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.
- pandas_market_calendars/__init__.py +38 -37
- pandas_market_calendars/calendar_registry.py +53 -48
- pandas_market_calendars/calendar_utils.py +261 -225
- pandas_market_calendars/calendars/asx.py +66 -63
- pandas_market_calendars/calendars/bmf.py +206 -227
- pandas_market_calendars/calendars/bse.py +407 -409
- pandas_market_calendars/calendars/cboe.py +145 -115
- pandas_market_calendars/calendars/cme.py +402 -240
- pandas_market_calendars/calendars/cme_globex_agriculture.py +126 -103
- pandas_market_calendars/calendars/cme_globex_base.py +119 -103
- pandas_market_calendars/calendars/cme_globex_crypto.py +160 -147
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -138
- pandas_market_calendars/calendars/cme_globex_equities.py +123 -104
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -113
- pandas_market_calendars/calendars/cme_globex_fx.py +101 -78
- pandas_market_calendars/calendars/eurex.py +139 -119
- pandas_market_calendars/calendars/eurex_fixed_income.py +98 -0
- pandas_market_calendars/calendars/hkex.py +426 -408
- pandas_market_calendars/calendars/ice.py +81 -65
- pandas_market_calendars/calendars/iex.py +112 -98
- pandas_market_calendars/calendars/jpx.py +109 -103
- pandas_market_calendars/calendars/lse.py +114 -91
- pandas_market_calendars/calendars/mirror.py +130 -114
- pandas_market_calendars/calendars/nyse.py +1324 -1127
- pandas_market_calendars/calendars/ose.py +116 -150
- pandas_market_calendars/calendars/sifma.py +350 -297
- pandas_market_calendars/calendars/six.py +132 -114
- pandas_market_calendars/calendars/sse.py +311 -290
- pandas_market_calendars/calendars/tase.py +197 -195
- pandas_market_calendars/calendars/tsx.py +181 -159
- pandas_market_calendars/class_registry.py +22 -16
- pandas_market_calendars/holidays/cme.py +385 -340
- pandas_market_calendars/holidays/cme_globex.py +214 -198
- pandas_market_calendars/holidays/cn.py +1455 -1436
- pandas_market_calendars/holidays/jp.py +398 -396
- pandas_market_calendars/holidays/jpx_equinox.py +453 -95
- pandas_market_calendars/holidays/nyse.py +1531 -1472
- pandas_market_calendars/holidays/oz.py +63 -65
- pandas_market_calendars/holidays/sifma.py +338 -321
- pandas_market_calendars/holidays/uk.py +32 -26
- pandas_market_calendars/holidays/us.py +376 -360
- pandas_market_calendars/market_calendar.py +895 -789
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/METADATA +7 -5
- pandas_market_calendars-4.3.3.dist-info/RECORD +50 -0
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/WHEEL +1 -1
- pandas_market_calendars-4.3.1.dist-info/RECORD +0 -49
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/top_level.txt +0 -0
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from pandas_market_calendars.holidays.cn import (
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bsd_mapping,
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dbf_mapping,
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dnf_mapping,
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maf_mapping,
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sf_mapping,
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tsd_mapping,
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)
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from pandas_market_calendars.holidays.us import USNewYearsDay
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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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145
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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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152
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153
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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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158
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start_date=Timestamp("1999-04-28"),
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159
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)
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160
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+
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161
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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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166
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start_date=Timestamp("1961-01-01"),
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167
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)
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168
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+
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169
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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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172
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day=1,
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173
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+
observance=sunday_to_monday,
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174
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start_date=Timestamp("1997-07-01"),
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175
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+
)
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176
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+
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177
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MidAutumnFestivalDayBefore1983 = Holiday(
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name="Mid-autumn Festival", # 中秋节翌日
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179
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+
month=9,
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180
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day=7,
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181
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observance=partial(
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182
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process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday
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183
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+
),
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184
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start_date=Timestamp("1961-01-01"),
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185
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+
end_date=Timestamp("1983-01-01"),
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186
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+
)
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187
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+
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188
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+
MidAutumnFestivalDayBefore2010 = Holiday(
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189
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+
name="Mid-autumn Festival", # 中秋节翌日
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190
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+
month=9,
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191
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+
day=7,
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192
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+
observance=partial(process_date, mapping=maf_mapping, delta=1, offset=-1),
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193
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+
start_date=Timestamp("1983-01-01"),
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194
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end_date=Timestamp("2010-12-31"),
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195
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+
)
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196
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+
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197
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+
MidAutumnFestivalDay = Holiday(
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198
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name="Mid-autumn Festival", # 中秋节翌日
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199
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+
month=9,
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200
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day=7,
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201
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observance=partial(
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process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday
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203
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),
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204
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start_date=Timestamp("2011-01-01"),
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205
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+
)
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206
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+
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207
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+
DoubleNinthFestivalDay = Holiday(
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208
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name="Double Ninth Festival", # 重阳节
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209
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+
month=10,
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210
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+
day=2,
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211
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+
observance=partial(process_date, mapping=dnf_mapping, func=sunday_to_monday),
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212
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+
start_date=Timestamp("1961-01-01"),
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213
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+
)
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214
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+
|
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215
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+
NationalDay = Holiday(
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216
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name="National Day",
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217
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+
month=10,
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218
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+
day=1,
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219
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+
observance=sunday_to_monday,
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220
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+
start_date=Timestamp("1997-07-01"),
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221
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+
)
|
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222
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+
|
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223
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+
Christmas = Holiday(
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224
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+
name="Christmas",
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225
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+
month=12,
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226
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+
day=25,
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227
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+
observance=partial(process_date, offset=2),
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228
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+
start_date=Timestamp("1954-01-01"),
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229
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+
)
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230
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+
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231
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+
BoxingDay = Holiday(
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232
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name="Boxing day", # 圣诞节后第一个平日
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233
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+
month=12,
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234
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+
day=26,
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235
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+
observance=sunday_to_monday,
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236
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+
start_date=Timestamp("1954-01-01"),
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237
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+
)
|
|
238
|
+
|
|
239
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+
QueenBirthday = Holiday(
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240
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+
name="Queen's Birthday", # 英女王生日 6月
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|
241
|
+
month=6,
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242
|
+
day=10,
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|
243
|
+
observance=process_queen_birthday,
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244
|
+
start_date=Timestamp("1983-01-01"),
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245
|
+
end_date=Timestamp("1997-06-01"),
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246
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+
)
|
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247
|
+
|
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248
|
+
QueenBirthday2 = Holiday(
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249
|
+
name="Queen's Birthday", # 英女王生日 4月
|
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250
|
+
month=4,
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251
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+
day=21,
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252
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+
observance=process_queen_birthday,
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253
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+
start_date=Timestamp("1926-04-21"),
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254
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+
end_date=Timestamp("1983-01-01"),
|
|
255
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+
)
|
|
256
|
+
|
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257
|
+
CommemoratingAlliedVictory = Holiday(
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258
|
+
name="Commemorating the allied victory", # 重光纪念日 8月最后一个星期一
|
|
259
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+
month=8,
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260
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+
day=20,
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261
|
+
offset=LastWeekOfMonth(weekday=0),
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262
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+
start_date=Timestamp("1945-08-30"),
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263
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+
end_date=Timestamp("1997-07-01"),
|
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264
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+
)
|
|
265
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+
|
|
266
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+
IDontKnow = Holiday(
|
|
267
|
+
name="I dont know these days, please tell me", # 8月第一个星期一
|
|
268
|
+
month=7,
|
|
269
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+
day=31,
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|
270
|
+
offset=WeekOfMonth(week=0, weekday=0),
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271
|
+
start_date=Timestamp("1960-08-01"),
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272
|
+
end_date=Timestamp("1983-01-01"),
|
|
273
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+
)
|
|
274
|
+
|
|
275
|
+
HKClosedDay = [
|
|
276
|
+
# I dont know these days
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|
277
|
+
Timestamp("1970-07-01", tz="UTC"),
|
|
278
|
+
Timestamp("1971-07-01", tz="UTC"),
|
|
279
|
+
Timestamp("1973-07-02", tz="UTC"),
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280
|
+
Timestamp("1974-07-01", tz="UTC"),
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|
281
|
+
Timestamp("1975-07-01", tz="UTC"),
|
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282
|
+
Timestamp("1976-07-01", tz="UTC"),
|
|
283
|
+
Timestamp("1977-07-01", tz="UTC"),
|
|
284
|
+
Timestamp("1979-07-02", tz="UTC"),
|
|
285
|
+
Timestamp("1980-07-01", tz="UTC"),
|
|
286
|
+
Timestamp("1981-07-01", tz="UTC"),
|
|
287
|
+
Timestamp("1982-07-01", tz="UTC"),
|
|
288
|
+
Timestamp("1971-03-22", tz="UTC"),
|
|
289
|
+
Timestamp("1971-12-06", tz="UTC"),
|
|
290
|
+
Timestamp("1971-12-20", tz="UTC"),
|
|
291
|
+
Timestamp("1975-07-28", tz="UTC"),
|
|
292
|
+
Timestamp("1985-07-29", tz="UTC"),
|
|
293
|
+
Timestamp("1970-07-16", tz="UTC"), # 台风Ruby7003
|
|
294
|
+
Timestamp("1970-09-14", tz="UTC"), # 台风Georgia7011
|
|
295
|
+
Timestamp("1971-07-22", tz="UTC"), # 台风Lucy7114
|
|
296
|
+
Timestamp("1971-08-31", tz="UTC"), # 重光纪念日?
|
|
297
|
+
Timestamp("1973-04-16", tz="UTC"), # 股灾休市?
|
|
298
|
+
Timestamp("1973-07-17", tz="UTC"), # 台风Dot7304
|
|
299
|
+
Timestamp("1974-04-25", tz="UTC"), # 英国女王生日
|
|
300
|
+
Timestamp("1975-10-14", tz="UTC"), # 台风Elsie7514
|
|
301
|
+
Timestamp("1978-07-26", tz="UTC"), # 台风Agnes7807
|
|
302
|
+
Timestamp("1978-07-27", tz="UTC"),
|
|
303
|
+
Timestamp("1979-01-26", tz="UTC"), # 春节补假
|
|
304
|
+
Timestamp("1979-08-02", tz="UTC"), # 台风Hope7908
|
|
305
|
+
Timestamp("1980-05-21", tz="UTC"), # 台风Georgia8004
|
|
306
|
+
Timestamp("1980-07-22", tz="UTC"), # 台风Joy8007
|
|
307
|
+
Timestamp("1981-04-27", tz="UTC"), # 英国女王生日
|
|
308
|
+
Timestamp("1981-07-06", tz="UTC"), # 台风Lynn8106
|
|
309
|
+
Timestamp("1981-07-07", tz="UTC"),
|
|
310
|
+
Timestamp("1981-07-29", tz="UTC"), # 查理斯王子与戴安娜婚礼
|
|
311
|
+
Timestamp("1983-09-09", tz="UTC"), # 台风Ellen8309
|
|
312
|
+
Timestamp("1985-06-24", tz="UTC"), # 台风Hal8504
|
|
313
|
+
Timestamp("1986-04-01", tz="UTC"), # 复活节星期一翌日
|
|
314
|
+
Timestamp("1986-10-22", tz="UTC"), # 英女王伊丽莎白二世访港
|
|
315
|
+
Timestamp("1987-10-20", tz="UTC"), # 黑色星期一后,休市4天
|
|
316
|
+
Timestamp("1987-10-21", tz="UTC"),
|
|
317
|
+
Timestamp("1987-10-22", tz="UTC"),
|
|
318
|
+
Timestamp("1987-10-23", tz="UTC"),
|
|
319
|
+
Timestamp("1988-04-05", tz="UTC"), # 清明节翌日
|
|
320
|
+
# Timestamp('1988-06-13', tz='UTC'), # 英国女王生日
|
|
321
|
+
Timestamp("1991-06-18", tz="UTC"), # 英国女王生日翌日
|
|
322
|
+
Timestamp("1992-07-22", tz="UTC"), # 台风Cary9207
|
|
323
|
+
# Timestamp('1993-06-14', tz='UTC'), # 英国女王生日
|
|
324
|
+
Timestamp("1993-09-17", tz="UTC"), # 台风Becky9316
|
|
325
|
+
Timestamp("1994-06-14", tz="UTC"), # 英国女王生日翌日,端午节翌日
|
|
326
|
+
Timestamp("1997-06-30", tz="UTC"), # 英国女王生日
|
|
327
|
+
Timestamp("1997-07-02", tz="UTC"), # 香港回归纪念日翌日
|
|
328
|
+
Timestamp("1997-08-18", tz="UTC"), # 抗战胜利纪念日
|
|
329
|
+
Timestamp("1997-10-02", tz="UTC"), # 国庆节翌日
|
|
330
|
+
Timestamp("1998-08-17", tz="UTC"), # 抗战胜利纪念日
|
|
331
|
+
Timestamp("1998-10-02", tz="UTC"), # 国庆节翌日
|
|
332
|
+
Timestamp("1999-04-06", tz="UTC"), # 清明节翌日
|
|
333
|
+
Timestamp("1999-09-16", tz="UTC"), # 台风约克
|
|
334
|
+
Timestamp("1999-12-31", tz="UTC"), # 千年虫
|
|
335
|
+
Timestamp("2001-07-06", tz="UTC"), # 台风尤特0104
|
|
336
|
+
Timestamp("2001-07-25", tz="UTC"), # 台风玉兔0107
|
|
337
|
+
# Timestamp(2008-06-25', tz='UTC'), # 台风风神0806,上午休市
|
|
338
|
+
Timestamp("2008-08-06", tz="UTC"), # 台风北冕0809
|
|
339
|
+
Timestamp("2008-08-22", tz="UTC"), # 台风鹦鹉0810
|
|
340
|
+
# Timestamp(2009-09-15', tz='UTC'), # 台风巨爵0915,上午休市
|
|
341
|
+
Timestamp("2010-04-06", tz="UTC"), # 清明节翌日
|
|
342
|
+
Timestamp("2011-09-29", tz="UTC"), # 台风纳沙1117
|
|
343
|
+
# Timestamp(2012-07-24', tz='UTC'), # 台风韦森特1208,上午休市
|
|
344
|
+
Timestamp("2012-10-02", tz="UTC"), # 中秋节补假
|
|
345
|
+
# Timestamp(2013-05-22', tz='UTC'), # 暴雨,上午休市
|
|
346
|
+
Timestamp("2013-08-14", tz="UTC"), # 台风尤特1311
|
|
347
|
+
# Timestamp(2013-09-23', tz='UTC'), # 台风天兔1319,上午休市
|
|
348
|
+
# Timestamp(2014-09-16', tz='UTC'), # 台风海鸥1415,上午休市
|
|
349
|
+
Timestamp("2015-04-07", tz="UTC"), # 复活节+清明节补假
|
|
350
|
+
# Timestamp(2015-07-09', tz='UTC'), # 台风莲花1520,期货夜盘休市
|
|
351
|
+
Timestamp("2015-09-03", tz="UTC"), # 抗战70周年纪念
|
|
352
|
+
# Timestamp(2016-08-01', tz='UTC'), # 台风妮妲1604,期货夜盘20:55收市
|
|
353
|
+
Timestamp("2016-08-02", tz="UTC"), # 台风妮妲1604
|
|
354
|
+
Timestamp("2016-10-21", tz="UTC"), # 台风海马1622
|
|
355
|
+
# Timestamp(2017-06-12', tz='UTC'), # 台风苗柏1702,期货夜盘17:35休市
|
|
356
|
+
Timestamp("2017-08-23", tz="UTC"), # 台风天鸽1713
|
|
357
|
+
]
|
|
358
|
+
|
|
359
|
+
|
|
360
|
+
class HKEXExchangeCalendar(MarketCalendar):
|
|
361
|
+
"""
|
|
362
|
+
Exchange calendar for Hong Kong Stock Exchange
|
|
363
|
+
|
|
364
|
+
Open Time: 9:30 AM, Asia/Shanghai
|
|
365
|
+
LUNCH BREAK :facepalm: : 12:00 AM - 1:00 PM Asia/Shanghai
|
|
366
|
+
Close Time: 4:00 PM, Asia/Shanghai
|
|
367
|
+
"""
|
|
368
|
+
|
|
369
|
+
aliases = ["HKEX"]
|
|
370
|
+
regular_market_times = {
|
|
371
|
+
"market_open": ((None, time(9, 30)),),
|
|
372
|
+
"market_close": ((None, time(16)),),
|
|
373
|
+
"break_start": ((None, time(12)),),
|
|
374
|
+
"break_end": ((None, time(13)),),
|
|
375
|
+
}
|
|
376
|
+
|
|
377
|
+
@property
|
|
378
|
+
def name(self):
|
|
379
|
+
return "HKEX"
|
|
380
|
+
|
|
381
|
+
@property
|
|
382
|
+
def tz(self):
|
|
383
|
+
return timezone("Asia/Shanghai")
|
|
384
|
+
|
|
385
|
+
@property
|
|
386
|
+
def regular_holidays(self):
|
|
387
|
+
"""
|
|
388
|
+
Rules are guesses based on observations of recent year.
|
|
389
|
+
Rectify accordingly once the next year's holidays arrangement is published by the government.
|
|
390
|
+
"""
|
|
391
|
+
return AbstractHolidayCalendar(
|
|
392
|
+
rules=[
|
|
393
|
+
HKNewYearsDay,
|
|
394
|
+
SpringFestivalDayBefore1983,
|
|
395
|
+
SpringFestivalDay2Before1983,
|
|
396
|
+
SpringFestivalDay3Before1983,
|
|
397
|
+
SpringFestivalDayBefore2010,
|
|
398
|
+
SpringFestivalDay2Before2010,
|
|
399
|
+
SpringFestivalDay3Before2010,
|
|
400
|
+
SpringFestivalDay,
|
|
401
|
+
SpringFestivalDay2,
|
|
402
|
+
SpringFestivalDay3,
|
|
403
|
+
GoodFriday,
|
|
404
|
+
EasterMonday,
|
|
405
|
+
TombSweepingDay,
|
|
406
|
+
LabourDay,
|
|
407
|
+
BuddhaShakyamuniDay,
|
|
408
|
+
DragonBoatFestivalDay,
|
|
409
|
+
HKRegionEstablishmentDay,
|
|
410
|
+
MidAutumnFestivalDayBefore1983,
|
|
411
|
+
MidAutumnFestivalDayBefore2010,
|
|
412
|
+
MidAutumnFestivalDay,
|
|
413
|
+
NationalDay,
|
|
414
|
+
DoubleNinthFestivalDay,
|
|
415
|
+
Christmas,
|
|
416
|
+
BoxingDay,
|
|
417
|
+
CommemoratingAlliedVictory,
|
|
418
|
+
QueenBirthday,
|
|
419
|
+
QueenBirthday2,
|
|
420
|
+
IDontKnow,
|
|
421
|
+
]
|
|
422
|
+
)
|
|
423
|
+
|
|
424
|
+
@property
|
|
425
|
+
def adhoc_holidays(self):
|
|
426
|
+
return HKClosedDay
|