pandas-market-calendars 4.3.1__py3-none-any.whl → 4.3.3__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (49) hide show
  1. pandas_market_calendars/__init__.py +38 -37
  2. pandas_market_calendars/calendar_registry.py +53 -48
  3. pandas_market_calendars/calendar_utils.py +261 -225
  4. pandas_market_calendars/calendars/asx.py +66 -63
  5. pandas_market_calendars/calendars/bmf.py +206 -227
  6. pandas_market_calendars/calendars/bse.py +407 -409
  7. pandas_market_calendars/calendars/cboe.py +145 -115
  8. pandas_market_calendars/calendars/cme.py +402 -240
  9. pandas_market_calendars/calendars/cme_globex_agriculture.py +126 -103
  10. pandas_market_calendars/calendars/cme_globex_base.py +119 -103
  11. pandas_market_calendars/calendars/cme_globex_crypto.py +160 -147
  12. pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -138
  13. pandas_market_calendars/calendars/cme_globex_equities.py +123 -104
  14. pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -113
  15. pandas_market_calendars/calendars/cme_globex_fx.py +101 -78
  16. pandas_market_calendars/calendars/eurex.py +139 -119
  17. pandas_market_calendars/calendars/eurex_fixed_income.py +98 -0
  18. pandas_market_calendars/calendars/hkex.py +426 -408
  19. pandas_market_calendars/calendars/ice.py +81 -65
  20. pandas_market_calendars/calendars/iex.py +112 -98
  21. pandas_market_calendars/calendars/jpx.py +109 -103
  22. pandas_market_calendars/calendars/lse.py +114 -91
  23. pandas_market_calendars/calendars/mirror.py +130 -114
  24. pandas_market_calendars/calendars/nyse.py +1324 -1127
  25. pandas_market_calendars/calendars/ose.py +116 -150
  26. pandas_market_calendars/calendars/sifma.py +350 -297
  27. pandas_market_calendars/calendars/six.py +132 -114
  28. pandas_market_calendars/calendars/sse.py +311 -290
  29. pandas_market_calendars/calendars/tase.py +197 -195
  30. pandas_market_calendars/calendars/tsx.py +181 -159
  31. pandas_market_calendars/class_registry.py +22 -16
  32. pandas_market_calendars/holidays/cme.py +385 -340
  33. pandas_market_calendars/holidays/cme_globex.py +214 -198
  34. pandas_market_calendars/holidays/cn.py +1455 -1436
  35. pandas_market_calendars/holidays/jp.py +398 -396
  36. pandas_market_calendars/holidays/jpx_equinox.py +453 -95
  37. pandas_market_calendars/holidays/nyse.py +1531 -1472
  38. pandas_market_calendars/holidays/oz.py +63 -65
  39. pandas_market_calendars/holidays/sifma.py +338 -321
  40. pandas_market_calendars/holidays/uk.py +32 -26
  41. pandas_market_calendars/holidays/us.py +376 -360
  42. pandas_market_calendars/market_calendar.py +895 -789
  43. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/METADATA +7 -5
  44. pandas_market_calendars-4.3.3.dist-info/RECORD +50 -0
  45. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/WHEEL +1 -1
  46. pandas_market_calendars-4.3.1.dist-info/RECORD +0 -49
  47. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/LICENSE +0 -0
  48. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/NOTICE +0 -0
  49. {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/top_level.txt +0 -0
pandas_market_calendars/calendars/eurex.py CHANGED
@@ -1,119 +1,139 @@
1
- #
2
- # kewlfft
3
- #
4
-
5
- from datetime import time
6
-
7
- from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday, previous_friday
8
- from pytz import timezone
9
-
10
- from pandas_market_calendars.market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
11
-
12
- # New Year's Eve
13
- EUREXNewYearsEve = Holiday(
14
- "New Year's Eve",
15
- month=12,
16
- day=31,
17
- observance=previous_friday,
18
- )
19
- # New Year's Day
20
- EUREXNewYearsDay = Holiday(
21
- "New Year's Day",
22
- month=1,
23
- day=1,
24
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
25
- )
26
- # Early May bank holiday
27
- MayBank = Holiday(
28
- "Early May Bank Holiday",
29
- month=5,
30
- day=1,
31
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
32
- )
33
- # German National Holiday (Tag der Deutschen Einheit)
34
- GermanNationalDay = Holiday(
35
- 'Tag der Deutschen Einheit',
36
- month=10,
37
- day=3,
38
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
39
- )
40
- # Christmas Eve
41
- ChristmasEve = Holiday(
42
- 'Christmas Eve',
43
- month=12,
44
- day=24,
45
- observance=previous_friday,
46
- )
47
- # Christmas
48
- Christmas = Holiday(
49
- "Christmas",
50
- month=12,
51
- day=25,
52
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
53
- )
54
- # If christmas day is Saturday Monday 27th is a holiday
55
- # If christmas day is sunday the Tuesday 27th is a holiday
56
- WeekendChristmas = Holiday(
57
- "Weekend Christmas",
58
- month=12,
59
- day=27,
60
- days_of_week=(MONDAY, TUESDAY),
61
- )
62
- # Boxing day
63
- BoxingDay = Holiday(
64
- "Boxing Day",
65
- month=12,
66
- day=26,
67
- )
68
- # If boxing day is saturday then Monday 28th is a holiday
69
- # If boxing day is sunday then Tuesday 28th is a holiday
70
- WeekendBoxingDay = Holiday(
71
- "Weekend Boxing Day",
72
- month=12,
73
- day=28,
74
- days_of_week=(MONDAY, TUESDAY),
75
- )
76
-
77
-
78
- class EUREXExchangeCalendar(MarketCalendar):
79
- """
80
- Exchange calendar for EUREX
81
-
82
- """
83
- aliases = ['EUREX']
84
- regular_market_times = {
85
- "market_open": ((None, time(9)),),
86
- "market_close": ((None, time(17,30)),)
87
- }
88
-
89
- @property
90
- def name(self):
91
- return "EUREX"
92
-
93
- @property
94
- def tz(self):
95
- return timezone('Europe/Berlin')
96
-
97
- @property
98
- def regular_holidays(self):
99
- return AbstractHolidayCalendar(rules=[
100
- EUREXNewYearsDay,
101
- GoodFriday,
102
- EasterMonday,
103
- MayBank,
104
- GermanNationalDay,
105
- Christmas,
106
- WeekendChristmas,
107
- BoxingDay,
108
- WeekendBoxingDay
109
- ])
110
-
111
- @property
112
- def special_closes(self):
113
- return [(
114
- time(12, 30),
115
- AbstractHolidayCalendar(rules=[
116
- ChristmasEve,
117
- EUREXNewYearsEve,
118
- ])
119
- )]
1
+ #
2
+ # kewlfft
3
+ #
4
+
5
+ from datetime import time
6
+
7
+ from pandas.tseries.holiday import (
8
+ AbstractHolidayCalendar,
9
+ EasterMonday,
10
+ GoodFriday,
11
+ Holiday,
12
+ previous_friday,
13
+ )
14
+ from pytz import timezone
15
+
16
+ from pandas_market_calendars.market_calendar import (
17
+ FRIDAY,
18
+ MONDAY,
19
+ MarketCalendar,
20
+ THURSDAY,
21
+ TUESDAY,
22
+ WEDNESDAY,
23
+ )
24
+
25
+ # New Year's Eve
26
+ EUREXNewYearsEve = Holiday(
27
+ "New Year's Eve",
28
+ month=12,
29
+ day=31,
30
+ observance=previous_friday,
31
+ )
32
+ # New Year's Day
33
+ EUREXNewYearsDay = Holiday(
34
+ "New Year's Day",
35
+ month=1,
36
+ day=1,
37
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
38
+ )
39
+ # Early May bank holiday
40
+ MayBank = Holiday(
41
+ "Early May Bank Holiday",
42
+ month=5,
43
+ day=1,
44
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
45
+ )
46
+ # German National Holiday (Tag der Deutschen Einheit)
47
+ GermanNationalDay = Holiday(
48
+ "Tag der Deutschen Einheit",
49
+ month=10,
50
+ day=3,
51
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
52
+ )
53
+ # Christmas Eve
54
+ ChristmasEve = Holiday(
55
+ "Christmas Eve",
56
+ month=12,
57
+ day=24,
58
+ observance=previous_friday,
59
+ )
60
+ # Christmas
61
+ Christmas = Holiday(
62
+ "Christmas",
63
+ month=12,
64
+ day=25,
65
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
66
+ )
67
+ # If christmas day is Saturday Monday 27th is a holiday
68
+ # If christmas day is sunday the Tuesday 27th is a holiday
69
+ WeekendChristmas = Holiday(
70
+ "Weekend Christmas",
71
+ month=12,
72
+ day=27,
73
+ days_of_week=(MONDAY, TUESDAY),
74
+ )
75
+ # Boxing day
76
+ BoxingDay = Holiday(
77
+ "Boxing Day",
78
+ month=12,
79
+ day=26,
80
+ )
81
+ # If boxing day is saturday then Monday 28th is a holiday
82
+ # If boxing day is sunday then Tuesday 28th is a holiday
83
+ WeekendBoxingDay = Holiday(
84
+ "Weekend Boxing Day",
85
+ month=12,
86
+ day=28,
87
+ days_of_week=(MONDAY, TUESDAY),
88
+ )
89
+
90
+
91
+ class EUREXExchangeCalendar(MarketCalendar):
92
+ """
93
+ Exchange calendar for EUREX
94
+
95
+ """
96
+
97
+ aliases = ["EUREX"]
98
+ regular_market_times = {
99
+ "market_open": ((None, time(9)),),
100
+ "market_close": ((None, time(17, 30)),),
101
+ }
102
+
103
+ @property
104
+ def name(self):
105
+ return "EUREX"
106
+
107
+ @property
108
+ def tz(self):
109
+ return timezone("Europe/Berlin")
110
+
111
+ @property
112
+ def regular_holidays(self):
113
+ return AbstractHolidayCalendar(
114
+ rules=[
115
+ EUREXNewYearsDay,
116
+ GoodFriday,
117
+ EasterMonday,
118
+ MayBank,
119
+ GermanNationalDay,
120
+ Christmas,
121
+ WeekendChristmas,
122
+ BoxingDay,
123
+ WeekendBoxingDay,
124
+ ]
125
+ )
126
+
127
+ @property
128
+ def special_closes(self):
129
+ return [
130
+ (
131
+ time(12, 30),
132
+ AbstractHolidayCalendar(
133
+ rules=[
134
+ ChristmasEve,
135
+ EUREXNewYearsEve,
136
+ ]
137
+ ),
138
+ )
139
+ ]
pandas_market_calendars/calendars/eurex_fixed_income.py ADDED
@@ -0,0 +1,98 @@
1
+ from datetime import time
2
+
3
+ from pandas.tseries.holiday import (
4
+ AbstractHolidayCalendar,
5
+ EasterMonday,
6
+ GoodFriday,
7
+ Holiday,
8
+ )
9
+ from pytz import timezone
10
+
11
+ from pandas_market_calendars.market_calendar import (
12
+ FRIDAY,
13
+ MONDAY,
14
+ MarketCalendar,
15
+ THURSDAY,
16
+ TUESDAY,
17
+ WEDNESDAY,
18
+ )
19
+
20
+ # New Year's Day
21
+ EUREXNewYearsDay = Holiday(
22
+ "New Year's Day",
23
+ month=1,
24
+ day=1,
25
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
26
+ )
27
+ # Early May bank holiday
28
+ MayBank = Holiday(
29
+ "Early May Bank Holiday",
30
+ month=5,
31
+ day=1,
32
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
33
+ )
34
+ # Christmas Eve
35
+ ChristmasEve = Holiday(
36
+ "Christmas Eve",
37
+ month=12,
38
+ day=24,
39
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
40
+ )
41
+ # Christmas
42
+ Christmas = Holiday(
43
+ "Christmas",
44
+ month=12,
45
+ day=25,
46
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
47
+ )
48
+ # Boxing day
49
+ BoxingDay = Holiday(
50
+ "Boxing Day",
51
+ month=12,
52
+ day=26,
53
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
54
+ )
55
+ # New Year's Eve
56
+ NewYearsEve = Holiday(
57
+ "New Year's Eve",
58
+ month=12,
59
+ day=31,
60
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
61
+ )
62
+
63
+
64
+ class EUREXFixedIncomeCalendar(MarketCalendar):
65
+ """
66
+ Trading calendar available here:
67
+ https://www.eurex.com/resource/blob/3378814/910cf372738890f691bc1bfbccfd3aef/data/tradingcalendar_2023_en.pdf
68
+ """
69
+
70
+ aliases = ["EUREX_Bond"]
71
+
72
+ regular_market_times = {
73
+ "market_open": ((None, time(1, 10)), ("2018-12-10", time(8, 0))),
74
+ "market_close": ((None, time(22)),),
75
+ }
76
+
77
+ @property
78
+ def name(self):
79
+ return "EUREX_Bond"
80
+
81
+ @property
82
+ def tz(self):
83
+ return timezone("Europe/Berlin")
84
+
85
+ @property
86
+ def regular_holidays(self):
87
+ return AbstractHolidayCalendar(
88
+ rules=[
89
+ EUREXNewYearsDay,
90
+ GoodFriday,
91
+ EasterMonday,
92
+ MayBank,
93
+ ChristmasEve,
94
+ Christmas,
95
+ BoxingDay,
96
+ NewYearsEve,
97
+ ]
98
+ )