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

pandas_market_calendars/calendars/sifma.py

@@ -1,297 +1,350 @@
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
-from itertools import chain
-
-########################################################################################################################
-# SIFMA Financial Markets Calendar for US, UK, JP
-#
-# https://www.sifma.com/
-#
-# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
-# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
-# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
-# 
-# Trading Hours:
-# US: 7:00 to 17:30
-# UK: 8:00 to 17:00
-# JP: 8:30 to 18:30
-########################################################################################################################
-
-
-from pandas_market_calendars.holidays.sifma import(
-    # US Holidays
-    USNewYearsDay,  # Not observed if a Saturday
-    USNewYearsEve2pmEarlyClose,
-
-    MartinLutherKingJr,
-    USPresidentsDay,
-  
-    GoodFridayThru2020,
-    DayBeforeGoodFriday2pmEarlyCloseThru2020,
-    GoodFridayAdHoc,
-    GoodFriday2pmEarlyCloseAdHoc,
-    DayBeforeGoodFriday2pmEarlyCloseAdHoc,
-
-    DayBeforeUSMemorialDay2pmEarlyClose,
-    USMemorialDay,
-    USJuneteenthAfter2022,
-
-    USIndependenceDay,
-    DayBeforeUSIndependenceDay2pmEarlyClose,
-    ThursdayBeforeUSIndependenceDay2pmEarlyClose,
-     
-    USLaborDay,
-    USColumbusDay,
-    USVeteransDay,
-    USThanksgivingDay,
-    DayAfterThanksgiving2pmEarlyClose,
-
-    Christmas,
-    ChristmasEve2pmEarlyClose,
-    ChristmasEveThursday2pmEarlyClose,
-
-    # UK Specific Holidays
-    UKNewYearsDay,  # Saturdays observed on Monday
-    UKGoodFriday,
-    UKEasterMonday,
-    UKMayDay,
-    UKSpringBankAdHoc,  # Usually follows US Memorial Day but not always
-    UKSummerBank,
-    UKChristmas,
-    UKChristmaEve,
-    UKWeekendChristmas,  # Observed Tuesday when Boxing Day is on Monday
-    UKBoxingDay,
-    UKWeekendBoxingDay, 
-
-    UKPlatinumJubilee2022,
-)
-
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-#AbstractHolidayCalendar.start_date = '1998-01-01'   
-
-############################################################
-# US
-############################################################
-
-class SIFMAUSExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA United States
-
-    https://www.sifma.org/resources/general/holiday-schedule/#US
-
-    """
- 
-    aliases = ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
- 
-    regular_market_times = {
-        "market_open": ((None, time(7)),),
-        "market_close": ((None, time(17, 30)),)
-    }
- 
-
-    @property
-    def name(self):
-        return "SIFMA_US"
-
-    @property
-    def tz(self):
-        return timezone("America/New_York")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            USNewYearsDay,    
-            MartinLutherKingJr,
-            USPresidentsDay,
-            GoodFridayThru2020,
-            USMemorialDay,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            USLaborDay,
-            USColumbusDay,
-            USVeteransDay,
-            USThanksgivingDay,
-            Christmas,
-         ])
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            GoodFridayAdHoc,
-        ))
-
-
-
-    @property
-    def special_closes(self):
-        return [(
-            time(14),
-            AbstractHolidayCalendar(rules=[
-                DayBeforeGoodFriday2pmEarlyCloseThru2020,
-                DayBeforeUSMemorialDay2pmEarlyClose,
-                DayBeforeUSIndependenceDay2pmEarlyClose,
-                ThursdayBeforeUSIndependenceDay2pmEarlyClose,
-                DayAfterThanksgiving2pmEarlyClose,
-                ChristmasEve2pmEarlyClose,
-                ChristmasEveThursday2pmEarlyClose,
-                USNewYearsEve2pmEarlyClose,
-            ])
-        )]
-
-    @property
-    def special_closes_adhoc(self):
-        return [
-            (time(14, tzinfo=timezone('America/New_York')),
-                GoodFriday2pmEarlyCloseAdHoc # list
-                + DayBeforeGoodFriday2pmEarlyCloseAdHoc
-            ),
-        ]
-
-############################################################
-# UK
-############################################################
-
-class SIFMAUKExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA United Kingdom
-
-    https://www.sifma.org/resources/general/holiday-schedule/#UK
-
-    """
- 
-    aliases = ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
- 
-    regular_market_times = {
-        "market_open": ((None, time(8)),),
-        "market_close": ((None, time(17)),)
-    }
-
-    @property
-    def name(self):
-        return "SIFMA_UK"
-
-    @property
-    def tz(self):
-        return timezone("Europe/London")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            UKNewYearsDay,    
-            MartinLutherKingJr,
-            USPresidentsDay,
-            UKGoodFriday, 
-            UKEasterMonday,
-            UKMayDay,
-            USMemorialDay,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            UKSummerBank,
-            USLaborDay,
-            USColumbusDay,
-            USVeteransDay,
-            USThanksgivingDay,
-            UKChristmas,
-            UKChristmaEve,
-            UKWeekendChristmas,                    
-            UKBoxingDay,
-            UKWeekendBoxingDay
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            UKSpringBankAdHoc,
-            UKPlatinumJubilee2022, 
-         ))
-
-############################################################
-# Japan
-############################################################
-from pandas_market_calendars.holidays.jp import (JapanComingOfAgeDay, JapanNationalFoundationDay, JapanEmperorsBirthday, JapanVernalEquinox, JapanShowaDay,
-                                                 JapanConstitutionMemorialDay, JapanGreeneryDay, JapanChildrensDay, JapanMarineDay, JapanMountainDay,
-                                                 JapanRespectForTheAgedDay, JapanAutumnalEquinox,
-                                                 JapanHealthAndSportsDay2000To2019, JapanSportsDay2020, JapanSportsDay,
-                                                 JapanCultureDay, JapanLaborThanksgivingDay)
-
-class SIFMAJPExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA Japan
-
-    https://www.sifma.org/resources/general/holiday-schedule/#JP
- 
-    """
- 
-    aliases = ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
- 
-    regular_market_times = {
-        "market_open": ((None, time(8, 30)),),
-        "market_close": ((None, time(18, 30)),)
-    } 
-
-    @property
-    def name(self):
-        return "SIFMA_JP"
-
-    @property
-    def tz(self):
-        return timezone("Asia/Tokyo")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            UKNewYearsDay,
-            JapanComingOfAgeDay,    
-            MartinLutherKingJr,
-            JapanNationalFoundationDay,
-            USPresidentsDay,
-            JapanEmperorsBirthday,
-            JapanVernalEquinox,
-            UKGoodFriday, 
-            UKEasterMonday,
-            JapanShowaDay,
-            JapanConstitutionMemorialDay,
-            JapanGreeneryDay,
-            JapanChildrensDay,
-            USMemorialDay,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            JapanMarineDay,
-            JapanMountainDay,
-            UKSummerBank,
-            USLaborDay,
-            JapanRespectForTheAgedDay,
-            JapanAutumnalEquinox,
-            JapanSportsDay,
-            JapanSportsDay2020,
-            JapanHealthAndSportsDay2000To2019,
-            JapanCultureDay,
-            USVeteransDay,
-            JapanLaborThanksgivingDay,
-            USThanksgivingDay,
-            UKChristmas,
-            UKChristmaEve,
-            UKBoxingDay,
-            UKWeekendBoxingDay
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            UKSpringBankAdHoc,
-            UKPlatinumJubilee2022, 
-         ))
-
-    @property
-    def special_closes(self):
-        return [(
-            time(15),
-            AbstractHolidayCalendar(rules=[
-                UKMayDay,
-                UKWeekendChristmas                             
-            ])
-        )]
-
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+from itertools import chain
+
+########################################################################################################################
+# SIFMA Financial Markets Calendar for US, UK, JP
+#
+# https://www.sifma.com/
+#
+# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
+# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
+# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
+#
+# Trading Hours:
+# US: 7:00 to 17:30
+# UK: 8:00 to 17:00
+# JP: 8:30 to 18:30
+########################################################################################################################
+
+
+from pandas_market_calendars.holidays.sifma import (
+    # US Holidays
+    USNewYearsDay,  # Not observed if a Saturday
+    USNewYearsEve2pmEarlyClose,
+    MartinLutherKingJr,
+    USPresidentsDay,
+    GoodFridayThru2020,
+    DayBeforeGoodFriday2pmEarlyCloseThru2020,
+    GoodFridayAdHoc,
+    GoodFriday2pmEarlyCloseAdHoc,
+    DayBeforeGoodFriday2pmEarlyCloseAdHoc,
+    DayBeforeUSMemorialDay2pmEarlyClose,
+    USMemorialDay,
+    USJuneteenthAfter2022,
+    USIndependenceDay,
+    DayBeforeUSIndependenceDay2pmEarlyClose,
+    ThursdayBeforeUSIndependenceDay2pmEarlyClose,
+    USLaborDay,
+    USColumbusDay,
+    USVeteransDay,
+    USThanksgivingDay,
+    DayAfterThanksgiving2pmEarlyClose,
+    Christmas,
+    ChristmasEve2pmEarlyClose,
+    ChristmasEveThursday2pmEarlyClose,
+    # UK Specific Holidays
+    UKNewYearsDay,  # Saturdays observed on Monday
+    UKGoodFriday,
+    UKEasterMonday,
+    UKMayDay,
+    UKSpringBankAdHoc,  # Usually follows US Memorial Day but not always
+    UKSummerBank,
+    UKChristmas,
+    UKChristmaEve,
+    UKWeekendChristmas,  # Observed Tuesday when Boxing Day is on Monday
+    UKBoxingDay,
+    UKWeekendBoxingDay,
+    UKPlatinumJubilee2022,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+########################################################################################################################
+# SIFMA Financial Markets Calendar for US, UK, JP
+#
+# https://www.sifma.com/
+#
+# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
+# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
+# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
+#
+# Trading Hours:
+# US: 7:00 to 17:30
+# UK: 8:00 to 17:00
+# JP: 8:30 to 18:30
+########################################################################################################################
+
+# AbstractHolidayCalendar.start_date = '1998-01-01'
+
+############################################################
+# US
+############################################################
+
+
+class SIFMAUSExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA United States
+
+    https://www.sifma.org/resources/general/holiday-schedule/#US
+
+    """
+
+    aliases = [
+        "SIFMAUS",
+        "SIFMA_US",
+        "Capital_Markets_US",
+        "Financial_Markets_US",
+        "Bond_Markets_US",
+    ]
+
+    regular_market_times = {
+        "market_open": ((None, time(7)),),
+        "market_close": ((None, time(17, 30)),),
+    }
+
+    @property
+    def name(self):
+        return "SIFMA_US"
+
+    @property
+    def tz(self):
+        return timezone("America/New_York")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                MartinLutherKingJr,
+                USPresidentsDay,
+                GoodFridayThru2020,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                USLaborDay,
+                USColumbusDay,
+                USVeteransDay,
+                USThanksgivingDay,
+                Christmas,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                GoodFridayAdHoc,
+            )
+        )
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(14),
+                AbstractHolidayCalendar(
+                    rules=[
+                        DayBeforeGoodFriday2pmEarlyCloseThru2020,
+                        DayBeforeUSMemorialDay2pmEarlyClose,
+                        DayBeforeUSIndependenceDay2pmEarlyClose,
+                        ThursdayBeforeUSIndependenceDay2pmEarlyClose,
+                        DayAfterThanksgiving2pmEarlyClose,
+                        ChristmasEve2pmEarlyClose,
+                        ChristmasEveThursday2pmEarlyClose,
+                        USNewYearsEve2pmEarlyClose,
+                    ]
+                ),
+            )
+        ]
+
+    @property
+    def special_closes_adhoc(self):
+        return [
+            (
+                time(14, tzinfo=timezone("America/New_York")),
+                GoodFriday2pmEarlyCloseAdHoc  # list
+                + DayBeforeGoodFriday2pmEarlyCloseAdHoc,
+            ),
+        ]
+
+
+############################################################
+# UK
+############################################################
+
+
+class SIFMAUKExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA United Kingdom
+
+    https://www.sifma.org/resources/general/holiday-schedule/#UK
+
+    """
+
+    aliases = [
+        "SIFMAUK",
+        "SIFMA_UK",
+        "Capital_Markets_UK",
+        "Financial_Markets_UK",
+        "Bond_Markets_UK",
+    ]
+
+    regular_market_times = {
+        "market_open": ((None, time(8)),),
+        "market_close": ((None, time(17)),),
+    }
+
+    @property
+    def name(self):
+        return "SIFMA_UK"
+
+    @property
+    def tz(self):
+        return timezone("Europe/London")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                UKNewYearsDay,
+                MartinLutherKingJr,
+                USPresidentsDay,
+                UKGoodFriday,
+                UKEasterMonday,
+                UKMayDay,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                UKSummerBank,
+                USLaborDay,
+                USColumbusDay,
+                USVeteransDay,
+                USThanksgivingDay,
+                UKChristmas,
+                UKChristmaEve,
+                UKWeekendChristmas,
+                UKBoxingDay,
+                UKWeekendBoxingDay,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                UKSpringBankAdHoc,
+                UKPlatinumJubilee2022,
+            )
+        )
+
+
+############################################################
+# Japan
+############################################################
+from pandas_market_calendars.holidays.jp import (
+    JapanComingOfAgeDay,
+    JapanNationalFoundationDay,
+    JapanEmperorsBirthday,
+    JapanVernalEquinox,
+    JapanShowaDay,
+    JapanConstitutionMemorialDay,
+    JapanGreeneryDay,
+    JapanChildrensDay,
+    JapanMarineDay,
+    JapanMountainDay,
+    JapanRespectForTheAgedDay,
+    JapanAutumnalEquinox,
+    JapanHealthAndSportsDay2000To2019,
+    JapanSportsDay2020,
+    JapanSportsDay,
+    JapanCultureDay,
+    JapanLaborThanksgivingDay,
+)
+
+
+class SIFMAJPExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA Japan
+
+    https://www.sifma.org/resources/general/holiday-schedule/#JP
+
+    """
+
+    aliases = [
+        "SIFMAJP",
+        "SIFMA_JP",
+        "Capital_Markets_JP",
+        "Financial_Markets_JP",
+        "Bond_Markets_JP",
+    ]
+
+    regular_market_times = {
+        "market_open": ((None, time(8, 30)),),
+        "market_close": ((None, time(18, 30)),),
+    }
+
+    @property
+    def name(self):
+        return "SIFMA_JP"
+
+    @property
+    def tz(self):
+        return timezone("Asia/Tokyo")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                UKNewYearsDay,
+                JapanComingOfAgeDay,
+                MartinLutherKingJr,
+                JapanNationalFoundationDay,
+                USPresidentsDay,
+                JapanEmperorsBirthday,
+                JapanVernalEquinox,
+                UKGoodFriday,
+                UKEasterMonday,
+                JapanShowaDay,
+                JapanConstitutionMemorialDay,
+                JapanGreeneryDay,
+                JapanChildrensDay,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                JapanMarineDay,
+                JapanMountainDay,
+                UKSummerBank,
+                USLaborDay,
+                JapanRespectForTheAgedDay,
+                JapanAutumnalEquinox,
+                JapanSportsDay,
+                JapanSportsDay2020,
+                JapanHealthAndSportsDay2000To2019,
+                JapanCultureDay,
+                USVeteransDay,
+                JapanLaborThanksgivingDay,
+                USThanksgivingDay,
+                UKChristmas,
+                UKChristmaEve,
+                UKBoxingDay,
+                UKWeekendBoxingDay,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                UKSpringBankAdHoc,
+                UKPlatinumJubilee2022,
+            )
+        )
+
+    @property
+    def special_closes(self):
+        return [
+            (time(15), AbstractHolidayCalendar(rules=[UKMayDay, UKWeekendChristmas]))
+        ]