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
pandas_market_calendars/holidays/cme_globex.py CHANGED
@@ -1,198 +1,214 @@
1
- from dateutil.relativedelta import (MO, TU, WE, TH, FR, SA, SU)
2
- from pandas import (DateOffset, Timestamp, date_range)
3
- from datetime import timedelta
4
- from pandas.tseries.holiday import (Holiday, nearest_workday, sunday_to_monday, Easter)
5
- from pandas.tseries.offsets import Day, CustomBusinessDay
6
-
7
- from pandas_market_calendars.market_calendar import ( MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY)
8
-
9
-
10
-
11
- ####################################################
12
- # US New Years Day Jan 1
13
- #####################################################
14
- USNewYearsDay = Holiday(
15
- 'New Years Day',
16
- month=1,
17
- day=1,
18
- start_date = Timestamp('1952-09-29'),
19
- #observance=sunday_to_monday,
20
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,)
21
- )
22
-
23
-
24
-
25
- #########################################################################
26
- # Martin Luther King Jr.
27
- # Starting 1998
28
- ##########################################################################
29
- USMartinLutherKingJrFrom2022 = Holiday(
30
- 'Dr. Martin Luther King Jr. Day',
31
- month=1,
32
- day=1,
33
- start_date=Timestamp('2022-01-01'),
34
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
35
- offset=DateOffset(weekday=MO(3)),
36
- )
37
-
38
- USMartinLutherKingJrPre2022 = Holiday(
39
- 'Dr. Martin Luther King Jr. Day',
40
- month=1,
41
- day=1,
42
- start_date=Timestamp('1998-01-01'),
43
- end_date=Timestamp("2021-12-31"),
44
- offset=DateOffset(weekday=MO(3)),
45
- )
46
-
47
-
48
- #########################################################################
49
- # US Presidents Day Feb
50
- ##########################################################################
51
- USPresidentsDayFrom2022 = Holiday('President''s Day',
52
- start_date=Timestamp('2022-01-01'),
53
- month=2, day=1,
54
- offset=DateOffset(weekday=MO(3)))
55
-
56
- USPresidentsDayPre2022 = Holiday('President''s Day',
57
- end_date=Timestamp('2021-12-31'),
58
- month=2, day=1,
59
- offset=DateOffset(weekday=MO(3)))
60
-
61
-
62
-
63
- ############################################################
64
- # Good Friday
65
- ############################################################
66
- GoodFriday = Holiday(
67
- "Good Friday 1908+",
68
- start_date=Timestamp('1908-01-01'),
69
- month=1,
70
- day=1,
71
- offset=[Easter(), Day(-2)]
72
- )
73
-
74
- ##################################################
75
- # US Memorial Day (Decoration Day) May 30
76
- ##################################################
77
- USMemorialDayFrom2022 = Holiday(
78
- 'Memorial Day',
79
- month=5,
80
- day=25,
81
- start_date=Timestamp('2022-01-01'),
82
- offset=DateOffset(weekday=MO(1)),
83
- )
84
-
85
- USMemorialDayPre2022 = Holiday(
86
- 'Memorial Day',
87
- month=5,
88
- day=25,
89
- end_date=Timestamp('2021-12-31'),
90
- offset=DateOffset(weekday=MO(1)),
91
- )
92
-
93
- #######################################
94
- # US Juneteenth (June 19th)
95
- #######################################
96
- USJuneteenthFrom2022 = Holiday(
97
- 'Juneteenth Starting at 2022',
98
- start_date=Timestamp('2022-06-19'),
99
- month=6, day=19,
100
- observance=nearest_workday,
101
- )
102
-
103
- #######################################
104
- # US Independence Day July 4
105
- #######################################
106
- USIndependenceDayFrom2022 = Holiday(
107
- 'July 4th',
108
- month=7,
109
- day=4,
110
- start_date=Timestamp('2022-01-01'),
111
- observance=nearest_workday,
112
- )
113
- USIndependenceDayPre2022 = Holiday(
114
- 'July 4th',
115
- month=7,
116
- day=4,
117
- end_date=Timestamp('2021-12-31'),
118
- observance=nearest_workday,
119
- )
120
-
121
-
122
- #################################################
123
- # US Labor Day Starting 1887
124
- #################################################
125
- USLaborDayFrom2022 = Holiday(
126
- 'Labor Day',
127
- month=9,
128
- day=1,
129
- start_date=Timestamp('2022-01-01'),
130
- offset=DateOffset(weekday=MO(1)),
131
- )
132
- USLaborDayPre2022 = Holiday(
133
- 'Labor Day',
134
- month=9,
135
- day=1,
136
- end_date=Timestamp('2021-12-31'),
137
- offset=DateOffset(weekday=MO(1)),
138
- )
139
- USLaborDay = Holiday(
140
- "Labor Day",
141
- month=9,
142
- day=1,
143
- start_date=Timestamp("1887-01-01"),
144
- offset=DateOffset(weekday=MO(1))
145
- )
146
-
147
-
148
- ################################################
149
- # US Thanksgiving Nov 30
150
- ################################################
151
- USThanksgivingDayFrom2022 = Holiday(
152
- 'Thanksgiving',
153
- start_date=Timestamp('2022-01-01'),
154
- month=11, day=1,
155
- offset=DateOffset(weekday=TH(4))
156
- )
157
-
158
- USThanksgivingDayPre2022 = Holiday(
159
- 'Thanksgiving',
160
- end_date=Timestamp('2021-12-31'),
161
- month=11, day=1,
162
- offset=DateOffset(weekday=TH(4))
163
- )
164
-
165
- FridayAfterThanksgiving = Holiday(
166
- 'Friday after Thanksgiving',
167
- month=11,
168
- day=1,
169
- offset=[DateOffset(weekday=TH(4)), Day(1)],
170
- )
171
-
172
- USThanksgivingFridayFrom2021 = Holiday(
173
- 'Thanksgiving Friday',
174
- month=11,
175
- day=1,
176
- offset=[DateOffset(weekday=TH(4)), Day(1)],
177
- start_date=Timestamp('2021-01-01'),
178
- )
179
-
180
- USThanksgivingFridayPre2021 = Holiday(
181
- 'Thanksgiving Friday',
182
- month=11,
183
- day=1,
184
- offset=[DateOffset(weekday=TH(4)), Day(1)],
185
- end_date=Timestamp('2020-12-31'),
186
- )
187
-
188
- ################################
189
- # Christmas Dec 25
190
- ################################
191
- ChristmasCME = Holiday(
192
- 'Christmas',
193
- month=12,
194
- day=25,
195
- start_date=Timestamp('1999-01-01'),
196
- observance=nearest_workday,
197
- )
198
-
1
+ from dateutil.relativedelta import MO, TH
2
+ from pandas import DateOffset, Timestamp
3
+ from pandas.tseries.holiday import Holiday, nearest_workday, Easter
4
+ from pandas.tseries.offsets import Day
5
+
6
+ from pandas_market_calendars.market_calendar import (
7
+ MONDAY,
8
+ TUESDAY,
9
+ WEDNESDAY,
10
+ THURSDAY,
11
+ FRIDAY,
12
+ )
13
+
14
+ ####################################################
15
+ # US New Years Day Jan 1
16
+ #####################################################
17
+ USNewYearsDay = Holiday(
18
+ "New Years Day",
19
+ month=1,
20
+ day=1,
21
+ start_date=Timestamp("1952-09-29"),
22
+ # observance=sunday_to_monday,
23
+ days_of_week=(
24
+ MONDAY,
25
+ TUESDAY,
26
+ WEDNESDAY,
27
+ THURSDAY,
28
+ FRIDAY,
29
+ ),
30
+ )
31
+
32
+ #########################################################################
33
+ # Martin Luther King Jr.
34
+ # Starting 1998
35
+ ##########################################################################
36
+ USMartinLutherKingJrFrom2022 = Holiday(
37
+ "Dr. Martin Luther King Jr. Day",
38
+ month=1,
39
+ day=1,
40
+ start_date=Timestamp("2022-01-01"),
41
+ days_of_week=(
42
+ MONDAY,
43
+ TUESDAY,
44
+ WEDNESDAY,
45
+ THURSDAY,
46
+ FRIDAY,
47
+ ),
48
+ offset=DateOffset(weekday=MO(3)),
49
+ )
50
+
51
+ USMartinLutherKingJrPre2022 = Holiday(
52
+ "Dr. Martin Luther King Jr. Day",
53
+ month=1,
54
+ day=1,
55
+ start_date=Timestamp("1998-01-01"),
56
+ end_date=Timestamp("2021-12-31"),
57
+ offset=DateOffset(weekday=MO(3)),
58
+ )
59
+
60
+ #########################################################################
61
+ # US Presidents Day Feb
62
+ ##########################################################################
63
+ USPresidentsDayFrom2022 = Holiday(
64
+ "President" "s Day",
65
+ start_date=Timestamp("2022-01-01"),
66
+ month=2,
67
+ day=1,
68
+ offset=DateOffset(weekday=MO(3)),
69
+ )
70
+
71
+ USPresidentsDayPre2022 = Holiday(
72
+ "President" "s Day",
73
+ end_date=Timestamp("2021-12-31"),
74
+ month=2,
75
+ day=1,
76
+ offset=DateOffset(weekday=MO(3)),
77
+ )
78
+
79
+ ############################################################
80
+ # Good Friday
81
+ ############################################################
82
+ GoodFriday = Holiday(
83
+ "Good Friday 1908+",
84
+ start_date=Timestamp("1908-01-01"),
85
+ month=1,
86
+ day=1,
87
+ offset=[Easter(), Day(-2)],
88
+ )
89
+
90
+ ##################################################
91
+ # US Memorial Day (Decoration Day) May 30
92
+ ##################################################
93
+ USMemorialDayFrom2022 = Holiday(
94
+ "Memorial Day",
95
+ month=5,
96
+ day=25,
97
+ start_date=Timestamp("2022-01-01"),
98
+ offset=DateOffset(weekday=MO(1)),
99
+ )
100
+
101
+ USMemorialDayPre2022 = Holiday(
102
+ "Memorial Day",
103
+ month=5,
104
+ day=25,
105
+ end_date=Timestamp("2021-12-31"),
106
+ offset=DateOffset(weekday=MO(1)),
107
+ )
108
+
109
+ #######################################
110
+ # US Juneteenth (June 19th)
111
+ #######################################
112
+ USJuneteenthFrom2022 = Holiday(
113
+ "Juneteenth Starting at 2022",
114
+ start_date=Timestamp("2022-06-19"),
115
+ month=6,
116
+ day=19,
117
+ observance=nearest_workday,
118
+ )
119
+
120
+ #######################################
121
+ # US Independence Day July 4
122
+ #######################################
123
+ USIndependenceDayFrom2022 = Holiday(
124
+ "July 4th",
125
+ month=7,
126
+ day=4,
127
+ start_date=Timestamp("2022-01-01"),
128
+ observance=nearest_workday,
129
+ )
130
+ USIndependenceDayPre2022 = Holiday(
131
+ "July 4th",
132
+ month=7,
133
+ day=4,
134
+ end_date=Timestamp("2021-12-31"),
135
+ observance=nearest_workday,
136
+ )
137
+
138
+ #################################################
139
+ # US Labor Day Starting 1887
140
+ #################################################
141
+ USLaborDayFrom2022 = Holiday(
142
+ "Labor Day",
143
+ month=9,
144
+ day=1,
145
+ start_date=Timestamp("2022-01-01"),
146
+ offset=DateOffset(weekday=MO(1)),
147
+ )
148
+ USLaborDayPre2022 = Holiday(
149
+ "Labor Day",
150
+ month=9,
151
+ day=1,
152
+ end_date=Timestamp("2021-12-31"),
153
+ offset=DateOffset(weekday=MO(1)),
154
+ )
155
+ USLaborDay = Holiday(
156
+ "Labor Day",
157
+ month=9,
158
+ day=1,
159
+ start_date=Timestamp("1887-01-01"),
160
+ offset=DateOffset(weekday=MO(1)),
161
+ )
162
+
163
+ ################################################
164
+ # US Thanksgiving Nov 30
165
+ ################################################
166
+ USThanksgivingDayFrom2022 = Holiday(
167
+ "Thanksgiving",
168
+ start_date=Timestamp("2022-01-01"),
169
+ month=11,
170
+ day=1,
171
+ offset=DateOffset(weekday=TH(4)),
172
+ )
173
+
174
+ USThanksgivingDayPre2022 = Holiday(
175
+ "Thanksgiving",
176
+ end_date=Timestamp("2021-12-31"),
177
+ month=11,
178
+ day=1,
179
+ offset=DateOffset(weekday=TH(4)),
180
+ )
181
+
182
+ FridayAfterThanksgiving = Holiday(
183
+ "Friday after Thanksgiving",
184
+ month=11,
185
+ day=1,
186
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
187
+ )
188
+
189
+ USThanksgivingFridayFrom2021 = Holiday(
190
+ "Thanksgiving Friday",
191
+ month=11,
192
+ day=1,
193
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
194
+ start_date=Timestamp("2021-01-01"),
195
+ )
196
+
197
+ USThanksgivingFridayPre2021 = Holiday(
198
+ "Thanksgiving Friday",
199
+ month=11,
200
+ day=1,
201
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
202
+ end_date=Timestamp("2020-12-31"),
203
+ )
204
+
205
+ ################################
206
+ # Christmas Dec 25
207
+ ################################
208
+ ChristmasCME = Holiday(
209
+ "Christmas",
210
+ month=12,
211
+ day=25,
212
+ start_date=Timestamp("1999-01-01"),
213
+ observance=nearest_workday,
214
+ )