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

pandas_market_calendars/calendars/lse.py

@@ -0,0 +1,91 @@
+#
+# Copyright 2016 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
+from pytz import timezone
+
+from pandas_market_calendars.holidays.uk import (
+    BoxingDay, Christmas, ChristmasEve, LSENewYearsDay, LSENewYearsEve,
+    MayBank_pre_1995, MayBank_post_1995_pre_2020, MayBank_post_2020,
+    SpringBank_pre_2002, SpringBank_post_2002_pre_2012, SpringBank_post_2012_pre_2022, SpringBank_post_2022,
+    SummerBank, WeekendBoxingDay, WeekendChristmas, UniqueCloses,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class LSEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for the London Stock Exchange
+
+    Open Time: 8:00 AM, GMT
+    Close Time: 4:30 PM, GMT
+
+    Regularly-Observed Holidays:
+    - New Years Day (observed on first business day on/after)
+    - Good Friday
+    - Easter Monday
+    - Early May Bank Holiday (first Monday in May)
+    - Spring Bank Holiday (last Monday in May)
+    - Summer Bank Holiday (last Monday in August)
+    - Christmas Day
+    - Dec. 27th (if Christmas is on a weekend)
+    - Boxing Day
+    - Dec. 28th (if Boxing Day is on a weekend)
+    """
+    aliases = ['LSE']
+    regular_market_times = {
+        "market_open": ((None, time(8)),),
+        "market_close": ((None, time(16,30)),),
+
+    }
+
+    @property
+    def name(self):
+        return "LSE"
+
+    @property
+    def tz(self):
+        return timezone('Europe/London')
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(rules=[
+            LSENewYearsDay,
+            GoodFriday,
+            EasterMonday,
+            MayBank_pre_1995, MayBank_post_1995_pre_2020, MayBank_post_2020,
+            SpringBank_pre_2002, SpringBank_post_2002_pre_2012, SpringBank_post_2012_pre_2022, SpringBank_post_2022,
+            SummerBank,
+            Christmas,
+            WeekendChristmas,
+            BoxingDay,
+            WeekendBoxingDay
+        ])
+
+    @property
+    def adhoc_holidays(self):
+        return UniqueCloses
+
+    @property
+    def special_closes(self):
+        return [(
+            time(12, 30),
+            AbstractHolidayCalendar(rules=[
+                ChristmasEve,
+                LSENewYearsEve,
+            ])
+        )]

pandas_market_calendars/calendars/mirror.py

@@ -0,0 +1,114 @@
+"""
+Imported calendars from the exchange_calendars project
+
+GitHub: https://github.com/gerrymanoim/exchange_calendars
+"""
+
+from pandas_market_calendars.market_calendar import MarketCalendar
+import exchange_calendars
+
+
+class TradingCalendar(MarketCalendar):
+    """
+    This class provides access to all the information on opens, breaks and closes that are available
+    in the exchange_calendars package, it will receive the correctly formatted regular_market_times
+    dictionary in the for-loop below.
+
+    The initialization of calendars from exchange_calendars, is bypassed until the `.ec` property is used,
+    which returns the initialized exchange_calendar calendar, which is only initialized the first time.
+    """
+    # flag indicating that offset still needs to be checked.
+    # A class attribute so we only do this once per class and not per instance
+    _FINALIZE_TRADING_CALENDAR = True
+
+    def __new__(cls, *args, **kwargs):
+        self = super().__new__(cls)
+        self._ec = super().__new__(cls._ec_class)
+        # flag indicating that mirrored class is not initialized yet, which we only want to do
+        # once per instance, if and only if the public `.ec` property is used.
+        self._EC_NOT_INITIALIZED = True
+
+        # offsets of exchange_calendar_mirrors are only available through the instance
+        if cls._FINALIZE_TRADING_CALENDAR:
+            if self._ec.open_offset:
+                cls.regular_market_times._set("market_open", tuple(
+                    (t[0], t[1], self._ec.open_offset) for t in cls.regular_market_times["market_open"]))
+
+            if self._ec.close_offset:
+                cls.regular_market_times._set("market_close", tuple(
+                    (t[0], t[1], self._ec.close_offset) for t in cls.regular_market_times["market_close"]))
+            cls._FINALIZE_TRADING_CALENDAR = False
+
+        self.__init__(*args, **kwargs)
+        return self
+
+    def __init__(self, open_time=None, close_time=None):
+        super().__init__(open_time, close_time)
+
+    @property
+    def ec(self):
+        if self._EC_NOT_INITIALIZED:
+            self._ec.__init__()
+            self._EC_NOT_INITIALIZED = False
+
+        return self._ec
+
+    @property
+    def name(self):
+        return self._ec.name
+
+    @property
+    def tz(self):
+        return self._ec.tz
+
+    @property
+    def regular_holidays(self):
+        return self._ec.regular_holidays
+
+    @property
+    def adhoc_holidays(self):
+        return self._ec.adhoc_holidays
+
+    @property
+    def special_opens(self):
+        return self._ec.special_opens
+
+    @property
+    def special_opens_adhoc(self):
+        return self._ec.special_opens_adhoc
+
+    @property
+    def special_closes(self):
+        return self._ec.special_closes
+
+    @property
+    def special_closes_adhoc(self):
+        return self._ec.special_closes_adhoc
+
+
+calendars = exchange_calendars.calendar_utils._default_calendar_factories  # noqa
+
+time_props = dict(open_times= "market_open",
+                  close_times= "market_close",
+                  break_start_times= "break_start",
+                  break_end_times= "break_end")
+
+for exchange in calendars:
+    cal = calendars[exchange]
+
+    # this loop will set up the newly required regular_market_times dictionary
+    regular_market_times = {}
+    for prop, new in time_props.items():
+        times = getattr(cal, prop)
+        if times is None or isinstance(times, property): continue
+        regular_market_times[new] = times
+
+    cal = type(exchange, (TradingCalendar,), {'_ec_class': calendars[exchange],
+                                              'alias': [exchange],
+                                              'regular_market_times': regular_market_times})
+    locals()[f'{exchange}ExchangeCalendar'] = cal
+
+
+
+
+