pandas-market-calendars 4.3.1__py3-none-any.whl → 4.3.3__py3-none-any.whl
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- 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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from dateutil.relativedelta import MO
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from pandas import DateOffset, Timestamp
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from pandas.tseries.holiday import Holiday, sunday_to_monday
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from pandas_market_calendars.holidays.jpx_equinox import
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Timestamp(
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JapanMountainDay2021NextDay = Holiday(
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from dateutil.relativedelta import MO
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from pandas import DateOffset, Timestamp
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from pandas.tseries.holiday import Holiday, sunday_to_monday
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from pandas_market_calendars.holidays.jpx_equinox import (
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autumnal_citizen_dates,
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autumnal_equinox,
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vernal_equinox,
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)
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AscensionDays = [
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Timestamp("2019-04-30", tz="UTC"), # National Holiday
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Timestamp("2019-05-01", tz="UTC"), # Ascension Day
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Timestamp("2019-05-02", tz="UTC"), # National Holiday
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]
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MarriageDays = [
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Timestamp("1959-04-10", tz="UTC"), # Akihito
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Timestamp("1993-06-09", tz="UTC"), # Naruhito
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]
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FuneralShowa = [
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Timestamp("1989-02-24", tz="UTC"),
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]
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EnthronementDays = [
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Timestamp("1990-11-12", tz="UTC"), # Akihito
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Timestamp("2019-10-22", tz="UTC"), # Naruhito
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]
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AutumnalCitizenDates = autumnal_citizen_dates()
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NoN225IndexPrices = [
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# source: https://indexes.nikkei.co.jp/en/nkave/archives/data
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# TODO: determine if these dates were also national holidays
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Timestamp("1951-02-15", tz="UTC"),
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Timestamp("1953-02-09", tz="UTC"),
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Timestamp("1954-10-26", tz="UTC"),
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Timestamp("1959-04-10", tz="UTC"),
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]
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EquityTradingSystemFailure = [
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# The Failure of Equity Trading System on October 1, 2020
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# source: https://www.jpx.co.jp/english/corporate/news/news-releases/0060/20201019-01.html
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Timestamp("2020-10-01", tz="UTC"),
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]
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JapanNewYearsDay2 = Holiday(
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name="New Year's Day",
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month=1,
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day=2,
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observance=sunday_to_monday,
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)
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JapanNewYearsDay3 = Holiday(
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name="New Year's Day",
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month=1,
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day=3,
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)
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JapanComingOfAgeDay1951To1973 = Holiday(
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name="Coming of Age Day",
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month=1,
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day=15,
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start_date=Timestamp(1951, 1, 1),
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end_date=Timestamp(1973, 12, 31),
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)
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JapanComingOfAgeDay1974To1999 = Holiday(
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name="Coming of Age Day",
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month=1,
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day=15,
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start_date=Timestamp(1974, 1, 1),
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end_date=Timestamp(1999, 12, 31),
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observance=sunday_to_monday,
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)
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JapanComingOfAgeDay = Holiday( # second monday of january
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name="Coming of Age Day",
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month=1,
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day=1,
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start_date=Timestamp(2000, 1, 1),
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offset=DateOffset(weekday=MO(2)),
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)
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JapanNationalFoundationDay1969To1973 = Holiday(
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name="National Foundation Day",
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month=2,
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day=11,
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+
start_date=Timestamp(1969, 1, 1), # also held 1872 to 1948 as Kigen-setsu
|
91
|
+
end_date=Timestamp(1973, 12, 31),
|
92
|
+
)
|
93
|
+
|
94
|
+
JapanNationalFoundationDay = Holiday(
|
95
|
+
name="National Foundation Day",
|
96
|
+
month=2,
|
97
|
+
day=11,
|
98
|
+
start_date=Timestamp(1974, 1, 1),
|
99
|
+
observance=sunday_to_monday,
|
100
|
+
)
|
101
|
+
|
102
|
+
JapanEmperorsBirthday = Holiday(
|
103
|
+
name="The Emperor's Birthday",
|
104
|
+
month=2,
|
105
|
+
day=23,
|
106
|
+
start_date=Timestamp(2020, 1, 1),
|
107
|
+
observance=sunday_to_monday,
|
108
|
+
)
|
109
|
+
|
110
|
+
JapanVernalEquinox = Holiday(
|
111
|
+
name="Vernal Equinox", month=3, day=20, observance=vernal_equinox
|
112
|
+
)
|
113
|
+
|
114
|
+
JapanShowaDayUntil1972 = Holiday(
|
115
|
+
name="Showa Day", month=4, day=29, end_date=Timestamp(1972, 12, 31) # 1965
|
116
|
+
)
|
117
|
+
|
118
|
+
JapanShowaDay = Holiday(
|
119
|
+
name="Showa Day",
|
120
|
+
month=4,
|
121
|
+
day=29,
|
122
|
+
start_date=Timestamp(1973, 1, 1),
|
123
|
+
observance=sunday_to_monday,
|
124
|
+
)
|
125
|
+
|
126
|
+
JapanConstitutionMemorialDayUntil1972 = Holiday(
|
127
|
+
name="Constitution Memorial Day",
|
128
|
+
month=5,
|
129
|
+
day=3,
|
130
|
+
start_date=Timestamp(1948, 1, 1),
|
131
|
+
end_date=Timestamp(1972, 12, 31),
|
132
|
+
)
|
133
|
+
|
134
|
+
JapanConstitutionMemorialDay = Holiday(
|
135
|
+
name="Constitution Memorial Day",
|
136
|
+
month=5,
|
137
|
+
day=3,
|
138
|
+
start_date=Timestamp(1973, 1, 1),
|
139
|
+
observance=sunday_to_monday,
|
140
|
+
)
|
141
|
+
|
142
|
+
JapanGreeneryDay = Holiday(
|
143
|
+
name="Greenery Day", # prior to 1985 was a Citizen's Day
|
144
|
+
month=5,
|
145
|
+
day=4,
|
146
|
+
start_date=Timestamp(1985, 1, 1),
|
147
|
+
observance=sunday_to_monday,
|
148
|
+
)
|
149
|
+
|
150
|
+
JapanChildrensDayUntil1972 = Holiday(
|
151
|
+
name="Children's Day",
|
152
|
+
month=5,
|
153
|
+
day=5,
|
154
|
+
start_date=Timestamp(1948, 1, 1),
|
155
|
+
end_date=Timestamp(1972, 12, 31),
|
156
|
+
)
|
157
|
+
|
158
|
+
JapanChildrensDay = Holiday(
|
159
|
+
name="Children's Day",
|
160
|
+
month=5,
|
161
|
+
day=5,
|
162
|
+
start_date=Timestamp(1973, 1, 1),
|
163
|
+
observance=sunday_to_monday,
|
164
|
+
)
|
165
|
+
|
166
|
+
# starting in 2007, there can be a holiday on May 6 if May 3 or 4 falls on a Sunday
|
167
|
+
JapanGoldenWeekBonusDay = Holiday(
|
168
|
+
name="Golden Week Bonus Day",
|
169
|
+
month=5,
|
170
|
+
day=6,
|
171
|
+
start_date=Timestamp(2007, 1, 1),
|
172
|
+
days_of_week=(1, 2),
|
173
|
+
)
|
174
|
+
|
175
|
+
JapanMarineDay1996To2002 = Holiday(
|
176
|
+
name="Marine Day",
|
177
|
+
month=7,
|
178
|
+
day=20,
|
179
|
+
start_date=Timestamp(1996, 1, 1),
|
180
|
+
end_date=Timestamp(2002, 12, 31),
|
181
|
+
observance=sunday_to_monday,
|
182
|
+
)
|
183
|
+
|
184
|
+
JapanMarineDay2003To2019 = Holiday(
|
185
|
+
name="Marine Day",
|
186
|
+
month=7,
|
187
|
+
day=1,
|
188
|
+
start_date=Timestamp(2003, 1, 1),
|
189
|
+
end_date=Timestamp(2019, 12, 31),
|
190
|
+
offset=DateOffset(weekday=MO(3)),
|
191
|
+
)
|
192
|
+
|
193
|
+
JapanMarineDay2020 = Holiday(
|
194
|
+
name="Marine Day", # shift for Olympics
|
195
|
+
year=2020,
|
196
|
+
month=7,
|
197
|
+
day=23,
|
198
|
+
)
|
199
|
+
|
200
|
+
JapanMarineDay2021 = Holiday(
|
201
|
+
name="Marine Day",
|
202
|
+
# shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
|
203
|
+
year=2021,
|
204
|
+
month=7,
|
205
|
+
day=22,
|
206
|
+
)
|
207
|
+
|
208
|
+
JapanMarineDay = Holiday(
|
209
|
+
name="Marine Day",
|
210
|
+
month=7,
|
211
|
+
day=1,
|
212
|
+
start_date=Timestamp(2022, 1, 1),
|
213
|
+
offset=DateOffset(weekday=MO(3)),
|
214
|
+
)
|
215
|
+
|
216
|
+
JapanMountainDay2016to2019 = Holiday(
|
217
|
+
name="Mountain Day",
|
218
|
+
month=8,
|
219
|
+
day=11,
|
220
|
+
start_date=Timestamp(2016, 1, 1),
|
221
|
+
end_date=Timestamp(2019, 12, 31),
|
222
|
+
observance=sunday_to_monday,
|
223
|
+
)
|
224
|
+
|
225
|
+
JapanMountainDay2020 = Holiday(
|
226
|
+
name="Mountain Day", # shift for Olympics
|
227
|
+
year=2020,
|
228
|
+
month=8,
|
229
|
+
day=10,
|
230
|
+
)
|
231
|
+
|
232
|
+
JapanMountainDay2021 = Holiday(
|
233
|
+
name="Mountain Day",
|
234
|
+
# shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
|
235
|
+
year=2021,
|
236
|
+
month=8,
|
237
|
+
day=8,
|
238
|
+
)
|
239
|
+
|
240
|
+
JapanMountainDay2021NextDay = Holiday(
|
241
|
+
name="Mountain Day",
|
242
|
+
# shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
|
243
|
+
year=2021,
|
244
|
+
month=8,
|
245
|
+
day=9,
|
246
|
+
)
|
247
|
+
|
248
|
+
JapanMountainDay = Holiday(
|
249
|
+
name="Mountain Day",
|
250
|
+
month=8,
|
251
|
+
day=11,
|
252
|
+
start_date=Timestamp(2022, 1, 1),
|
253
|
+
observance=sunday_to_monday,
|
254
|
+
)
|
255
|
+
|
256
|
+
JapanRespectForTheAgedDay1966To1972 = Holiday(
|
257
|
+
name="Respect for the Aged Day",
|
258
|
+
month=9,
|
259
|
+
day=15,
|
260
|
+
start_date=Timestamp(1966, 1, 1),
|
261
|
+
end_date=Timestamp(1972, 12, 31),
|
262
|
+
)
|
263
|
+
|
264
|
+
JapanRespectForTheAgedDay1973To2002 = Holiday(
|
265
|
+
name="Respect for the Aged Day",
|
266
|
+
month=9,
|
267
|
+
day=15,
|
268
|
+
start_date=Timestamp(1973, 1, 1),
|
269
|
+
end_date=Timestamp(2002, 12, 31),
|
270
|
+
observance=sunday_to_monday,
|
271
|
+
)
|
272
|
+
|
273
|
+
JapanRespectForTheAgedDay = Holiday(
|
274
|
+
name="Respect for the Aged Day",
|
275
|
+
month=9,
|
276
|
+
day=1,
|
277
|
+
start_date=Timestamp(2003, 1, 1),
|
278
|
+
offset=DateOffset(weekday=MO(3)),
|
279
|
+
)
|
280
|
+
|
281
|
+
# Citizen's Day added in some years between Respect for Aged and Autumnal Equinox
|
282
|
+
|
283
|
+
JapanAutumnalEquinox = Holiday(
|
284
|
+
name="Autumnal Equinox",
|
285
|
+
month=9,
|
286
|
+
day=22,
|
287
|
+
observance=autumnal_equinox,
|
288
|
+
)
|
289
|
+
|
290
|
+
JapanHealthAndSportsDay1966To1972 = Holiday(
|
291
|
+
name="Health and Sports Day",
|
292
|
+
month=10,
|
293
|
+
day=10,
|
294
|
+
start_date=Timestamp(1966, 1, 1),
|
295
|
+
end_date=Timestamp(1972, 12, 31),
|
296
|
+
)
|
297
|
+
|
298
|
+
JapanHealthAndSportsDay1973To1999 = Holiday(
|
299
|
+
name="Health and Sports Day",
|
300
|
+
month=10,
|
301
|
+
day=10,
|
302
|
+
start_date=Timestamp(1973, 1, 1),
|
303
|
+
end_date=Timestamp(1999, 12, 31),
|
304
|
+
observance=sunday_to_monday,
|
305
|
+
)
|
306
|
+
|
307
|
+
JapanHealthAndSportsDay2000To2019 = Holiday(
|
308
|
+
name="Health and Sports Day",
|
309
|
+
month=10,
|
310
|
+
day=1,
|
311
|
+
start_date=Timestamp(2000, 1, 1),
|
312
|
+
end_date=Timestamp(2019, 12, 31),
|
313
|
+
offset=DateOffset(weekday=MO(2)),
|
314
|
+
)
|
315
|
+
|
316
|
+
JapanSportsDay2020 = Holiday(
|
317
|
+
name="Sports Day", # shift for Olympics
|
318
|
+
year=2020,
|
319
|
+
month=7,
|
320
|
+
day=24,
|
321
|
+
)
|
322
|
+
|
323
|
+
JapanSportsDay2021 = Holiday(
|
324
|
+
name="Sports Day",
|
325
|
+
# shift for Olympics (Olympics and Paralympics postponed until 2021 due to the COVID-19 pandemic)
|
326
|
+
year=2021,
|
327
|
+
month=7,
|
328
|
+
day=23,
|
329
|
+
)
|
330
|
+
|
331
|
+
JapanSportsDay = Holiday(
|
332
|
+
name="Sports Day",
|
333
|
+
month=10,
|
334
|
+
day=1,
|
335
|
+
start_date=Timestamp(2022, 1, 1),
|
336
|
+
offset=DateOffset(weekday=MO(2)),
|
337
|
+
)
|
338
|
+
|
339
|
+
JapanCultureDayUntil1972 = Holiday(
|
340
|
+
name="Culture Day", # prior to 1948 Emperor Meiji's Birthday
|
341
|
+
month=11,
|
342
|
+
day=3,
|
343
|
+
start_date=Timestamp(1948, 1, 1),
|
344
|
+
end_date=Timestamp(1972, 12, 31),
|
345
|
+
)
|
346
|
+
|
347
|
+
JapanCultureDay = Holiday(
|
348
|
+
name="Culture Day",
|
349
|
+
month=11,
|
350
|
+
day=3,
|
351
|
+
start_date=Timestamp(1973, 1, 1),
|
352
|
+
observance=sunday_to_monday,
|
353
|
+
)
|
354
|
+
|
355
|
+
JapanLaborThanksgivingDayUntil1972 = Holiday(
|
356
|
+
name="Labor Thanksgiving Day", # prior to 1948 harvest festival Niiname-sai
|
357
|
+
month=11,
|
358
|
+
day=23,
|
359
|
+
end_date=Timestamp(1972, 12, 31),
|
360
|
+
)
|
361
|
+
|
362
|
+
JapanLaborThanksgivingDay = Holiday(
|
363
|
+
name="Labor Thanksgiving Day",
|
364
|
+
month=11,
|
365
|
+
day=23,
|
366
|
+
start_date=Timestamp(1973, 1, 1),
|
367
|
+
observance=sunday_to_monday,
|
368
|
+
)
|
369
|
+
|
370
|
+
JapanEmperorAkahitosBirthday = Holiday(
|
371
|
+
name="Emperor Akahito's Birthday",
|
372
|
+
month=12,
|
373
|
+
day=23,
|
374
|
+
start_date=Timestamp(1990, 1, 1),
|
375
|
+
end_date=Timestamp(2018, 12, 31),
|
376
|
+
observance=sunday_to_monday,
|
377
|
+
)
|
378
|
+
|
379
|
+
JapanDecember29Until1988 = Holiday(
|
380
|
+
name="Closed Decenber 29",
|
381
|
+
month=12,
|
382
|
+
day=29,
|
383
|
+
end_date=Timestamp(1988, 12, 31),
|
384
|
+
)
|
385
|
+
|
386
|
+
JapanDecember30Until1988 = Holiday(
|
387
|
+
name="Closed December 30",
|
388
|
+
month=12,
|
389
|
+
day=30,
|
390
|
+
end_date=Timestamp(1988, 12, 31),
|
391
|
+
)
|
392
|
+
|
393
|
+
JapanBeforeNewYearsDay = Holiday(
|
394
|
+
name="Before New Year's Day", # prior to 1948 harvest festival Niname-sai
|
395
|
+
month=12,
|
396
|
+
day=31,
|
397
|
+
observance=sunday_to_monday,
|
398
|
+
)
|