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

pandas_market_calendars/calendars/ice.py

@@ -1,65 +1,81 @@
-from datetime import time
-from itertools import chain
-
-from pandas import Timestamp
-from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
-from pytz import timezone
-
-from pandas_market_calendars.holidays.us import (Christmas, USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay,
-                                                 USNationalDaysofMourning, USNewYearsDay)
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-class ICEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for ICE US.
-
-    Open Time: 8pm, US/Eastern
-    Close Time: 6pm, US/Eastern
-
-    https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
-    """
-    aliases = ['ICE', 'ICEUS', 'NYFE']
-    regular_market_times = {
-        "market_open": ((None, time(20, 1), -1),), # offset by -1 day
-        "market_close": ((None, time(18)),)
-    }
-
-    @property
-    def name(self):
-        return "ICE"
-
-    @property
-    def tz(self):
-        return timezone("US/Eastern")
-
-    @property
-    def special_closes(self):
-        return [
-            (time(13), AbstractHolidayCalendar(rules=[
-                USMartinLutherKingJrAfter1998,
-                USPresidentsDay,
-                USMemorialDay,
-                USIndependenceDay,
-                USLaborDay,
-                USThanksgivingDay
-            ]))
-        ]
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            USNationalDaysofMourning,
-            # ICE was only closed on the first day of the Hurricane Sandy
-            # closings (was not closed on 2012-10-30)
-            [Timestamp('2012-10-29', tz='UTC')]
-        ))
-
-    @property
-    def regular_holidays(self):
-        # https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
-        return AbstractHolidayCalendar(rules=[
-            USNewYearsDay,
-            GoodFriday,
-            Christmas
-        ])
+from datetime import time
+from itertools import chain
+
+from pandas import Timestamp
+from pandas.tseries.holiday import (
+    AbstractHolidayCalendar,
+    GoodFriday,
+    USLaborDay,
+    USPresidentsDay,
+    USThanksgivingDay,
+)
+from pytz import timezone
+
+from pandas_market_calendars.holidays.us import (
+    Christmas,
+    USIndependenceDay,
+    USMartinLutherKingJrAfter1998,
+    USMemorialDay,
+    USNationalDaysofMourning,
+    USNewYearsDay,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class ICEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for ICE US.
+
+    Open Time: 8pm, US/Eastern
+    Close Time: 6pm, US/Eastern
+
+    https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
+    """
+
+    aliases = ["ICE", "ICEUS", "NYFE"]
+    regular_market_times = {
+        "market_open": ((None, time(20, 1), -1),),  # offset by -1 day
+        "market_close": ((None, time(18)),),
+    }
+
+    @property
+    def name(self):
+        return "ICE"
+
+    @property
+    def tz(self):
+        return timezone("US/Eastern")
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(13),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrAfter1998,
+                        USPresidentsDay,
+                        USMemorialDay,
+                        USIndependenceDay,
+                        USLaborDay,
+                        USThanksgivingDay,
+                    ]
+                ),
+            )
+        ]
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                USNationalDaysofMourning,
+                # ICE was only closed on the first day of the Hurricane Sandy
+                # closings (was not closed on 2012-10-30)
+                [Timestamp("2012-10-29", tz="UTC")],
+            )
+        )
+
+    @property
+    def regular_holidays(self):
+        # https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
+        return AbstractHolidayCalendar(rules=[USNewYearsDay, GoodFriday, Christmas])

pandas_market_calendars/calendars/iex.py

@@ -1,98 +1,112 @@
-from datetime import time
-from itertools import chain
-from .nyse import NYSEExchangeCalendar
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone 
-
-from pandas_market_calendars.holidays.nyse import (
-    USPresidentsDay,
-    GoodFriday,
-    USMemorialDay,
-    USJuneteenthAfter2022,
-    USIndependenceDay,
-    USThanksgivingDay,
-    ChristmasNYSE,
-    USMartinLutherKingJrAfter1998,
-
-    #Ad-Hoc
-    DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
-    DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
-    ChristmasEvesAdhoc,
-)
-
-class IEXExchangeCalendar(NYSEExchangeCalendar):
-    """
-    Exchange calendar for the Investor's Exchange (IEX).
-
-    IEX Exchange is a U.S. stock exchange focused on driving performance
-    for broker-dealers and investors through innovative design and technology.
-
-    Most of this class inherits from NYSEExchangeCalendar since 
-    the holidays are the same. The only variation is (1) IEX began 
-    operation in 2013, and (2) IEX has different hours of operation
-
-    References: 
-    - https://exchange.iex.io/
-    - https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
-    """
-
-    regular_market_times = {
-        "pre": (('2013-03-25', time(8)),),
-        "market_open": ((None, time(9, 30)),),
-        "market_close":((None, time(16)),),
-        "post": ((None, time(17)),)
-    }
-
-    aliases = ['IEX', 'Investors_Exchange']
-
-    @property
-    def name(self):
-        return "IEX"
-    
-    @property
-    def weekmask(self):
-        return "Mon Tue Wed Thu Fri"
-    
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            USPresidentsDay,
-            GoodFriday,
-            USMemorialDay,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            USThanksgivingDay,
-            ChristmasNYSE,
-            USMartinLutherKingJrAfter1998
-        ])
-    
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            ChristmasEvesAdhoc,
-        ))
-
-    @property
-    def special_closes(self):
-        return [
-            (time(hour=13, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
-                DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
-            ]))
-        ]
-
-    """Override NYSE calendar special cases"""
-
-    @property
-    def special_closes_adhoc(self):
-        return [
-            (time(13, tzinfo=timezone('America/New_York')),
-                DaysBeforeIndependenceDay1pmEarlyCloseAdhoc) 
-        ]
-
-    @property
-    def special_opens(self):
-        return []
-
-    def valid_days(self, start_date, end_date, tz='UTC'):
-        trading_days = super().valid_days(start_date, end_date, tz=tz) #all NYSE valid days
-        return trading_days[~(trading_days <= '2013-08-25')]
+from datetime import time
+from itertools import chain
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+
+from pandas_market_calendars.holidays.nyse import (
+    USPresidentsDay,
+    GoodFriday,
+    USMemorialDay,
+    USJuneteenthAfter2022,
+    USIndependenceDay,
+    USThanksgivingDay,
+    ChristmasNYSE,
+    USMartinLutherKingJrAfter1998,
+    # Ad-Hoc
+    DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
+    DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
+    ChristmasEvesAdhoc,
+)
+from .nyse import NYSEExchangeCalendar
+
+
+class IEXExchangeCalendar(NYSEExchangeCalendar):
+    """
+    Exchange calendar for the Investor's Exchange (IEX).
+
+    IEX Exchange is a U.S. stock exchange focused on driving performance
+    for broker-dealers and investors through innovative design and technology.
+
+    Most of this class inherits from NYSEExchangeCalendar since
+    the holidays are the same. The only variation is (1) IEX began
+    operation in 2013, and (2) IEX has different hours of operation
+
+    References:
+    - https://exchange.iex.io/
+    - https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
+    """
+
+    regular_market_times = {
+        "pre": (("2013-03-25", time(8)),),
+        "market_open": ((None, time(9, 30)),),
+        "market_close": ((None, time(16)),),
+        "post": ((None, time(17)),),
+    }
+
+    aliases = ["IEX", "Investors_Exchange"]
+
+    @property
+    def name(self):
+        return "IEX"
+
+    @property
+    def weekmask(self):
+        return "Mon Tue Wed Thu Fri"
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USPresidentsDay,
+                GoodFriday,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                USThanksgivingDay,
+                ChristmasNYSE,
+                USMartinLutherKingJrAfter1998,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                ChristmasEvesAdhoc,
+            )
+        )
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(hour=13, tzinfo=timezone("America/New_York")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
+                    ]
+                ),
+            )
+        ]
+
+    """Override NYSE calendar special cases"""
+
+    @property
+    def special_closes_adhoc(self):
+        return [
+            (
+                time(13, tzinfo=timezone("America/New_York")),
+                DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
+            )
+        ]
+
+    @property
+    def special_opens(self):
+        return []
+
+    def valid_days(self, start_date, end_date, tz="UTC"):
+        trading_days = super().valid_days(
+            start_date, end_date, tz=tz
+        )  # all NYSE valid days
+        return trading_days[~(trading_days <= "2013-08-25")]

pandas_market_calendars/calendars/jpx.py

@@ -1,103 +1,109 @@
-from datetime import time
-from itertools import chain
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
-
-from pandas_market_calendars.holidays.jp import *
-from pandas_market_calendars.holidays.us import USNewYearsDay
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-# TODO:
-# From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
-# From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
-# need to add support for weekmask to make this work properly
-
-class JPXExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for JPX
-
-    Open Time: 9:31 AM, Asia/Tokyo
-    LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
-    Close Time: 4:00 PM, Asia/Tokyo
-    """
-    aliases = ['JPX']
-    regular_market_times = {
-        "market_open": ((None, time(9)),),
-        "market_close": ((None, time(15)),),
-        "break_start": ((None, time(11, 30)),),
-        "break_end": ((None, time(12,30)),)
-    }
-    regular_early_close = time(13)
-
-    @property
-    def name(self):
-        return "JPX"
-
-    @property
-    def tz(self):
-        return timezone('Asia/Tokyo')
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            AscensionDays,
-            MarriageDays,
-            FuneralShowa,
-            EnthronementDays,
-            AutumnalCitizenDates,
-            NoN225IndexPrices,
-            EquityTradingSystemFailure
-        ))
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            USNewYearsDay,
-            JapanNewYearsDay2,
-            JapanNewYearsDay3,
-            JapanComingOfAgeDay1951To1973,
-            JapanComingOfAgeDay1974To1999,
-            JapanComingOfAgeDay,
-            JapanNationalFoundationDay1969To1973,
-            JapanNationalFoundationDay,
-            JapanEmperorsBirthday,
-            JapanVernalEquinox,
-            JapanShowaDayUntil1972,
-            JapanShowaDay,
-            JapanConstitutionMemorialDayUntil1972,
-            JapanConstitutionMemorialDay,
-            JapanGreeneryDay,
-            JapanChildrensDayUntil1972,
-            JapanChildrensDay,
-            JapanGoldenWeekBonusDay,
-            JapanMarineDay1996To2002,
-            JapanMarineDay2003To2019,
-            JapanMarineDay2020,
-            JapanMarineDay2021,
-            JapanMarineDay,
-            JapanMountainDay2016to2019,
-            JapanMountainDay2020,
-            JapanMountainDay2021,
-            JapanMountainDay2021NextDay,
-            JapanMountainDay,
-            JapanRespectForTheAgedDay1966To1972,
-            JapanRespectForTheAgedDay1973To2002,
-            JapanRespectForTheAgedDay,
-            JapanAutumnalEquinox,
-            JapanHealthAndSportsDay1966To1972,
-            JapanHealthAndSportsDay1973To1999,
-            JapanHealthAndSportsDay2000To2019,
-            JapanSportsDay2020,
-            JapanSportsDay2021,
-            JapanSportsDay,
-            JapanCultureDayUntil1972,
-            JapanCultureDay,
-            JapanLaborThanksgivingDayUntil1972,
-            JapanLaborThanksgivingDay,
-            JapanEmperorAkahitosBirthday,
-            JapanDecember29Until1988,
-            JapanDecember30Until1988,
-            JapanBeforeNewYearsDay,
-        ])
+from datetime import time
+from itertools import chain
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+
+from pandas_market_calendars.holidays.jp import *
+from pandas_market_calendars.holidays.us import USNewYearsDay
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+# TODO:
+# From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
+# From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
+# need to add support for weekmask to make this work properly
+
+
+class JPXExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for JPX
+
+    Open Time: 9:31 AM, Asia/Tokyo
+    LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
+    Close Time: 4:00 PM, Asia/Tokyo
+    """
+
+    aliases = ["JPX", "XJPX"]
+    regular_market_times = {
+        "market_open": ((None, time(9)),),
+        "market_close": ((None, time(15)),),
+        "break_start": ((None, time(11, 30)),),
+        "break_end": ((None, time(12, 30)),),
+    }
+    regular_early_close = time(13)
+
+    @property
+    def name(self):
+        return "JPX"
+
+    @property
+    def tz(self):
+        return timezone("Asia/Tokyo")
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                AscensionDays,
+                MarriageDays,
+                FuneralShowa,
+                EnthronementDays,
+                AutumnalCitizenDates,
+                NoN225IndexPrices,
+                EquityTradingSystemFailure,
+            )
+        )
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                JapanNewYearsDay2,
+                JapanNewYearsDay3,
+                JapanComingOfAgeDay1951To1973,
+                JapanComingOfAgeDay1974To1999,
+                JapanComingOfAgeDay,
+                JapanNationalFoundationDay1969To1973,
+                JapanNationalFoundationDay,
+                JapanEmperorsBirthday,
+                JapanVernalEquinox,
+                JapanShowaDayUntil1972,
+                JapanShowaDay,
+                JapanConstitutionMemorialDayUntil1972,
+                JapanConstitutionMemorialDay,
+                JapanGreeneryDay,
+                JapanChildrensDayUntil1972,
+                JapanChildrensDay,
+                JapanGoldenWeekBonusDay,
+                JapanMarineDay1996To2002,
+                JapanMarineDay2003To2019,
+                JapanMarineDay2020,
+                JapanMarineDay2021,
+                JapanMarineDay,
+                JapanMountainDay2016to2019,
+                JapanMountainDay2020,
+                JapanMountainDay2021,
+                JapanMountainDay2021NextDay,
+                JapanMountainDay,
+                JapanRespectForTheAgedDay1966To1972,
+                JapanRespectForTheAgedDay1973To2002,
+                JapanRespectForTheAgedDay,
+                JapanAutumnalEquinox,
+                JapanHealthAndSportsDay1966To1972,
+                JapanHealthAndSportsDay1973To1999,
+                JapanHealthAndSportsDay2000To2019,
+                JapanSportsDay2020,
+                JapanSportsDay2021,
+                JapanSportsDay,
+                JapanCultureDayUntil1972,
+                JapanCultureDay,
+                JapanLaborThanksgivingDayUntil1972,
+                JapanLaborThanksgivingDay,
+                JapanEmperorAkahitosBirthday,
+                JapanDecember29Until1988,
+                JapanDecember30Until1988,
+                JapanBeforeNewYearsDay,
+            ]
+        )