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

pandas_market_calendars/calendars/lse.py

@@ -1,91 +1,114 @@
-#
-# Copyright 2016 Quantopian, Inc.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
-
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
-from pytz import timezone
-
-from pandas_market_calendars.holidays.uk import (
-    BoxingDay, Christmas, ChristmasEve, LSENewYearsDay, LSENewYearsEve,
-    MayBank_pre_1995, MayBank_post_1995_pre_2020, MayBank_post_2020,
-    SpringBank_pre_2002, SpringBank_post_2002_pre_2012, SpringBank_post_2012_pre_2022, SpringBank_post_2022,
-    SummerBank, WeekendBoxingDay, WeekendChristmas, UniqueCloses,
-)
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-class LSEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for the London Stock Exchange
-
-    Open Time: 8:00 AM, GMT
-    Close Time: 4:30 PM, GMT
-
-    Regularly-Observed Holidays:
-    - New Years Day (observed on first business day on/after)
-    - Good Friday
-    - Easter Monday
-    - Early May Bank Holiday (first Monday in May)
-    - Spring Bank Holiday (last Monday in May)
-    - Summer Bank Holiday (last Monday in August)
-    - Christmas Day
-    - Dec. 27th (if Christmas is on a weekend)
-    - Boxing Day
-    - Dec. 28th (if Boxing Day is on a weekend)
-    """
-    aliases = ['LSE']
-    regular_market_times = {
-        "market_open": ((None, time(8)),),
-        "market_close": ((None, time(16,30)),),
-
-    }
-
-    @property
-    def name(self):
-        return "LSE"
-
-    @property
-    def tz(self):
-        return timezone('Europe/London')
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            LSENewYearsDay,
-            GoodFriday,
-            EasterMonday,
-            MayBank_pre_1995, MayBank_post_1995_pre_2020, MayBank_post_2020,
-            SpringBank_pre_2002, SpringBank_post_2002_pre_2012, SpringBank_post_2012_pre_2022, SpringBank_post_2022,
-            SummerBank,
-            Christmas,
-            WeekendChristmas,
-            BoxingDay,
-            WeekendBoxingDay
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return UniqueCloses
-
-    @property
-    def special_closes(self):
-        return [(
-            time(12, 30),
-            AbstractHolidayCalendar(rules=[
-                ChristmasEve,
-                LSENewYearsEve,
-            ])
-        )]
+#
+# Copyright 2016 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
+from pytz import timezone
+
+from pandas_market_calendars.holidays.uk import (
+    BoxingDay,
+    Christmas,
+    ChristmasEve,
+    LSENewYearsDay,
+    LSENewYearsEve,
+    MayBank_pre_1995,
+    MayBank_post_1995_pre_2020,
+    MayBank_post_2020,
+    SpringBank_pre_2002,
+    SpringBank_post_2002_pre_2012,
+    SpringBank_post_2012_pre_2022,
+    SpringBank_post_2022,
+    SummerBank,
+    WeekendBoxingDay,
+    WeekendChristmas,
+    UniqueCloses,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class LSEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for the London Stock Exchange
+
+    Open Time: 8:00 AM, GMT
+    Close Time: 4:30 PM, GMT
+
+    Regularly-Observed Holidays:
+    - New Years Day (observed on first business day on/after)
+    - Good Friday
+    - Easter Monday
+    - Early May Bank Holiday (first Monday in May)
+    - Spring Bank Holiday (last Monday in May)
+    - Summer Bank Holiday (last Monday in August)
+    - Christmas Day
+    - Dec. 27th (if Christmas is on a weekend)
+    - Boxing Day
+    - Dec. 28th (if Boxing Day is on a weekend)
+    """
+
+    aliases = ["LSE"]
+    regular_market_times = {
+        "market_open": ((None, time(8)),),
+        "market_close": ((None, time(16, 30)),),
+    }
+
+    @property
+    def name(self):
+        return "LSE"
+
+    @property
+    def tz(self):
+        return timezone("Europe/London")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                LSENewYearsDay,
+                GoodFriday,
+                EasterMonday,
+                MayBank_pre_1995,
+                MayBank_post_1995_pre_2020,
+                MayBank_post_2020,
+                SpringBank_pre_2002,
+                SpringBank_post_2002_pre_2012,
+                SpringBank_post_2012_pre_2022,
+                SpringBank_post_2022,
+                SummerBank,
+                Christmas,
+                WeekendChristmas,
+                BoxingDay,
+                WeekendBoxingDay,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return UniqueCloses
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(12, 30),
+                AbstractHolidayCalendar(
+                    rules=[
+                        ChristmasEve,
+                        LSENewYearsEve,
+                    ]
+                ),
+            )
+        ]

pandas_market_calendars/calendars/mirror.py

@@ -1,114 +1,130 @@
-"""
-Imported calendars from the exchange_calendars project
-
-GitHub: https://github.com/gerrymanoim/exchange_calendars
-"""
-
-from pandas_market_calendars.market_calendar import MarketCalendar
-import exchange_calendars
-
-
-class TradingCalendar(MarketCalendar):
-    """
-    This class provides access to all the information on opens, breaks and closes that are available
-    in the exchange_calendars package, it will receive the correctly formatted regular_market_times
-    dictionary in the for-loop below.
-
-    The initialization of calendars from exchange_calendars, is bypassed until the `.ec` property is used,
-    which returns the initialized exchange_calendar calendar, which is only initialized the first time.
-    """
-    # flag indicating that offset still needs to be checked.
-    # A class attribute so we only do this once per class and not per instance
-    _FINALIZE_TRADING_CALENDAR = True
-
-    def __new__(cls, *args, **kwargs):
-        self = super().__new__(cls)
-        self._ec = super().__new__(cls._ec_class)
-        # flag indicating that mirrored class is not initialized yet, which we only want to do
-        # once per instance, if and only if the public `.ec` property is used.
-        self._EC_NOT_INITIALIZED = True
-
-        # offsets of exchange_calendar_mirrors are only available through the instance
-        if cls._FINALIZE_TRADING_CALENDAR:
-            if self._ec.open_offset:
-                cls.regular_market_times._set("market_open", tuple(
-                    (t[0], t[1], self._ec.open_offset) for t in cls.regular_market_times["market_open"]))
-
-            if self._ec.close_offset:
-                cls.regular_market_times._set("market_close", tuple(
-                    (t[0], t[1], self._ec.close_offset) for t in cls.regular_market_times["market_close"]))
-            cls._FINALIZE_TRADING_CALENDAR = False
-
-        self.__init__(*args, **kwargs)
-        return self
-
-    def __init__(self, open_time=None, close_time=None):
-        super().__init__(open_time, close_time)
-
-    @property
-    def ec(self):
-        if self._EC_NOT_INITIALIZED:
-            self._ec.__init__()
-            self._EC_NOT_INITIALIZED = False
-
-        return self._ec
-
-    @property
-    def name(self):
-        return self._ec.name
-
-    @property
-    def tz(self):
-        return self._ec.tz
-
-    @property
-    def regular_holidays(self):
-        return self._ec.regular_holidays
-
-    @property
-    def adhoc_holidays(self):
-        return self._ec.adhoc_holidays
-
-    @property
-    def special_opens(self):
-        return self._ec.special_opens
-
-    @property
-    def special_opens_adhoc(self):
-        return self._ec.special_opens_adhoc
-
-    @property
-    def special_closes(self):
-        return self._ec.special_closes
-
-    @property
-    def special_closes_adhoc(self):
-        return self._ec.special_closes_adhoc
-
-
-calendars = exchange_calendars.calendar_utils._default_calendar_factories  # noqa
-
-time_props = dict(open_times= "market_open",
-                  close_times= "market_close",
-                  break_start_times= "break_start",
-                  break_end_times= "break_end")
-
-for exchange in calendars:
-    cal = calendars[exchange]
-
-    # this loop will set up the newly required regular_market_times dictionary
-    regular_market_times = {}
-    for prop, new in time_props.items():
-        times = getattr(cal, prop)
-        if times is None or isinstance(times, property): continue
-        regular_market_times[new] = times
-
-    cal = type(exchange, (TradingCalendar,), {'_ec_class': calendars[exchange],
-                                              'alias': [exchange],
-                                              'regular_market_times': regular_market_times})
-    locals()[f'{exchange}ExchangeCalendar'] = cal
-
-
-
-
-
+"""
+Imported calendars from the exchange_calendars project
+
+GitHub: https://github.com/gerrymanoim/exchange_calendars
+"""
+
+import exchange_calendars
+
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class TradingCalendar(MarketCalendar):
+    """
+    This class provides access to all the information on opens, breaks and closes that are available
+    in the exchange_calendars package, it will receive the correctly formatted regular_market_times
+    dictionary in the for-loop below.
+
+    The initialization of calendars from exchange_calendars, is bypassed until the `.ec` property is used,
+    which returns the initialized exchange_calendar calendar, which is only initialized the first time.
+    """
+
+    # flag indicating that offset still needs to be checked.
+    # A class attribute so we only do this once per class and not per instance
+    _FINALIZE_TRADING_CALENDAR = True
+
+    def __new__(cls, *args, **kwargs):
+        self = super().__new__(cls)
+        self._ec = super().__new__(cls._ec_class)
+        # flag indicating that mirrored class is not initialized yet, which we only want to do
+        # once per instance, if and only if the public `.ec` property is used.
+        self._EC_NOT_INITIALIZED = True
+
+        # offsets of exchange_calendar_mirrors are only available through the instance
+        if cls._FINALIZE_TRADING_CALENDAR:
+            if self._ec.open_offset:
+                cls.regular_market_times._set(
+                    "market_open",
+                    tuple(
+                        (t[0], t[1], self._ec.open_offset)
+                        for t in cls.regular_market_times["market_open"]
+                    ),
+                )
+
+            if self._ec.close_offset:
+                cls.regular_market_times._set(
+                    "market_close",
+                    tuple(
+                        (t[0], t[1], self._ec.close_offset)
+                        for t in cls.regular_market_times["market_close"]
+                    ),
+                )
+            cls._FINALIZE_TRADING_CALENDAR = False
+
+        self.__init__(*args, **kwargs)
+        return self
+
+    def __init__(self, open_time=None, close_time=None):
+        super().__init__(open_time, close_time)
+
+    @property
+    def ec(self):
+        if self._EC_NOT_INITIALIZED:
+            self._ec.__init__()
+            self._EC_NOT_INITIALIZED = False
+
+        return self._ec
+
+    @property
+    def name(self):
+        return self._ec.name
+
+    @property
+    def tz(self):
+        return self._ec.tz
+
+    @property
+    def regular_holidays(self):
+        return self._ec.regular_holidays
+
+    @property
+    def adhoc_holidays(self):
+        return self._ec.adhoc_holidays
+
+    @property
+    def special_opens(self):
+        return self._ec.special_opens
+
+    @property
+    def special_opens_adhoc(self):
+        return self._ec.special_opens_adhoc
+
+    @property
+    def special_closes(self):
+        return self._ec.special_closes
+
+    @property
+    def special_closes_adhoc(self):
+        return self._ec.special_closes_adhoc
+
+
+calendars = exchange_calendars.calendar_utils._default_calendar_factories  # noqa
+
+time_props = dict(
+    open_times="market_open",
+    close_times="market_close",
+    break_start_times="break_start",
+    break_end_times="break_end",
+)
+
+for exchange in calendars:
+    cal = calendars[exchange]
+
+    # this loop will set up the newly required regular_market_times dictionary
+    regular_market_times = {}
+    for prop, new in time_props.items():
+        times = getattr(cal, prop)
+        if times is None or isinstance(times, property):
+            continue
+        regular_market_times[new] = times
+
+    cal = type(
+        exchange,
+        (TradingCalendar,),
+        {
+            "_ec_class": calendars[exchange],
+            "alias": [exchange],
+            "regular_market_times": regular_market_times,
+        },
+    )
+    locals()[f"{exchange}ExchangeCalendar"] = cal