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
@@ -1,290 +1,311 @@
1
- from datetime import time, timedelta
2
- from functools import partial
3
-
4
- from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
5
- from pytz import timezone
6
-
7
- from pandas_market_calendars.holidays.cn import *
8
- from pandas_market_calendars.market_calendar import MarketCalendar
9
-
10
-
11
- class SSEExchangeCalendar(MarketCalendar):
12
- """
13
- Exchange calendar for Shanghai Stock Exchange
14
-
15
- Open Time: 9:30 AM, Asia/Shanghai
16
- LUNCH BREAK :facepalm: : 11:30 AM - 1:00 PM Asia/Shanghai
17
- Close Time: 3:00 PM, Asia/Shanghai
18
- """
19
- aliases = ['SSE']
20
- regular_market_times = {
21
- "market_open": ((None, time(9, 30)),),
22
- "market_close": ((None, time(15)),),
23
- "break_start": ((None, time(11,30)),),
24
- "break_end": ((None, time(13)),)
25
- }
26
-
27
- @property
28
- def name(self):
29
- return "SSE"
30
-
31
- @property
32
- def tz(self):
33
- return timezone('Asia/Shanghai')
34
-
35
- @property
36
- def regular_holidays(self):
37
- """
38
- Rules are guesses based on observations of recent year.
39
- Rectify accordingly once the next year's holidays arrangement is published by the government.
40
- """
41
- # Since all past holidays are adhoc, start_year should always be a year in the future.
42
- # For example: Holiday arrangements for 2022 are now included,
43
- # then our guesswork starts from the next year so start_year = 2023
44
- start_year = 2024
45
-
46
- return AbstractHolidayCalendar(rules=[
47
- Holiday(
48
- name="New Year's Day",
49
- month=1,
50
- day=1,
51
- observance=next_monday,
52
- start_date=Timestamp(start_year, 1, 1),
53
- ),
54
- Holiday(
55
- name="New Year's Day",
56
- month=1,
57
- day=2,
58
- observance=partial(second_day_in_lieu),
59
- start_date=Timestamp(start_year, 1, 2),
60
- ),
61
- Holiday(
62
- name="New Year's Day",
63
- month=1,
64
- day=3,
65
- observance=partial(third_day_in_lieu),
66
- start_date=Timestamp(start_year, 1, 3),
67
- ),
68
- Holiday(
69
- name="Spring Festival",
70
- month=1,
71
- day=20,
72
- observance=partial(lunisolar, mapping=sf_mapping, delta=-1),
73
- start_date=Timestamp(start_year, 1, 20),
74
- ),
75
- Holiday(
76
- name="Spring Festival",
77
- month=1,
78
- day=21,
79
- observance=partial(lunisolar, mapping=sf_mapping, delta=0),
80
- start_date=Timestamp(start_year, 1, 21),
81
- ),
82
- Holiday(
83
- name="Spring Festival",
84
- month=1,
85
- day=21,
86
- observance=partial(lunisolar, mapping=sf_mapping, delta=1),
87
- start_date=Timestamp(start_year, 1, 22),
88
- ),
89
- Holiday(
90
- name="Spring Festival",
91
- month=1,
92
- day=21,
93
- observance=partial(lunisolar, mapping=sf_mapping, delta=2),
94
- start_date=Timestamp(start_year, 1, 23),
95
- ),
96
- Holiday(
97
- name="Spring Festival",
98
- month=1,
99
- day=21,
100
- observance=partial(lunisolar, mapping=sf_mapping, delta=3),
101
- start_date=Timestamp(start_year, 1, 24),
102
- ),
103
- Holiday(
104
- name="Spring Festival",
105
- month=1,
106
- day=21,
107
- observance=partial(lunisolar, mapping=sf_mapping, delta=4),
108
- start_date=Timestamp(start_year, 1, 25),
109
- ),
110
- Holiday(
111
- name="Spring Festival",
112
- month=1,
113
- day=21,
114
- observance=partial(lunisolar, mapping=sf_mapping, delta=5),
115
- start_date=Timestamp(start_year, 1, 26),
116
- ),
117
- Holiday(
118
- name="Labour Day",
119
- month=5,
120
- day=1,
121
- observance=next_monday,
122
- start_date=Timestamp(start_year, 5, 1),
123
- ),
124
- Holiday(
125
- name="Labour Day",
126
- month=5,
127
- day=2,
128
- observance=second_day_in_lieu,
129
- start_date=Timestamp(start_year, 5, 2),
130
- ),
131
- Holiday(
132
- name="Labour Day",
133
- month=5,
134
- day=3,
135
- observance=third_day_in_lieu,
136
- start_date=Timestamp(start_year, 5, 3),
137
- ),
138
- Holiday(
139
- name="Tomb-sweeping Day",
140
- month=4,
141
- day=4,
142
- observance=partial(lunisolar, mapping=tsd_mapping, func=next_monday),
143
- start_date=Timestamp(start_year, 4, 4),
144
- ),
145
- Holiday(
146
- name="Tomb-sweeping Day",
147
- month=4,
148
- day=5,
149
- observance=partial(lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1),
150
- start_date=Timestamp(start_year, 4, 4),
151
- ),
152
- Holiday(
153
- name="Tomb-sweeping Day",
154
- month=4,
155
- day=6,
156
- observance=partial(lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2),
157
- start_date=Timestamp(start_year, 4, 4),
158
- ),
159
- Holiday(
160
- name="Dragon Boat Festival",
161
- month=5,
162
- day=27,
163
- observance=partial(lunisolar, mapping=dbf_mapping, func=next_monday),
164
- start_date=Timestamp(start_year, 5, 27),
165
- ),
166
- Holiday(
167
- name="Dragon Boat Festival",
168
- month=5,
169
- day=28,
170
- observance=partial(lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1),
171
- start_date=Timestamp(start_year, 5, 27),
172
- ),
173
- Holiday(
174
- name="Dragon Boat Festival",
175
- month=5,
176
- day=29,
177
- observance=partial(lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2),
178
- start_date=Timestamp(start_year, 5, 27),
179
- ),
180
- Holiday(
181
- name="Mid-autumn Festival",
182
- month=9,
183
- day=7,
184
- observance=partial(lunisolar, mapping=maf_mapping, func=next_monday),
185
- start_date=Timestamp(start_year, 9, 7),
186
- ),
187
- Holiday(
188
- name="Mid-autumn Festival",
189
- month=9,
190
- day=8,
191
- observance=partial(lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1),
192
- start_date=Timestamp(start_year, 9, 7),
193
- ),
194
- Holiday(
195
- name="Mid-autumn Festival",
196
- month=9,
197
- day=9,
198
- observance=partial(lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2),
199
- start_date=Timestamp(start_year, 9, 7),
200
- ),
201
- Holiday(
202
- name="National Day",
203
- month=10,
204
- day=1,
205
- start_date=Timestamp(start_year, 10, 1),
206
- ),
207
- Holiday(
208
- name="National Day",
209
- month=10,
210
- day=2,
211
- start_date=Timestamp(start_year, 10, 2),
212
- ),
213
- Holiday(
214
- name="National Day",
215
- month=10,
216
- day=3,
217
- start_date=Timestamp(start_year, 10, 3),
218
- ),
219
- Holiday(
220
- name="National Day",
221
- month=10,
222
- day=4,
223
- start_date=Timestamp(start_year, 10, 4),
224
- ),
225
- Holiday(
226
- name="National Day",
227
- month=10,
228
- day=5,
229
- start_date=Timestamp(start_year, 10, 5),
230
- ),
231
- Holiday(
232
- name="National Day",
233
- month=10,
234
- day=6,
235
- start_date=Timestamp(start_year, 10, 6),
236
- ),
237
- Holiday(
238
- name="National Day",
239
- month=10,
240
- day=7,
241
- start_date=Timestamp(start_year, 10, 7),
242
- ),
243
- ])
244
-
245
- @property
246
- def adhoc_holidays(self):
247
- return all_holidays
248
-
249
-
250
- def second_day_in_lieu(dt):
251
- dow = dt.weekday()
252
- if dow == 0: # Holiday is Sunday, use Saturday
253
- return dt - timedelta(2)
254
- elif dow == 1: # Holiday is Monday, use Saturday
255
- return dt - timedelta(3)
256
- elif dow == 2: # Holiday is Tuesday, use Sunday
257
- return dt - timedelta(3)
258
- elif dow == 3: # Holiday is Wednesday, use Saturday
259
- return dt - timedelta(5)
260
-
261
- return dt
262
-
263
-
264
- def third_day_in_lieu(dt):
265
- dow = dt.weekday()
266
- if dow == 0: # Holiday is Saturday, use Sunday
267
- return dt - timedelta(1)
268
- elif dow == 1: # Holiday is Sunday, use Sunday
269
- return dt - timedelta(2)
270
- elif dow == 2: # Holiday is Monday, use Sunday
271
- return dt - timedelta(3)
272
- elif dow == 3: # Holiday is Tuesday, use Monday
273
- return dt - timedelta(3)
274
- elif dow == 4: # Holiday is Wednesday, use Sunday
275
- return dt - timedelta(5)
276
-
277
- return dt
278
-
279
-
280
- def lunisolar(dt, mapping, func=None, delta=None):
281
- if mapping and (dt.year in mapping):
282
- new_dt = mapping[dt.year]
283
- else:
284
- new_dt = dt
285
- if delta:
286
- new_dt = new_dt + timedelta(delta)
287
- if func:
288
- return func(new_dt)
289
- else:
290
- return new_dt
1
+ from datetime import time, timedelta
2
+ from functools import partial
3
+
4
+ from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
5
+ from pytz import timezone
6
+
7
+ from pandas_market_calendars.holidays.cn import *
8
+ from pandas_market_calendars.market_calendar import MarketCalendar
9
+
10
+
11
+ class SSEExchangeCalendar(MarketCalendar):
12
+ """
13
+ Exchange calendar for Shanghai Stock Exchange
14
+
15
+ Open Time: 9:30 AM, Asia/Shanghai
16
+ LUNCH BREAK :facepalm: : 11:30 AM - 1:00 PM Asia/Shanghai
17
+ Close Time: 3:00 PM, Asia/Shanghai
18
+ """
19
+
20
+ aliases = ["SSE"]
21
+ regular_market_times = {
22
+ "market_open": ((None, time(9, 30)),),
23
+ "market_close": ((None, time(15)),),
24
+ "break_start": ((None, time(11, 30)),),
25
+ "break_end": ((None, time(13)),),
26
+ }
27
+
28
+ @property
29
+ def name(self):
30
+ return "SSE"
31
+
32
+ @property
33
+ def tz(self):
34
+ return timezone("Asia/Shanghai")
35
+
36
+ @property
37
+ def regular_holidays(self):
38
+ """
39
+ Rules are guesses based on observations of recent year.
40
+ Rectify accordingly once the next year's holidays arrangement is published by the government.
41
+ """
42
+ # Since all past holidays are adhoc, start_year should always be a year in the future.
43
+ # For example: Holiday arrangements for 2022 are now included,
44
+ # then our guesswork starts from the next year so start_year = 2023
45
+ start_year = 2024
46
+
47
+ return AbstractHolidayCalendar(
48
+ rules=[
49
+ Holiday(
50
+ name="New Year's Day",
51
+ month=1,
52
+ day=1,
53
+ observance=next_monday,
54
+ start_date=Timestamp(start_year, 1, 1),
55
+ ),
56
+ Holiday(
57
+ name="New Year's Day",
58
+ month=1,
59
+ day=2,
60
+ observance=partial(second_day_in_lieu),
61
+ start_date=Timestamp(start_year, 1, 2),
62
+ ),
63
+ Holiday(
64
+ name="New Year's Day",
65
+ month=1,
66
+ day=3,
67
+ observance=partial(third_day_in_lieu),
68
+ start_date=Timestamp(start_year, 1, 3),
69
+ ),
70
+ Holiday(
71
+ name="Spring Festival",
72
+ month=1,
73
+ day=20,
74
+ observance=partial(lunisolar, mapping=sf_mapping, delta=-1),
75
+ start_date=Timestamp(start_year, 1, 20),
76
+ ),
77
+ Holiday(
78
+ name="Spring Festival",
79
+ month=1,
80
+ day=21,
81
+ observance=partial(lunisolar, mapping=sf_mapping, delta=0),
82
+ start_date=Timestamp(start_year, 1, 21),
83
+ ),
84
+ Holiday(
85
+ name="Spring Festival",
86
+ month=1,
87
+ day=21,
88
+ observance=partial(lunisolar, mapping=sf_mapping, delta=1),
89
+ start_date=Timestamp(start_year, 1, 22),
90
+ ),
91
+ Holiday(
92
+ name="Spring Festival",
93
+ month=1,
94
+ day=21,
95
+ observance=partial(lunisolar, mapping=sf_mapping, delta=2),
96
+ start_date=Timestamp(start_year, 1, 23),
97
+ ),
98
+ Holiday(
99
+ name="Spring Festival",
100
+ month=1,
101
+ day=21,
102
+ observance=partial(lunisolar, mapping=sf_mapping, delta=3),
103
+ start_date=Timestamp(start_year, 1, 24),
104
+ ),
105
+ Holiday(
106
+ name="Spring Festival",
107
+ month=1,
108
+ day=21,
109
+ observance=partial(lunisolar, mapping=sf_mapping, delta=4),
110
+ start_date=Timestamp(start_year, 1, 25),
111
+ ),
112
+ Holiday(
113
+ name="Spring Festival",
114
+ month=1,
115
+ day=21,
116
+ observance=partial(lunisolar, mapping=sf_mapping, delta=5),
117
+ start_date=Timestamp(start_year, 1, 26),
118
+ ),
119
+ Holiday(
120
+ name="Labour Day",
121
+ month=5,
122
+ day=1,
123
+ observance=next_monday,
124
+ start_date=Timestamp(start_year, 5, 1),
125
+ ),
126
+ Holiday(
127
+ name="Labour Day",
128
+ month=5,
129
+ day=2,
130
+ observance=second_day_in_lieu,
131
+ start_date=Timestamp(start_year, 5, 2),
132
+ ),
133
+ Holiday(
134
+ name="Labour Day",
135
+ month=5,
136
+ day=3,
137
+ observance=third_day_in_lieu,
138
+ start_date=Timestamp(start_year, 5, 3),
139
+ ),
140
+ Holiday(
141
+ name="Tomb-sweeping Day",
142
+ month=4,
143
+ day=4,
144
+ observance=partial(
145
+ lunisolar, mapping=tsd_mapping, func=next_monday
146
+ ),
147
+ start_date=Timestamp(start_year, 4, 4),
148
+ ),
149
+ Holiday(
150
+ name="Tomb-sweeping Day",
151
+ month=4,
152
+ day=5,
153
+ observance=partial(
154
+ lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1
155
+ ),
156
+ start_date=Timestamp(start_year, 4, 4),
157
+ ),
158
+ Holiday(
159
+ name="Tomb-sweeping Day",
160
+ month=4,
161
+ day=6,
162
+ observance=partial(
163
+ lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2
164
+ ),
165
+ start_date=Timestamp(start_year, 4, 4),
166
+ ),
167
+ Holiday(
168
+ name="Dragon Boat Festival",
169
+ month=5,
170
+ day=27,
171
+ observance=partial(
172
+ lunisolar, mapping=dbf_mapping, func=next_monday
173
+ ),
174
+ start_date=Timestamp(start_year, 5, 27),
175
+ ),
176
+ Holiday(
177
+ name="Dragon Boat Festival",
178
+ month=5,
179
+ day=28,
180
+ observance=partial(
181
+ lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1
182
+ ),
183
+ start_date=Timestamp(start_year, 5, 27),
184
+ ),
185
+ Holiday(
186
+ name="Dragon Boat Festival",
187
+ month=5,
188
+ day=29,
189
+ observance=partial(
190
+ lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2
191
+ ),
192
+ start_date=Timestamp(start_year, 5, 27),
193
+ ),
194
+ Holiday(
195
+ name="Mid-autumn Festival",
196
+ month=9,
197
+ day=7,
198
+ observance=partial(
199
+ lunisolar, mapping=maf_mapping, func=next_monday
200
+ ),
201
+ start_date=Timestamp(start_year, 9, 7),
202
+ ),
203
+ Holiday(
204
+ name="Mid-autumn Festival",
205
+ month=9,
206
+ day=8,
207
+ observance=partial(
208
+ lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1
209
+ ),
210
+ start_date=Timestamp(start_year, 9, 7),
211
+ ),
212
+ Holiday(
213
+ name="Mid-autumn Festival",
214
+ month=9,
215
+ day=9,
216
+ observance=partial(
217
+ lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2
218
+ ),
219
+ start_date=Timestamp(start_year, 9, 7),
220
+ ),
221
+ Holiday(
222
+ name="National Day",
223
+ month=10,
224
+ day=1,
225
+ start_date=Timestamp(start_year, 10, 1),
226
+ ),
227
+ Holiday(
228
+ name="National Day",
229
+ month=10,
230
+ day=2,
231
+ start_date=Timestamp(start_year, 10, 2),
232
+ ),
233
+ Holiday(
234
+ name="National Day",
235
+ month=10,
236
+ day=3,
237
+ start_date=Timestamp(start_year, 10, 3),
238
+ ),
239
+ Holiday(
240
+ name="National Day",
241
+ month=10,
242
+ day=4,
243
+ start_date=Timestamp(start_year, 10, 4),
244
+ ),
245
+ Holiday(
246
+ name="National Day",
247
+ month=10,
248
+ day=5,
249
+ start_date=Timestamp(start_year, 10, 5),
250
+ ),
251
+ Holiday(
252
+ name="National Day",
253
+ month=10,
254
+ day=6,
255
+ start_date=Timestamp(start_year, 10, 6),
256
+ ),
257
+ Holiday(
258
+ name="National Day",
259
+ month=10,
260
+ day=7,
261
+ start_date=Timestamp(start_year, 10, 7),
262
+ ),
263
+ ]
264
+ )
265
+
266
+ @property
267
+ def adhoc_holidays(self):
268
+ return all_holidays
269
+
270
+
271
+ def second_day_in_lieu(dt):
272
+ dow = dt.weekday()
273
+ if dow == 0: # Holiday is Sunday, use Saturday
274
+ return dt - timedelta(2)
275
+ elif dow == 1: # Holiday is Monday, use Saturday
276
+ return dt - timedelta(3)
277
+ elif dow == 2: # Holiday is Tuesday, use Sunday
278
+ return dt - timedelta(3)
279
+ elif dow == 3: # Holiday is Wednesday, use Saturday
280
+ return dt - timedelta(5)
281
+
282
+ return dt
283
+
284
+
285
+ def third_day_in_lieu(dt):
286
+ dow = dt.weekday()
287
+ if dow == 0: # Holiday is Saturday, use Sunday
288
+ return dt - timedelta(1)
289
+ elif dow == 1: # Holiday is Sunday, use Sunday
290
+ return dt - timedelta(2)
291
+ elif dow == 2: # Holiday is Monday, use Sunday
292
+ return dt - timedelta(3)
293
+ elif dow == 3: # Holiday is Tuesday, use Monday
294
+ return dt - timedelta(3)
295
+ elif dow == 4: # Holiday is Wednesday, use Sunday
296
+ return dt - timedelta(5)
297
+
298
+ return dt
299
+
300
+
301
+ def lunisolar(dt, mapping, func=None, delta=None):
302
+ if mapping and (dt.year in mapping):
303
+ new_dt = mapping[dt.year]
304
+ else:
305
+ new_dt = dt
306
+ if delta:
307
+ new_dt = new_dt + timedelta(delta)
308
+ if func:
309
+ return func(new_dt)
310
+ else:
311
+ return new_dt