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

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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
pandas_market_calendars/calendars/six.py CHANGED
@@ -1,114 +1,132 @@
1
- from datetime import time
2
-
3
- from pandas.tseries.holiday import (AbstractHolidayCalendar, Day, Easter, EasterMonday, GoodFriday, Holiday,
4
- previous_friday)
5
- from pytz import timezone
6
-
7
- from pandas_market_calendars.market_calendar import (FRIDAY, MONDAY, MarketCalendar, THURSDAY, TUESDAY, WEDNESDAY)
8
-
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- # New Year's Eve
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- NewYearsEve = Holiday(
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- "New Year's Eve",
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- month=12,
13
- day=31,
14
- observance=previous_friday,
15
- )
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- # New Year's Day
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- NewYearsDay = Holiday(
18
- "New Year's Day",
19
- month=1,
20
- day=1,
21
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
22
- )
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- # Berthold's Day
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- BertholdsDay = Holiday(
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- "Berthold's Day",
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- month=1,
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- day=2,
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- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
29
- )
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- # Early May bank holiday
31
- MayBank = Holiday(
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- "Early May Bank Holiday",
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- month=5,
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- day=1,
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- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
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- )
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- # Ascension Day (Auffahrt)
38
- AscensionDay = Holiday(
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- 'Ascension Day',
40
- month=1,
41
- day=1,
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- offset=[Easter(), Day(39)],
43
- days_of_week=(THURSDAY,),
44
- )
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- # Pentecost Day (Pfingstmontag)
46
- PentecostMonday = Holiday(
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- 'Pentecost Monday',
48
- month=1,
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- day=1,
50
- offset=[Easter(), Day(50)],
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- days_of_week=(MONDAY,),
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- )
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- # Swiss National Day
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- SwissNationalDay = Holiday(
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- "Swiss National Day",
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- month=8,
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- day=1,
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- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
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- )
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- # Christmas Eve
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- ChristmasEve = Holiday(
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- 'Christmas Eve',
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- month=12,
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- day=24,
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- )
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- # Christmas
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- Christmas = Holiday(
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- "Christmas",
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- month=12,
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- day=25,
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- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
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- )
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- # Boxing day
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- BoxingDay = Holiday(
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- "Boxing Day",
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- month=12,
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- day=26,
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- )
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-
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-
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- class SIXExchangeCalendar(MarketCalendar):
82
- """
83
- Exchange calendar for SIX
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-
85
- """
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- aliases = ['SIX']
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- regular_market_times = {
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- "market_open": ((None, time(9)),),
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- "market_close": ((None, time(17,30)),),
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- }
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- @property
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- def name(self):
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- return "SIX"
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-
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- @property
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- def tz(self):
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- return timezone('Europe/Zurich')
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-
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- @property
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- def regular_holidays(self):
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- return AbstractHolidayCalendar(rules=[
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- NewYearsDay,
103
- BertholdsDay,
104
- GoodFriday,
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- EasterMonday,
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- MayBank,
107
- AscensionDay,
108
- PentecostMonday,
109
- SwissNationalDay,
110
- ChristmasEve,
111
- Christmas,
112
- BoxingDay,
113
- NewYearsEve,
114
- ])
1
+ from datetime import time
2
+
3
+ from pandas.tseries.holiday import (
4
+ AbstractHolidayCalendar,
5
+ Day,
6
+ Easter,
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+ EasterMonday,
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+ GoodFriday,
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+ Holiday,
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+ previous_friday,
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+ )
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+ from pytz import timezone
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+
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+ from pandas_market_calendars.market_calendar import (
15
+ FRIDAY,
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+ MONDAY,
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+ MarketCalendar,
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+ THURSDAY,
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+ TUESDAY,
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+ WEDNESDAY,
21
+ )
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+
23
+ # New Year's Eve
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+ NewYearsEve = Holiday(
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+ "New Year's Eve",
26
+ month=12,
27
+ day=31,
28
+ observance=previous_friday,
29
+ )
30
+ # New Year's Day
31
+ NewYearsDay = Holiday(
32
+ "New Year's Day",
33
+ month=1,
34
+ day=1,
35
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
36
+ )
37
+ # Berthold's Day
38
+ BertholdsDay = Holiday(
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+ "Berthold's Day",
40
+ month=1,
41
+ day=2,
42
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
43
+ )
44
+ # Early May bank holiday
45
+ MayBank = Holiday(
46
+ "Early May Bank Holiday",
47
+ month=5,
48
+ day=1,
49
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
50
+ )
51
+ # Ascension Day (Auffahrt)
52
+ AscensionDay = Holiday(
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+ "Ascension Day",
54
+ month=1,
55
+ day=1,
56
+ offset=[Easter(), Day(39)],
57
+ days_of_week=(THURSDAY,),
58
+ )
59
+ # Pentecost Day (Pfingstmontag)
60
+ PentecostMonday = Holiday(
61
+ "Pentecost Monday",
62
+ month=1,
63
+ day=1,
64
+ offset=[Easter(), Day(50)],
65
+ days_of_week=(MONDAY,),
66
+ )
67
+ # Swiss National Day
68
+ SwissNationalDay = Holiday(
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+ "Swiss National Day",
70
+ month=8,
71
+ day=1,
72
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
73
+ )
74
+ # Christmas Eve
75
+ ChristmasEve = Holiday(
76
+ "Christmas Eve",
77
+ month=12,
78
+ day=24,
79
+ )
80
+ # Christmas
81
+ Christmas = Holiday(
82
+ "Christmas",
83
+ month=12,
84
+ day=25,
85
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
86
+ )
87
+ # Boxing day
88
+ BoxingDay = Holiday(
89
+ "Boxing Day",
90
+ month=12,
91
+ day=26,
92
+ )
93
+
94
+
95
+ class SIXExchangeCalendar(MarketCalendar):
96
+ """
97
+ Exchange calendar for SIX
98
+
99
+ """
100
+
101
+ aliases = ["SIX"]
102
+ regular_market_times = {
103
+ "market_open": ((None, time(9)),),
104
+ "market_close": ((None, time(17, 30)),),
105
+ }
106
+
107
+ @property
108
+ def name(self):
109
+ return "SIX"
110
+
111
+ @property
112
+ def tz(self):
113
+ return timezone("Europe/Zurich")
114
+
115
+ @property
116
+ def regular_holidays(self):
117
+ return AbstractHolidayCalendar(
118
+ rules=[
119
+ NewYearsDay,
120
+ BertholdsDay,
121
+ GoodFriday,
122
+ EasterMonday,
123
+ MayBank,
124
+ AscensionDay,
125
+ PentecostMonday,
126
+ SwissNationalDay,
127
+ ChristmasEve,
128
+ Christmas,
129
+ BoxingDay,
130
+ NewYearsEve,
131
+ ]
132
+ )