn Festival", # 中秋节翌日
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month=9,
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day=7,
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observance=partial(process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday),
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start_date=Timestamp('2011-01-01')
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)
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DoubleNinthFestivalDay = Holiday(
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name="Double Ninth Festival", # 重阳节
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month=10,
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day=2,
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observance=partial(process_date, mapping=dnf_mapping, func=sunday_to_monday),
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start_date=Timestamp('1961-01-01')
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)
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NationalDay = Holiday(
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name="National Day",
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month=10,
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day=1,
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observance=sunday_to_monday,
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start_date=Timestamp('1997-07-01')
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)
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Christmas = Holiday(
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name='Christmas',
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month=12,
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day=25,
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observance=partial(process_date, offset=2),
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start_date=Timestamp('1954-01-01')
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)
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BoxingDay = Holiday(
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name='Boxing day', # 圣诞节后第一个平日
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month=12,
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day=26,
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observance=sunday_to_monday,
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start_date=Timestamp('1954-01-01')
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)
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QueenBirthday = Holiday(
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name="Queen's Birthday", # 英女王生日 6月
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month=6,
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day=10,
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observance=process_queen_birthday,
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start_date=Timestamp('1983-01-01'),
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end_date=Timestamp('1997-06-01')
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)
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QueenBirthday2 = Holiday(
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name="Queen's Birthday", # 英女王生日 4月
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month=4,
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day=21,
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observance=process_queen_birthday,
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start_date=Timestamp('1926-04-21'),
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end_date=Timestamp('1983-01-01')
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)
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CommemoratingAlliedVictory = Holiday(
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name="Commemorating the allied victory", # 重光纪念日 8月最后一个星期一
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month=8,
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day=20,
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offset=LastWeekOfMonth(weekday=0),
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start_date=Timestamp('1945-08-30'),
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end_date=Timestamp('1997-07-01')
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)
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IDontKnow = Holiday(
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name="I dont know these days, please tell me", # 8月第一个星期一
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month=7,
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day=31,
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offset=WeekOfMonth(week=0, weekday=0),
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start_date=Timestamp('1960-08-01'),
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end_date=Timestamp('1983-01-01')
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)
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HKClosedDay = [
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# I dont know these days
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Timestamp('1970-07-01', tz='UTC'),
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Timestamp('1971-07-01', tz='UTC'),
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Timestamp('1973-07-02', tz='UTC'),
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Timestamp('1974-07-01', tz='UTC'),
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Timestamp('1975-07-01', tz='UTC'),
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Timestamp('1976-07-01', tz='UTC'),
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Timestamp('1977-07-01', tz='UTC'),
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Timestamp('1979-07-02', tz='UTC'),
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Timestamp('1980-07-01', tz='UTC'),
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Timestamp('1981-07-01', tz='UTC'),
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Timestamp('1982-07-01', tz='UTC'),
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Timestamp('1971-03-22', tz='UTC'),
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Timestamp('1971-12-06', tz='UTC'),
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Timestamp('1971-12-20', tz='UTC'),
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Timestamp('1975-07-28', tz='UTC'),
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Timestamp('1985-07-29', tz='UTC'),
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Timestamp('1970-07-16', tz='UTC'), # 台风Ruby7003
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Timestamp('1970-09-14', tz='UTC'), # 台风Georgia7011
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Timestamp('1971-07-22', tz='UTC'), # 台风Lucy7114
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Timestamp('1971-08-31', tz='UTC'), # 重光纪念日?
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Timestamp('1973-04-16', tz='UTC'), # 股灾休市?
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Timestamp('1973-07-17', tz='UTC'), # 台风Dot7304
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Timestamp('1974-04-25', tz='UTC'), # 英国女王生日
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Timestamp('1975-10-14', tz='UTC'), # 台风Elsie7514
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Timestamp('1978-07-26', tz='UTC'), # 台风Agnes7807
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Timestamp('1978-07-27', tz='UTC'),
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Timestamp('1979-01-26', tz='UTC'), # 春节补假
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Timestamp('1979-08-02', tz='UTC'), # 台风Hope7908
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Timestamp('1980-05-21', tz='UTC'), # 台风Georgia8004
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Timestamp('1980-07-22', tz='UTC'), # 台风Joy8007
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Timestamp('1981-04-27', tz='UTC'), # 英国女王生日
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Timestamp('1981-07-06', tz='UTC'), # 台风Lynn8106
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Timestamp('1981-07-07', tz='UTC'),
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Timestamp('1981-07-29', tz='UTC'), # 查理斯王子与戴安娜婚礼
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Timestamp('1983-09-09', tz='UTC'), # 台风Ellen8309
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Timestamp('1985-06-24', tz='UTC'), # 台风Hal8504
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Timestamp('1986-04-01', tz='UTC'), # 复活节星期一翌日
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+
Timestamp('1986-10-22', tz='UTC'), # 英女王伊丽莎白二世访港
|
299
|
+
Timestamp('1987-10-20', tz='UTC'), # 黑色星期一后,休市4天
|
300
|
+
Timestamp('1987-10-21', tz='UTC'),
|
301
|
+
Timestamp('1987-10-22', tz='UTC'),
|
302
|
+
Timestamp('1987-10-23', tz='UTC'),
|
303
|
+
Timestamp('1988-04-05', tz='UTC'), # 清明节翌日
|
304
|
+
# Timestamp('1988-06-13', tz='UTC'), # 英国女王生日
|
305
|
+
Timestamp('1991-06-18', tz='UTC'), # 英国女王生日翌日
|
306
|
+
Timestamp('1992-07-22', tz='UTC'), # 台风Cary9207
|
307
|
+
# Timestamp('1993-06-14', tz='UTC'), # 英国女王生日
|
308
|
+
Timestamp('1993-09-17', tz='UTC'), # 台风Becky9316
|
309
|
+
Timestamp('1994-06-14', tz='UTC'), # 英国女王生日翌日,端午节翌日
|
310
|
+
Timestamp('1997-06-30', tz='UTC'), # 英国女王生日
|
311
|
+
Timestamp('1997-07-02', tz='UTC'), # 香港回归纪念日翌日
|
312
|
+
Timestamp('1997-08-18', tz='UTC'), # 抗战胜利纪念日
|
313
|
+
Timestamp('1997-10-02', tz='UTC'), # 国庆节翌日
|
314
|
+
Timestamp('1998-08-17', tz='UTC'), # 抗战胜利纪念日
|
315
|
+
Timestamp('1998-10-02', tz='UTC'), # 国庆节翌日
|
316
|
+
Timestamp('1999-04-06', tz='UTC'), # 清明节翌日
|
317
|
+
Timestamp('1999-09-16', tz='UTC'), # 台风约克
|
318
|
+
Timestamp('1999-12-31', tz='UTC'), # 千年虫
|
319
|
+
Timestamp('2001-07-06', tz='UTC'), # 台风尤特0104
|
320
|
+
Timestamp('2001-07-25', tz='UTC'), # 台风玉兔0107
|
321
|
+
# Timestamp(2008-06-25', tz='UTC'), # 台风风神0806,上午休市
|
322
|
+
Timestamp('2008-08-06', tz='UTC'), # 台风北冕0809
|
323
|
+
Timestamp('2008-08-22', tz='UTC'), # 台风鹦鹉0810
|
324
|
+
# Timestamp(2009-09-15', tz='UTC'), # 台风巨爵0915,上午休市
|
325
|
+
Timestamp('2010-04-06', tz='UTC'), # 清明节翌日
|
326
|
+
Timestamp('2011-09-29', tz='UTC'), # 台风纳沙1117
|
327
|
+
# Timestamp(2012-07-24', tz='UTC'), # 台风韦森特1208,上午休市
|
328
|
+
Timestamp('2012-10-02', tz='UTC'), # 中秋节补假
|
329
|
+
# Timestamp(2013-05-22', tz='UTC'), # 暴雨,上午休市
|
330
|
+
Timestamp('2013-08-14', tz='UTC'), # 台风尤特1311
|
331
|
+
# Timestamp(2013-09-23', tz='UTC'), # 台风天兔1319,上午休市
|
332
|
+
# Timestamp(2014-09-16', tz='UTC'), # 台风海鸥1415,上午休市
|
333
|
+
Timestamp('2015-04-07', tz='UTC'), # 复活节+清明节补假
|
334
|
+
# Timestamp(2015-07-09', tz='UTC'), # 台风莲花1520,期货夜盘休市
|
335
|
+
Timestamp('2015-09-03', tz='UTC'), # 抗战70周年纪念
|
336
|
+
# Timestamp(2016-08-01', tz='UTC'), # 台风妮妲1604,期货夜盘20:55收市
|
337
|
+
Timestamp('2016-08-02', tz='UTC'), # 台风妮妲1604
|
338
|
+
Timestamp('2016-10-21', tz='UTC'), # 台风海马1622
|
339
|
+
# Timestamp(2017-06-12', tz='UTC'), # 台风苗柏1702,期货夜盘17:35休市
|
340
|
+
Timestamp('2017-08-23', tz='UTC'), # 台风天鸽1713
|
341
|
+
]
|
342
|
+
|
343
|
+
|
344
|
+
class HKEXExchangeCalendar(MarketCalendar):
|
345
|
+
"""
|
346
|
+
Exchange calendar for Hong Kong Stock Exchange
|
347
|
+
|
348
|
+
Open Time: 9:30 AM, Asia/Shanghai
|
349
|
+
LUNCH BREAK :facepalm: : 12:00 AM - 1:00 PM Asia/Shanghai
|
350
|
+
Close Time: 4:00 PM, Asia/Shanghai
|
351
|
+
"""
|
352
|
+
aliases = ['HKEX']
|
353
|
+
regular_market_times = {
|
354
|
+
"market_open": ((None, time(9, 30)),),
|
355
|
+
"market_close": ((None, time(16)),),
|
356
|
+
"break_start": ((None, time(12)),),
|
357
|
+
"break_end": ((None, time(13)),)
|
358
|
+
}
|
359
|
+
|
360
|
+
@property
|
361
|
+
def name(self):
|
362
|
+
return "HKEX"
|
363
|
+
|
364
|
+
@property
|
365
|
+
def tz(self):
|
366
|
+
return timezone('Asia/Shanghai')
|
367
|
+
|
368
|
+
|
369
|
+
@property
|
370
|
+
def regular_holidays(self):
|
371
|
+
"""
|
372
|
+
Rules are guesses based on observations of recent year.
|
373
|
+
Rectify accordingly once the next year's holidays arrangement is published by the government.
|
374
|
+
"""
|
375
|
+
return AbstractHolidayCalendar(rules=[
|
376
|
+
HKNewYearsDay,
|
377
|
+
SpringFestivalDayBefore1983,
|
378
|
+
SpringFestivalDay2Before1983,
|
379
|
+
SpringFestivalDay3Before1983,
|
380
|
+
SpringFestivalDayBefore2010,
|
381
|
+
SpringFestivalDay2Before2010,
|
382
|
+
SpringFestivalDay3Before2010,
|
383
|
+
SpringFestivalDay,
|
384
|
+
SpringFestivalDay2,
|
385
|
+
SpringFestivalDay3,
|
386
|
+
GoodFriday,
|
387
|
+
EasterMonday,
|
388
|
+
TombSweepingDay,
|
389
|
+
LabourDay,
|
390
|
+
BuddhaShakyamuniDay,
|
391
|
+
DragonBoatFestivalDay,
|
392
|
+
HKRegionEstablishmentDay,
|
393
|
+
MidAutumnFestivalDayBefore1983,
|
394
|
+
MidAutumnFestivalDayBefore2010,
|
395
|
+
MidAutumnFestivalDay,
|
396
|
+
NationalDay,
|
397
|
+
DoubleNinthFestivalDay,
|
398
|
+
Christmas,
|
399
|
+
BoxingDay,
|
400
|
+
CommemoratingAlliedVictory,
|
401
|
+
QueenBirthday,
|
402
|
+
QueenBirthday2,
|
403
|
+
IDontKnow
|
404
|
+
])
|
405
|
+
|
406
|
+
@property
|
407
|
+
def adhoc_holidays(self):
|
408
|
+
return HKClosedDay
|
@@ -0,0 +1,65 @@
|
|
1
|
+
from datetime import time
|
2
|
+
from itertools import chain
|
3
|
+
|
4
|
+
from pandas import Timestamp
|
5
|
+
from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
|
6
|
+
from pytz import timezone
|
7
|
+
|
8
|
+
from pandas_market_calendars.holidays.us import (Christmas, USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay,
|
9
|
+
USNationalDaysofMourning, USNewYearsDay)
|
10
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
11
|
+
|
12
|
+
|
13
|
+
class ICEExchangeCalendar(MarketCalendar):
|
14
|
+
"""
|
15
|
+
Exchange calendar for ICE US.
|
16
|
+
|
17
|
+
Open Time: 8pm, US/Eastern
|
18
|
+
Close Time: 6pm, US/Eastern
|
19
|
+
|
20
|
+
https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
|
21
|
+
"""
|
22
|
+
aliases = ['ICE', 'ICEUS', 'NYFE']
|
23
|
+
regular_market_times = {
|
24
|
+
"market_open": ((None, time(20, 1), -1),), # offset by -1 day
|
25
|
+
"market_close": ((None, time(18)),)
|
26
|
+
}
|
27
|
+
|
28
|
+
@property
|
29
|
+
def name(self):
|
30
|
+
return "ICE"
|
31
|
+
|
32
|
+
@property
|
33
|
+
def tz(self):
|
34
|
+
return timezone("US/Eastern")
|
35
|
+
|
36
|
+
@property
|
37
|
+
def special_closes(self):
|
38
|
+
return [
|
39
|
+
(time(13), AbstractHolidayCalendar(rules=[
|
40
|
+
USMartinLutherKingJrAfter1998,
|
41
|
+
USPresidentsDay,
|
42
|
+
USMemorialDay,
|
43
|
+
USIndependenceDay,
|
44
|
+
USLaborDay,
|
45
|
+
USThanksgivingDay
|
46
|
+
]))
|
47
|
+
]
|
48
|
+
|
49
|
+
@property
|
50
|
+
def adhoc_holidays(self):
|
51
|
+
return list(chain(
|
52
|
+
USNationalDaysofMourning,
|
53
|
+
# ICE was only closed on the first day of the Hurricane Sandy
|
54
|
+
# closings (was not closed on 2012-10-30)
|
55
|
+
[Timestamp('2012-10-29', tz='UTC')]
|
56
|
+
))
|
57
|
+
|
58
|
+
@property
|
59
|
+
def regular_holidays(self):
|
60
|
+
# https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
|
61
|
+
return AbstractHolidayCalendar(rules=[
|
62
|
+
USNewYearsDay,
|
63
|
+
GoodFriday,
|
64
|
+
Christmas
|
65
|
+
])
|
@@ -0,0 +1,98 @@
|
|
1
|
+
from datetime import time
|
2
|
+
from itertools import chain
|
3
|
+
from .nyse import NYSEExchangeCalendar
|
4
|
+
from pandas.tseries.holiday import AbstractHolidayCalendar
|
5
|
+
from pytz import timezone
|
6
|
+
|
7
|
+
from pandas_market_calendars.holidays.nyse import (
|
8
|
+
USPresidentsDay,
|
9
|
+
GoodFriday,
|
10
|
+
USMemorialDay,
|
11
|
+
USJuneteenthAfter2022,
|
12
|
+
USIndependenceDay,
|
13
|
+
USThanksgivingDay,
|
14
|
+
ChristmasNYSE,
|
15
|
+
USMartinLutherKingJrAfter1998,
|
16
|
+
|
17
|
+
#Ad-Hoc
|
18
|
+
DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
|
19
|
+
DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
|
20
|
+
ChristmasEvesAdhoc,
|
21
|
+
)
|
22
|
+
|
23
|
+
class IEXExchangeCalendar(NYSEExchangeCalendar):
|
24
|
+
"""
|
25
|
+
Exchange calendar for the Investor's Exchange (IEX).
|
26
|
+
|
27
|
+
IEX Exchange is a U.S. stock exchange focused on driving performance
|
28
|
+
for broker-dealers and investors through innovative design and technology.
|
29
|
+
|
30
|
+
Most of this class inherits from NYSEExchangeCalendar since
|
31
|
+
the holidays are the same. The only variation is (1) IEX began
|
32
|
+
operation in 2013, and (2) IEX has different hours of operation
|
33
|
+
|
34
|
+
References:
|
35
|
+
- https://exchange.iex.io/
|
36
|
+
- https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
|
37
|
+
"""
|
38
|
+
|
39
|
+
regular_market_times = {
|
40
|
+
"pre": (('2013-03-25', time(8)),),
|
41
|
+
"market_open": ((None, time(9, 30)),),
|
42
|
+
"market_close":((None, time(16)),),
|
43
|
+
"post": ((None, time(17)),)
|
44
|
+
}
|
45
|
+
|
46
|
+
aliases = ['IEX', 'Investors_Exchange']
|
47
|
+
|
48
|
+
@property
|
49
|
+
def name(self):
|
50
|
+
return "IEX"
|
51
|
+
|
52
|
+
@property
|
53
|
+
def weekmask(self):
|
54
|
+
return "Mon Tue Wed Thu Fri"
|
55
|
+
|
56
|
+
@property
|
57
|
+
def regular_holidays(self):
|
58
|
+
return AbstractHolidayCalendar(rules=[
|
59
|
+
USPresidentsDay,
|
60
|
+
GoodFriday,
|
61
|
+
USMemorialDay,
|
62
|
+
USJuneteenthAfter2022,
|
63
|
+
USIndependenceDay,
|
64
|
+
USThanksgivingDay,
|
65
|
+
ChristmasNYSE,
|
66
|
+
USMartinLutherKingJrAfter1998
|
67
|
+
])
|
68
|
+
|
69
|
+
@property
|
70
|
+
def adhoc_holidays(self):
|
71
|
+
return list(chain(
|
72
|
+
ChristmasEvesAdhoc,
|
73
|
+
))
|
74
|
+
|
75
|
+
@property
|
76
|
+
def special_closes(self):
|
77
|
+
return [
|
78
|
+
(time(hour=13, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
79
|
+
DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
|
80
|
+
]))
|
81
|
+
]
|
82
|
+
|
83
|
+
"""Override NYSE calendar special cases"""
|
84
|
+
|
85
|
+
@property
|
86
|
+
def special_closes_adhoc(self):
|
87
|
+
return [
|
88
|
+
(time(13, tzinfo=timezone('America/New_York')),
|
89
|
+
DaysBeforeIndependenceDay1pmEarlyCloseAdhoc)
|
90
|
+
]
|
91
|
+
|
92
|
+
@property
|
93
|
+
def special_opens(self):
|
94
|
+
return []
|
95
|
+
|
96
|
+
def valid_days(self, start_date, end_date, tz='UTC'):
|
97
|
+
trading_days = super().valid_days(start_date, end_date, tz=tz) #all NYSE valid days
|
98
|
+
return trading_days[~(trading_days <= '2013-08-25')]
|
@@ -0,0 +1,103 @@
|
|
1
|
+
from datetime import time
|
2
|
+
from itertools import chain
|
3
|
+
|
4
|
+
from pandas.tseries.holiday import AbstractHolidayCalendar
|
5
|
+
from pytz import timezone
|
6
|
+
|
7
|
+
from pandas_market_calendars.holidays.jp import *
|
8
|
+
from pandas_market_calendars.holidays.us import USNewYearsDay
|
9
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
10
|
+
|
11
|
+
|
12
|
+
# TODO:
|
13
|
+
# From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
|
14
|
+
# From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
|
15
|
+
# need to add support for weekmask to make this work properly
|
16
|
+
|
17
|
+
class JPXExchangeCalendar(MarketCalendar):
|
18
|
+
"""
|
19
|
+
Exchange calendar for JPX
|
20
|
+
|
21
|
+
Open Time: 9:31 AM, Asia/Tokyo
|
22
|
+
LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
|
23
|
+
Close Time: 4:00 PM, Asia/Tokyo
|
24
|
+
"""
|
25
|
+
aliases = ['JPX']
|
26
|
+
regular_market_times = {
|
27
|
+
"market_open": ((None, time(9)),),
|
28
|
+
"market_close": ((None, time(15)),),
|
29
|
+
"break_start": ((None, time(11, 30)),),
|
30
|
+
"break_end": ((None, time(12,30)),)
|
31
|
+
}
|
32
|
+
regular_early_close = time(13)
|
33
|
+
|
34
|
+
@property
|
35
|
+
def name(self):
|
36
|
+
return "JPX"
|
37
|
+
|
38
|
+
@property
|
39
|
+
def tz(self):
|
40
|
+
return timezone('Asia/Tokyo')
|
41
|
+
|
42
|
+
@property
|
43
|
+
def adhoc_holidays(self):
|
44
|
+
return list(chain(
|
45
|
+
AscensionDays,
|
46
|
+
MarriageDays,
|
47
|
+
FuneralShowa,
|
48
|
+
EnthronementDays,
|
49
|
+
AutumnalCitizenDates,
|
50
|
+
NoN225IndexPrices,
|
51
|
+
EquityTradingSystemFailure
|
52
|
+
))
|
53
|
+
|
54
|
+
@property
|
55
|
+
def regular_holidays(self):
|
56
|
+
return AbstractHolidayCalendar(rules=[
|
57
|
+
USNewYearsDay,
|
58
|
+
JapanNewYearsDay2,
|
59
|
+
JapanNewYearsDay3,
|
60
|
+
JapanComingOfAgeDay1951To1973,
|
61
|
+
JapanComingOfAgeDay1974To1999,
|
62
|
+
JapanComingOfAgeDay,
|
63
|
+
JapanNationalFoundationDay1969To1973,
|
64
|
+
JapanNationalFoundationDay,
|
65
|
+
JapanEmperorsBirthday,
|
66
|
+
JapanVernalEquinox,
|
67
|
+
JapanShowaDayUntil1972,
|
68
|
+
JapanShowaDay,
|
69
|
+
JapanConstitutionMemorialDayUntil1972,
|
70
|
+
JapanConstitutionMemorialDay,
|
71
|
+
JapanGreeneryDay,
|
72
|
+
JapanChildrensDayUntil1972,
|
73
|
+
JapanChildrensDay,
|
74
|
+
JapanGoldenWeekBonusDay,
|
75
|
+
JapanMarineDay1996To2002,
|
76
|
+
JapanMarineDay2003To2019,
|
77
|
+
JapanMarineDay2020,
|
78
|
+
JapanMarineDay2021,
|
79
|
+
JapanMarineDay,
|
80
|
+
JapanMountainDay2016to2019,
|
81
|
+
JapanMountainDay2020,
|
82
|
+
JapanMountainDay2021,
|
83
|
+
JapanMountainDay2021NextDay,
|
84
|
+
JapanMountainDay,
|
85
|
+
JapanRespectForTheAgedDay1966To1972,
|
86
|
+
JapanRespectForTheAgedDay1973To2002,
|
87
|
+
JapanRespectForTheAgedDay,
|
88
|
+
JapanAutumnalEquinox,
|
89
|
+
JapanHealthAndSportsDay1966To1972,
|
90
|
+
JapanHealthAndSportsDay1973To1999,
|
91
|
+
JapanHealthAndSportsDay2000To2019,
|
92
|
+
JapanSportsDay2020,
|
93
|
+
JapanSportsDay2021,
|
94
|
+
JapanSportsDay,
|
95
|
+
JapanCultureDayUntil1972,
|
96
|
+
JapanCultureDay,
|
97
|
+
JapanLaborThanksgivingDayUntil1972,
|
98
|
+
JapanLaborThanksgivingDay,
|
99
|
+
JapanEmperorAkahitosBirthday,
|
100
|
+
JapanDecember29Until1988,
|
101
|
+
JapanDecember30Until1988,
|
102
|
+
JapanBeforeNewYearsDay,
|
103
|
+
])
|