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
@@ -1,340 +1,385 @@
1
- import datetime
2
-
3
- from dateutil.relativedelta import (MO, TH, FR)
4
- from pandas import (DateOffset, Timestamp)
5
- from pandas.tseries.holiday import (Holiday, Easter)
6
- from pandas.tseries.holiday import (nearest_workday)
7
- from pandas.tseries.offsets import (Day)
8
-
9
-
10
- #########
11
- # Martin Luther King
12
- #########
13
- USMartinLutherKingJrAfter1998Before2022 = Holiday(
14
- 'Dr. Martin Luther King Jr. Day',
15
- month=1,
16
- day=1,
17
- # The US markets didn't observe MLK day as a holiday until 1998.
18
- start_date=Timestamp('1998-01-01'),
19
- end_date=Timestamp('2021-12-31'),
20
- offset=DateOffset(weekday=MO(3)),
21
- )
22
-
23
- USMartinLutherKingJrAfter1998Before2015 = Holiday(
24
- 'Dr. Martin Luther King Jr. Day',
25
- month=1,
26
- day=1,
27
- # The US markets didn't observe MLK day as a holiday until 1998.
28
- start_date=Timestamp('1998-01-01'),
29
- end_date=Timestamp('2014-12-31'),
30
- offset=DateOffset(weekday=MO(3)),)
31
-
32
- USMartinLutherKingJrAfter2015 = Holiday(
33
- 'Dr. Martin Luther King Jr. Day',
34
- month=1,
35
- day=1,
36
- # The US markets didn't observe MLK day as a holiday until 1998.
37
- start_date=Timestamp('2015-01-01'),
38
- offset=DateOffset(weekday=MO(3)),)
39
-
40
- USMartinLutherKingJrAfter1998Before2016FridayBefore = Holiday(
41
- "Dr. Martin Luther King Jr. Day",
42
- month= 1,
43
- day= 1,
44
- start_date= Timestamp("1998-01-01"),
45
- end_date= Timestamp("2015-12-31"),
46
- offset= [DateOffset(weekday= MO(3)), DateOffset(weekday= FR(-1))]
47
- )
48
-
49
- #########
50
- # President's Day
51
- #########
52
- USPresidentsDayBefore2022 = Holiday(
53
- 'President''s Day',
54
- start_date=Timestamp('1971-01-01'),
55
- end_date=Timestamp('2021-12-31'),
56
- month=2, day=1,
57
- offset=DateOffset(weekday=MO(3)),
58
- )
59
- USPresidentsDayBefore2015 = Holiday(
60
- 'President''s Day',
61
- start_date=Timestamp('1971-01-01'),
62
- end_date=Timestamp('2014-12-31'),
63
- month=2, day=1,
64
- offset=DateOffset(weekday=MO(3)),)
65
-
66
- USPresidentsDayAfter2015 = Holiday(
67
- 'President''s Day',
68
- start_date=Timestamp('2015-01-01'),
69
- month=2, day=1,
70
- offset=DateOffset(weekday=MO(3)),)
71
-
72
- USPresidentsDayBefore2016FridayBefore = Holiday(
73
- 'President''s Day',
74
- start_date=Timestamp('1971-01-01'),
75
- end_date=Timestamp('2015-12-31'),
76
- month=2, day=1,
77
- offset=[DateOffset(weekday=MO(3)), DateOffset(weekday= FR(-1))]
78
- )
79
-
80
- #########
81
- # Good Friday
82
- #########
83
-
84
-
85
- GoodFridayBefore2021 = Holiday(
86
- "Good Friday",
87
- month=1, day=1,
88
- offset=[Easter(), Day(-2)],
89
- end_date=Timestamp('2020-12-31'),
90
- )
91
-
92
- # On some years (i.e. 2010,2012,2015) there is a special close for equities at 08:15
93
- # so here it is made sure that those are not full holidays
94
- easter = Easter()
95
- daymin2 = Day(-2)
96
- def not_0815_close(dt):
97
- if dt.year in (2010, 2012, 2015):
98
- return None
99
- else:
100
- return dt + easter + daymin2
101
-
102
- GoodFridayBefore2021NotEarlyClose = Holiday(
103
- "Good Friday",
104
- month=1, day=1,
105
- observance=not_0815_close,
106
- end_date=Timestamp('2020-12-31'),
107
- )
108
-
109
- ## CME Interest Rate Products have this odd close
110
- GoodFriday2009 = Holiday(
111
- "Good Friday",
112
- month= 1, day= 1,
113
- offset= [Easter(), Day(-3)],
114
- start_date= Timestamp("2009-01-01"),
115
- end_date= Timestamp("2009-12-31"),
116
- )
117
-
118
- GoodFriday2021 = Holiday(
119
- "Good Friday",
120
- month=1, day=1,
121
- offset=[Easter(), Day(-2)],
122
- start_date=Timestamp('2021-01-01'),
123
- end_date=Timestamp('2021-12-31'),
124
- )
125
- GoodFridayAfter2021 = Holiday(
126
- "Good Friday",
127
- month=1, day=1,
128
- offset=[Easter(), Day(-2)],
129
- start_date=Timestamp('2022-01-01'),
130
- )
131
- # Dates when equities closed at 08:15
132
- GoodFriday2010 = Holiday(
133
- "Good Friday",
134
- month=1, day=1,
135
- offset=[Easter(), Day(-2)],
136
- start_date=Timestamp('2010-01-01'),
137
- end_date=Timestamp('2010-12-31'),
138
- )
139
- GoodFriday2012 = Holiday(
140
- "Good Friday",
141
- month=1, day=1,
142
- offset=[Easter(), Day(-2)],
143
- start_date=Timestamp('2012-01-01'),
144
- end_date=Timestamp('2012-12-31'),)
145
-
146
- GoodFriday2015 = Holiday(
147
- "Good Friday",
148
- month=1, day=1,
149
- offset=[Easter(), Day(-2)],
150
- start_date=Timestamp('2015-01-01'),
151
- end_date=Timestamp('2015-12-31'),
152
- )
153
-
154
- #########
155
- # Memorial Day
156
- #########
157
-
158
- USMemorialDay2021AndPrior = Holiday(
159
- 'Memorial Day',
160
- month=5,
161
- day=25,
162
- start_date=Timestamp('1971-01-01'),
163
- end_date=Timestamp('2021-12-31'),
164
- offset=DateOffset(weekday=MO(1)),
165
- )#### Equity Products
166
- USMemorialDay2013AndPrior = Holiday(
167
- 'Memorial Day',
168
- month=5,
169
- day=25,
170
- start_date=Timestamp('1971-01-01'),
171
- end_date=Timestamp('2013-12-31'),
172
- offset=DateOffset(weekday=MO(1)),
173
- )
174
- USMemorialDayAfter2013 = Holiday(
175
- 'Memorial Day',
176
- month=5,
177
- day=25,
178
- start_date=Timestamp('2014-01-01'),
179
- offset=DateOffset(weekday=MO(1)),
180
- )
181
- USMemorialDay2015AndPriorFridayBefore = Holiday(
182
- 'Memorial Day',
183
- month=5,
184
- day=25,
185
- start_date=Timestamp('1971-01-01'),
186
- end_date=Timestamp('2015-12-31'),
187
- offset=[DateOffset(weekday=MO(1)), DateOffset(weekday= FR(-1))],
188
- )
189
-
190
- #######
191
- # Independence Day
192
- #######
193
-
194
- USIndependenceDayBefore2022 = Holiday(
195
- 'July 4th',
196
- month=7,
197
- day=4,
198
- start_date=Timestamp('1954-01-01'),
199
- end_date=Timestamp('2021-12-31'),
200
- observance=nearest_workday,)
201
- USIndependenceDayBefore2014 = Holiday(
202
- 'July 4th',
203
- month=7,
204
- day=4,
205
- start_date=Timestamp('1954-01-01'),
206
- end_date=Timestamp('2013-12-31'),
207
- observance=nearest_workday,)
208
- USIndependenceDayAfter2014 = Holiday(
209
- 'July 4th',
210
- month=7,
211
- day=4,
212
- start_date=Timestamp('2014-01-01'),
213
- observance=nearest_workday,)
214
-
215
- # Necessary for equities and crypto
216
- def previous_workday_if_july_4th_is_tue_to_fri(dt):
217
- july4th = datetime.datetime(dt.year, 7, 4)
218
- if july4th.weekday() in (1, 2, 3, 4):
219
- return july4th - datetime.timedelta(days=1)
220
- # else None
221
-
222
- USIndependenceDayBefore2022PreviousDay = Holiday(
223
- 'July 4th',
224
- month=7,
225
- day=4,
226
- start_date=Timestamp('1954-01-01'),
227
- observance= previous_workday_if_july_4th_is_tue_to_fri
228
- )
229
-
230
- #########
231
- # Labor Day
232
- #########
233
-
234
- USLaborDayStarting1887Before2022 = Holiday(
235
- "Labor Day",
236
- month=9,
237
- day=1,
238
- start_date=Timestamp("1887-01-01"),
239
- end_date=Timestamp('2021-12-31'),
240
- offset=DateOffset(weekday=MO(1))
241
- )
242
- USLaborDayStarting1887Before2014 = Holiday(
243
- "Labor Day",
244
- month=9,
245
- day=1,
246
- start_date=Timestamp("1887-01-01"),
247
- end_date=Timestamp('2013-12-31'),
248
- offset=DateOffset(weekday=MO(1))
249
- )
250
- USLaborDayStarting1887Before2015FridayBefore = Holiday(
251
- "Labor Day",
252
- month=9,
253
- day=1,
254
- start_date=Timestamp("1887-01-01"),
255
- end_date=Timestamp('2014-12-31'),
256
- offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))]
257
-
258
- )
259
- USLaborDayStarting1887After2014 = Holiday(
260
- "Labor Day",
261
- month=9,
262
- day=1,
263
- start_date=Timestamp("2014-01-01"),
264
- offset=DateOffset(weekday=MO(1))
265
- )
266
-
267
-
268
- #########
269
- # Thanksgiving
270
- #########
271
-
272
- USThanksgivingBefore2022 = Holiday(
273
- 'ThanksgivingFriday',
274
- start_date=Timestamp('1942-01-01'),
275
- end_date=Timestamp('2021-12-31'),
276
- month=11, day=1,
277
- offset=DateOffset(weekday=TH(4)),
278
- )
279
- USThanksgivingBefore2014 = Holiday(
280
- 'ThanksgivingFriday',
281
- start_date=Timestamp('1942-01-01'),
282
- end_date=Timestamp('2013-12-31'),
283
- month=11, day=1,
284
- offset=DateOffset(weekday=TH(4)),
285
- )
286
- USThanksgivingAfter2014 = Holiday(
287
- 'ThanksgivingFriday',
288
- start_date=Timestamp('2014-01-01'),
289
- month=11, day=1,
290
- offset=DateOffset(weekday=TH(4)),
291
- )
292
-
293
- ######## The following Holidays shouldn't be set with the FR offset
294
- ## In 2013, Nov 1st is a friday, so the 4th Friday is before the 4th Thursday...
295
- # the observance rule defined herafter fixes this
296
-
297
- # USThanksgivingFridayBefore2022 = Holiday(
298
- # 'ThanksgivingFriday',
299
- # start_date=Timestamp('1942-01-01'),
300
- # end_date=Timestamp('2021-12-31'),
301
- # month=11, day=1,
302
- # offset=DateOffset(weekday=FR(4)),
303
- # )
304
- #
305
- # USThanksgivingFriday2022AndAfter = Holiday(
306
- # 'ThanksgivingFriday',
307
- # start_date=Timestamp('2022-01-01'),
308
- # month=11, day=1,
309
- # offset=DateOffset(weekday=FR(4)),
310
- # )
311
- # USThanksgivingFriday = Holiday(
312
- # 'ThanksgivingFriday',
313
- # month=11, day=1,
314
- # offset=DateOffset(weekday=FR(4)),
315
- # )
316
-
317
- def fri_after_4th_thu(dt):
318
- # dt will just be Nov 1st
319
- diff_to_thu = 3 - dt.weekday()
320
- if diff_to_thu < 0: diff_to_thu += 7
321
- return dt + datetime.timedelta(days=diff_to_thu + 22)
322
-
323
- USThanksgivingFriday = Holiday(
324
- 'ThanksgivingFriday',
325
- start_date=Timestamp('1942-01-01'),
326
- month=11, day=1,
327
- observance= fri_after_4th_thu,
328
- )
329
-
330
- USThanksgivingFriday2022AndAfter = Holiday(
331
- 'ThanksgivingFriday',
332
- start_date=Timestamp('2022-01-01'),
333
- month=11, day=1,
334
- observance= fri_after_4th_thu,
335
- )
336
- # USThanksgivingFriday = Holiday(
337
- # 'ThanksgivingFriday',
338
- # month=11, day=1,
339
- # observance= fri_after_4th_thu,
340
- # )
1
+ import datetime
2
+
3
+ from dateutil.relativedelta import MO, TH, FR
4
+ from pandas import DateOffset, Timestamp
5
+ from pandas.tseries.holiday import Holiday, Easter, nearest_workday
6
+ from pandas.tseries.offsets import Day
7
+
8
+ #########
9
+ # Martin Luther King
10
+ #########
11
+ USMartinLutherKingJrAfter1998Before2022 = Holiday(
12
+ "Dr. Martin Luther King Jr. Day",
13
+ month=1,
14
+ day=1,
15
+ # The US markets didn't observe MLK day as a holiday until 1998.
16
+ start_date=Timestamp("1998-01-01"),
17
+ end_date=Timestamp("2021-12-31"),
18
+ offset=DateOffset(weekday=MO(3)),
19
+ )
20
+
21
+ USMartinLutherKingJrAfter1998Before2015 = Holiday(
22
+ "Dr. Martin Luther King Jr. Day",
23
+ month=1,
24
+ day=1,
25
+ # The US markets didn't observe MLK day as a holiday until 1998.
26
+ start_date=Timestamp("1998-01-01"),
27
+ end_date=Timestamp("2014-12-31"),
28
+ offset=DateOffset(weekday=MO(3)),
29
+ )
30
+
31
+ USMartinLutherKingJrAfter2015 = Holiday(
32
+ "Dr. Martin Luther King Jr. Day",
33
+ month=1,
34
+ day=1,
35
+ # The US markets didn't observe MLK day as a holiday until 1998.
36
+ start_date=Timestamp("2015-01-01"),
37
+ offset=DateOffset(weekday=MO(3)),
38
+ )
39
+
40
+ USMartinLutherKingJrAfter1998Before2016FridayBefore = Holiday(
41
+ "Dr. Martin Luther King Jr. Day",
42
+ month=1,
43
+ day=1,
44
+ start_date=Timestamp("1998-01-01"),
45
+ end_date=Timestamp("2015-12-31"),
46
+ offset=[DateOffset(weekday=MO(3)), DateOffset(weekday=FR(-1))],
47
+ )
48
+
49
+ #########
50
+ # President's Day
51
+ #########
52
+ USPresidentsDayBefore2022 = Holiday(
53
+ "President" "s Day",
54
+ start_date=Timestamp("1971-01-01"),
55
+ end_date=Timestamp("2021-12-31"),
56
+ month=2,
57
+ day=1,
58
+ offset=DateOffset(weekday=MO(3)),
59
+ )
60
+ USPresidentsDayBefore2015 = Holiday(
61
+ "President" "s Day",
62
+ start_date=Timestamp("1971-01-01"),
63
+ end_date=Timestamp("2014-12-31"),
64
+ month=2,
65
+ day=1,
66
+ offset=DateOffset(weekday=MO(3)),
67
+ )
68
+
69
+ USPresidentsDayAfter2015 = Holiday(
70
+ "President" "s Day",
71
+ start_date=Timestamp("2015-01-01"),
72
+ month=2,
73
+ day=1,
74
+ offset=DateOffset(weekday=MO(3)),
75
+ )
76
+
77
+ USPresidentsDayBefore2016FridayBefore = Holiday(
78
+ "President" "s Day",
79
+ start_date=Timestamp("1971-01-01"),
80
+ end_date=Timestamp("2015-12-31"),
81
+ month=2,
82
+ day=1,
83
+ offset=[DateOffset(weekday=MO(3)), DateOffset(weekday=FR(-1))],
84
+ )
85
+
86
+ #########
87
+ # Good Friday
88
+ #########
89
+
90
+
91
+ GoodFridayBefore2021 = Holiday(
92
+ "Good Friday",
93
+ month=1,
94
+ day=1,
95
+ offset=[Easter(), Day(-2)],
96
+ end_date=Timestamp("2020-12-31"),
97
+ )
98
+
99
+ # On some years (i.e. 2010,2012,2015) there is a special close for equities at 08:15
100
+ # so here it is made sure that those are not full holidays
101
+ easter = Easter()
102
+ daymin2 = Day(-2)
103
+
104
+
105
+ def not_0815_close(dt):
106
+ if dt.year in (2010, 2012, 2015):
107
+ return None
108
+ else:
109
+ return dt + easter + daymin2
110
+
111
+
112
+ GoodFridayBefore2021NotEarlyClose = Holiday(
113
+ "Good Friday",
114
+ month=1,
115
+ day=1,
116
+ observance=not_0815_close,
117
+ end_date=Timestamp("2020-12-31"),
118
+ )
119
+
120
+ # CME Interest Rate Products have this odd close
121
+ GoodFriday2009 = Holiday(
122
+ "Good Friday",
123
+ month=1,
124
+ day=1,
125
+ offset=[Easter(), Day(-3)],
126
+ start_date=Timestamp("2009-01-01"),
127
+ end_date=Timestamp("2009-12-31"),
128
+ )
129
+
130
+ GoodFriday2021 = Holiday(
131
+ "Good Friday",
132
+ month=1,
133
+ day=1,
134
+ offset=[Easter(), Day(-2)],
135
+ start_date=Timestamp("2021-01-01"),
136
+ end_date=Timestamp("2021-12-31"),
137
+ )
138
+ GoodFridayAfter2021 = Holiday(
139
+ "Good Friday",
140
+ month=1,
141
+ day=1,
142
+ offset=[Easter(), Day(-2)],
143
+ start_date=Timestamp("2022-01-01"),
144
+ )
145
+ GoodFriday2022 = Holiday(
146
+ "Good Friday",
147
+ month=1,
148
+ day=1,
149
+ offset=[Easter(), Day(-2)],
150
+ start_date=Timestamp("2022-01-01"),
151
+ end_date=Timestamp("2022-12-31"),
152
+ )
153
+ GoodFridayAfter2022 = Holiday(
154
+ "Good Friday",
155
+ month=1,
156
+ day=1,
157
+ offset=[Easter(), Day(-2)],
158
+ start_date=Timestamp("2023-01-01"),
159
+ )
160
+ # Dates when equities closed at 08:15
161
+ GoodFriday2010 = Holiday(
162
+ "Good Friday",
163
+ month=1,
164
+ day=1,
165
+ offset=[Easter(), Day(-2)],
166
+ start_date=Timestamp("2010-01-01"),
167
+ end_date=Timestamp("2010-12-31"),
168
+ )
169
+ GoodFriday2012 = Holiday(
170
+ "Good Friday",
171
+ month=1,
172
+ day=1,
173
+ offset=[Easter(), Day(-2)],
174
+ start_date=Timestamp("2012-01-01"),
175
+ end_date=Timestamp("2012-12-31"),
176
+ )
177
+
178
+ GoodFriday2015 = Holiday(
179
+ "Good Friday",
180
+ month=1,
181
+ day=1,
182
+ offset=[Easter(), Day(-2)],
183
+ start_date=Timestamp("2015-01-01"),
184
+ end_date=Timestamp("2015-12-31"),
185
+ )
186
+
187
+ #########
188
+ # Memorial Day
189
+ #########
190
+
191
+ USMemorialDay2021AndPrior = Holiday(
192
+ "Memorial Day",
193
+ month=5,
194
+ day=25,
195
+ start_date=Timestamp("1971-01-01"),
196
+ end_date=Timestamp("2021-12-31"),
197
+ offset=DateOffset(weekday=MO(1)),
198
+ ) # Equity Products
199
+ USMemorialDay2013AndPrior = Holiday(
200
+ "Memorial Day",
201
+ month=5,
202
+ day=25,
203
+ start_date=Timestamp("1971-01-01"),
204
+ end_date=Timestamp("2013-12-31"),
205
+ offset=DateOffset(weekday=MO(1)),
206
+ )
207
+ USMemorialDayAfter2013 = Holiday(
208
+ "Memorial Day",
209
+ month=5,
210
+ day=25,
211
+ start_date=Timestamp("2014-01-01"),
212
+ offset=DateOffset(weekday=MO(1)),
213
+ )
214
+ USMemorialDay2015AndPriorFridayBefore = Holiday(
215
+ "Memorial Day",
216
+ month=5,
217
+ day=25,
218
+ start_date=Timestamp("1971-01-01"),
219
+ end_date=Timestamp("2015-12-31"),
220
+ offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))],
221
+ )
222
+
223
+ #######
224
+ # Independence Day
225
+ #######
226
+
227
+ USIndependenceDayBefore2022 = Holiday(
228
+ "July 4th",
229
+ month=7,
230
+ day=4,
231
+ start_date=Timestamp("1954-01-01"),
232
+ end_date=Timestamp("2021-12-31"),
233
+ observance=nearest_workday,
234
+ )
235
+ USIndependenceDayBefore2014 = Holiday(
236
+ "July 4th",
237
+ month=7,
238
+ day=4,
239
+ start_date=Timestamp("1954-01-01"),
240
+ end_date=Timestamp("2013-12-31"),
241
+ observance=nearest_workday,
242
+ )
243
+ USIndependenceDayAfter2014 = Holiday(
244
+ "July 4th",
245
+ month=7,
246
+ day=4,
247
+ start_date=Timestamp("2014-01-01"),
248
+ observance=nearest_workday,
249
+ )
250
+
251
+
252
+ # Necessary for equities and crypto
253
+ def previous_workday_if_july_4th_is_tue_to_fri(dt):
254
+ july4th = datetime.datetime(dt.year, 7, 4)
255
+ if july4th.weekday() in (1, 2, 3, 4):
256
+ return july4th - datetime.timedelta(days=1)
257
+ # else None
258
+
259
+
260
+ USIndependenceDayBefore2022PreviousDay = Holiday(
261
+ "July 4th",
262
+ month=7,
263
+ day=4,
264
+ start_date=Timestamp("1954-01-01"),
265
+ observance=previous_workday_if_july_4th_is_tue_to_fri,
266
+ )
267
+
268
+ #########
269
+ # Labor Day
270
+ #########
271
+
272
+ USLaborDayStarting1887Before2022 = Holiday(
273
+ "Labor Day",
274
+ month=9,
275
+ day=1,
276
+ start_date=Timestamp("1887-01-01"),
277
+ end_date=Timestamp("2021-12-31"),
278
+ offset=DateOffset(weekday=MO(1)),
279
+ )
280
+ USLaborDayStarting1887Before2014 = Holiday(
281
+ "Labor Day",
282
+ month=9,
283
+ day=1,
284
+ start_date=Timestamp("1887-01-01"),
285
+ end_date=Timestamp("2013-12-31"),
286
+ offset=DateOffset(weekday=MO(1)),
287
+ )
288
+ USLaborDayStarting1887Before2015FridayBefore = Holiday(
289
+ "Labor Day",
290
+ month=9,
291
+ day=1,
292
+ start_date=Timestamp("1887-01-01"),
293
+ end_date=Timestamp("2014-12-31"),
294
+ offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))],
295
+ )
296
+ USLaborDayStarting1887After2014 = Holiday(
297
+ "Labor Day",
298
+ month=9,
299
+ day=1,
300
+ start_date=Timestamp("2014-01-01"),
301
+ offset=DateOffset(weekday=MO(1)),
302
+ )
303
+
304
+ #########
305
+ # Thanksgiving
306
+ #########
307
+
308
+ USThanksgivingBefore2022 = Holiday(
309
+ "ThanksgivingFriday",
310
+ start_date=Timestamp("1942-01-01"),
311
+ end_date=Timestamp("2021-12-31"),
312
+ month=11,
313
+ day=1,
314
+ offset=DateOffset(weekday=TH(4)),
315
+ )
316
+ USThanksgivingBefore2014 = Holiday(
317
+ "ThanksgivingFriday",
318
+ start_date=Timestamp("1942-01-01"),
319
+ end_date=Timestamp("2013-12-31"),
320
+ month=11,
321
+ day=1,
322
+ offset=DateOffset(weekday=TH(4)),
323
+ )
324
+ USThanksgivingAfter2014 = Holiday(
325
+ "ThanksgivingFriday",
326
+ start_date=Timestamp("2014-01-01"),
327
+ month=11,
328
+ day=1,
329
+ offset=DateOffset(weekday=TH(4)),
330
+ )
331
+
332
+
333
+ # The following Holidays shouldn't be set with the FR offset
334
+ # In 2013, Nov 1st is a friday, so the 4th Friday is before the 4th Thursday...
335
+ # the observance rule defined herafter fixes this
336
+
337
+ # USThanksgivingFridayBefore2022 = Holiday(
338
+ # 'ThanksgivingFriday',
339
+ # start_date=Timestamp('1942-01-01'),
340
+ # end_date=Timestamp('2021-12-31'),
341
+ # month=11, day=1,
342
+ # offset=DateOffset(weekday=FR(4)),
343
+ # )
344
+ #
345
+ # USThanksgivingFriday2022AndAfter = Holiday(
346
+ # 'ThanksgivingFriday',
347
+ # start_date=Timestamp('2022-01-01'),
348
+ # month=11, day=1,
349
+ # offset=DateOffset(weekday=FR(4)),
350
+ # )
351
+ # USThanksgivingFriday = Holiday(
352
+ # 'ThanksgivingFriday',
353
+ # month=11, day=1,
354
+ # offset=DateOffset(weekday=FR(4)),
355
+ # )
356
+
357
+
358
+ def fri_after_4th_thu(dt):
359
+ # dt will just be Nov 1st
360
+ diff_to_thu = 3 - dt.weekday()
361
+ if diff_to_thu < 0:
362
+ diff_to_thu += 7
363
+ return dt + datetime.timedelta(days=diff_to_thu + 22)
364
+
365
+
366
+ USThanksgivingFriday = Holiday(
367
+ "ThanksgivingFriday",
368
+ start_date=Timestamp("1942-01-01"),
369
+ month=11,
370
+ day=1,
371
+ observance=fri_after_4th_thu,
372
+ )
373
+
374
+ USThanksgivingFriday2022AndAfter = Holiday(
375
+ "ThanksgivingFriday",
376
+ start_date=Timestamp("2022-01-01"),
377
+ month=11,
378
+ day=1,
379
+ observance=fri_after_4th_thu,
380
+ )
381
+ # USThanksgivingFriday = Holiday(
382
+ # 'ThanksgivingFriday',
383
+ # month=11, day=1,
384
+ # observance= fri_after_4th_thu,
385
+ # )