pandas-market-calendars 4.3.0__tar.gz → 4.3.1__tar.gz

{pandas_market_calendars-4.3.0 → pandas_market_calendars-4.3.1}/PKG-INFO

@@ -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/pandas_market_calendars/calendars/asx.py

@@ -0,0 +1,63 @@
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, EasterMonday
+from pytz import timezone
+
+from pandas_market_calendars.holidays.oz import *
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+AbstractHolidayCalendar.start_date = '2011-01-01'
+
+
+class ASXExchangeCalendar(MarketCalendar):
+	"""
+	Open Time: 10:00 AM, Australia/Sydney
+	Close Time: 4:10 PM, Australia/Sydney
+
+
+	Regularly-Observed Holidays:
+	- New Year's Day (observed on Monday when Jan 1 is a Saturday or Sunday)
+	- Australia Day (observed on Monday when Jan 26 is a Saturday or Sunday)
+	- Good Friday (two days before Easter Sunday)
+	- Easter Monday (the Monday after Easter Sunday)
+	- ANZAC Day (April 25)
+	- Queen's Birthday (second Monday in June)
+	- Christmas Day (December 25, Saturday/Sunday to Monday)
+	- Boxing Day (December 26, Saturday to Monday, Sunday to Tuesday)
+
+
+	Regularly-Observed Early Closes:
+	- Last Business Day before Christmas Day
+	- Last Business Day of the Year
+
+	"""
+	aliases = ['ASX']
+	regular_market_times = {
+		"market_open": ((None, time(10)),),
+		"market_close": ((None, time(16,10)),)
+	}
+
+	@property
+	def name(self):
+		return "ASX"
+
+	@property
+	def tz(self):
+		return timezone("Australia/Sydney")
+
+	@property
+	def regular_holidays(self):
+		return AbstractHolidayCalendar(rules=[
+			OZNewYearsDay,
+			AustraliaDay,
+			AnzacDay,
+			QueensBirthday,
+			Christmas,
+			BoxingDay,
+			GoodFriday,
+			EasterMonday,
+		])
+
+	@property
+	def adhoc_holidays(self):
+		return UniqueCloses

pandas_market_calendars-4.3.1/pandas_market_calendars/calendars/bmf.py

@@ -0,0 +1,227 @@
+#
+# 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 import Timestamp
+from pandas.tseries.holiday import AbstractHolidayCalendar, Day, Easter, GoodFriday, Holiday
+from pytz import timezone
+
+from pandas_market_calendars.market_calendar import (FRIDAY, MarketCalendar)
+
+# Universal Confraternization (new years day)
+ConfUniversal = Holiday(
+    'Dia da Confraternizacao Universal',
+    month=1,
+    day=1,
+)
+# Sao Paulo city birthday
+AniversarioSaoPaulo = Holiday(
+    'Aniversario de Sao Paulo',
+    month=1,
+    day=25,
+    end_date='2021-12-31'
+)
+# Carnival Monday
+CarnavalSegunda = Holiday(
+    'Carnaval Segunda',
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-48)]
+)
+# Carnival Tuesday
+CarnavalTerca = Holiday(
+    'Carnaval Terca',
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-47)]
+)
+# Ash Wednesday (short day)
+QuartaCinzas = Holiday(
+    'Quarta Cinzas',
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-46)]
+)
+# Good Friday
+SextaPaixao = GoodFriday
+# Feast of the Most Holy Body of Christ
+CorpusChristi = Holiday(
+    'Corpus Christi',
+    month=1,
+    day=1,
+    offset=[Easter(), Day(60)]
+)
+# Tiradentes Memorial
+Tiradentes = Holiday(
+    'Tiradentes',
+    month=4,
+    day=21,
+)
+# Labor Day
+DiaTrabalho = Holiday(
+    'Dia Trabalho',
+    month=5,
+    day=1,
+)
+# Constitutionalist Revolution
+Constitucionalista = Holiday(
+    'Constitucionalista',
+    month=7,
+    day=9,
+    start_date='1997-01-01',
+    end_date='2019-12-31'
+)
+# Independence Day
+Independencia = Holiday(
+    'Independencia',
+    month=9,
+    day=7,
+)
+# Our Lady of Aparecida
+Aparecida = Holiday(
+    'Nossa Senhora de Aparecida',
+    month=10,
+    day=12,
+)
+# All Souls' Day
+Finados = Holiday(
+    'Dia dos Finados',
+    month=11,
+    day=2,
+)
+# Proclamation of the Republic
+ProclamacaoRepublica = Holiday(
+    'Proclamacao da Republica',
+    month=11,
+    day=15,
+)
+# Day of Black Awareness
+ConscienciaNegra = Holiday(
+    'Dia da Consciencia Negra',
+    month=11,
+    day=20,
+    start_date='2004-01-01',
+    end_date='2019-12-31'
+)
+# Christmas Eve
+VesperaNatal = Holiday(
+    'Vespera Natal',
+    month=12,
+    day=24,
+)
+# Christmas
+Natal = Holiday(
+    'Natal',
+    month=12,
+    day=25,
+)
+# New Year's Eve
+AnoNovo = Holiday(
+    'Ano Novo',
+    month=12,
+    day=31,
+)
+# New Year's Eve falls on Saturday
+AnoNovoSabado = Holiday(
+    'Ano Novo Sabado',
+    month=12,
+    day=30,
+    days_of_week=(FRIDAY,),
+)
+
+##########################
+# Non-recurring holidays
+##########################
+
+Constitucionalista2021 = Timestamp('2021-07-09', tz='UTC')
+ConscienciaNegra2021 = Timestamp('2021-11-20', tz='UTC')
+
+
+class BMFExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for BM&F BOVESPA
+
+    Open Time: 10:00 AM, Brazil/Sao Paulo
+    Close Time: 4:00 PM, Brazil/Sao Paulo
+
+    Regularly-Observed Holidays:
+    - Universal Confraternization (New year's day, Jan 1)
+    - Sao Paulo City Anniversary (Jan 25 until 2021)
+    - Carnaval Monday (48 days before Easter)
+    - Carnaval Tuesday (47 days before Easter)
+    - Passion of the Christ (Good Friday, 2 days before Easter)
+    - Corpus Christi (60 days after Easter)
+    - Tiradentes (April 21)
+    - Labor day (May 1)
+    - Constitutionalist Revolution (July 9 after 1997 until 2021, skipping 2020)
+    - Independence Day (September 7)
+    - Our Lady of Aparecida Feast (October 12)
+    - All Souls' Day (November 2)
+    - Proclamation of the Republic (November 15)
+    - Day of Black Awareness (November 20 after 2004 until 2021, skipping 2020)
+    - Christmas (December 24 and 25)
+    - Day before New Year's Eve (December 30 if NYE falls on a Saturday)
+    - New Year's Eve (December 31)
+    """
+    aliases = ['BMF', 'B3']
+    regular_market_times = {
+        "market_open": ((None, time(10,1)),),
+        "market_close": ((None, time(16)),)
+    }
+
+    @property
+    def name(self):
+        return "BMF"
+
+    @property
+    def tz(self):
+        return timezone("America/Sao_Paulo")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(rules=[
+            ConfUniversal,
+            AniversarioSaoPaulo,
+            CarnavalSegunda,
+            CarnavalTerca,
+            SextaPaixao,
+            CorpusChristi,
+            Tiradentes,
+            DiaTrabalho,
+            Constitucionalista,
+            Independencia,
+            Aparecida,
+            Finados,
+            ProclamacaoRepublica,
+            ConscienciaNegra,
+            VesperaNatal,
+            Natal,
+            AnoNovo,
+            AnoNovoSabado,
+        ])
+
+    @property
+    def adhoc_holidays(self):
+        return [
+            Constitucionalista2021,
+            ConscienciaNegra2021
+        ]
+
+    @property
+    def special_opens(self):
+        return [
+            (time(13, 1), AbstractHolidayCalendar(rules=[QuartaCinzas]))
+        ]