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.
- pandas_market_calendars/__init__.py +38 -37
- pandas_market_calendars/calendar_registry.py +53 -48
- pandas_market_calendars/calendar_utils.py +261 -225
- pandas_market_calendars/calendars/asx.py +66 -63
- pandas_market_calendars/calendars/bmf.py +206 -227
- pandas_market_calendars/calendars/bse.py +407 -409
- pandas_market_calendars/calendars/cboe.py +145 -115
- pandas_market_calendars/calendars/cme.py +402 -240
- pandas_market_calendars/calendars/cme_globex_agriculture.py +126 -103
- pandas_market_calendars/calendars/cme_globex_base.py +119 -103
- pandas_market_calendars/calendars/cme_globex_crypto.py +160 -147
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -138
- pandas_market_calendars/calendars/cme_globex_equities.py +123 -104
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -113
- pandas_market_calendars/calendars/cme_globex_fx.py +101 -78
- pandas_market_calendars/calendars/eurex.py +139 -119
- pandas_market_calendars/calendars/eurex_fixed_income.py +98 -0
- pandas_market_calendars/calendars/hkex.py +426 -408
- pandas_market_calendars/calendars/ice.py +81 -65
- pandas_market_calendars/calendars/iex.py +112 -98
- pandas_market_calendars/calendars/jpx.py +109 -103
- pandas_market_calendars/calendars/lse.py +114 -91
- pandas_market_calendars/calendars/mirror.py +130 -114
- pandas_market_calendars/calendars/nyse.py +1324 -1127
- pandas_market_calendars/calendars/ose.py +116 -150
- pandas_market_calendars/calendars/sifma.py +350 -297
- pandas_market_calendars/calendars/six.py +132 -114
- pandas_market_calendars/calendars/sse.py +311 -290
- pandas_market_calendars/calendars/tase.py +197 -195
- pandas_market_calendars/calendars/tsx.py +181 -159
- pandas_market_calendars/class_registry.py +22 -16
- pandas_market_calendars/holidays/cme.py +385 -340
- pandas_market_calendars/holidays/cme_globex.py +214 -198
- pandas_market_calendars/holidays/cn.py +1455 -1436
- pandas_market_calendars/holidays/jp.py +398 -396
- pandas_market_calendars/holidays/jpx_equinox.py +453 -95
- pandas_market_calendars/holidays/nyse.py +1531 -1472
- pandas_market_calendars/holidays/oz.py +63 -65
- pandas_market_calendars/holidays/sifma.py +338 -321
- pandas_market_calendars/holidays/uk.py +32 -26
- pandas_market_calendars/holidays/us.py +376 -360
- pandas_market_calendars/market_calendar.py +895 -789
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/METADATA +7 -5
- pandas_market_calendars-4.3.3.dist-info/RECORD +50 -0
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/WHEEL +1 -1
- pandas_market_calendars-4.3.1.dist-info/RECORD +0 -49
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.3.1.dist-info → pandas_market_calendars-4.3.3.dist-info}/top_level.txt +0 -0
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| 1 | 
            +
            from datetime import time
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            +
            from itertools import chain
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            +
             | 
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            +
            import pandas as pd
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            +
            from pandas.tseries.holiday import (
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                AbstractHolidayCalendar,
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                DateOffset,
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                GoodFriday,
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                Holiday,
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            +
                MO,
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                weekend_to_monday,
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            +
            )
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            +
            from pytz import timezone
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            +
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            +
            from pandas_market_calendars.holidays.uk import (
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                BoxingDay,
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                WeekendBoxingDay,
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                WeekendChristmas,
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            +
            )
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            from pandas_market_calendars.market_calendar import (
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                MarketCalendar,
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                MONDAY,
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                TUESDAY,
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                WEDNESDAY,
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                THURSDAY,
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                FRIDAY,
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            +
            )
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            +
             | 
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            +
            # New Year's Day
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            +
            TSXNewYearsDay = Holiday(
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            +
                "New Year's Day",
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            +
                month=1,
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            +
                day=1,
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            +
                observance=weekend_to_monday,
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            +
            )
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            +
            # Ontario Family Day
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            FamilyDay = Holiday(
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                "Family Day",
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            +
                month=2,
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            +
                day=1,
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            +
                offset=DateOffset(weekday=MO(3)),
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            +
                start_date="2008-01-01",
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            +
            )
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            +
            # Victoria Day
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            # https://www.timeanddate.com/holidays/canada/victoria-day
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            VictoriaDay = Holiday(
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                "Victoria Day",
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            +
                month=5,
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            +
                day=24,
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            +
                offset=DateOffset(weekday=MO(-1)),
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            +
            )
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            +
            # Canada Day
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            CanadaDay = Holiday(
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                "Canada Day",
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            +
                month=7,
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            +
                day=1,
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            +
                observance=weekend_to_monday,
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            +
            )
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            +
            # Civic Holiday
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            CivicHoliday = Holiday(
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                "Civic Holiday",
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            +
                month=8,
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            +
                day=1,
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            +
                offset=DateOffset(weekday=MO(1)),
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            +
            )
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            +
            # Labor Day
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            +
            LaborDay = Holiday(
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                "Labor Day",
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            +
                month=9,
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            +
                day=1,
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            +
                offset=DateOffset(weekday=MO(1)),
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            +
            )
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            +
            # Thanksgiving
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            Thanksgiving = Holiday(
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                "Thanksgiving",
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            +
                month=10,
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                day=1,
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            +
                offset=DateOffset(weekday=MO(2)),
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            +
            )
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            +
             | 
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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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            +
            )
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            +
             | 
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            +
            ChristmasEveEarlyClose2010Onwards = Holiday(
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            +
                "Christmas Eve Early Close",
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            +
                month=12,
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            +
                day=24,
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            +
                days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
         | 
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            +
                start_date=pd.Timestamp("2010-01-01"),
         | 
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            +
            )
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            +
             | 
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            +
            September11Closings2001 = [
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            +
                pd.Timestamp("2001-09-11", tz="UTC"),
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            +
                pd.Timestamp("2001-09-12", tz="UTC"),
         | 
| 98 | 
            +
            ]
         | 
| 99 | 
            +
             | 
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            +
             | 
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            +
            class TSXExchangeCalendar(MarketCalendar):
         | 
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            +
                """
         | 
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            +
                Exchange calendar for the Toronto Stock Exchange
         | 
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            +
             | 
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            +
                Open Time: 9:30 AM, EST
         | 
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            +
                Close Time: 4:00 PM, EST
         | 
| 107 | 
            +
             | 
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            +
                Regularly-Observed Holidays:
         | 
| 109 | 
            +
                - New Years Day (observed on first business day on/after)
         | 
| 110 | 
            +
                - Family Day (Third Monday in February, starting in 2008)
         | 
| 111 | 
            +
                - Good Friday
         | 
| 112 | 
            +
                - Victoria Day (Monday before May 25th)
         | 
| 113 | 
            +
                - Canada Day (July 1st, observed first business day after)
         | 
| 114 | 
            +
                - Civic Holiday (First Monday in August)
         | 
| 115 | 
            +
                - Labor Day (First Monday in September)
         | 
| 116 | 
            +
                - Thanksgiving (Second Monday in October)
         | 
| 117 | 
            +
                - Christmas Day
         | 
| 118 | 
            +
                    - Dec. 26th if Christmas is on a Sunday
         | 
| 119 | 
            +
                    - Dec. 27th if Christmas is on a weekend
         | 
| 120 | 
            +
                - Boxing Day
         | 
| 121 | 
            +
                    - Dec. 27th if Christmas is on a Sunday
         | 
| 122 | 
            +
                    - Dec. 28th if Boxing Day is on a weekend
         | 
| 123 | 
            +
             | 
| 124 | 
            +
                Early closes:
         | 
| 125 | 
            +
                - Starting in 2010, if Christmas Eve falls on a weekday, the market
         | 
| 126 | 
            +
                  closes at 1:00 pm that day. If it falls on a weekend, there is no
         | 
| 127 | 
            +
                  early close.
         | 
| 128 | 
            +
                """
         | 
| 129 | 
            +
             | 
| 130 | 
            +
                aliases = ["TSX", "TSXV"]
         | 
| 131 | 
            +
             | 
| 132 | 
            +
                regular_market_times = {
         | 
| 133 | 
            +
                    "market_open": ((None, time(9, 30)),),
         | 
| 134 | 
            +
                    "market_close": ((None, time(16)),),
         | 
| 135 | 
            +
                }
         | 
| 136 | 
            +
             | 
| 137 | 
            +
                @property
         | 
| 138 | 
            +
                def name(self):
         | 
| 139 | 
            +
                    return "TSX"
         | 
| 140 | 
            +
             | 
| 141 | 
            +
                @property
         | 
| 142 | 
            +
                def tz(self):
         | 
| 143 | 
            +
                    return timezone("Canada/Eastern")
         | 
| 144 | 
            +
             | 
| 145 | 
            +
                regular_early_close = time(13)
         | 
| 146 | 
            +
             | 
| 147 | 
            +
                @property
         | 
| 148 | 
            +
                def regular_holidays(self):
         | 
| 149 | 
            +
                    return AbstractHolidayCalendar(
         | 
| 150 | 
            +
                        rules=[
         | 
| 151 | 
            +
                            TSXNewYearsDay,
         | 
| 152 | 
            +
                            FamilyDay,
         | 
| 153 | 
            +
                            GoodFriday,
         | 
| 154 | 
            +
                            VictoriaDay,
         | 
| 155 | 
            +
                            CanadaDay,
         | 
| 156 | 
            +
                            CivicHoliday,
         | 
| 157 | 
            +
                            LaborDay,
         | 
| 158 | 
            +
                            Thanksgiving,
         | 
| 159 | 
            +
                            Christmas,
         | 
| 160 | 
            +
                            WeekendChristmas,
         | 
| 161 | 
            +
                            BoxingDay,
         | 
| 162 | 
            +
                            WeekendBoxingDay,
         | 
| 163 | 
            +
                        ]
         | 
| 164 | 
            +
                    )
         | 
| 165 | 
            +
             | 
| 166 | 
            +
                @property
         | 
| 167 | 
            +
                def adhoc_holidays(self):
         | 
| 168 | 
            +
                    return list(
         | 
| 169 | 
            +
                        chain(
         | 
| 170 | 
            +
                            September11Closings2001,
         | 
| 171 | 
            +
                        )
         | 
| 172 | 
            +
                    )
         | 
| 173 | 
            +
             | 
| 174 | 
            +
                @property
         | 
| 175 | 
            +
                def special_closes(self):
         | 
| 176 | 
            +
                    return [
         | 
| 177 | 
            +
                        (
         | 
| 178 | 
            +
                            self.regular_early_close,
         | 
| 179 | 
            +
                            AbstractHolidayCalendar([ChristmasEveEarlyClose2010Onwards]),
         | 
| 180 | 
            +
                        )
         | 
| 181 | 
            +
                    ]
         | 
| @@ -1,6 +1,7 @@ | |
| 1 1 | 
             
            import inspect
         | 
| 2 2 | 
             
            from pprint import pformat
         | 
| 3 3 |  | 
| 4 | 
            +
             | 
| 4 5 | 
             
            def _regmeta_instance_factory(cls, name, *args, **kwargs):
         | 
| 5 6 | 
             
                """
         | 
| 6 7 | 
             
                :param cls(RegisteryMeta): registration meta class
         | 
| @@ -13,16 +14,20 @@ def _regmeta_instance_factory(cls, name, *args, **kwargs): | |
| 13 14 | 
             
                    class_ = cls._regmeta_class_registry[name]
         | 
| 14 15 | 
             
                except KeyError:
         | 
| 15 16 | 
             
                    raise RuntimeError(
         | 
| 16 | 
            -
                         | 
| 17 | 
            +
                        "Class {} is not one of the registered classes: {}".format(
         | 
| 18 | 
            +
                            name, cls._regmeta_class_registry.keys()
         | 
| 19 | 
            +
                        )
         | 
| 20 | 
            +
                    )
         | 
| 17 21 | 
             
                return class_(*args, **kwargs)
         | 
| 18 22 |  | 
| 23 | 
            +
             | 
| 19 24 | 
             
            def _regmeta_register_class(cls, regcls, name):
         | 
| 20 25 | 
             
                """
         | 
| 21 26 | 
             
                :param cls(RegisteryMeta): registration base class
         | 
| 22 27 | 
             
                :param regcls(class): class to be registered
         | 
| 23 28 | 
             
                :param name(str): name of the class to be registered
         | 
| 24 29 | 
             
                """
         | 
| 25 | 
            -
                if hasattr(regcls,  | 
| 30 | 
            +
                if hasattr(regcls, "aliases"):
         | 
| 26 31 | 
             
                    if regcls.aliases:
         | 
| 27 32 | 
             
                        for alias in regcls.aliases:
         | 
| 28 33 | 
             
                            cls._regmeta_class_registry[alias] = regcls
         | 
| @@ -39,7 +44,7 @@ class RegisteryMeta(type): | |
| 39 44 |  | 
| 40 45 | 
             
                def __new__(mcs, name, bases, attr):
         | 
| 41 46 | 
             
                    cls = super(RegisteryMeta, mcs).__new__(mcs, name, bases, attr)
         | 
| 42 | 
            -
                    if not hasattr(cls,  | 
| 47 | 
            +
                    if not hasattr(cls, "_regmeta_class_registry"):
         | 
| 43 48 | 
             
                        cls._regmeta_class_registry = {}
         | 
| 44 49 | 
             
                        cls.factory = classmethod(_regmeta_instance_factory)
         | 
| 45 50 |  | 
| @@ -49,7 +54,7 @@ class RegisteryMeta(type): | |
| 49 54 | 
             
                    if not inspect.isabstract(cls):
         | 
| 50 55 | 
             
                        _regmeta_register_class(cls, cls, name)
         | 
| 51 56 | 
             
                        for b in bases:
         | 
| 52 | 
            -
                            if hasattr(b,  | 
| 57 | 
            +
                            if hasattr(b, "_regmeta_class_registry"):
         | 
| 53 58 | 
             
                                _regmeta_register_class(b, cls, name)
         | 
| 54 59 |  | 
| 55 60 | 
             
                    super(RegisteryMeta, cls).__init__(name, bases, attr)
         | 
| @@ -65,7 +70,6 @@ class RegisteryMeta(type): | |
| 65 70 |  | 
| 66 71 |  | 
| 67 72 | 
             
            class ProtectedDict(dict):
         | 
| 68 | 
            -
             | 
| 69 73 | 
             
                def __init__(self, *args, **kwargs):
         | 
| 70 74 | 
             
                    super().__init__(*args, **kwargs)
         | 
| 71 75 | 
             
                    # __init__ is bypassed when unpickling, which causes __setitem__ to fail
         | 
| @@ -82,30 +86,32 @@ class ProtectedDict(dict): | |
| 82 86 | 
             
                    if not hasattr(self, "_INIT_RAN_NORMALLY"):
         | 
| 83 87 | 
             
                        return self._set(key, value)
         | 
| 84 88 |  | 
| 85 | 
            -
                    raise TypeError( | 
| 86 | 
            -
             | 
| 89 | 
            +
                    raise TypeError(
         | 
| 90 | 
            +
                        "You cannot set a value directly, you can change regular_market_times "
         | 
| 91 | 
            +
                        "using .change_time, .add_time or .remove_time."
         | 
| 92 | 
            +
                    )
         | 
| 87 93 |  | 
| 88 94 | 
             
                def __delitem__(self, key):
         | 
| 89 95 | 
             
                    if not hasattr(self, "_INIT_RAN_NORMALLY"):
         | 
| 90 96 | 
             
                        return self._del(key)
         | 
| 91 97 |  | 
| 92 | 
            -
                    raise TypeError( | 
| 93 | 
            -
             | 
| 98 | 
            +
                    raise TypeError(
         | 
| 99 | 
            +
                        "You cannot delete an item directly. You can change regular_market_times "
         | 
| 100 | 
            +
                        "using .change_time, .add_time or .remove_time"
         | 
| 101 | 
            +
                    )
         | 
| 94 102 |  | 
| 95 103 | 
             
                def __repr__(self):
         | 
| 96 | 
            -
                    return self.__class__.__name__+ "(" + super().__repr__() + ")"
         | 
| 104 | 
            +
                    return self.__class__.__name__ + "(" + super().__repr__() + ")"
         | 
| 97 105 |  | 
| 98 106 | 
             
                def __str__(self):
         | 
| 99 107 | 
             
                    try:
         | 
| 100 | 
            -
                        formatted = pformat( | 
| 108 | 
            +
                        formatted = pformat(
         | 
| 109 | 
            +
                            dict(self), sort_dicts=False
         | 
| 110 | 
            +
                        )  # sort_dicts apparently not available < python3.8
         | 
| 101 111 | 
             
                    except TypeError:
         | 
| 102 112 | 
             
                        formatted = pformat(dict(self))
         | 
| 103 113 |  | 
| 104 | 
            -
                    return self.__class__.__name__+ "(\n" + formatted + "\n)"
         | 
| 114 | 
            +
                    return self.__class__.__name__ + "(\n" + formatted + "\n)"
         | 
| 105 115 |  | 
| 106 116 | 
             
                def copy(self):
         | 
| 107 117 | 
             
                    return self.__class__(super().copy())
         | 
| 108 | 
            -
             | 
| 109 | 
            -
             | 
| 110 | 
            -
             | 
| 111 | 
            -
             |