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

pandas_market_calendars/calendars/ose.py

@@ -0,0 +1,150 @@
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday
+from pandas.tseries.offsets import Day, Easter
+from pytz import timezone
+
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+OSENewYearsDay = Holiday(
+    "New Year's Day",
+    month=1,
+    day=1
+)
+
+OSEWednesdayBeforeEaster = Holiday(
+    "Wednesday before Easter",
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-4)]
+
+)
+
+OSEMaundyThursday = Holiday(
+    "Maundy Thursday",
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-3)]
+)
+
+OSEGoodFriday = GoodFriday
+
+OSEEasterMonday = EasterMonday
+
+OSELabourDay = Holiday(
+    "Labour Day",
+    month=5,
+    day=1
+)
+
+OSEConstitutionDay = Holiday(
+    "Constitution Day",
+    month=5,
+    day=17
+)
+
+OSEWhitMonday = Holiday(
+    "Whit Monday",
+    month=1,
+    day=1,
+    offset=[Easter(), Day(50)]
+)
+
+OSEAscensionDay = Holiday(
+    "Ascension Day",
+    month=1,
+    day=1,
+    offset=[Easter(), Day(39)]
+)
+
+OSEChristmasEve = Holiday(
+    "Christmas Eve",
+    month=12,
+    day=24,
+)
+
+OSEChristmasDay = Holiday(
+    "Christmas Day",
+    month=12,
+    day=25
+)
+
+OSEBoxingDay = Holiday(
+    "Boxing Day",
+    month=12,
+    day=26
+)
+
+OSENewYearsEve = Holiday(
+    "New Year's Eve",
+    month=12,
+    day=31
+)
+
+
+class OSEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for Oslo Stock Exchange
+
+    Note these dates are only checked against 2017, 2018 and 2019
+    https://www.oslobors.no/ob_eng/Oslo-Boers/About-Oslo-Boers/Opening-hours
+
+    Opening times for the regular trading of equities (not including closing auction call)
+    Open Time: 9:00 AM, CEST/EST
+    Close Time: 4:20 PM, CEST/EST
+
+    Regularly-Observed Holidays (not necessarily in order):
+    - New Years Day
+    - Wednesday before Easter (Half trading day)
+    - Maundy Thursday
+    - Good Friday
+    - Easter Monday
+    - Labour Day
+    - Ascension Day
+    - Constitution Day
+    - Whit Monday
+    - Christmas Eve
+    - Christmas Day
+    - Boxing Day
+    - New Year's Eve
+    """
+
+    aliases = ['OSE']
+    regular_market_times = {
+        "market_open": ((None, time(9)),),
+        "market_close": ((None, time(16,20)),)
+    }
+
+    @property
+    def name(self):
+        return "OSE"
+
+    @property
+    def tz(self):
+        return timezone("Europe/Oslo")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(rules=[
+            OSENewYearsDay,
+            OSEMaundyThursday,
+            OSEGoodFriday,
+            OSEEasterMonday,
+            OSELabourDay,
+            OSEConstitutionDay,
+            OSEWhitMonday,
+            OSEAscensionDay,
+            OSEChristmasEve,
+            OSEChristmasDay,
+            OSEBoxingDay,
+            OSENewYearsEve
+        ])
+
+    @property
+    def special_closes(self):
+        return [(
+            time(13, 0, tzinfo=self.tz),
+            AbstractHolidayCalendar(rules=[
+                OSEWednesdayBeforeEaster
+            ])
+        )]

pandas_market_calendars/calendars/sifma.py

@@ -0,0 +1,297 @@
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+from itertools import chain
+
+########################################################################################################################
+# SIFMA Financial Markets Calendar for US, UK, JP
+#
+# https://www.sifma.com/
+#
+# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
+# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
+# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
+# 
+# Trading Hours:
+# US: 7:00 to 17:30
+# UK: 8:00 to 17:00
+# JP: 8:30 to 18:30
+########################################################################################################################
+
+
+from pandas_market_calendars.holidays.sifma import(
+    # US Holidays
+    USNewYearsDay,  # Not observed if a Saturday
+    USNewYearsEve2pmEarlyClose,
+
+    MartinLutherKingJr,
+    USPresidentsDay,
+  
+    GoodFridayThru2020,
+    DayBeforeGoodFriday2pmEarlyCloseThru2020,
+    GoodFridayAdHoc,
+    GoodFriday2pmEarlyCloseAdHoc,
+    DayBeforeGoodFriday2pmEarlyCloseAdHoc,
+
+    DayBeforeUSMemorialDay2pmEarlyClose,
+    USMemorialDay,
+    USJuneteenthAfter2022,
+
+    USIndependenceDay,
+    DayBeforeUSIndependenceDay2pmEarlyClose,
+    ThursdayBeforeUSIndependenceDay2pmEarlyClose,
+     
+    USLaborDay,
+    USColumbusDay,
+    USVeteransDay,
+    USThanksgivingDay,
+    DayAfterThanksgiving2pmEarlyClose,
+
+    Christmas,
+    ChristmasEve2pmEarlyClose,
+    ChristmasEveThursday2pmEarlyClose,
+
+    # UK Specific Holidays
+    UKNewYearsDay,  # Saturdays observed on Monday
+    UKGoodFriday,
+    UKEasterMonday,
+    UKMayDay,
+    UKSpringBankAdHoc,  # Usually follows US Memorial Day but not always
+    UKSummerBank,
+    UKChristmas,
+    UKChristmaEve,
+    UKWeekendChristmas,  # Observed Tuesday when Boxing Day is on Monday
+    UKBoxingDay,
+    UKWeekendBoxingDay, 
+
+    UKPlatinumJubilee2022,
+)
+
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+#AbstractHolidayCalendar.start_date = '1998-01-01'   
+
+############################################################
+# US
+############################################################
+
+class SIFMAUSExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA United States
+
+    https://www.sifma.org/resources/general/holiday-schedule/#US
+
+    """
+ 
+    aliases = ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
+ 
+    regular_market_times = {
+        "market_open": ((None, time(7)),),
+        "market_close": ((None, time(17, 30)),)
+    }
+ 
+
+    @property
+    def name(self):
+        return "SIFMA_US"
+
+    @property
+    def tz(self):
+        return timezone("America/New_York")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(rules=[
+            USNewYearsDay,    
+            MartinLutherKingJr,
+            USPresidentsDay,
+            GoodFridayThru2020,
+            USMemorialDay,
+            USJuneteenthAfter2022,
+            USIndependenceDay,
+            USLaborDay,
+            USColumbusDay,
+            USVeteransDay,
+            USThanksgivingDay,
+            Christmas,
+         ])
+
+    @property
+    def adhoc_holidays(self):
+        return list(chain(
+            GoodFridayAdHoc,
+        ))
+
+
+
+    @property
+    def special_closes(self):
+        return [(
+            time(14),
+            AbstractHolidayCalendar(rules=[
+                DayBeforeGoodFriday2pmEarlyCloseThru2020,
+                DayBeforeUSMemorialDay2pmEarlyClose,
+                DayBeforeUSIndependenceDay2pmEarlyClose,
+                ThursdayBeforeUSIndependenceDay2pmEarlyClose,
+                DayAfterThanksgiving2pmEarlyClose,
+                ChristmasEve2pmEarlyClose,
+                ChristmasEveThursday2pmEarlyClose,
+                USNewYearsEve2pmEarlyClose,
+            ])
+        )]
+
+    @property
+    def special_closes_adhoc(self):
+        return [
+            (time(14, tzinfo=timezone('America/New_York')),
+                GoodFriday2pmEarlyCloseAdHoc # list
+                + DayBeforeGoodFriday2pmEarlyCloseAdHoc
+            ),
+        ]
+
+############################################################
+# UK
+############################################################
+
+class SIFMAUKExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA United Kingdom
+
+    https://www.sifma.org/resources/general/holiday-schedule/#UK
+
+    """
+ 
+    aliases = ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
+ 
+    regular_market_times = {
+        "market_open": ((None, time(8)),),
+        "market_close": ((None, time(17)),)
+    }
+
+    @property
+    def name(self):
+        return "SIFMA_UK"
+
+    @property
+    def tz(self):
+        return timezone("Europe/London")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(rules=[
+            UKNewYearsDay,    
+            MartinLutherKingJr,
+            USPresidentsDay,
+            UKGoodFriday, 
+            UKEasterMonday,
+            UKMayDay,
+            USMemorialDay,
+            USJuneteenthAfter2022,
+            USIndependenceDay,
+            UKSummerBank,
+            USLaborDay,
+            USColumbusDay,
+            USVeteransDay,
+            USThanksgivingDay,
+            UKChristmas,
+            UKChristmaEve,
+            UKWeekendChristmas,                    
+            UKBoxingDay,
+            UKWeekendBoxingDay
+        ])
+
+    @property
+    def adhoc_holidays(self):
+        return list(chain(
+            UKSpringBankAdHoc,
+            UKPlatinumJubilee2022, 
+         ))
+
+############################################################
+# Japan
+############################################################
+from pandas_market_calendars.holidays.jp import (JapanComingOfAgeDay, JapanNationalFoundationDay, JapanEmperorsBirthday, JapanVernalEquinox, JapanShowaDay,
+                                                 JapanConstitutionMemorialDay, JapanGreeneryDay, JapanChildrensDay, JapanMarineDay, JapanMountainDay,
+                                                 JapanRespectForTheAgedDay, JapanAutumnalEquinox,
+                                                 JapanHealthAndSportsDay2000To2019, JapanSportsDay2020, JapanSportsDay,
+                                                 JapanCultureDay, JapanLaborThanksgivingDay)
+
+class SIFMAJPExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA Japan
+
+    https://www.sifma.org/resources/general/holiday-schedule/#JP
+ 
+    """
+ 
+    aliases = ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
+ 
+    regular_market_times = {
+        "market_open": ((None, time(8, 30)),),
+        "market_close": ((None, time(18, 30)),)
+    } 
+
+    @property
+    def name(self):
+        return "SIFMA_JP"
+
+    @property
+    def tz(self):
+        return timezone("Asia/Tokyo")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(rules=[
+            UKNewYearsDay,
+            JapanComingOfAgeDay,    
+            MartinLutherKingJr,
+            JapanNationalFoundationDay,
+            USPresidentsDay,
+            JapanEmperorsBirthday,
+            JapanVernalEquinox,
+            UKGoodFriday, 
+            UKEasterMonday,
+            JapanShowaDay,
+            JapanConstitutionMemorialDay,
+            JapanGreeneryDay,
+            JapanChildrensDay,
+            USMemorialDay,
+            USJuneteenthAfter2022,
+            USIndependenceDay,
+            JapanMarineDay,
+            JapanMountainDay,
+            UKSummerBank,
+            USLaborDay,
+            JapanRespectForTheAgedDay,
+            JapanAutumnalEquinox,
+            JapanSportsDay,
+            JapanSportsDay2020,
+            JapanHealthAndSportsDay2000To2019,
+            JapanCultureDay,
+            USVeteransDay,
+            JapanLaborThanksgivingDay,
+            USThanksgivingDay,
+            UKChristmas,
+            UKChristmaEve,
+            UKBoxingDay,
+            UKWeekendBoxingDay
+        ])
+
+    @property
+    def adhoc_holidays(self):
+        return list(chain(
+            UKSpringBankAdHoc,
+            UKPlatinumJubilee2022, 
+         ))
+
+    @property
+    def special_closes(self):
+        return [(
+            time(15),
+            AbstractHolidayCalendar(rules=[
+                UKMayDay,
+                UKWeekendChristmas                             
+            ])
+        )]
+

pandas_market_calendars/calendars/six.py

@@ -0,0 +1,114 @@
+from datetime import time
+
+from pandas.tseries.holiday import (AbstractHolidayCalendar, Day, Easter, EasterMonday, GoodFriday, Holiday,
+                                    previous_friday)
+from pytz import timezone
+
+from pandas_market_calendars.market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
+
+# New Year's Eve
+NewYearsEve = Holiday(
+    "New Year's Eve",
+    month=12,
+    day=31,
+    observance=previous_friday,
+)
+# New Year's Day
+NewYearsDay = Holiday(
+    "New Year's Day",
+    month=1,
+    day=1,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+# Berthold's Day
+BertholdsDay = Holiday(
+    "Berthold's Day",
+    month=1,
+    day=2,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+# Early May bank holiday
+MayBank = Holiday(
+    "Early May Bank Holiday",
+    month=5,
+    day=1,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+# Ascension Day (Auffahrt)
+AscensionDay = Holiday(
+    'Ascension Day',
+    month=1,
+    day=1,
+    offset=[Easter(), Day(39)],
+    days_of_week=(THURSDAY,),
+)
+# Pentecost Day (Pfingstmontag)
+PentecostMonday = Holiday(
+    'Pentecost Monday',
+    month=1,
+    day=1,
+    offset=[Easter(), Day(50)],
+    days_of_week=(MONDAY,),
+)
+# Swiss National Day
+SwissNationalDay = Holiday(
+    "Swiss National Day",
+    month=8,
+    day=1,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+# Christmas Eve
+ChristmasEve = Holiday(
+    'Christmas Eve',
+    month=12,
+    day=24,
+)
+# Christmas
+Christmas = Holiday(
+    "Christmas",
+    month=12,
+    day=25,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+# Boxing day
+BoxingDay = Holiday(
+    "Boxing Day",
+    month=12,
+    day=26,
+)
+
+
+class SIXExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIX
+
+    """
+    aliases = ['SIX']
+    regular_market_times = {
+        "market_open": ((None, time(9)),),
+        "market_close": ((None, time(17,30)),),
+    }
+    @property
+    def name(self):
+        return "SIX"
+
+    @property
+    def tz(self):
+        return timezone('Europe/Zurich')
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(rules=[
+            NewYearsDay,
+            BertholdsDay,
+            GoodFriday,
+            EasterMonday,
+            MayBank,
+            AscensionDay,
+            PentecostMonday,
+            SwissNationalDay,
+            ChristmasEve,
+            Christmas,
+            BoxingDay,
+            NewYearsEve,
+        ])