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

pandas_market_calendars/calendars/sse.py

@@ -1,290 +1,311 @@
-from datetime import time, timedelta
-from functools import partial
-
-from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
-from pytz import timezone
-
-from pandas_market_calendars.holidays.cn import *
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-class SSEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for Shanghai Stock Exchange
-
-    Open Time: 9:30 AM, Asia/Shanghai
-    LUNCH BREAK :facepalm: : 11:30 AM - 1:00 PM Asia/Shanghai
-    Close Time: 3:00 PM, Asia/Shanghai
-    """
-    aliases = ['SSE']
-    regular_market_times = {
-        "market_open": ((None, time(9, 30)),),
-        "market_close": ((None, time(15)),),
-        "break_start": ((None, time(11,30)),),
-        "break_end": ((None, time(13)),)
-    }
-
-    @property
-    def name(self):
-        return "SSE"
-
-    @property
-    def tz(self):
-        return timezone('Asia/Shanghai')
-
-    @property
-    def regular_holidays(self):
-        """
-        Rules are guesses based on observations of recent year.
-        Rectify accordingly once the next year's holidays arrangement is published by the government.
-        """
-        # Since all past holidays are adhoc, start_year should always be a year in the future.
-        # For example: Holiday arrangements for 2022 are now included,
-        # then our guesswork starts from the next year so start_year = 2023
-        start_year = 2024
-
-        return AbstractHolidayCalendar(rules=[
-            Holiday(
-                name="New Year's Day",
-                month=1,
-                day=1,
-                observance=next_monday,
-                start_date=Timestamp(start_year, 1, 1),
-            ),
-            Holiday(
-                name="New Year's Day",
-                month=1,
-                day=2,
-                observance=partial(second_day_in_lieu),
-                start_date=Timestamp(start_year, 1, 2),
-            ),
-            Holiday(
-                name="New Year's Day",
-                month=1,
-                day=3,
-                observance=partial(third_day_in_lieu),
-                start_date=Timestamp(start_year, 1, 3),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=20,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=-1),
-                start_date=Timestamp(start_year, 1, 20),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=0),
-                start_date=Timestamp(start_year, 1, 21),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=1),
-                start_date=Timestamp(start_year, 1, 22),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=2),
-                start_date=Timestamp(start_year, 1, 23),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=3),
-                start_date=Timestamp(start_year, 1, 24),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=4),
-                start_date=Timestamp(start_year, 1, 25),
-            ),
-            Holiday(
-                name="Spring Festival",
-                month=1,
-                day=21,
-                observance=partial(lunisolar, mapping=sf_mapping, delta=5),
-                start_date=Timestamp(start_year, 1, 26),
-            ),
-            Holiday(
-                name="Labour Day",
-                month=5,
-                day=1,
-                observance=next_monday,
-                start_date=Timestamp(start_year, 5, 1),
-            ),
-            Holiday(
-                name="Labour Day",
-                month=5,
-                day=2,
-                observance=second_day_in_lieu,
-                start_date=Timestamp(start_year, 5, 2),
-            ),
-            Holiday(
-                name="Labour Day",
-                month=5,
-                day=3,
-                observance=third_day_in_lieu,
-                start_date=Timestamp(start_year, 5, 3),
-            ),
-            Holiday(
-                name="Tomb-sweeping Day",
-                month=4,
-                day=4,
-                observance=partial(lunisolar, mapping=tsd_mapping, func=next_monday),
-                start_date=Timestamp(start_year, 4, 4),
-            ),
-            Holiday(
-                name="Tomb-sweeping Day",
-                month=4,
-                day=5,
-                observance=partial(lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1),
-                start_date=Timestamp(start_year, 4, 4),
-            ),
-            Holiday(
-                name="Tomb-sweeping Day",
-                month=4,
-                day=6,
-                observance=partial(lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2),
-                start_date=Timestamp(start_year, 4, 4),
-            ),
-            Holiday(
-                name="Dragon Boat Festival",
-                month=5,
-                day=27,
-                observance=partial(lunisolar, mapping=dbf_mapping, func=next_monday),
-                start_date=Timestamp(start_year, 5, 27),
-            ),
-            Holiday(
-                name="Dragon Boat Festival",
-                month=5,
-                day=28,
-                observance=partial(lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1),
-                start_date=Timestamp(start_year, 5, 27),
-            ),
-            Holiday(
-                name="Dragon Boat Festival",
-                month=5,
-                day=29,
-                observance=partial(lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2),
-                start_date=Timestamp(start_year, 5, 27),
-            ),
-            Holiday(
-                name="Mid-autumn Festival",
-                month=9,
-                day=7,
-                observance=partial(lunisolar, mapping=maf_mapping, func=next_monday),
-                start_date=Timestamp(start_year, 9, 7),
-            ),
-            Holiday(
-                name="Mid-autumn Festival",
-                month=9,
-                day=8,
-                observance=partial(lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1),
-                start_date=Timestamp(start_year, 9, 7),
-            ),
-            Holiday(
-                name="Mid-autumn Festival",
-                month=9,
-                day=9,
-                observance=partial(lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2),
-                start_date=Timestamp(start_year, 9, 7),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=1,
-                start_date=Timestamp(start_year, 10, 1),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=2,
-                start_date=Timestamp(start_year, 10, 2),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=3,
-                start_date=Timestamp(start_year, 10, 3),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=4,
-                start_date=Timestamp(start_year, 10, 4),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=5,
-                start_date=Timestamp(start_year, 10, 5),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=6,
-                start_date=Timestamp(start_year, 10, 6),
-            ),
-            Holiday(
-                name="National Day",
-                month=10,
-                day=7,
-                start_date=Timestamp(start_year, 10, 7),
-            ),
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return all_holidays
-
-
-def second_day_in_lieu(dt):
-    dow = dt.weekday()
-    if dow == 0:  # Holiday is Sunday, use Saturday
-        return dt - timedelta(2)
-    elif dow == 1:  # Holiday is Monday, use Saturday
-        return dt - timedelta(3)
-    elif dow == 2:  # Holiday is Tuesday, use Sunday
-        return dt - timedelta(3)
-    elif dow == 3:  # Holiday is Wednesday, use Saturday
-        return dt - timedelta(5)
-
-    return dt
-
-
-def third_day_in_lieu(dt):
-    dow = dt.weekday()
-    if dow == 0:  # Holiday is Saturday, use Sunday
-        return dt - timedelta(1)
-    elif dow == 1:  # Holiday is Sunday, use Sunday
-        return dt - timedelta(2)
-    elif dow == 2:  # Holiday is Monday, use Sunday
-        return dt - timedelta(3)
-    elif dow == 3:  # Holiday is Tuesday, use Monday
-        return dt - timedelta(3)
-    elif dow == 4:  # Holiday is Wednesday, use Sunday
-        return dt - timedelta(5)
-
-    return dt
-
-
-def lunisolar(dt, mapping, func=None, delta=None):
-    if mapping and (dt.year in mapping):
-        new_dt = mapping[dt.year]
-    else:
-        new_dt = dt
-    if delta:
-        new_dt = new_dt + timedelta(delta)
-    if func:
-        return func(new_dt)
-    else:
-        return new_dt
+from datetime import time, timedelta
+from functools import partial
+
+from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
+from pytz import timezone
+
+from pandas_market_calendars.holidays.cn import *
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class SSEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for Shanghai Stock Exchange
+
+    Open Time: 9:30 AM, Asia/Shanghai
+    LUNCH BREAK :facepalm: : 11:30 AM - 1:00 PM Asia/Shanghai
+    Close Time: 3:00 PM, Asia/Shanghai
+    """
+
+    aliases = ["SSE"]
+    regular_market_times = {
+        "market_open": ((None, time(9, 30)),),
+        "market_close": ((None, time(15)),),
+        "break_start": ((None, time(11, 30)),),
+        "break_end": ((None, time(13)),),
+    }
+
+    @property
+    def name(self):
+        return "SSE"
+
+    @property
+    def tz(self):
+        return timezone("Asia/Shanghai")
+
+    @property
+    def regular_holidays(self):
+        """
+        Rules are guesses based on observations of recent year.
+        Rectify accordingly once the next year's holidays arrangement is published by the government.
+        """
+        # Since all past holidays are adhoc, start_year should always be a year in the future.
+        # For example: Holiday arrangements for 2022 are now included,
+        # then our guesswork starts from the next year so start_year = 2023
+        start_year = 2024
+
+        return AbstractHolidayCalendar(
+            rules=[
+                Holiday(
+                    name="New Year's Day",
+                    month=1,
+                    day=1,
+                    observance=next_monday,
+                    start_date=Timestamp(start_year, 1, 1),
+                ),
+                Holiday(
+                    name="New Year's Day",
+                    month=1,
+                    day=2,
+                    observance=partial(second_day_in_lieu),
+                    start_date=Timestamp(start_year, 1, 2),
+                ),
+                Holiday(
+                    name="New Year's Day",
+                    month=1,
+                    day=3,
+                    observance=partial(third_day_in_lieu),
+                    start_date=Timestamp(start_year, 1, 3),
+                ),
+                Holiday(
+                    name="Spring Festival",
+                    month=1,
+                    day=20,
+                    observance=partial(lunisolar, mapping=sf_mapping, delta=-1),
+                    start_date=Timestamp(start_year, 1, 20),
+                ),
+                Holiday(
+                    name="Spring Festival",
+                    month=1,
+                    day=21,
+                    observance=partial(lunisolar, mapping=sf_mapping, delta=0),
+                    start_date=Timestamp(start_year, 1, 21),
+                ),
+                Holiday(
+                    name="Spring Festival",
+                    month=1,
+                    day=21,
+                    observance=partial(lunisolar, mapping=sf_mapping, delta=1),
+                    start_date=Timestamp(start_year, 1, 22),
+                ),
+                Holiday(
+                    name="Spring Festival",
+                    month=1,
+                    day=21,
+                    observance=partial(lunisolar, mapping=sf_mapping, delta=2),
+                    start_date=Timestamp(start_year, 1, 23),
+                ),
+                Holiday(
+                    name="Spring Festival",
+                    month=1,
+                    day=21,
+                    observance=partial(lunisolar, mapping=sf_mapping, delta=3),
+                    start_date=Timestamp(start_year, 1, 24),
+                ),
+                Holiday(
+                    name="Spring Festival",
+                    month=1,
+                    day=21,
+                    observance=partial(lunisolar, mapping=sf_mapping, delta=4),
+                    start_date=Timestamp(start_year, 1, 25),
+                ),
+                Holiday(
+                    name="Spring Festival",
+                    month=1,
+                    day=21,
+                    observance=partial(lunisolar, mapping=sf_mapping, delta=5),
+                    start_date=Timestamp(start_year, 1, 26),
+                ),
+                Holiday(
+                    name="Labour Day",
+                    month=5,
+                    day=1,
+                    observance=next_monday,
+                    start_date=Timestamp(start_year, 5, 1),
+                ),
+                Holiday(
+                    name="Labour Day",
+                    month=5,
+                    day=2,
+                    observance=second_day_in_lieu,
+                    start_date=Timestamp(start_year, 5, 2),
+                ),
+                Holiday(
+                    name="Labour Day",
+                    month=5,
+                    day=3,
+                    observance=third_day_in_lieu,
+                    start_date=Timestamp(start_year, 5, 3),
+                ),
+                Holiday(
+                    name="Tomb-sweeping Day",
+                    month=4,
+                    day=4,
+                    observance=partial(
+                        lunisolar, mapping=tsd_mapping, func=next_monday
+                    ),
+                    start_date=Timestamp(start_year, 4, 4),
+                ),
+                Holiday(
+                    name="Tomb-sweeping Day",
+                    month=4,
+                    day=5,
+                    observance=partial(
+                        lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1
+                    ),
+                    start_date=Timestamp(start_year, 4, 4),
+                ),
+                Holiday(
+                    name="Tomb-sweeping Day",
+                    month=4,
+                    day=6,
+                    observance=partial(
+                        lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2
+                    ),
+                    start_date=Timestamp(start_year, 4, 4),
+                ),
+                Holiday(
+                    name="Dragon Boat Festival",
+                    month=5,
+                    day=27,
+                    observance=partial(
+                        lunisolar, mapping=dbf_mapping, func=next_monday
+                    ),
+                    start_date=Timestamp(start_year, 5, 27),
+                ),
+                Holiday(
+                    name="Dragon Boat Festival",
+                    month=5,
+                    day=28,
+                    observance=partial(
+                        lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1
+                    ),
+                    start_date=Timestamp(start_year, 5, 27),
+                ),
+                Holiday(
+                    name="Dragon Boat Festival",
+                    month=5,
+                    day=29,
+                    observance=partial(
+                        lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2
+                    ),
+                    start_date=Timestamp(start_year, 5, 27),
+                ),
+                Holiday(
+                    name="Mid-autumn Festival",
+                    month=9,
+                    day=7,
+                    observance=partial(
+                        lunisolar, mapping=maf_mapping, func=next_monday
+                    ),
+                    start_date=Timestamp(start_year, 9, 7),
+                ),
+                Holiday(
+                    name="Mid-autumn Festival",
+                    month=9,
+                    day=8,
+                    observance=partial(
+                        lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1
+                    ),
+                    start_date=Timestamp(start_year, 9, 7),
+                ),
+                Holiday(
+                    name="Mid-autumn Festival",
+                    month=9,
+                    day=9,
+                    observance=partial(
+                        lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2
+                    ),
+                    start_date=Timestamp(start_year, 9, 7),
+                ),
+                Holiday(
+                    name="National Day",
+                    month=10,
+                    day=1,
+                    start_date=Timestamp(start_year, 10, 1),
+                ),
+                Holiday(
+                    name="National Day",
+                    month=10,
+                    day=2,
+                    start_date=Timestamp(start_year, 10, 2),
+                ),
+                Holiday(
+                    name="National Day",
+                    month=10,
+                    day=3,
+                    start_date=Timestamp(start_year, 10, 3),
+                ),
+                Holiday(
+                    name="National Day",
+                    month=10,
+                    day=4,
+                    start_date=Timestamp(start_year, 10, 4),
+                ),
+                Holiday(
+                    name="National Day",
+                    month=10,
+                    day=5,
+                    start_date=Timestamp(start_year, 10, 5),
+                ),
+                Holiday(
+                    name="National Day",
+                    month=10,
+                    day=6,
+                    start_date=Timestamp(start_year, 10, 6),
+                ),
+                Holiday(
+                    name="National Day",
+                    month=10,
+                    day=7,
+                    start_date=Timestamp(start_year, 10, 7),
+                ),
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return all_holidays
+
+
+def second_day_in_lieu(dt):
+    dow = dt.weekday()
+    if dow == 0:  # Holiday is Sunday, use Saturday
+        return dt - timedelta(2)
+    elif dow == 1:  # Holiday is Monday, use Saturday
+        return dt - timedelta(3)
+    elif dow == 2:  # Holiday is Tuesday, use Sunday
+        return dt - timedelta(3)
+    elif dow == 3:  # Holiday is Wednesday, use Saturday
+        return dt - timedelta(5)
+
+    return dt
+
+
+def third_day_in_lieu(dt):
+    dow = dt.weekday()
+    if dow == 0:  # Holiday is Saturday, use Sunday
+        return dt - timedelta(1)
+    elif dow == 1:  # Holiday is Sunday, use Sunday
+        return dt - timedelta(2)
+    elif dow == 2:  # Holiday is Monday, use Sunday
+        return dt - timedelta(3)
+    elif dow == 3:  # Holiday is Tuesday, use Monday
+        return dt - timedelta(3)
+    elif dow == 4:  # Holiday is Wednesday, use Sunday
+        return dt - timedelta(5)
+
+    return dt
+
+
+def lunisolar(dt, mapping, func=None, delta=None):
+    if mapping and (dt.year in mapping):
+        new_dt = mapping[dt.year]
+    else:
+        new_dt = dt
+    if delta:
+        new_dt = new_dt + timedelta(delta)
+    if func:
+        return func(new_dt)
+    else:
+        return new_dt