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
@@ -1,408 +1,426 @@
1
- from datetime import time, timedelta
2
- from functools import partial
3
-
4
- from pandas import DateOffset, Timestamp
5
- from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday, Holiday, sunday_to_monday
6
- from pandas.tseries.offsets import LastWeekOfMonth, WeekOfMonth
7
- from pytz import timezone
8
-
9
- from pandas_market_calendars.holidays.us import USNewYearsDay
10
- from pandas_market_calendars.holidays.cn import bsd_mapping, dbf_mapping, dnf_mapping, maf_mapping, sf_mapping, tsd_mapping
11
- from pandas_market_calendars.market_calendar import MarketCalendar
12
-
13
-
14
- def process_date(dt, mapping=None, func=None, delta=None, offset=None):
15
- if mapping and (dt.year in mapping):
16
- new_dt = mapping[dt.year]
17
- else:
18
- new_dt = dt
19
- if delta:
20
- new_dt = new_dt + timedelta(delta)
21
- dow = new_dt.weekday()
22
- if dow == 6 and offset: # sunday
23
- new_dt = new_dt + timedelta(offset)
24
- if func:
25
- return func(new_dt)
26
- return new_dt
27
-
28
-
29
- def process_queen_birthday(dt):
30
- # before 1983
31
- if dt.year in [1974, 1981]:
32
- return dt + DateOffset(weekday=6)
33
- elif dt.year < 1983:
34
- return sunday_to_monday(dt)
35
- # after 1983
36
- wom = WeekOfMonth(week=2, weekday=0)
37
- if dt.year in [1983, 1988, 1993, 1994]:
38
- wom = WeekOfMonth(week=1, weekday=0)
39
- if dt.year in [1985]:
40
- wom = WeekOfMonth(week=3, weekday=0)
41
- return dt + wom
42
-
43
-
44
- HKNewYearsDay = USNewYearsDay
45
-
46
- SpringFestivalDayBefore1983 = Holiday(
47
- name="Spring Festival",
48
- month=1,
49
- day=21,
50
- observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
51
- start_date=Timestamp('1961-01-01'),
52
- end_date=Timestamp('1983-01-01')
53
- )
54
-
55
- SpringFestivalDay2Before1983 = Holiday(
56
- name="Spring Festival",
57
- month=1,
58
- day=21,
59
- observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
60
- start_date=Timestamp('1961-01-01'),
61
- end_date=Timestamp('1983-01-01')
62
- )
63
-
64
- SpringFestivalDay3Before1983 = Holiday(
65
- name="Spring Festival",
66
- month=1,
67
- day=21,
68
- observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
69
- start_date=Timestamp('1961-01-01'),
70
- end_date=Timestamp('1983-01-01')
71
- )
72
-
73
- SpringFestivalDayBefore2010 = Holiday(
74
- name="Spring Festival",
75
- month=1,
76
- day=21,
77
- observance=partial(process_date, mapping=sf_mapping, delta=0, offset=-1),
78
- start_date=Timestamp('1983-01-01'),
79
- end_date=Timestamp('2010-07-01')
80
- )
81
-
82
- SpringFestivalDay2Before2010 = Holiday(
83
- name="Spring Festival",
84
- month=1,
85
- day=21,
86
- observance=partial(process_date, mapping=sf_mapping, delta=1, offset=-2),
87
- start_date=Timestamp('1983-01-01'),
88
- end_date=Timestamp('2010-07-01')
89
- )
90
-
91
- SpringFestivalDay3Before2010 = Holiday(
92
- name="Spring Festival",
93
- month=1,
94
- day=21,
95
- observance=partial(process_date, mapping=sf_mapping, delta=2, offset=-3),
96
- start_date=Timestamp('1983-01-01'),
97
- end_date=Timestamp('2010-07-01')
98
- )
99
-
100
- SpringFestivalDay = Holiday(
101
- name="Spring Festival",
102
- month=1,
103
- day=21,
104
- observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
105
- start_date=Timestamp('2010-07-01')
106
- )
107
-
108
- SpringFestivalDay2 = Holiday(
109
- name="Spring Festival",
110
- month=1,
111
- day=21,
112
- observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
113
- start_date=Timestamp('2010-07-01')
114
- )
115
-
116
- SpringFestivalDay3 = Holiday(
117
- name="Spring Festival",
118
- month=1,
119
- day=21,
120
- observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
121
- start_date=Timestamp('2010-07-01')
122
- )
123
-
124
- TombSweepingDay = Holiday(
125
- name="Tomb-sweeping Day", # 清明节4月5日
126
- month=4,
127
- day=4,
128
- observance=partial(process_date, mapping=tsd_mapping, func=sunday_to_monday),
129
- start_date=Timestamp('1961-01-01')
130
- )
131
-
132
- LabourDay = Holiday(
133
- name="Labour Day", # 劳动节
134
- month=5,
135
- day=1,
136
- observance=sunday_to_monday,
137
- start_date=Timestamp('1999-05-01')
138
- )
139
-
140
- BuddhaShakyamuniDay = Holiday(
141
- name="Buddha Shakyamuni Day", # 浴佛节 98年农历4月8日定为法定假日
142
- month=4,
143
- day=28,
144
- observance=partial(process_date, mapping=bsd_mapping, func=sunday_to_monday),
145
- start_date=Timestamp('1999-04-28')
146
- )
147
-
148
- DragonBoatFestivalDay = Holiday(
149
- name="Dragon Boat Festival", # 端午节
150
- month=5,
151
- day=27,
152
- observance=partial(process_date, mapping=dbf_mapping, func=sunday_to_monday),
153
- start_date=Timestamp('1961-01-01')
154
- )
155
-
156
- HKRegionEstablishmentDay = Holiday(
157
- name="Hong Kong Special Region Establishment Day",
158
- month=7,
159
- day=1,
160
- observance=sunday_to_monday,
161
- start_date=Timestamp('1997-07-01')
162
- )
163
-
164
- MidAutumnFestivalDayBefore1983 = Holiday(
165
- name="Mid-autumn Festival", # 中秋节翌日
166
- month=9,
167
- day=7,
168
- observance=partial(process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday),
169
- start_date=Timestamp('1961-01-01'),
170
- end_date=Timestamp('1983-01-01')
171
- )
172
-
173
- MidAutumnFestivalDayBefore2010 = Holiday(
174
- name="Mid-autumn Festival", # 中秋节翌日
175
- month=9,
176
- day=7,
177
- observance=partial(process_date, mapping=maf_mapping, delta=1, offset=-1),
178
- start_date=Timestamp('1983-01-01'),
179
- end_date=Timestamp('2010-12-31')
180
- )
181
-
182
- MidAutumnFestivalDay = Holiday(
183
- name="Mid-autumn Festival", # 中秋节翌日
184
- month=9,
185
- day=7,
186
- observance=partial(process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday),
187
- start_date=Timestamp('2011-01-01')
188
- )
189
-
190
- DoubleNinthFestivalDay = Holiday(
191
- name="Double Ninth Festival", # 重阳节
192
- month=10,
193
- day=2,
194
- observance=partial(process_date, mapping=dnf_mapping, func=sunday_to_monday),
195
- start_date=Timestamp('1961-01-01')
196
- )
197
-
198
- NationalDay = Holiday(
199
- name="National Day",
200
- month=10,
201
- day=1,
202
- observance=sunday_to_monday,
203
- start_date=Timestamp('1997-07-01')
204
- )
205
-
206
- Christmas = Holiday(
207
- name='Christmas',
208
- month=12,
209
- day=25,
210
- observance=partial(process_date, offset=2),
211
- start_date=Timestamp('1954-01-01')
212
- )
213
-
214
- BoxingDay = Holiday(
215
- name='Boxing day', # 圣诞节后第一个平日
216
- month=12,
217
- day=26,
218
- observance=sunday_to_monday,
219
- start_date=Timestamp('1954-01-01')
220
- )
221
-
222
- QueenBirthday = Holiday(
223
- name="Queen's Birthday", # 英女王生日 6月
224
- month=6,
225
- day=10,
226
- observance=process_queen_birthday,
227
- start_date=Timestamp('1983-01-01'),
228
- end_date=Timestamp('1997-06-01')
229
- )
230
-
231
- QueenBirthday2 = Holiday(
232
- name="Queen's Birthday", # 英女王生日 4月
233
- month=4,
234
- day=21,
235
- observance=process_queen_birthday,
236
- start_date=Timestamp('1926-04-21'),
237
- end_date=Timestamp('1983-01-01')
238
- )
239
-
240
- CommemoratingAlliedVictory = Holiday(
241
- name="Commemorating the allied victory", # 重光纪念日 8月最后一个星期一
242
- month=8,
243
- day=20,
244
- offset=LastWeekOfMonth(weekday=0),
245
- start_date=Timestamp('1945-08-30'),
246
- end_date=Timestamp('1997-07-01')
247
- )
248
-
249
- IDontKnow = Holiday(
250
- name="I dont know these days, please tell me", # 8月第一个星期一
251
- month=7,
252
- day=31,
253
- offset=WeekOfMonth(week=0, weekday=0),
254
- start_date=Timestamp('1960-08-01'),
255
- end_date=Timestamp('1983-01-01')
256
- )
257
-
258
- HKClosedDay = [
259
- # I dont know these days
260
- Timestamp('1970-07-01', tz='UTC'),
261
- Timestamp('1971-07-01', tz='UTC'),
262
- Timestamp('1973-07-02', tz='UTC'),
263
- Timestamp('1974-07-01', tz='UTC'),
264
- Timestamp('1975-07-01', tz='UTC'),
265
- Timestamp('1976-07-01', tz='UTC'),
266
- Timestamp('1977-07-01', tz='UTC'),
267
- Timestamp('1979-07-02', tz='UTC'),
268
- Timestamp('1980-07-01', tz='UTC'),
269
- Timestamp('1981-07-01', tz='UTC'),
270
- Timestamp('1982-07-01', tz='UTC'),
271
- Timestamp('1971-03-22', tz='UTC'),
272
- Timestamp('1971-12-06', tz='UTC'),
273
- Timestamp('1971-12-20', tz='UTC'),
274
- Timestamp('1975-07-28', tz='UTC'),
275
- Timestamp('1985-07-29', tz='UTC'),
276
-
277
- Timestamp('1970-07-16', tz='UTC'), # 台风Ruby7003
278
- Timestamp('1970-09-14', tz='UTC'), # 台风Georgia7011
279
- Timestamp('1971-07-22', tz='UTC'), # 台风Lucy7114
280
- Timestamp('1971-08-31', tz='UTC'), # 重光纪念日?
281
- Timestamp('1973-04-16', tz='UTC'), # 股灾休市?
282
- Timestamp('1973-07-17', tz='UTC'), # 台风Dot7304
283
- Timestamp('1974-04-25', tz='UTC'), # 英国女王生日
284
- Timestamp('1975-10-14', tz='UTC'), # 台风Elsie7514
285
- Timestamp('1978-07-26', tz='UTC'), # 台风Agnes7807
286
- Timestamp('1978-07-27', tz='UTC'),
287
- Timestamp('1979-01-26', tz='UTC'), # 春节补假
288
- Timestamp('1979-08-02', tz='UTC'), # 台风Hope7908
289
- Timestamp('1980-05-21', tz='UTC'), # 台风Georgia8004
290
- Timestamp('1980-07-22', tz='UTC'), # 台风Joy8007
291
- Timestamp('1981-04-27', tz='UTC'), # 英国女王生日
292
- Timestamp('1981-07-06', tz='UTC'), # 台风Lynn8106
293
- Timestamp('1981-07-07', tz='UTC'),
294
- Timestamp('1981-07-29', tz='UTC'), # 查理斯王子与戴安娜婚礼
295
- Timestamp('1983-09-09', tz='UTC'), # 台风Ellen8309
296
- Timestamp('1985-06-24', tz='UTC'), # 台风Hal8504
297
- Timestamp('1986-04-01', tz='UTC'), # 复活节星期一翌日
298
- Timestamp('1986-10-22', tz='UTC'), # 英女王伊丽莎白二世访港
299
- Timestamp('1987-10-20', tz='UTC'), # 黑色星期一后,休市4天
300
- Timestamp('1987-10-21', tz='UTC'),
301
- Timestamp('1987-10-22', tz='UTC'),
302
- Timestamp('1987-10-23', tz='UTC'),
303
- Timestamp('1988-04-05', tz='UTC'), # 清明节翌日
304
- # Timestamp('1988-06-13', tz='UTC'), # 英国女王生日
305
- Timestamp('1991-06-18', tz='UTC'), # 英国女王生日翌日
306
- Timestamp('1992-07-22', tz='UTC'), # 台风Cary9207
307
- # Timestamp('1993-06-14', tz='UTC'), # 英国女王生日
308
- Timestamp('1993-09-17', tz='UTC'), # 台风Becky9316
309
- Timestamp('1994-06-14', tz='UTC'), # 英国女王生日翌日,端午节翌日
310
- Timestamp('1997-06-30', tz='UTC'), # 英国女王生日
311
- Timestamp('1997-07-02', tz='UTC'), # 香港回归纪念日翌日
312
- Timestamp('1997-08-18', tz='UTC'), # 抗战胜利纪念日
313
- Timestamp('1997-10-02', tz='UTC'), # 国庆节翌日
314
- Timestamp('1998-08-17', tz='UTC'), # 抗战胜利纪念日
315
- Timestamp('1998-10-02', tz='UTC'), # 国庆节翌日
316
- Timestamp('1999-04-06', tz='UTC'), # 清明节翌日
317
- Timestamp('1999-09-16', tz='UTC'), # 台风约克
318
- Timestamp('1999-12-31', tz='UTC'), # 千年虫
319
- Timestamp('2001-07-06', tz='UTC'), # 台风尤特0104
320
- Timestamp('2001-07-25', tz='UTC'), # 台风玉兔0107
321
- # Timestamp(2008-06-25', tz='UTC'), # 台风风神0806,上午休市
322
- Timestamp('2008-08-06', tz='UTC'), # 台风北冕0809
323
- Timestamp('2008-08-22', tz='UTC'), # 台风鹦鹉0810
324
- # Timestamp(2009-09-15', tz='UTC'), # 台风巨爵0915,上午休市
325
- Timestamp('2010-04-06', tz='UTC'), # 清明节翌日
326
- Timestamp('2011-09-29', tz='UTC'), # 台风纳沙1117
327
- # Timestamp(2012-07-24', tz='UTC'), # 台风韦森特1208,上午休市
328
- Timestamp('2012-10-02', tz='UTC'), # 中秋节补假
329
- # Timestamp(2013-05-22', tz='UTC'), # 暴雨,上午休市
330
- Timestamp('2013-08-14', tz='UTC'), # 台风尤特1311
331
- # Timestamp(2013-09-23', tz='UTC'), # 台风天兔1319,上午休市
332
- # Timestamp(2014-09-16', tz='UTC'), # 台风海鸥1415,上午休市
333
- Timestamp('2015-04-07', tz='UTC'), # 复活节+清明节补假
334
- # Timestamp(2015-07-09', tz='UTC'), # 台风莲花1520,期货夜盘休市
335
- Timestamp('2015-09-03', tz='UTC'), # 抗战70周年纪念
336
- # Timestamp(2016-08-01', tz='UTC'), # 台风妮妲1604,期货夜盘20:55收市
337
- Timestamp('2016-08-02', tz='UTC'), # 台风妮妲1604
338
- Timestamp('2016-10-21', tz='UTC'), # 台风海马1622
339
- # Timestamp(2017-06-12', tz='UTC'), # 台风苗柏1702,期货夜盘17:35休市
340
- Timestamp('2017-08-23', tz='UTC'), # 台风天鸽1713
341
- ]
342
-
343
-
344
- class HKEXExchangeCalendar(MarketCalendar):
345
- """
346
- Exchange calendar for Hong Kong Stock Exchange
347
-
348
- Open Time: 9:30 AM, Asia/Shanghai
349
- LUNCH BREAK :facepalm: : 12:00 AM - 1:00 PM Asia/Shanghai
350
- Close Time: 4:00 PM, Asia/Shanghai
351
- """
352
- aliases = ['HKEX']
353
- regular_market_times = {
354
- "market_open": ((None, time(9, 30)),),
355
- "market_close": ((None, time(16)),),
356
- "break_start": ((None, time(12)),),
357
- "break_end": ((None, time(13)),)
358
- }
359
-
360
- @property
361
- def name(self):
362
- return "HKEX"
363
-
364
- @property
365
- def tz(self):
366
- return timezone('Asia/Shanghai')
367
-
368
-
369
- @property
370
- def regular_holidays(self):
371
- """
372
- Rules are guesses based on observations of recent year.
373
- Rectify accordingly once the next year's holidays arrangement is published by the government.
374
- """
375
- return AbstractHolidayCalendar(rules=[
376
- HKNewYearsDay,
377
- SpringFestivalDayBefore1983,
378
- SpringFestivalDay2Before1983,
379
- SpringFestivalDay3Before1983,
380
- SpringFestivalDayBefore2010,
381
- SpringFestivalDay2Before2010,
382
- SpringFestivalDay3Before2010,
383
- SpringFestivalDay,
384
- SpringFestivalDay2,
385
- SpringFestivalDay3,
386
- GoodFriday,
387
- EasterMonday,
388
- TombSweepingDay,
389
- LabourDay,
390
- BuddhaShakyamuniDay,
391
- DragonBoatFestivalDay,
392
- HKRegionEstablishmentDay,
393
- MidAutumnFestivalDayBefore1983,
394
- MidAutumnFestivalDayBefore2010,
395
- MidAutumnFestivalDay,
396
- NationalDay,
397
- DoubleNinthFestivalDay,
398
- Christmas,
399
- BoxingDay,
400
- CommemoratingAlliedVictory,
401
- QueenBirthday,
402
- QueenBirthday2,
403
- IDontKnow
404
- ])
405
-
406
- @property
407
- def adhoc_holidays(self):
408
- return HKClosedDay
1
+ from datetime import time, timedelta
2
+ from functools import partial
3
+
4
+ from pandas import DateOffset, Timestamp
5
+ from pandas.tseries.holiday import (
6
+ AbstractHolidayCalendar,
7
+ EasterMonday,
8
+ GoodFriday,
9
+ Holiday,
10
+ sunday_to_monday,
11
+ )
12
+ from pandas.tseries.offsets import LastWeekOfMonth, WeekOfMonth
13
+ from pytz import timezone
14
+
15
+ from pandas_market_calendars.holidays.cn import (
16
+ bsd_mapping,
17
+ dbf_mapping,
18
+ dnf_mapping,
19
+ maf_mapping,
20
+ sf_mapping,
21
+ tsd_mapping,
22
+ )
23
+ from pandas_market_calendars.holidays.us import USNewYearsDay
24
+ from pandas_market_calendars.market_calendar import MarketCalendar
25
+
26
+
27
+ def process_date(dt, mapping=None, func=None, delta=None, offset=None):
28
+ if mapping and (dt.year in mapping):
29
+ new_dt = mapping[dt.year]
30
+ else:
31
+ new_dt = dt
32
+ if delta:
33
+ new_dt = new_dt + timedelta(delta)
34
+ dow = new_dt.weekday()
35
+ if dow == 6 and offset: # sunday
36
+ new_dt = new_dt + timedelta(offset)
37
+ if func:
38
+ return func(new_dt)
39
+ return new_dt
40
+
41
+
42
+ def process_queen_birthday(dt):
43
+ # before 1983
44
+ if dt.year in [1974, 1981]:
45
+ return dt + DateOffset(weekday=6)
46
+ elif dt.year < 1983:
47
+ return sunday_to_monday(dt)
48
+ # after 1983
49
+ wom = WeekOfMonth(week=2, weekday=0)
50
+ if dt.year in [1983, 1988, 1993, 1994]:
51
+ wom = WeekOfMonth(week=1, weekday=0)
52
+ if dt.year in [1985]:
53
+ wom = WeekOfMonth(week=3, weekday=0)
54
+ return dt + wom
55
+
56
+
57
+ HKNewYearsDay = USNewYearsDay
58
+
59
+ SpringFestivalDayBefore1983 = Holiday(
60
+ name="Spring Festival",
61
+ month=1,
62
+ day=21,
63
+ observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
64
+ start_date=Timestamp("1961-01-01"),
65
+ end_date=Timestamp("1983-01-01"),
66
+ )
67
+
68
+ SpringFestivalDay2Before1983 = Holiday(
69
+ name="Spring Festival",
70
+ month=1,
71
+ day=21,
72
+ observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
73
+ start_date=Timestamp("1961-01-01"),
74
+ end_date=Timestamp("1983-01-01"),
75
+ )
76
+
77
+ SpringFestivalDay3Before1983 = Holiday(
78
+ name="Spring Festival",
79
+ month=1,
80
+ day=21,
81
+ observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
82
+ start_date=Timestamp("1961-01-01"),
83
+ end_date=Timestamp("1983-01-01"),
84
+ )
85
+
86
+ SpringFestivalDayBefore2010 = Holiday(
87
+ name="Spring Festival",
88
+ month=1,
89
+ day=21,
90
+ observance=partial(process_date, mapping=sf_mapping, delta=0, offset=-1),
91
+ start_date=Timestamp("1983-01-01"),
92
+ end_date=Timestamp("2010-07-01"),
93
+ )
94
+
95
+ SpringFestivalDay2Before2010 = Holiday(
96
+ name="Spring Festival",
97
+ month=1,
98
+ day=21,
99
+ observance=partial(process_date, mapping=sf_mapping, delta=1, offset=-2),
100
+ start_date=Timestamp("1983-01-01"),
101
+ end_date=Timestamp("2010-07-01"),
102
+ )
103
+
104
+ SpringFestivalDay3Before2010 = Holiday(
105
+ name="Spring Festival",
106
+ month=1,
107
+ day=21,
108
+ observance=partial(process_date, mapping=sf_mapping, delta=2, offset=-3),
109
+ start_date=Timestamp("1983-01-01"),
110
+ end_date=Timestamp("2010-07-01"),
111
+ )
112
+
113
+ SpringFestivalDay = Holiday(
114
+ name="Spring Festival",
115
+ month=1,
116
+ day=21,
117
+ observance=partial(process_date, mapping=sf_mapping, delta=0, offset=3),
118
+ start_date=Timestamp("2010-07-01"),
119
+ )
120
+
121
+ SpringFestivalDay2 = Holiday(
122
+ name="Spring Festival",
123
+ month=1,
124
+ day=21,
125
+ observance=partial(process_date, mapping=sf_mapping, delta=1, offset=2),
126
+ start_date=Timestamp("2010-07-01"),
127
+ )
128
+
129
+ SpringFestivalDay3 = Holiday(
130
+ name="Spring Festival",
131
+ month=1,
132
+ day=21,
133
+ observance=partial(process_date, mapping=sf_mapping, delta=2, offset=1),
134
+ start_date=Timestamp("2010-07-01"),
135
+ )
136
+
137
+ TombSweepingDay = Holiday(
138
+ name="Tomb-sweeping Day", # 清明节4月5日
139
+ month=4,
140
+ day=4,
141
+ observance=partial(process_date, mapping=tsd_mapping, func=sunday_to_monday),
142
+ start_date=Timestamp("1961-01-01"),
143
+ )
144
+
145
+ LabourDay = Holiday(
146
+ name="Labour Day", # 劳动节
147
+ month=5,
148
+ day=1,
149
+ observance=sunday_to_monday,
150
+ start_date=Timestamp("1999-05-01"),
151
+ )
152
+
153
+ BuddhaShakyamuniDay = Holiday(
154
+ name="Buddha Shakyamuni Day", # 浴佛节 98年农历4月8日定为法定假日
155
+ month=4,
156
+ day=28,
157
+ observance=partial(process_date, mapping=bsd_mapping, func=sunday_to_monday),
158
+ start_date=Timestamp("1999-04-28"),
159
+ )
160
+
161
+ DragonBoatFestivalDay = Holiday(
162
+ name="Dragon Boat Festival", # 端午节
163
+ month=5,
164
+ day=27,
165
+ observance=partial(process_date, mapping=dbf_mapping, func=sunday_to_monday),
166
+ start_date=Timestamp("1961-01-01"),
167
+ )
168
+
169
+ HKRegionEstablishmentDay = Holiday(
170
+ name="Hong Kong Special Region Establishment Day",
171
+ month=7,
172
+ day=1,
173
+ observance=sunday_to_monday,
174
+ start_date=Timestamp("1997-07-01"),
175
+ )
176
+
177
+ MidAutumnFestivalDayBefore1983 = Holiday(
178
+ name="Mid-autumn Festival", # 中秋节翌日
179
+ month=9,
180
+ day=7,
181
+ observance=partial(
182
+ process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday
183
+ ),
184
+ start_date=Timestamp("1961-01-01"),
185
+ end_date=Timestamp("1983-01-01"),
186
+ )
187
+
188
+ MidAutumnFestivalDayBefore2010 = Holiday(
189
+ name="Mid-autumn Festival", # 中秋节翌日
190
+ month=9,
191
+ day=7,
192
+ observance=partial(process_date, mapping=maf_mapping, delta=1, offset=-1),
193
+ start_date=Timestamp("1983-01-01"),
194
+ end_date=Timestamp("2010-12-31"),
195
+ )
196
+
197
+ MidAutumnFestivalDay = Holiday(
198
+ name="Mid-autumn Festival", # 中秋节翌日
199
+ month=9,
200
+ day=7,
201
+ observance=partial(
202
+ process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday
203
+ ),
204
+ start_date=Timestamp("2011-01-01"),
205
+ )
206
+
207
+ DoubleNinthFestivalDay = Holiday(
208
+ name="Double Ninth Festival", # 重阳节
209
+ month=10,
210
+ day=2,
211
+ observance=partial(process_date, mapping=dnf_mapping, func=sunday_to_monday),
212
+ start_date=Timestamp("1961-01-01"),
213
+ )
214
+
215
+ NationalDay = Holiday(
216
+ name="National Day",
217
+ month=10,
218
+ day=1,
219
+ observance=sunday_to_monday,
220
+ start_date=Timestamp("1997-07-01"),
221
+ )
222
+
223
+ Christmas = Holiday(
224
+ name="Christmas",
225
+ month=12,
226
+ day=25,
227
+ observance=partial(process_date, offset=2),
228
+ start_date=Timestamp("1954-01-01"),
229
+ )
230
+
231
+ BoxingDay = Holiday(
232
+ name="Boxing day", # 圣诞节后第一个平日
233
+ month=12,
234
+ day=26,
235
+ observance=sunday_to_monday,
236
+ start_date=Timestamp("1954-01-01"),
237
+ )
238
+
239
+ QueenBirthday = Holiday(
240
+ name="Queen's Birthday", # 英女王生日 6月
241
+ month=6,
242
+ day=10,
243
+ observance=process_queen_birthday,
244
+ start_date=Timestamp("1983-01-01"),
245
+ end_date=Timestamp("1997-06-01"),
246
+ )
247
+
248
+ QueenBirthday2 = Holiday(
249
+ name="Queen's Birthday", # 英女王生日 4月
250
+ month=4,
251
+ day=21,
252
+ observance=process_queen_birthday,
253
+ start_date=Timestamp("1926-04-21"),
254
+ end_date=Timestamp("1983-01-01"),
255
+ )
256
+
257
+ CommemoratingAlliedVictory = Holiday(
258
+ name="Commemorating the allied victory", # 重光纪念日 8月最后一个星期一
259
+ month=8,
260
+ day=20,
261
+ offset=LastWeekOfMonth(weekday=0),
262
+ start_date=Timestamp("1945-08-30"),
263
+ end_date=Timestamp("1997-07-01"),
264
+ )
265
+
266
+ IDontKnow = Holiday(
267
+ name="I dont know these days, please tell me", # 8月第一个星期一
268
+ month=7,
269
+ day=31,
270
+ offset=WeekOfMonth(week=0, weekday=0),
271
+ start_date=Timestamp("1960-08-01"),
272
+ end_date=Timestamp("1983-01-01"),
273
+ )
274
+
275
+ HKClosedDay = [
276
+ # I dont know these days
277
+ Timestamp("1970-07-01", tz="UTC"),
278
+ Timestamp("1971-07-01", tz="UTC"),
279
+ Timestamp("1973-07-02", tz="UTC"),
280
+ Timestamp("1974-07-01", tz="UTC"),
281
+ Timestamp("1975-07-01", tz="UTC"),
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