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/nyse.py CHANGED
@@ -1,1472 +1,1531 @@
1
- import pandas as pd
2
- from dateutil.relativedelta import (MO, TH, TU)
3
- from pandas import (DateOffset, Timestamp, date_range)
4
- from datetime import timedelta
5
- from pandas.tseries.holiday import (Holiday, nearest_workday, sunday_to_monday, Easter)
6
- from pandas.tseries.offsets import Day, CustomBusinessDay
7
-
8
- from pandas_market_calendars.market_calendar import ( MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY)
9
-
10
- ################################################################################################
11
- # main reference:
12
- # https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
13
- #
14
- # See nyse.py for details
15
- #################################################################################################
16
-
17
- def previous_saturday(dt):
18
- """
19
- If holiday falls on Sunday, Monday or Tuesday, Saturday there is no trading
20
- """
21
- if dt.weekday() == MONDAY:
22
- return dt - timedelta(2)
23
- elif dt.weekday() == TUESDAY:
24
- return dt - timedelta(3)
25
- elif dt.weekday() == SUNDAY:
26
- return dt - timedelta(1)
27
- return dt
28
-
29
- def next_saturday(dt):
30
- """
31
- If holiday falls on Thursday or Friday, the next Saturday there is no trading
32
- """
33
- if dt.weekday() == THURSDAY:
34
- return dt + timedelta(2)
35
- elif dt.weekday() == FRIDAY:
36
- return dt + timedelta(1)
37
- return dt
38
-
39
- ####################################################
40
- # US New Years Day Jan 1
41
- # Closed every year since the stock market opened
42
- #####################################################
43
- USNewYearsDayNYSEpost1952 = Holiday(
44
- 'New Years Day',
45
- month=1,
46
- day=1,
47
- start_date = Timestamp('1952-09-29'),
48
- # When Jan 1 is a Sunday, US markets observe the subsequent Monday.
49
- # When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
50
- observance=sunday_to_monday,
51
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,)
52
- )
53
-
54
- USNewYearsDayNYSEpre1952 = Holiday(
55
- 'New Years Day Before Saturday Trading Ceased',
56
- month=1,
57
- day=1,
58
- end_date = Timestamp('1952-09-28'),
59
- observance=sunday_to_monday,
60
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY,)
61
- )
62
-
63
- NewYearsEve1pmCloseAdhoc = [
64
- #Timestamp('1999-12-31', tz='UTC'), # Disputed. Not in reference source
65
- ]
66
-
67
- # Not every Saturday before/after Christmas is a holiday
68
- SatBeforeNewYearsAdhoc = [
69
- Timestamp('1916-12-30', tz='UTC')
70
- ]
71
-
72
- USMartinLutherKingJrAfter1998 = Holiday(
73
- 'Dr. Martin Luther King Jr. Day',
74
- month=1,
75
- day=1,
76
- # The US markets didn't observe MLK day as a holiday until 1998.
77
- start_date=Timestamp('1998-01-01'),
78
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
79
- offset=DateOffset(weekday=MO(3)),
80
- )
81
- #########################################################################
82
- # US Presidents Day Feb
83
- # Lincoln's birthday closed every year 1896-1953
84
- # Washington's birthday closed every year. Observed Mondays since 1971
85
- # Grant's birthday was celebrated once in 1897
86
- ##########################################################################
87
- USPresidentsDay = Holiday('President''s Day',
88
- start_date=Timestamp('1971-01-01'),
89
- month=2, day=1,
90
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
91
- offset=DateOffset(weekday=MO(3)))
92
-
93
- USWashingtonsBirthDayBefore1952 = Holiday(
94
- 'Washington''s Birthday',
95
- month=2,
96
- day=22,
97
- end_date=Timestamp('1952-09-28'),
98
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY,),
99
- observance=sunday_to_monday,
100
- )
101
- USWashingtonsBirthDay1952to1963 = Holiday(
102
- 'Washington''s Birthday',
103
- month=2,
104
- day=22,
105
- start_date=Timestamp('1952-09-29'),
106
- end_date=Timestamp('1963-12-31'),
107
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY,),
108
- observance=sunday_to_monday,
109
- )
110
-
111
- USWashingtonsBirthDay1964to1970 = Holiday(
112
- 'Washington''s Birthday',
113
- month=2,
114
- day=22,
115
- start_date=Timestamp('1964-01-01'),
116
- end_date=Timestamp('1970-12-31'),
117
- observance=nearest_workday,
118
- )
119
- # Not all Saturdays before Washingtons birthday were holidays (e.g. 1920)
120
- SatBeforeWashingtonsBirthdayAdhoc = [
121
- Timestamp('1903-02-21', tz='UTC'),
122
- ]
123
- # Not all Saturdays after Washington's brithday were holidays (e.g. 1918)
124
- SatAfterWashingtonsBirthdayAdhoc = [
125
- Timestamp('1901-02-23', tz='UTC'),
126
- Timestamp('1907-02-23', tz='UTC'),
127
- Timestamp('1929-02-23', tz='UTC'),
128
- Timestamp('1946-02-23', tz='UTC')
129
- ]
130
-
131
- USLincolnsBirthDayBefore1954 = Holiday(
132
- 'Lincoln''s Birthday',
133
- month=2,
134
- day=12,
135
- start_date=Timestamp('1896-01-01'),
136
- end_date=Timestamp('1953-12-31'),
137
- observance=sunday_to_monday,
138
- )
139
- # Not all Saturdays before/after Lincoln's birthday were holidays
140
- SatBeforeAfterLincolnsBirthdayAdhoc = [
141
- Timestamp('1899-02-11', tz='UTC'),
142
- Timestamp('1909-02-13', tz='UTC')
143
- ]
144
-
145
- # 1968-02-12. Offices were open but trading floor was closed
146
- LincolnsBirthDayAdhoc = [Timestamp('1968-02-12', tz='UTC')]
147
-
148
- GrantsBirthDayAdhoc = [Timestamp('1897-04-27', tz='UTC')]
149
-
150
- ############################################################
151
- # Good Friday
152
- # closed every year except 1898, 1906, and 1907
153
- ############################################################
154
- GoodFriday = Holiday(
155
- "Good Friday 1908+",
156
- start_date=Timestamp('1908-01-01'),
157
- month=1,
158
- day=1,
159
- offset=[Easter(), Day(-2)]
160
- )
161
- GoodFridayPre1898 = Holiday(
162
- "Good Friday Before 1898",
163
- start_date=Timestamp('1885-01-01'),
164
- end_date=Timestamp('1897-12-31'),
165
- month=1,
166
- day=1,
167
- offset=[Easter(), Day(-2)]
168
- )
169
- GoodFriday1899to1905 = Holiday(
170
- "Good Friday 1899 to 1905",
171
- start_date=Timestamp('1899-01-01'),
172
- end_date=Timestamp('1905-12-31'),
173
- month=1,
174
- day=1,
175
- offset=[Easter(), Day(-2)]
176
- )
177
- #Not every saturday after Good Friday is a holiday (e.g. 1904)
178
- SatAfterGoodFridayAdhoc = [
179
- Timestamp("1900-04-14", tz='UTC'),
180
- Timestamp("1901-04-06", tz='UTC'),
181
- Timestamp("1902-03-29", tz='UTC'),
182
- Timestamp("1903-04-11", tz='UTC'),
183
- Timestamp("1905-04-22", tz='UTC'),
184
- Timestamp("1907-03-30", tz='UTC'),
185
- Timestamp("1908-04-18", tz='UTC'),
186
- Timestamp("1909-04-10", tz='UTC'),
187
- Timestamp("1910-03-26", tz='UTC'),
188
- Timestamp("1911-04-15", tz='UTC'),
189
- Timestamp("1913-03-22", tz='UTC'),
190
- Timestamp("1920-04-03", tz='UTC'),
191
- Timestamp("1929-03-30", tz='UTC'),
192
- Timestamp("1930-04-19", tz='UTC')
193
- ]
194
-
195
- ##################################################
196
- # US Memorial Day (Decoration Day) May 30
197
- # Closed every year since 1873
198
- # Observed on Monday since 1971
199
- ##################################################
200
- USMemorialDay = Holiday(
201
- 'Memorial Day',
202
- month=5,
203
- day=25,
204
- start_date=Timestamp('1971-01-01'),
205
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
206
- offset=DateOffset(weekday=MO(1)),
207
- )
208
- USMemorialDayBefore1952 = Holiday(
209
- 'Memorial Day',
210
- month=5,
211
- day=30,
212
- end_date=Timestamp('1952-09-28'),
213
- observance=sunday_to_monday,
214
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY)
215
- )
216
- USMemorialDay1952to1964 = Holiday(
217
- 'Memorial Day',
218
- month=5,
219
- day=30,
220
- start_date=Timestamp('1952-09-29'),
221
- end_date=Timestamp('1963-12-31'),
222
- observance=sunday_to_monday,
223
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY)
224
- )
225
-
226
- USMemorialDay1964to1969 = Holiday(
227
- 'Memorial Day',
228
- month=5,
229
- day=30,
230
- start_date=Timestamp('1964-01-01'),
231
- end_date=Timestamp('1969-12-31'),
232
- observance=nearest_workday,
233
- )
234
-
235
- # Not all Saturdays before/after Decoration Day were observed
236
- SatBeforeDecorationAdhoc = [
237
- Timestamp('1904-05-28', tz='UTC'),
238
- Timestamp('1909-05-29', tz='UTC'),
239
- Timestamp('1910-05-28', tz='UTC'),
240
- Timestamp('1921-05-28', tz='UTC'),
241
- Timestamp('1926-05-29', tz='UTC'),
242
- Timestamp('1937-05-29', tz='UTC'),
243
- ]
244
- SatAfterDecorationAdhoc = [
245
- Timestamp('1902-05-31', tz='UTC'),
246
- Timestamp('1913-05-31', tz='UTC'),
247
- Timestamp('1919-05-31', tz='UTC'),
248
- Timestamp('1924-05-31', tz='UTC'),
249
- Timestamp('1930-05-31', tz='UTC'),
250
- ]
251
-
252
- DayBeforeDecorationAdhoc = [
253
- Timestamp('1899-05-29', tz='UTC'),
254
- Timestamp('1961-05-29', tz='UTC')
255
- ]
256
-
257
- #######################################
258
- # US Juneteenth (June 19th)
259
- #######################################
260
- USJuneteenthAfter2022 = Holiday(
261
- 'Juneteenth Starting at 2022',
262
- start_date=Timestamp('2022-06-19'),
263
- month=6, day=19,
264
- observance=nearest_workday,
265
- )
266
-
267
- #######################################
268
- # US Independence Day July 4
269
- #######################################
270
- USIndependenceDay = Holiday(
271
- 'July 4th',
272
- month=7,
273
- day=4,
274
- start_date=Timestamp('1954-01-01'),
275
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
276
- observance=nearest_workday,
277
- )
278
- USIndependenceDayPre1952 = Holiday(
279
- 'July 4th',
280
- month=7,
281
- day=4,
282
- end_date=Timestamp('1952-09-28'),
283
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY),
284
- observance=sunday_to_monday,
285
- )
286
- USIndependenceDay1952to1954 = Holiday(
287
- 'July 4th',
288
- month=7,
289
- day=4,
290
- start_date=Timestamp('1952-09-29'),
291
- end_date=Timestamp('1953-12-31'),
292
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
293
- observance=sunday_to_monday,
294
- )
295
-
296
- MonTuesThursBeforeIndependenceDay = Holiday(
297
- # When July 4th is a Tuesday, Wednesday, or Friday, the previous day is a
298
- # half day.
299
- 'Mondays, Tuesdays, and Thursdays Before Independence Day',
300
- month=7,
301
- day=3,
302
- days_of_week=(MONDAY, TUESDAY, THURSDAY),
303
- start_date=Timestamp("1995-01-01"),
304
- )
305
-
306
- FridayAfterIndependenceDayNYSEpre2013 = Holiday(
307
- # When July 4th is a Thursday, the next day is a half day prior to 2013.
308
- # Since 2013 the early close is on Wednesday and Friday is a full day
309
- "Fridays after Independence Day prior to 2013",
310
- month=7,
311
- day=5,
312
- days_of_week=(FRIDAY,),
313
- start_date=Timestamp("1996-01-01"),
314
- end_date=Timestamp("2012-12-31"),
315
- )
316
-
317
- WednesdayBeforeIndependenceDayPost2013 = Holiday(
318
- # When July 4th is a Thursday, the next day is a half day prior to 2013.
319
- # Since 2013 the early close is on Wednesday and Friday is a full day
320
- "Wednesdays Before Independence Day including and after 2013",
321
- month=7,
322
- day=3,
323
- days_of_week=(WEDNESDAY,),
324
- start_date=Timestamp("2013-01-01"),
325
- )
326
-
327
- MonBeforeIndependenceDayAdhoc = [
328
- Timestamp('1899-07-03', tz='UTC'),
329
- ]
330
-
331
- # Not all Saturdays before/after Independence day are observed
332
- SatBeforeIndependenceDayAdhoc = [
333
- Timestamp('1887-07-02', tz='UTC'),
334
- Timestamp('1892-07-02', tz='UTC'),
335
- Timestamp('1898-07-02', tz='UTC'),
336
- Timestamp('1904-07-02', tz='UTC'),
337
- Timestamp('1909-07-03', tz='UTC'),
338
- Timestamp('1910-07-02', tz='UTC'),
339
- Timestamp('1920-07-03', tz='UTC'),
340
- Timestamp('1921-07-02', tz='UTC'),
341
- Timestamp('1926-07-03', tz='UTC'),
342
- Timestamp('1932-07-02', tz='UTC'),
343
- Timestamp('1937-07-03', tz='UTC'),
344
- ]
345
-
346
- SatAfterIndependenceDayAdhoc = [
347
- Timestamp('1890-07-05', tz='UTC'),
348
- Timestamp('1902-07-05', tz='UTC'),
349
- Timestamp('1913-07-05', tz='UTC'),
350
- Timestamp('1919-07-05', tz='UTC'),
351
- Timestamp('1930-07-05', tz='UTC'),
352
- ]
353
-
354
- DaysAfterIndependenceDayAdhoc = [
355
- Timestamp('1901-07-05', tz='UTC'),
356
- Timestamp('1901-07-06', tz='UTC'),
357
- Timestamp('1968-07-05', tz='UTC')
358
- ]
359
-
360
- DaysBeforeIndependenceDay1pmEarlyCloseAdhoc = [
361
- Timestamp('2013-07-03', tz='UTC')
362
- ]
363
-
364
- #################################################
365
- # US Labor Day Starting 1887
366
- #################################################
367
- USLaborDayStarting1887 = Holiday(
368
- "Labor Day",
369
- month=9,
370
- day=1,
371
- start_date=Timestamp("1887-01-01"),
372
- offset=DateOffset(weekday=MO(1))
373
- )
374
-
375
- # Not every Saturday before Labor Day is observed. 1894 is an example.
376
- SatBeforeLaborDayAdhoc = [
377
- Timestamp('1888-09-01', tz='UTC'),
378
- Timestamp('1898-09-03', tz='UTC'),
379
- Timestamp('1900-09-01', tz='UTC'),
380
- Timestamp('1901-08-31', tz='UTC'),
381
- Timestamp('1902-08-30', tz='UTC'),
382
- Timestamp('1903-09-05', tz='UTC'),
383
- Timestamp('1904-09-03', tz='UTC'),
384
- Timestamp('1907-08-31', tz='UTC'),
385
- Timestamp('1908-09-05', tz='UTC'),
386
- Timestamp('1909-09-04', tz='UTC'),
387
- Timestamp('1910-09-03', tz='UTC'),
388
- Timestamp('1911-09-02', tz='UTC'),
389
- Timestamp('1912-08-31', tz='UTC'),
390
- Timestamp('1913-08-30', tz='UTC'),
391
- Timestamp('1917-09-01', tz='UTC'),
392
- Timestamp('1919-08-30', tz='UTC'),
393
- Timestamp('1920-09-04', tz='UTC'),
394
- Timestamp('1921-09-03', tz='UTC'),
395
- Timestamp('1926-09-04', tz='UTC'),
396
- Timestamp('1929-08-31', tz='UTC'),
397
- Timestamp('1930-08-30', tz='UTC'),
398
- Timestamp('1931-09-05', tz='UTC'),
399
- ]
400
-
401
- ###################################################
402
- # US Election Day Nov 2
403
- ###################################################
404
- USElectionDay1848to1967 = Holiday(
405
- 'Election Day',
406
- month=11,
407
- day=2,
408
- start_date=Timestamp('1848-1-1'),
409
- end_date=Timestamp('1967-12-31'),
410
- offset=DateOffset(weekday=TU(1)),
411
- )
412
-
413
- USElectionDay1968to1980Adhoc = [
414
- Timestamp('1968-11-05', tz="UTC"),
415
- Timestamp('1972-11-07', tz="UTC"),
416
- Timestamp('1976-11-02', tz="UTC"),
417
- Timestamp('1980-11-04', tz="UTC")]
418
-
419
- ################################################
420
- # US Thanksgiving Nov 30
421
- ################################################
422
- USThanksgivingDay = Holiday(
423
- 'Thanksgiving',
424
- start_date=Timestamp('1942-01-01'),
425
- month=11, day=1,
426
- offset=DateOffset(weekday=TH(4))
427
- )
428
-
429
- USThanksgivingDayBefore1939 = Holiday(
430
- 'Thanksgiving Before 1939',
431
- start_date=Timestamp('1864-01-01'),
432
- end_date=Timestamp('1938-12-31'),
433
- month=11, day=30,
434
- offset=DateOffset(weekday=TH(-1))
435
- )
436
-
437
- USThanksgivingDay1939to1941 = Holiday(
438
- 'Thanksgiving 1939 to 1941',
439
- start_date=Timestamp('1939-01-01'),
440
- end_date=Timestamp('1941-12-31'),
441
- month=11, day=30,
442
- offset=DateOffset(weekday=TH(-2))
443
- )
444
-
445
- DayAfterThanksgiving2pmEarlyCloseBefore1993 = Holiday(
446
- 'Black Friday',
447
- month=11,
448
- day=1,
449
- # Black Friday was not observed until 1992.
450
- start_date=Timestamp('1992-01-01'),
451
- end_date=Timestamp('1993-01-01'),
452
- offset=[DateOffset(weekday=TH(4)), Day(1)],
453
- )
454
-
455
- DayAfterThanksgiving1pmEarlyCloseInOrAfter1993 = Holiday(
456
- 'Black Friday',
457
- month=11,
458
- day=1,
459
- start_date=Timestamp('1993-01-01'),
460
- offset=[DateOffset(weekday=TH(4)), Day(1)],
461
- )
462
-
463
- FridayAfterThanksgivingAdHoc = [
464
- Timestamp('1888-11-30', tz='UTC'),
465
- ]
466
-
467
- ################################
468
- # Christmas Dec 25
469
- ################################
470
- ChristmasNYSE = Holiday(
471
- 'Christmas',
472
- month=12,
473
- day=25,
474
- start_date=Timestamp('1999-01-01'),
475
- observance=nearest_workday,
476
- )
477
-
478
- Christmas54to98NYSE = Holiday(
479
- 'Christmas',
480
- month=12,
481
- day=25,
482
- start_date=Timestamp('1954-01-01'),
483
- end_date=Timestamp('1998-12-31'),
484
- observance=nearest_workday,
485
- )
486
-
487
- ChristmasBefore1954 = Holiday(
488
- 'Christmas',
489
- month=12,
490
- day=25,
491
- end_date=Timestamp('1953-12-31'),
492
- observance=sunday_to_monday,
493
- )
494
-
495
- # Only some Christmas Eve's were fully close
496
- ChristmasEvesAdhoc = [
497
- Timestamp('1900-12-24', tz='UTC'),
498
- Timestamp('1945-12-24', tz='UTC'),
499
- Timestamp('1956-12-24', tz='UTC'),
500
- ]
501
-
502
- DayAfterChristmasAdhoc = [
503
- Timestamp('1958-12-26', tz='UTC'),
504
- ]
505
-
506
- DayAfterChristmas1pmEarlyCloseAdhoc = [
507
- Timestamp('1997-12-26', tz='UTC'),
508
- Timestamp('2003-12-26', tz='UTC'),
509
- ]
510
-
511
- ChristmasEvePost1999Early1pmClose = Holiday(
512
- # When Christmas Eve is Mon-Thu it is a 1pm early close
513
- 'Mondays, Tuesdays, Wednesdays, and Thursdays Before Christmas',
514
- month=12,
515
- day=24,
516
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
517
- start_date=Timestamp("1999-01-01"),
518
- )
519
-
520
- ChristmasEve1pmEarlyCloseAdhoc = [
521
- Timestamp('1951-12-24', tz='UTC'),
522
- Timestamp('1996-12-24', tz='UTC'),
523
- Timestamp('1997-12-24', tz='UTC'),
524
- Timestamp('1998-12-24', tz='UTC'),
525
- Timestamp('1999-12-24', tz='UTC'),
526
- ]
527
-
528
- # Only some Christmas Eve's were 2pm early close (1976-1979 were not)
529
- ChristmasEve2pmEarlyCloseAdhoc = [
530
- Timestamp('1974-12-24', tz='UTC'),
531
- Timestamp('1975-12-24', tz='UTC'),
532
- Timestamp('1990-12-24', tz='UTC'), #### This one was also in the 1pm list, in the tests you check for 2pm
533
- Timestamp('1991-12-24', tz='UTC'),
534
- Timestamp('1992-12-24', tz='UTC'),
535
- ]
536
-
537
- # Not every Saturday before/after Christmas is a holiday
538
- SatBeforeChristmasAdhoc = [
539
- Timestamp('1887-12-24', tz='UTC'),
540
- Timestamp('1898-12-24', tz='UTC'),
541
- Timestamp('1904-12-24', tz='UTC'),
542
- Timestamp('1910-12-24', tz='UTC'),
543
- Timestamp('1911-12-23', tz='UTC'),
544
- Timestamp('1922-12-23', tz='UTC'),
545
- Timestamp('1949-12-24', tz='UTC'),
546
- Timestamp('1950-12-23', tz='UTC'),
547
- ]
548
-
549
- SatAfterChristmasAdhoc = [
550
- Timestamp('1891-12-26', tz='UTC'),
551
- Timestamp('1896-12-26', tz='UTC'),
552
- Timestamp('1903-12-26', tz='UTC'),
553
- Timestamp('1908-12-26', tz='UTC'),
554
- Timestamp('1925-12-26', tz='UTC'),
555
- Timestamp('1931-12-26', tz='UTC'),
556
- Timestamp('1936-12-26', tz='UTC'),
557
- ]
558
-
559
-
560
- #####################################
561
- # Retired holidays
562
- #####################################
563
- # Armistice/Veterans day
564
- USVeteransDay1934to1953 = Holiday(
565
- 'Veteran Day',
566
- month=11,
567
- day=11,
568
- start_date=Timestamp('1934-1-1'),
569
- end_date=Timestamp('1953-12-31'),
570
- observance=sunday_to_monday,
571
- )
572
-
573
- USVetransDayAdHoc = [
574
- Timestamp("1921-11-11", tz="UTC"),
575
- Timestamp("1968-11-11", tz="UTC")
576
- ]
577
-
578
- USColumbusDayBefore1954 = Holiday(
579
- 'Columbus Day',
580
- month=10,
581
- day=12,
582
- start_date=Timestamp('1909-01-01'),
583
- end_date=Timestamp('1953-12-31'),
584
- observance=sunday_to_monday,
585
- )
586
-
587
- SatAfterColumbusDayAdHoc = [
588
- Timestamp("1917-10-13", tz="UTC"),
589
- Timestamp("1945-10-13", tz="UTC"),
590
- ]
591
-
592
-
593
- ##########################
594
- # Non-recurring holidays
595
- ##########################
596
-
597
- # 1885
598
- UlyssesGrantFuneral1885 = [Timestamp('1885-08-08', tz='UTC')]
599
-
600
- # 1888
601
- GreatBlizzardOf1888 = [
602
- Timestamp('1888-03-12', tz='UTC'),
603
- Timestamp('1888-03-13', tz='UTC'),
604
- ]
605
-
606
- # 1889
607
- WashingtonInaugurationCentennialCelebration1889 = [
608
- Timestamp("1889-04-29", tz='UTC'),
609
- Timestamp("1889-04-30", tz='UTC'),
610
- Timestamp("1889-05-01", tz='UTC'),
611
- ]
612
-
613
-
614
- # 1892
615
- ColumbianCelebration1892 = [
616
- Timestamp("1892-10-12", tz='UTC'),
617
- Timestamp("1892-10-21", tz='UTC'),
618
- Timestamp("1892-10-22", tz='UTC'),
619
- Timestamp("1893-04-27", tz='UTC'),
620
- ]
621
-
622
- # 1898
623
- # NYC's 5 boroughs founded as NYC
624
- # Not actually celebrated due to Spanish-American war but market was closed
625
- CharterDay1898 = [Timestamp('1898-05-04', tz='UTC')]
626
-
627
- WelcomeNavalCommander1898 = [Timestamp('1898-08-20', tz='UTC')]
628
-
629
- # 1899
630
- AdmiralDeweyCelebration1899 = [Timestamp('1899-09-29', tz='UTC'),
631
- Timestamp('1899-09-30', tz='UTC')
632
- ]
633
-
634
- GarretHobartFuneral1899 = [Timestamp('1899-11-25', tz='UTC')]
635
-
636
- # 1901
637
- QueenVictoriaFuneral1901 = [Timestamp('1901-02-02', tz='UTC')]
638
-
639
- MovedToProduceExchange1901 = [Timestamp('1901-04-27', tz='UTC')]
640
-
641
- EnlargedProduceExchange1901 = [Timestamp('1901-05-11', tz='UTC')]
642
-
643
- McKinleyDeathAndFuneral1901 = [Timestamp('1901-09-14', tz='UTC'),
644
- Timestamp('1901-09-19', tz='UTC'),]
645
-
646
- # 1902
647
- KingEdwardVIIcoronation1902 = [Timestamp('1902-08-09', tz='UTC')]
648
-
649
- # 1903
650
- NYSEnewBuildingOpen1903 = [Timestamp('1903-04-22', tz='UTC')]
651
-
652
- # 1908
653
- GroverClevelandFuneral1pmClose1908 = Holiday(
654
- 'Funeral of Grover Cleveland 1908 1pm Close',
655
- month=6,
656
- day=26,
657
- start_date=Timestamp('1908-06-26'),
658
- end_date=Timestamp('1908-06-26'),
659
- )
660
-
661
- # 1909
662
- # 300th anniversary of Hudson discovering the Hudson river and
663
- # 100th anniversary of Fulton inventing the paddle steamer
664
- HudsonFultonCelebration1909 = [Timestamp('1909-09-25', tz='UTC')]
665
-
666
- # 1910
667
- KingEdwardDeath11amyClose1910 = Holiday(
668
- 'King Edward VII Death May 7, 1910',
669
- month=5,
670
- day=7,
671
- start_date=Timestamp('1910-05-07'),
672
- end_date=Timestamp('1910-05-07'),
673
- )
674
-
675
- KingEdwardFuneral12pmOpen1910 = Holiday(
676
- 'King Edward VII Funeral 12pm late open May 20, 1910',
677
- month=5,
678
- day=20,
679
- start_date=Timestamp('1910-05-20'),
680
- end_date=Timestamp('1910-05-20'),
681
- )
682
-
683
- # 1912
684
- JamesShermanFuneral1912 = [Timestamp('1912-11-02', tz='UTC')]
685
-
686
- # 1913
687
- JPMorganFuneral12pmOpen1913 = Holiday(
688
- 'JP Morgan Funeral 12pm late open April 14, 1913',
689
- month=4,
690
- day=14,
691
- start_date=Timestamp('1913-04-14'),
692
- end_date=Timestamp('1913-04-14'),
693
- )
694
-
695
- WilliamGaynorFuneral12pmOpen1913 = Holiday(
696
- 'Mayor William J. Gaynor Funeral 12pm late open Sept 22, 1913',
697
- month=9,
698
- day=22,
699
- start_date=Timestamp('1913-09-22'),
700
- end_date=Timestamp('1913-09-22'),
701
- )
702
-
703
- # 1914
704
-
705
- # Reopened for trading bonds (with restrictions) Nov 27, 1914
706
- # Reopened for trading stocks (with restrictions) Dec 12, 1914
707
- # Restrictions remained in place until April 1, 1915
708
- OnsetOfWWI1914 = date_range('1914-07-31',
709
- '1914-12-11',
710
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri Sat'),
711
- tz='UTC'
712
- )
713
-
714
- # 1917
715
- DraftRegistrationDay1917 = [Timestamp('1917-06-05', tz='UTC')]
716
-
717
- WeatherHeatClosing1917 = [Timestamp('1917-08-04', tz='UTC')]
718
-
719
- ParadeOfNationalGuardEarlyClose1917 = Holiday(
720
- 'Parade of National Guard 12pm Early Close Aug 29, 1917',
721
- month=8,
722
- day=29,
723
- start_date=Timestamp('1917-08-29'),
724
- end_date=Timestamp('1917-08-29'),
725
- )
726
-
727
- LibertyDay12pmEarlyClose1917 = Holiday(
728
- 'Liberty Day 12pm Early Close Oct 24, 1917',
729
- month=10,
730
- day=24,
731
- start_date=Timestamp('1917-10-24'),
732
- end_date=Timestamp('1917-10-24'),
733
- )
734
-
735
- # 1918
736
- WeatherNoHeatClosing1918 = [
737
- Timestamp('1918-01-28', tz='UTC'),
738
- Timestamp('1918-02-04', tz='UTC'),
739
- Timestamp('1918-02-11', tz='UTC'),
740
-
741
- ]
742
-
743
- LibertyDay12pmEarlyClose1918 = Holiday(
744
- 'Liberty Day 12pm Early Close April 26, 1918',
745
- month=4,
746
- day=26,
747
- start_date=Timestamp('1918-04-26'),
748
- end_date=Timestamp('1918-04-26'),
749
- )
750
-
751
- DraftRegistrationDay1918 = [Timestamp('1918-09-12', tz='UTC')]
752
-
753
- FalseArmisticeReport1430EarlyClose1918 = Holiday(
754
- 'False Armistice Report 2:30pm Early Close Nov 7, 1918',
755
- month=11,
756
- day=7,
757
- start_date=Timestamp('1918-11-07'),
758
- end_date=Timestamp('1918-11-07'),
759
- )
760
- ArmisticeSigned1918 = [Timestamp('1918-11-11', tz='UTC')]
761
-
762
- # 1919
763
- RooseveltFuneral1230EarlyClose1919 = Holiday(
764
- 'Former President Roosevelt funeral 12:30pm Early Close Jan 7, 1919',
765
- month=1,
766
- day=7,
767
- start_date=Timestamp('1919-01-07'),
768
- end_date=Timestamp('1919-01-07'),
769
- )
770
-
771
- Homecoming27Division1919 = [Timestamp('1919-03-25', tz='UTC')]
772
-
773
- ParadeOf77thDivision1919 = [Timestamp('1919-05-06', tz='UTC')]
774
-
775
- BacklogRelief1919 = [
776
- Timestamp('1919-07-19', tz='UTC'),
777
- Timestamp('1919-08-02', tz='UTC'),
778
- Timestamp('1919-08-16', tz='UTC'),
779
- ]
780
-
781
- GeneralPershingReturn1919 = [Timestamp('1919-09-10', tz='UTC')]
782
-
783
- TrafficBlockLateOpen1919 = Holiday(
784
- 'Traffic Block 10:30am late open Dec. 30, 1919',
785
- month=12,
786
- day=30,
787
- start_date=Timestamp('1919-12-30'),
788
- end_date=Timestamp('1919-12-30'),
789
- )
790
-
791
- # 1920
792
- TrafficBlockLateOpen1920 = Holiday(
793
- 'Traffic Block 10:30am late open Feb. 6, 1920',
794
- month=2,
795
- day=6,
796
- start_date=Timestamp('1920-02-06'),
797
- end_date=Timestamp('1920-02-06'),
798
- )
799
-
800
- OfficeLocationChange1920 = [Timestamp('1920-05-01', tz='UTC')]
801
-
802
- WallStreetExplosionEarlyClose1920 = Holiday(
803
- 'Wall Street Explosion 12:00 Early Close Sept 16, 1920',
804
- month=9,
805
- day=16,
806
- start_date=Timestamp('1920-09-16'),
807
- end_date=Timestamp('1920-09-16'),
808
- )
809
-
810
- # 1921
811
- AnnunciatorBoardFire1pmLateOpen1921 = Holiday(
812
- 'Annunciator Board Fire 1pm late open Aug 8, 1921',
813
- month=8,
814
- day=2,
815
- start_date=Timestamp('1921-08-02'),
816
- end_date=Timestamp('1921-08-02'),
817
- )
818
-
819
- # 1923
820
- HardingDeath1923 = [Timestamp('1923-08-03', tz='UTC')]
821
-
822
- HardingFuneral1923 = [Timestamp('1923-08-10', tz='UTC')]
823
-
824
- # 1924
825
- WoodrowWilsonFuneral1230EarlyClose1924 = Holiday(
826
- 'Former President Woodrow Wilson Funeral 12:30 Early Close Feb 6, 1924',
827
- month=2,
828
- day=6,
829
- start_date=Timestamp('1924-02-06'),
830
- end_date=Timestamp('1924-02-06'),
831
- )
832
-
833
- # 1925
834
- EclipseOfSunLateOpen1925 = Holiday(
835
- 'Eclipse of Sun 10:45am late open Jan 25, 1925',
836
- month=1,
837
- day=24,
838
- start_date=Timestamp('1925-01-24'),
839
- end_date=Timestamp('1925-01-24'),
840
- )
841
-
842
- CromwellFuneral1430EarlyClose1925 = Holiday(
843
- 'Former NYSE President Seymour L. Cromwell Funeral 2:30pm Early Close Sept 18, 1925',
844
- month=9,
845
- day=18,
846
- start_date=Timestamp('1925-09-18'),
847
- end_date=Timestamp('1925-09-18'),
848
- )
849
-
850
- # 1927
851
- LindberghParade1927 = [Timestamp('1927-06-13', tz='UTC')]
852
-
853
- # 1928
854
- BacklogRelief1928 = [
855
- Timestamp('1928-04-07', tz='UTC'),
856
- Timestamp('1928-04-21', tz='UTC'),
857
- Timestamp('1928-05-05', tz='UTC'),
858
- Timestamp('1928-05-12', tz='UTC'),
859
- Timestamp('1928-05-19', tz='UTC'),
860
- Timestamp('1928-05-26', tz='UTC'),
861
- Timestamp('1928-11-24', tz='UTC'),
862
- ]
863
-
864
- BacklogRelief2pmEarlyClose1928 = date_range('1928-05-21',
865
- '1928-05-25',
866
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri Sat'),
867
- tz='UTC'
868
- )
869
-
870
- # 1929
871
- BacklogRelief1929 = [
872
- Timestamp('1929-02-09', tz='UTC'),
873
- Timestamp('1929-11-01', tz='UTC'),
874
- Timestamp('1929-11-02', tz='UTC'),
875
- Timestamp('1929-11-09', tz='UTC'),
876
- Timestamp('1929-11-16', tz='UTC'),
877
- Timestamp('1929-11-23', tz='UTC'),
878
- Timestamp('1929-11-29', tz='UTC'),
879
- Timestamp('1929-11-30', tz='UTC'),
880
- ]
881
-
882
- BacklogRelief1pmEarlyClose1929 = [
883
- Timestamp('1929-11-06', tz='UTC'),
884
- Timestamp('1929-11-07', tz='UTC'),
885
- Timestamp('1929-11-08', tz='UTC'),
886
- Timestamp('1929-11-11', tz='UTC'),
887
- Timestamp('1929-11-12', tz='UTC'),
888
- Timestamp('1929-11-13', tz='UTC'),
889
- Timestamp('1929-11-14', tz='UTC'),
890
- Timestamp('1929-11-15', tz='UTC'),
891
- Timestamp('1929-11-18', tz='UTC'),
892
- Timestamp('1929-11-19', tz='UTC'),
893
- Timestamp('1929-11-20', tz='UTC'),
894
- Timestamp('1929-11-21', tz='UTC'),
895
- Timestamp('1929-11-22', tz='UTC')
896
- ]
897
-
898
- BacklogRelief12pmLateOpen1929 = [
899
- Timestamp('1929-10-31', tz='UTC'),
900
- ]
901
-
902
- # 1930
903
- TaftFuneral1230EarlyClose1930 = Holiday(
904
- 'Former President William Howard Taft Funeral 12:30pm Early Close Mar 11, 1930',
905
- month=3,
906
- day=11,
907
- start_date=Timestamp('1930-03-11'),
908
- end_date=Timestamp('1930-03-11'),
909
- )
910
-
911
- # 1933
912
- CoolidgeFuneral1933 = [Timestamp('1933-01-07', tz='UTC'),]
913
-
914
- BankHolidays1933 = [
915
- Timestamp('1933-03-04', tz='UTC'),
916
- Timestamp('1933-03-06', tz='UTC'),
917
- Timestamp('1933-03-07', tz='UTC'),
918
- Timestamp('1933-03-08', tz='UTC'),
919
- Timestamp('1933-03-09', tz='UTC'),
920
- Timestamp('1933-03-10', tz='UTC'),
921
- Timestamp('1933-03-11', tz='UTC'),
922
- Timestamp('1933-03-12', tz='UTC'),
923
- Timestamp('1933-03-13', tz='UTC'),
924
- Timestamp('1933-03-14', tz='UTC'),
925
- ]
926
-
927
- GasFumesOnTradingFloor1230EarlyClose1933 = Holiday(
928
- 'Gas Fumes on Trading Floor 12:30pm Early Close Aug 4, 1933',
929
- month=8,
930
- day=4,
931
- start_date=Timestamp('1933-08-04'),
932
- end_date=Timestamp('1933-08-04'),
933
- )
934
-
935
-
936
- HeavyVolume1933 = [
937
- Timestamp('1933-07-29', tz='UTC'),
938
- Timestamp('1933-08-05', tz='UTC'),
939
- Timestamp('1933-08-12', tz='UTC'),
940
- Timestamp('1933-08-19', tz='UTC'),
941
- Timestamp('1933-08-26', tz='UTC'),
942
- Timestamp('1933-09-02', tz='UTC'),
943
- ]
944
-
945
-
946
- HeavyVolume12pmLateOpen1933 = [
947
- Timestamp('1933-07-24', tz='UTC'),
948
- Timestamp('1933-07-25', tz='UTC'),
949
- ]
950
-
951
- HeavyVolume11amLateOpen1933 = [
952
- Timestamp('1933-07-26', tz='UTC'),
953
- Timestamp('1933-07-27', tz='UTC'),
954
- Timestamp('1933-07-28', tz='UTC'),
955
- ]
956
-
957
- HeavyVolume2pmEarlyClose1933 = [
958
- Timestamp('1933-07-26', tz='UTC'),
959
- Timestamp('1933-07-27', tz='UTC'),
960
- Timestamp('1933-07-28', tz='UTC'),
961
- ]
962
-
963
- NRAdemonstration12pmEarlyClose1933 = Holiday(
964
- 'NRA Demonstration 12:00 noon Early Close Sept 13, 1933',
965
- month=9,
966
- day=13,
967
- start_date=Timestamp('1933-09-13'),
968
- end_date=Timestamp('1933-09-13'),
969
- )
970
-
971
- # 1934
972
- Snow11amLateOpen1934 = Holiday(
973
- 'Severe Snowstorm 11:00am late open Feb 20, 1934',
974
- month=2,
975
- day=20,
976
- start_date=Timestamp('1934-02-20'),
977
- end_date=Timestamp('1934-02-20'),
978
- )
979
-
980
- # 1936
981
- KingGeorgeVFuneral11amLateOpen1936 = Holiday(
982
- 'King George V of England 11:00am late open Jan 28, 1936',
983
- month=1,
984
- day=28,
985
- start_date=Timestamp('1936-01-28'),
986
- end_date=Timestamp('1936-01-28'),
987
- )
988
-
989
- # 1944
990
- SatClosings1944 = [
991
- Timestamp('1944-08-19', tz='UTC'),
992
- Timestamp('1944-08-26', tz='UTC'),
993
- Timestamp('1944-09-02', tz='UTC'),
994
- ]
995
-
996
- # 1945
997
- RooseveltDayOfMourning1945 = [Timestamp('1945-04-14', tz='UTC'),]
998
-
999
- # Starting in 1945, no Saturday trading over the summer
1000
- SatClosings1945 = date_range('1945-07-07',
1001
- '1945-09-01',
1002
- freq='W-SAT',
1003
- tz='UTC')
1004
-
1005
- VJday1945 = [
1006
- Timestamp('1945-08-15', tz='UTC'),
1007
- Timestamp('1945-08-16', tz='UTC'),
1008
- ]
1009
-
1010
- NavyDay1945 = [
1011
- Timestamp('1945-10-27', tz='UTC'),
1012
- ]
1013
-
1014
- RailroadStrike1946 = [
1015
- Timestamp('1946-05-25', tz='UTC'),
1016
- ]
1017
-
1018
- # 1946
1019
- SatClosings1946 = date_range('1946-06-01',
1020
- '1946-09-28',
1021
- freq='W-SAT',
1022
- tz='UTC'
1023
- )
1024
-
1025
- # 1947
1026
- SatClosings1947 = date_range('1947-05-31',
1027
- '1947-09-27',
1028
- freq='W-SAT',
1029
- tz='UTC'
1030
- )
1031
-
1032
- # 1948
1033
- SevereWeather1948 = [
1034
- Timestamp('1948-01-03', tz='UTC'),
1035
- ]
1036
-
1037
- SatClosings1948 = date_range('1948-05-29',
1038
- '1948-09-25',
1039
- freq='W-SAT',
1040
- tz='UTC'
1041
- )
1042
-
1043
- # 1949
1044
- SatClosings1949 = date_range('1949-05-28',
1045
- '1949-09-24',
1046
- freq='W-SAT',
1047
- tz='UTC'
1048
- )
1049
-
1050
- # 1950
1051
- SatClosings1950 = date_range('1950-06-03',
1052
- '1950-09-30',
1053
- freq='W-SAT',
1054
- tz='UTC'
1055
- )
1056
-
1057
- # 1951
1058
- SatClosings1951 = date_range('1951-06-02',
1059
- '1951-09-29',
1060
- freq='W-SAT',
1061
- tz='UTC'
1062
- )
1063
-
1064
- # 1952
1065
- SatClosings1952 = date_range('1952-05-31',
1066
- '1952-09-27',
1067
- freq='W-SAT',
1068
- tz='UTC'
1069
- )
1070
-
1071
- # 1960
1072
- Snow11amLateOpening1960 = Holiday(
1073
- 'Severe Snow 11am Late Opening on Dec 12, 1960',
1074
- month=12,
1075
- day=12,
1076
- start_date=Timestamp('1960-12-12'),
1077
- end_date=Timestamp('1960-12-12'),
1078
- )
1079
-
1080
- # 1963
1081
- KennedyAssassination1407EarlyClose = Holiday(
1082
- 'President John F. Kennedy Assassination',
1083
- month=11,
1084
- day=22,
1085
- start_date=Timestamp('1963-11-22'),
1086
- end_date=Timestamp('1963-11-22'),
1087
- )
1088
-
1089
- KennedyFuneral1963 = [Timestamp('1963-11-25', tz='UTC')]
1090
-
1091
- # 1964
1092
- HooverFuneral1400EarlyClose1964 = Holiday(
1093
- 'Former President Herbert C. Hoover Funeral',
1094
- month=10,
1095
- day=23,
1096
- start_date=Timestamp('1964-10-23'),
1097
- end_date=Timestamp('1964-10-23'),
1098
- )
1099
-
1100
- # 1965
1101
- PowerFail1105LateOpen = Holiday(
1102
- 'Power Failure in NY grid supply',
1103
- month=11,
1104
- day=10,
1105
- start_date=Timestamp('1965-11-10'),
1106
- end_date=Timestamp('1965-11-10'),
1107
- )
1108
-
1109
- # 1966
1110
- TransitStrike2pmEarlyClose1966 = date_range('1966-01-06', '1966-01-14',
1111
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
1112
- tz='UTC')
1113
-
1114
- # 1967
1115
- Snow1015LateOpen1967 = Holiday(
1116
- 'Late Open due to snow',
1117
- month=2,
1118
- day=7,
1119
- start_date=Timestamp('1967-02-07'),
1120
- end_date=Timestamp('1967-02-07'),
1121
- )
1122
- Snow2pmEarlyClose1967 = Holiday(
1123
- 'Late Open due to snow',
1124
- month=2,
1125
- day=7,
1126
- start_date=Timestamp('1967-02-07'),
1127
- end_date=Timestamp('1967-02-07'),
1128
- )
1129
- Backlog2pmEarlyCloses1967 = date_range('1967-08-09', '1967-08-18',
1130
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
1131
- tz='UTC')
1132
-
1133
- # 1968
1134
- Backlog2pmEarlyCloses1968 = date_range('1968-01-22', '1968-03-01',
1135
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
1136
- tz='UTC')
1137
-
1138
-
1139
- MLKdayOfMourning1968 = [Timestamp('1968-04-09', tz='UTC'),]
1140
-
1141
-
1142
- PaperworkCrisis1968 = [Timestamp('1968-06-12', tz='UTC'),
1143
- Timestamp('1968-06-19', tz='UTC'),
1144
- Timestamp('1968-06-26', tz='UTC'),
1145
- Timestamp('1968-07-10', tz='UTC'),
1146
- Timestamp('1968-07-17', tz='UTC'),
1147
- Timestamp('1968-07-24', tz='UTC'),
1148
- Timestamp('1968-07-31', tz='UTC'),
1149
- Timestamp('1968-08-07', tz='UTC'),
1150
- Timestamp('1968-08-14', tz='UTC'),
1151
- Timestamp('1968-08-21', tz='UTC'),
1152
- Timestamp('1968-08-28', tz='UTC'),
1153
- Timestamp('1968-09-11', tz='UTC'),
1154
- Timestamp('1968-09-18', tz='UTC'),
1155
- Timestamp('1968-09-25', tz='UTC'),
1156
- Timestamp('1968-10-02', tz='UTC'),
1157
- Timestamp('1968-10-09', tz='UTC'),
1158
- Timestamp('1968-10-16', tz='UTC'),
1159
- Timestamp('1968-10-23', tz='UTC'),
1160
- Timestamp('1968-10-30', tz='UTC'),
1161
- Timestamp('1968-11-20', tz='UTC'),
1162
- Timestamp('1968-12-04', tz='UTC'),
1163
- Timestamp('1968-12-11', tz='UTC'),
1164
- Timestamp('1968-12-18', tz='UTC'),]
1165
-
1166
-
1167
- # 1969
1168
- PaperworkCrisis2pmEarlyCloses1969 = date_range('1969-01-01', '1969-07-03',
1169
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
1170
- tz='UTC')
1171
-
1172
- SnowClosing1969 = [Timestamp('1969-02-10', tz='UTC')]
1173
-
1174
- Snow11amLateOpen1969 = Holiday(
1175
- 'Late Open due to snow',
1176
- month=2,
1177
- day=11,
1178
- start_date=Timestamp('1969-02-11'),
1179
- end_date=Timestamp('1969-02-11'),
1180
- )
1181
-
1182
- EisenhowerFuneral1969 = [Timestamp('1969-03-31', tz='UTC'),]
1183
-
1184
- Storm1045LateOpen1969 = Holiday(
1185
- 'Late Open due to storm',
1186
- month=6,
1187
- day=2,
1188
- start_date=Timestamp('1969-06-02'),
1189
- end_date=Timestamp('1969-06-02'),
1190
- )
1191
-
1192
- PaperworkCrisis230pmEarlyCloses1969 = date_range('1969-07-07', '1969-09-26',
1193
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
1194
- tz='UTC')
1195
-
1196
- FirstLunarLandingClosing1969 = [Timestamp('1969-07-21', tz='UTC')]
1197
-
1198
- PaperworkCrisis3pmEarlyCloses1969to1970 = date_range('1969-09-29', '1970-05-01',
1199
- freq=CustomBusinessDay(weekmask = 'Mon Tue Wed Thu Fri'),
1200
- tz='UTC')
1201
-
1202
- # 1972
1203
- TrumanFuneral1972 = [Timestamp('1972-12-28', tz='UTC'),]
1204
-
1205
- # 1973
1206
- JohnsonFuneral1973 = [Timestamp('1973-01-25', tz='UTC'),]
1207
-
1208
- Ice11amLateOpen1973 = Holiday(
1209
- 'Late Open due to storm',
1210
- month=12,
1211
- day=17,
1212
- start_date=Timestamp('1973-12-17'),
1213
- end_date=Timestamp('1973-12-17'),
1214
- )
1215
-
1216
- # 1974
1217
- MerrillLynchComputer1015LateOpen1974 = Holiday(
1218
- 'Late Open due to Merrill Lynch Computer trouble',
1219
- month=1,
1220
- day=16,
1221
- start_date=Timestamp('1974-01-16'),
1222
- end_date=Timestamp('1974-01-16'),
1223
- )
1224
- FireDrill1015LateOpen1974 = Holiday(
1225
- 'Late Open due to Merrill Lynch Computer trouble',
1226
- month=11,
1227
- day=22,
1228
- start_date=Timestamp('1974-11-22'),
1229
- end_date=Timestamp('1974-11-22'),
1230
- )
1231
-
1232
- # 1975
1233
- Snow230EarlyClose1975 = Holiday(
1234
- 'Early Close at 2:30pm due to snow',
1235
- month=2,
1236
- day=12,
1237
- start_date=Timestamp('1975-02-12'),
1238
- end_date=Timestamp('1975-02-12'),
1239
- )
1240
-
1241
- # 1976
1242
- Storm1115LateOpen1976 = Holiday(
1243
- 'Late Open 11:15am due to storm',
1244
- month=2,
1245
- day=2,
1246
- start_date=Timestamp('1976-02-02'),
1247
- end_date=Timestamp('1976-02-02'),
1248
- )
1249
-
1250
- FireDrill1015LateOpen1976 = Holiday(
1251
- 'Late Open 10:15am due to fire drill',
1252
- month=6,
1253
- day=8,
1254
- start_date=Timestamp('1976-06-08'),
1255
- end_date=Timestamp('1976-06-08'),
1256
- )
1257
-
1258
- HurricaneWatch3pmEarlyClose1976 = Holiday(
1259
- 'Early Close 3pm for Hurricane Watch',
1260
- month=8,
1261
- day=9,
1262
- start_date=Timestamp('1976-08-09'),
1263
- end_date=Timestamp('1976-08-09'),
1264
- )
1265
-
1266
- # 1977
1267
- NewYorkCityBlackout77 = [Timestamp('1977-07-14', tz='UTC')]
1268
-
1269
- # 1978
1270
- Snow12pmLateOpen1978 = Holiday(
1271
- 'Late Open due to snow',
1272
- month=1,
1273
- day=20,
1274
- start_date=Timestamp('1978-01-20'),
1275
- end_date=Timestamp('1978-01-20'),
1276
- )
1277
-
1278
- Snow2pmEarlyClose1978 = Holiday(
1279
- 'Early close due to snow',
1280
- month=2,
1281
- day=6,
1282
- start_date=Timestamp('1978-02-06'),
1283
- end_date=Timestamp('1978-02-06'),
1284
- )
1285
-
1286
- Snow11amLateOpen1978 = Holiday(
1287
- 'Late Open due to snow',
1288
- month=2,
1289
- day=7,
1290
- start_date=Timestamp('1978-02-07'),
1291
- end_date=Timestamp('1978-02-07'),
1292
- )
1293
-
1294
- # 1981
1295
- ReaganAssassAttempt317pmEarlyClose1981 = Holiday(
1296
- 'President Reagan Assassination Attempt',
1297
- month=3,
1298
- day=30,
1299
- start_date=Timestamp('1981-03-30'),
1300
- end_date=Timestamp('1981-03-30'),
1301
- )
1302
-
1303
- ConEdPowerFail328pmEarlyClose1981 = Holiday(
1304
- 'Con Edison power failure',
1305
- month=9,
1306
- day=9,
1307
- start_date=Timestamp('1981-09-09'),
1308
- end_date=Timestamp('1981-09-09'),
1309
- )
1310
-
1311
- # http://en.wikipedia.org/wiki/Hurricane_Gloria
1312
- HurricaneGloriaClosings1985= [Timestamp('1985-09-27', tz='UTC')]
1313
-
1314
-
1315
- # 1987
1316
- Backlog2pmEarlyCloses1987 = date_range('1987-10-23', '1987-10-30', tz='UTC')
1317
- Backlog230pmEarlyCloses1987 = date_range('1987-11-02', '1987-11-04', tz='UTC')
1318
- Backlog3pmEarlyCloses1987 = date_range('1987-11-05', '1987-11-06', tz='UTC')
1319
- Backlog330pmEarlyCloses1987 = date_range('1987-11-09', '1987-11-11', tz='UTC')
1320
-
1321
- # 1989
1322
- Fire11amLateOpen1989 = Holiday(
1323
- 'Electrical Fire',
1324
- month=11,
1325
- day=10,
1326
- start_date=Timestamp('1989-11-10'),
1327
- end_date=Timestamp('1989-11-10'),
1328
- )
1329
-
1330
- # 1990
1331
-
1332
- ConEdXformer931amLateOpen1990 = Holiday(
1333
- 'Con Edison transformer explosion',
1334
- month=12,
1335
- day=27,
1336
- start_date=Timestamp('1990-12-27'),
1337
- end_date=Timestamp('1990-12-27'),
1338
- )
1339
-
1340
- # 1991
1341
- TroopsInGulf931LateOpens1991 = [
1342
- Timestamp("1991-01-17", tz='UTC'),
1343
- Timestamp("1991-02-25", tz='UTC')
1344
- ]
1345
-
1346
- # 1994
1347
- Snow230pmEarlyClose1994 = Holiday(
1348
- 'Snowstorm',
1349
- month=2,
1350
- day=11,
1351
- start_date=Timestamp('1994-02-11'),
1352
- end_date=Timestamp('1994-02-11'),
1353
- )
1354
-
1355
- NixonFuneral1994 = [Timestamp('1994-04-27', tz='UTC'),]
1356
-
1357
- # 1995
1358
- Computer1030LateOpen1995 = Holiday(
1359
- 'Computer Systems Troubles',
1360
- month=12,
1361
- day=18,
1362
- start_date=Timestamp('1995-12-18'),
1363
- end_date=Timestamp('1995-12-18'),
1364
- )
1365
-
1366
- # 1996
1367
- Snow11amLateOpen1996 = Holiday(
1368
- 'Snow',
1369
- month=1,
1370
- day=8,
1371
- start_date=Timestamp('1996-01-08'),
1372
- end_date=Timestamp('1996-01-08'),
1373
- )
1374
-
1375
- Snow2pmEarlyClose1996 = Holiday(
1376
- 'Snow',
1377
- month=1,
1378
- day=8,
1379
- start_date=Timestamp('1996-01-08'),
1380
- end_date=Timestamp('1996-01-08'),
1381
- )
1382
-
1383
- CircuitBreakerTriggered330pmEarlyClose1997 = Holiday(
1384
- 'Oct 27 1997 Stock Market Drop Circuit Breaker Triggered',
1385
- month=10,
1386
- day=27,
1387
- start_date=Timestamp('1997-10-27'),
1388
- end_date=Timestamp('1997-10-27'),
1389
- )
1390
-
1391
- # 2001
1392
- # http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
1393
- September11Closings2001 = [
1394
- Timestamp("2001-09-11", tz='UTC'),
1395
- Timestamp("2001-09-12", tz='UTC'),
1396
- Timestamp("2001-09-13", tz='UTC'),
1397
- Timestamp("2001-09-14", tz='UTC')
1398
- ]
1399
-
1400
- Sept11MomentSilence933amLateOpen2001 = Holiday(
1401
- 'Moment of silence for terrorist attacks on 9/11',
1402
- month=9,
1403
- day=17,
1404
- start_date=Timestamp('2001-09-17'),
1405
- end_date=Timestamp('2001-09-17'),
1406
- )
1407
-
1408
- EnduringFreedomMomentSilence931amLateOpen2001 = Holiday(
1409
- 'Moment of silence for Enduring Freedom troops',
1410
- month=10,
1411
- day=8,
1412
- start_date=Timestamp('2001-10-08'),
1413
- end_date=Timestamp('2001-10-08'),
1414
- )
1415
- # 2002
1416
- Sept11Anniversary12pmLateOpen2002 = Holiday(
1417
- '1 year anniversary of terrorist attacks on 9/11',
1418
- month=9,
1419
- day=11,
1420
- start_date=Timestamp('2002-09-11'),
1421
- end_date=Timestamp('2002-09-11'),
1422
- )
1423
-
1424
- # 2003
1425
- IraqiFreedom932amLateOpen2003 = Holiday(
1426
- 'Operation Iraqi freedom moment of silence',
1427
- month=3,
1428
- day=20,
1429
- start_date=Timestamp('2003-03-20'),
1430
- end_date=Timestamp('2003-03-20'),
1431
- )
1432
-
1433
- # 2004
1434
- ReaganMomentSilence932amLateOpen2004 = Holiday(
1435
- 'Death of Former President Ronald Reagan moment of silence',
1436
- month=6,
1437
- day=7,
1438
- start_date=Timestamp('2004-06-07'),
1439
- end_date=Timestamp('2004-06-07'),
1440
- )
1441
-
1442
- ReaganMourning2004 = [Timestamp('2004-06-11', tz="UTC")]
1443
-
1444
- # 2005
1445
- SystemProb356pmEarlyClose2005 = Holiday(
1446
- 'Systems Communication Problem',
1447
- month=6,
1448
- day=1,
1449
- start_date=Timestamp('2005-06-01'),
1450
- end_date=Timestamp('2005-06-01'),
1451
- )
1452
-
1453
- # 2006
1454
- FordMomentSilence932amLateOpen2006 = Holiday(
1455
- 'Former President Gerald Ford moment of silence',
1456
- month=12,
1457
- day=27,
1458
- start_date=Timestamp('2006-12-27'),
1459
- end_date=Timestamp('2006-12-27'),
1460
- )
1461
-
1462
- # 2007
1463
- FordMourning2007 = [Timestamp('2007-01-02', tz='UTC'),]
1464
-
1465
- # 2012
1466
- # http://en.wikipedia.org/wiki/Hurricane_sandy
1467
- HurricaneSandyClosings2012 = [Timestamp('2012-10-29', tz='UTC'),
1468
- Timestamp('2012-10-30', tz='UTC')]
1469
-
1470
- # 2018
1471
- GeorgeHWBushDeath2018 = [Timestamp('2018-12-05', tz='UTC'),]
1472
-
1
+ from datetime import timedelta
2
+
3
+ from dateutil.relativedelta import MO, TH, TU
4
+ from pandas import DateOffset, Timestamp, date_range
5
+ from pandas.tseries.holiday import Holiday, nearest_workday, sunday_to_monday, Easter
6
+ from pandas.tseries.offsets import Day, CustomBusinessDay
7
+
8
+ from pandas_market_calendars.market_calendar import (
9
+ MONDAY,
10
+ TUESDAY,
11
+ WEDNESDAY,
12
+ THURSDAY,
13
+ FRIDAY,
14
+ SATURDAY,
15
+ SUNDAY,
16
+ )
17
+
18
+
19
+ ################################################################################################
20
+ # main reference:
21
+ # https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
22
+ #
23
+ # See nyse.py for details
24
+ #################################################################################################
25
+
26
+
27
+ def previous_saturday(dt):
28
+ """
29
+ If holiday falls on Sunday, Monday or Tuesday, Saturday there is no trading
30
+ """
31
+ if dt.weekday() == MONDAY:
32
+ return dt - timedelta(2)
33
+ elif dt.weekday() == TUESDAY:
34
+ return dt - timedelta(3)
35
+ elif dt.weekday() == SUNDAY:
36
+ return dt - timedelta(1)
37
+ return dt
38
+
39
+
40
+ def next_saturday(dt):
41
+ """
42
+ If holiday falls on Thursday or Friday, the next Saturday there is no trading
43
+ """
44
+ if dt.weekday() == THURSDAY:
45
+ return dt + timedelta(2)
46
+ elif dt.weekday() == FRIDAY:
47
+ return dt + timedelta(1)
48
+ return dt
49
+
50
+
51
+ ####################################################
52
+ # US New Years Day Jan 1
53
+ # Closed every year since the stock market opened
54
+ #####################################################
55
+ USNewYearsDayNYSEpost1952 = Holiday(
56
+ "New Years Day",
57
+ month=1,
58
+ day=1,
59
+ start_date=Timestamp("1952-09-29"),
60
+ # When Jan 1 is a Sunday, US markets observe the subsequent Monday.
61
+ # When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
62
+ observance=sunday_to_monday,
63
+ days_of_week=(
64
+ MONDAY,
65
+ TUESDAY,
66
+ WEDNESDAY,
67
+ THURSDAY,
68
+ FRIDAY,
69
+ ),
70
+ )
71
+
72
+ USNewYearsDayNYSEpre1952 = Holiday(
73
+ "New Years Day Before Saturday Trading Ceased",
74
+ month=1,
75
+ day=1,
76
+ end_date=Timestamp("1952-09-28"),
77
+ observance=sunday_to_monday,
78
+ days_of_week=(
79
+ MONDAY,
80
+ TUESDAY,
81
+ WEDNESDAY,
82
+ THURSDAY,
83
+ FRIDAY,
84
+ SATURDAY,
85
+ ),
86
+ )
87
+
88
+ NewYearsEve1pmCloseAdhoc = [
89
+ # Timestamp('1999-12-31', tz='UTC'), # Disputed. Not in reference source
90
+ ]
91
+
92
+ # Not every Saturday before/after Christmas is a holiday
93
+ SatBeforeNewYearsAdhoc = [Timestamp("1916-12-30", tz="UTC")]
94
+
95
+ USMartinLutherKingJrAfter1998 = Holiday(
96
+ "Dr. Martin Luther King Jr. Day",
97
+ month=1,
98
+ day=1,
99
+ # The US markets didn't observe MLK day as a holiday until 1998.
100
+ start_date=Timestamp("1998-01-01"),
101
+ days_of_week=(
102
+ MONDAY,
103
+ TUESDAY,
104
+ WEDNESDAY,
105
+ THURSDAY,
106
+ FRIDAY,
107
+ ),
108
+ offset=DateOffset(weekday=MO(3)),
109
+ )
110
+ #########################################################################
111
+ # US Presidents Day Feb
112
+ # Lincoln's birthday closed every year 1896-1953
113
+ # Washington's birthday closed every year. Observed Mondays since 1971
114
+ # Grant's birthday was celebrated once in 1897
115
+ ##########################################################################
116
+ USPresidentsDay = Holiday(
117
+ "President" "s Day",
118
+ start_date=Timestamp("1971-01-01"),
119
+ month=2,
120
+ day=1,
121
+ days_of_week=(
122
+ MONDAY,
123
+ TUESDAY,
124
+ WEDNESDAY,
125
+ THURSDAY,
126
+ FRIDAY,
127
+ ),
128
+ offset=DateOffset(weekday=MO(3)),
129
+ )
130
+
131
+ USWashingtonsBirthDayBefore1952 = Holiday(
132
+ "Washington" "s Birthday",
133
+ month=2,
134
+ day=22,
135
+ end_date=Timestamp("1952-09-28"),
136
+ days_of_week=(
137
+ MONDAY,
138
+ TUESDAY,
139
+ WEDNESDAY,
140
+ THURSDAY,
141
+ FRIDAY,
142
+ SATURDAY,
143
+ ),
144
+ observance=sunday_to_monday,
145
+ )
146
+ USWashingtonsBirthDay1952to1963 = Holiday(
147
+ "Washington" "s Birthday",
148
+ month=2,
149
+ day=22,
150
+ start_date=Timestamp("1952-09-29"),
151
+ end_date=Timestamp("1963-12-31"),
152
+ days_of_week=(
153
+ MONDAY,
154
+ TUESDAY,
155
+ WEDNESDAY,
156
+ THURSDAY,
157
+ FRIDAY,
158
+ ),
159
+ observance=sunday_to_monday,
160
+ )
161
+
162
+ USWashingtonsBirthDay1964to1970 = Holiday(
163
+ "Washington" "s Birthday",
164
+ month=2,
165
+ day=22,
166
+ start_date=Timestamp("1964-01-01"),
167
+ end_date=Timestamp("1970-12-31"),
168
+ observance=nearest_workday,
169
+ )
170
+ # Not all Saturdays before Washingtons birthday were holidays (e.g. 1920)
171
+ SatBeforeWashingtonsBirthdayAdhoc = [
172
+ Timestamp("1903-02-21", tz="UTC"),
173
+ ]
174
+ # Not all Saturdays after Washington's brithday were holidays (e.g. 1918)
175
+ SatAfterWashingtonsBirthdayAdhoc = [
176
+ Timestamp("1901-02-23", tz="UTC"),
177
+ Timestamp("1907-02-23", tz="UTC"),
178
+ Timestamp("1929-02-23", tz="UTC"),
179
+ Timestamp("1946-02-23", tz="UTC"),
180
+ ]
181
+
182
+ USLincolnsBirthDayBefore1954 = Holiday(
183
+ "Lincoln" "s Birthday",
184
+ month=2,
185
+ day=12,
186
+ start_date=Timestamp("1896-01-01"),
187
+ end_date=Timestamp("1953-12-31"),
188
+ observance=sunday_to_monday,
189
+ )
190
+ # Not all Saturdays before/after Lincoln's birthday were holidays
191
+ SatBeforeAfterLincolnsBirthdayAdhoc = [
192
+ Timestamp("1899-02-11", tz="UTC"),
193
+ Timestamp("1909-02-13", tz="UTC"),
194
+ ]
195
+
196
+ # 1968-02-12. Offices were open but trading floor was closed
197
+ LincolnsBirthDayAdhoc = [Timestamp("1968-02-12", tz="UTC")]
198
+
199
+ GrantsBirthDayAdhoc = [Timestamp("1897-04-27", tz="UTC")]
200
+
201
+ ############################################################
202
+ # Good Friday
203
+ # closed every year except 1898, 1906, and 1907
204
+ ############################################################
205
+ GoodFriday = Holiday(
206
+ "Good Friday 1908+",
207
+ start_date=Timestamp("1908-01-01"),
208
+ month=1,
209
+ day=1,
210
+ offset=[Easter(), Day(-2)],
211
+ )
212
+ GoodFridayPre1898 = Holiday(
213
+ "Good Friday Before 1898",
214
+ start_date=Timestamp("1885-01-01"),
215
+ end_date=Timestamp("1897-12-31"),
216
+ month=1,
217
+ day=1,
218
+ offset=[Easter(), Day(-2)],
219
+ )
220
+ GoodFriday1899to1905 = Holiday(
221
+ "Good Friday 1899 to 1905",
222
+ start_date=Timestamp("1899-01-01"),
223
+ end_date=Timestamp("1905-12-31"),
224
+ month=1,
225
+ day=1,
226
+ offset=[Easter(), Day(-2)],
227
+ )
228
+ # Not every saturday after Good Friday is a holiday (e.g. 1904)
229
+ SatAfterGoodFridayAdhoc = [
230
+ Timestamp("1900-04-14", tz="UTC"),
231
+ Timestamp("1901-04-06", tz="UTC"),
232
+ Timestamp("1902-03-29", tz="UTC"),
233
+ Timestamp("1903-04-11", tz="UTC"),
234
+ Timestamp("1905-04-22", tz="UTC"),
235
+ Timestamp("1907-03-30", tz="UTC"),
236
+ Timestamp("1908-04-18", tz="UTC"),
237
+ Timestamp("1909-04-10", tz="UTC"),
238
+ Timestamp("1910-03-26", tz="UTC"),
239
+ Timestamp("1911-04-15", tz="UTC"),
240
+ Timestamp("1913-03-22", tz="UTC"),
241
+ Timestamp("1920-04-03", tz="UTC"),
242
+ Timestamp("1929-03-30", tz="UTC"),
243
+ Timestamp("1930-04-19", tz="UTC"),
244
+ ]
245
+
246
+ ##################################################
247
+ # US Memorial Day (Decoration Day) May 30
248
+ # Closed every year since 1873
249
+ # Observed on Monday since 1971
250
+ ##################################################
251
+ USMemorialDay = Holiday(
252
+ "Memorial Day",
253
+ month=5,
254
+ day=25,
255
+ start_date=Timestamp("1971-01-01"),
256
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
257
+ offset=DateOffset(weekday=MO(1)),
258
+ )
259
+ USMemorialDayBefore1952 = Holiday(
260
+ "Memorial Day",
261
+ month=5,
262
+ day=30,
263
+ end_date=Timestamp("1952-09-28"),
264
+ observance=sunday_to_monday,
265
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY),
266
+ )
267
+ USMemorialDay1952to1964 = Holiday(
268
+ "Memorial Day",
269
+ month=5,
270
+ day=30,
271
+ start_date=Timestamp("1952-09-29"),
272
+ end_date=Timestamp("1963-12-31"),
273
+ observance=sunday_to_monday,
274
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
275
+ )
276
+
277
+ USMemorialDay1964to1969 = Holiday(
278
+ "Memorial Day",
279
+ month=5,
280
+ day=30,
281
+ start_date=Timestamp("1964-01-01"),
282
+ end_date=Timestamp("1969-12-31"),
283
+ observance=nearest_workday,
284
+ )
285
+
286
+ # Not all Saturdays before/after Decoration Day were observed
287
+ SatBeforeDecorationAdhoc = [
288
+ Timestamp("1904-05-28", tz="UTC"),
289
+ Timestamp("1909-05-29", tz="UTC"),
290
+ Timestamp("1910-05-28", tz="UTC"),
291
+ Timestamp("1921-05-28", tz="UTC"),
292
+ Timestamp("1926-05-29", tz="UTC"),
293
+ Timestamp("1937-05-29", tz="UTC"),
294
+ ]
295
+ SatAfterDecorationAdhoc = [
296
+ Timestamp("1902-05-31", tz="UTC"),
297
+ Timestamp("1913-05-31", tz="UTC"),
298
+ Timestamp("1919-05-31", tz="UTC"),
299
+ Timestamp("1924-05-31", tz="UTC"),
300
+ Timestamp("1930-05-31", tz="UTC"),
301
+ ]
302
+
303
+ DayBeforeDecorationAdhoc = [
304
+ Timestamp("1899-05-29", tz="UTC"),
305
+ Timestamp("1961-05-29", tz="UTC"),
306
+ ]
307
+
308
+ #######################################
309
+ # US Juneteenth (June 19th)
310
+ #######################################
311
+ USJuneteenthAfter2022 = Holiday(
312
+ "Juneteenth Starting at 2022",
313
+ start_date=Timestamp("2022-06-19"),
314
+ month=6,
315
+ day=19,
316
+ observance=nearest_workday,
317
+ )
318
+
319
+ #######################################
320
+ # US Independence Day July 4
321
+ #######################################
322
+ USIndependenceDay = Holiday(
323
+ "July 4th",
324
+ month=7,
325
+ day=4,
326
+ start_date=Timestamp("1954-01-01"),
327
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
328
+ observance=nearest_workday,
329
+ )
330
+ USIndependenceDayPre1952 = Holiday(
331
+ "July 4th",
332
+ month=7,
333
+ day=4,
334
+ end_date=Timestamp("1952-09-28"),
335
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY),
336
+ observance=sunday_to_monday,
337
+ )
338
+ USIndependenceDay1952to1954 = Holiday(
339
+ "July 4th",
340
+ month=7,
341
+ day=4,
342
+ start_date=Timestamp("1952-09-29"),
343
+ end_date=Timestamp("1953-12-31"),
344
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
345
+ observance=sunday_to_monday,
346
+ )
347
+
348
+ MonTuesThursBeforeIndependenceDay = Holiday(
349
+ # When July 4th is a Tuesday, Wednesday, or Friday, the previous day is a
350
+ # half day.
351
+ "Mondays, Tuesdays, and Thursdays Before Independence Day",
352
+ month=7,
353
+ day=3,
354
+ days_of_week=(MONDAY, TUESDAY, THURSDAY),
355
+ start_date=Timestamp("1995-01-01"),
356
+ )
357
+
358
+ FridayAfterIndependenceDayNYSEpre2013 = Holiday(
359
+ # When July 4th is a Thursday, the next day is a half day prior to 2013.
360
+ # Since 2013 the early close is on Wednesday and Friday is a full day
361
+ "Fridays after Independence Day prior to 2013",
362
+ month=7,
363
+ day=5,
364
+ days_of_week=(FRIDAY,),
365
+ start_date=Timestamp("1996-01-01"),
366
+ end_date=Timestamp("2012-12-31"),
367
+ )
368
+
369
+ WednesdayBeforeIndependenceDayPost2013 = Holiday(
370
+ # When July 4th is a Thursday, the next day is a half day prior to 2013.
371
+ # Since 2013 the early close is on Wednesday and Friday is a full day
372
+ "Wednesdays Before Independence Day including and after 2013",
373
+ month=7,
374
+ day=3,
375
+ days_of_week=(WEDNESDAY,),
376
+ start_date=Timestamp("2013-01-01"),
377
+ )
378
+
379
+ MonBeforeIndependenceDayAdhoc = [
380
+ Timestamp("1899-07-03", tz="UTC"),
381
+ ]
382
+
383
+ # Not all Saturdays before/after Independence day are observed
384
+ SatBeforeIndependenceDayAdhoc = [
385
+ Timestamp("1887-07-02", tz="UTC"),
386
+ Timestamp("1892-07-02", tz="UTC"),
387
+ Timestamp("1898-07-02", tz="UTC"),
388
+ Timestamp("1904-07-02", tz="UTC"),
389
+ Timestamp("1909-07-03", tz="UTC"),
390
+ Timestamp("1910-07-02", tz="UTC"),
391
+ Timestamp("1920-07-03", tz="UTC"),
392
+ Timestamp("1921-07-02", tz="UTC"),
393
+ Timestamp("1926-07-03", tz="UTC"),
394
+ Timestamp("1932-07-02", tz="UTC"),
395
+ Timestamp("1937-07-03", tz="UTC"),
396
+ ]
397
+
398
+ SatAfterIndependenceDayAdhoc = [
399
+ Timestamp("1890-07-05", tz="UTC"),
400
+ Timestamp("1902-07-05", tz="UTC"),
401
+ Timestamp("1913-07-05", tz="UTC"),
402
+ Timestamp("1919-07-05", tz="UTC"),
403
+ Timestamp("1930-07-05", tz="UTC"),
404
+ ]
405
+
406
+ DaysAfterIndependenceDayAdhoc = [
407
+ Timestamp("1901-07-05", tz="UTC"),
408
+ Timestamp("1901-07-06", tz="UTC"),
409
+ Timestamp("1968-07-05", tz="UTC"),
410
+ ]
411
+
412
+ DaysBeforeIndependenceDay1pmEarlyCloseAdhoc = [Timestamp("2013-07-03", tz="UTC")]
413
+
414
+ #################################################
415
+ # US Labor Day Starting 1887
416
+ #################################################
417
+ USLaborDayStarting1887 = Holiday(
418
+ "Labor Day",
419
+ month=9,
420
+ day=1,
421
+ start_date=Timestamp("1887-01-01"),
422
+ offset=DateOffset(weekday=MO(1)),
423
+ )
424
+
425
+ # Not every Saturday before Labor Day is observed. 1894 is an example.
426
+ SatBeforeLaborDayAdhoc = [
427
+ Timestamp("1888-09-01", tz="UTC"),
428
+ Timestamp("1898-09-03", tz="UTC"),
429
+ Timestamp("1900-09-01", tz="UTC"),
430
+ Timestamp("1901-08-31", tz="UTC"),
431
+ Timestamp("1902-08-30", tz="UTC"),
432
+ Timestamp("1903-09-05", tz="UTC"),
433
+ Timestamp("1904-09-03", tz="UTC"),
434
+ Timestamp("1907-08-31", tz="UTC"),
435
+ Timestamp("1908-09-05", tz="UTC"),
436
+ Timestamp("1909-09-04", tz="UTC"),
437
+ Timestamp("1910-09-03", tz="UTC"),
438
+ Timestamp("1911-09-02", tz="UTC"),
439
+ Timestamp("1912-08-31", tz="UTC"),
440
+ Timestamp("1913-08-30", tz="UTC"),
441
+ Timestamp("1917-09-01", tz="UTC"),
442
+ Timestamp("1919-08-30", tz="UTC"),
443
+ Timestamp("1920-09-04", tz="UTC"),
444
+ Timestamp("1921-09-03", tz="UTC"),
445
+ Timestamp("1926-09-04", tz="UTC"),
446
+ Timestamp("1929-08-31", tz="UTC"),
447
+ Timestamp("1930-08-30", tz="UTC"),
448
+ Timestamp("1931-09-05", tz="UTC"),
449
+ ]
450
+
451
+ ###################################################
452
+ # US Election Day Nov 2
453
+ ###################################################
454
+ USElectionDay1848to1967 = Holiday(
455
+ "Election Day",
456
+ month=11,
457
+ day=2,
458
+ start_date=Timestamp("1848-1-1"),
459
+ end_date=Timestamp("1967-12-31"),
460
+ offset=DateOffset(weekday=TU(1)),
461
+ )
462
+
463
+ USElectionDay1968to1980Adhoc = [
464
+ Timestamp("1968-11-05", tz="UTC"),
465
+ Timestamp("1972-11-07", tz="UTC"),
466
+ Timestamp("1976-11-02", tz="UTC"),
467
+ Timestamp("1980-11-04", tz="UTC"),
468
+ ]
469
+
470
+ ################################################
471
+ # US Thanksgiving Nov 30
472
+ ################################################
473
+ USThanksgivingDay = Holiday(
474
+ "Thanksgiving",
475
+ start_date=Timestamp("1942-01-01"),
476
+ month=11,
477
+ day=1,
478
+ offset=DateOffset(weekday=TH(4)),
479
+ )
480
+
481
+ USThanksgivingDayBefore1939 = Holiday(
482
+ "Thanksgiving Before 1939",
483
+ start_date=Timestamp("1864-01-01"),
484
+ end_date=Timestamp("1938-12-31"),
485
+ month=11,
486
+ day=30,
487
+ offset=DateOffset(weekday=TH(-1)),
488
+ )
489
+
490
+ USThanksgivingDay1939to1941 = Holiday(
491
+ "Thanksgiving 1939 to 1941",
492
+ start_date=Timestamp("1939-01-01"),
493
+ end_date=Timestamp("1941-12-31"),
494
+ month=11,
495
+ day=30,
496
+ offset=DateOffset(weekday=TH(-2)),
497
+ )
498
+
499
+ DayAfterThanksgiving2pmEarlyCloseBefore1993 = Holiday(
500
+ "Black Friday",
501
+ month=11,
502
+ day=1,
503
+ # Black Friday was not observed until 1992.
504
+ start_date=Timestamp("1992-01-01"),
505
+ end_date=Timestamp("1993-01-01"),
506
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
507
+ )
508
+
509
+ DayAfterThanksgiving1pmEarlyCloseInOrAfter1993 = Holiday(
510
+ "Black Friday",
511
+ month=11,
512
+ day=1,
513
+ start_date=Timestamp("1993-01-01"),
514
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
515
+ )
516
+
517
+ FridayAfterThanksgivingAdHoc = [
518
+ Timestamp("1888-11-30", tz="UTC"),
519
+ ]
520
+
521
+ ################################
522
+ # Christmas Dec 25
523
+ ################################
524
+ ChristmasNYSE = Holiday(
525
+ "Christmas",
526
+ month=12,
527
+ day=25,
528
+ start_date=Timestamp("1999-01-01"),
529
+ observance=nearest_workday,
530
+ )
531
+
532
+ Christmas54to98NYSE = Holiday(
533
+ "Christmas",
534
+ month=12,
535
+ day=25,
536
+ start_date=Timestamp("1954-01-01"),
537
+ end_date=Timestamp("1998-12-31"),
538
+ observance=nearest_workday,
539
+ )
540
+
541
+ ChristmasBefore1954 = Holiday(
542
+ "Christmas",
543
+ month=12,
544
+ day=25,
545
+ end_date=Timestamp("1953-12-31"),
546
+ observance=sunday_to_monday,
547
+ )
548
+
549
+ # Only some Christmas Eve's were fully close
550
+ ChristmasEvesAdhoc = [
551
+ Timestamp("1900-12-24", tz="UTC"),
552
+ Timestamp("1945-12-24", tz="UTC"),
553
+ Timestamp("1956-12-24", tz="UTC"),
554
+ ]
555
+
556
+ DayAfterChristmasAdhoc = [
557
+ Timestamp("1958-12-26", tz="UTC"),
558
+ ]
559
+
560
+ DayAfterChristmas1pmEarlyCloseAdhoc = [
561
+ Timestamp("1997-12-26", tz="UTC"),
562
+ Timestamp("2003-12-26", tz="UTC"),
563
+ ]
564
+
565
+ ChristmasEvePost1999Early1pmClose = Holiday(
566
+ # When Christmas Eve is Mon-Thu it is a 1pm early close
567
+ "Mondays, Tuesdays, Wednesdays, and Thursdays Before Christmas",
568
+ month=12,
569
+ day=24,
570
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
571
+ start_date=Timestamp("1999-01-01"),
572
+ )
573
+
574
+ ChristmasEve1pmEarlyCloseAdhoc = [
575
+ Timestamp("1951-12-24", tz="UTC"),
576
+ Timestamp("1996-12-24", tz="UTC"),
577
+ Timestamp("1997-12-24", tz="UTC"),
578
+ Timestamp("1998-12-24", tz="UTC"),
579
+ Timestamp("1999-12-24", tz="UTC"),
580
+ ]
581
+
582
+ # Only some Christmas Eve's were 2pm early close (1976-1979 were not)
583
+ ChristmasEve2pmEarlyCloseAdhoc = [
584
+ Timestamp("1974-12-24", tz="UTC"),
585
+ Timestamp("1975-12-24", tz="UTC"),
586
+ Timestamp(
587
+ "1990-12-24", tz="UTC"
588
+ ), # This one was also in the 1pm list, in the tests you check for 2pm
589
+ Timestamp("1991-12-24", tz="UTC"),
590
+ Timestamp("1992-12-24", tz="UTC"),
591
+ ]
592
+
593
+ # Not every Saturday before/after Christmas is a holiday
594
+ SatBeforeChristmasAdhoc = [
595
+ Timestamp("1887-12-24", tz="UTC"),
596
+ Timestamp("1898-12-24", tz="UTC"),
597
+ Timestamp("1904-12-24", tz="UTC"),
598
+ Timestamp("1910-12-24", tz="UTC"),
599
+ Timestamp("1911-12-23", tz="UTC"),
600
+ Timestamp("1922-12-23", tz="UTC"),
601
+ Timestamp("1949-12-24", tz="UTC"),
602
+ Timestamp("1950-12-23", tz="UTC"),
603
+ ]
604
+
605
+ SatAfterChristmasAdhoc = [
606
+ Timestamp("1891-12-26", tz="UTC"),
607
+ Timestamp("1896-12-26", tz="UTC"),
608
+ Timestamp("1903-12-26", tz="UTC"),
609
+ Timestamp("1908-12-26", tz="UTC"),
610
+ Timestamp("1925-12-26", tz="UTC"),
611
+ Timestamp("1931-12-26", tz="UTC"),
612
+ Timestamp("1936-12-26", tz="UTC"),
613
+ ]
614
+
615
+ #####################################
616
+ # Retired holidays
617
+ #####################################
618
+ # Armistice/Veterans day
619
+ USVeteransDay1934to1953 = Holiday(
620
+ "Veteran Day",
621
+ month=11,
622
+ day=11,
623
+ start_date=Timestamp("1934-1-1"),
624
+ end_date=Timestamp("1953-12-31"),
625
+ observance=sunday_to_monday,
626
+ )
627
+
628
+ USVetransDayAdHoc = [
629
+ Timestamp("1921-11-11", tz="UTC"),
630
+ Timestamp("1968-11-11", tz="UTC"),
631
+ ]
632
+
633
+ USColumbusDayBefore1954 = Holiday(
634
+ "Columbus Day",
635
+ month=10,
636
+ day=12,
637
+ start_date=Timestamp("1909-01-01"),
638
+ end_date=Timestamp("1953-12-31"),
639
+ observance=sunday_to_monday,
640
+ )
641
+
642
+ SatAfterColumbusDayAdHoc = [
643
+ Timestamp("1917-10-13", tz="UTC"),
644
+ Timestamp("1945-10-13", tz="UTC"),
645
+ ]
646
+
647
+ ##########################
648
+ # Non-recurring holidays
649
+ ##########################
650
+
651
+ # 1885
652
+ UlyssesGrantFuneral1885 = [Timestamp("1885-08-08", tz="UTC")]
653
+
654
+ # 1888
655
+ GreatBlizzardOf1888 = [
656
+ Timestamp("1888-03-12", tz="UTC"),
657
+ Timestamp("1888-03-13", tz="UTC"),
658
+ ]
659
+
660
+ # 1889
661
+ WashingtonInaugurationCentennialCelebration1889 = [
662
+ Timestamp("1889-04-29", tz="UTC"),
663
+ Timestamp("1889-04-30", tz="UTC"),
664
+ Timestamp("1889-05-01", tz="UTC"),
665
+ ]
666
+
667
+ # 1892
668
+ ColumbianCelebration1892 = [
669
+ Timestamp("1892-10-12", tz="UTC"),
670
+ Timestamp("1892-10-21", tz="UTC"),
671
+ Timestamp("1892-10-22", tz="UTC"),
672
+ Timestamp("1893-04-27", tz="UTC"),
673
+ ]
674
+
675
+ # 1898
676
+ # NYC's 5 boroughs founded as NYC
677
+ # Not actually celebrated due to Spanish-American war but market was closed
678
+ CharterDay1898 = [Timestamp("1898-05-04", tz="UTC")]
679
+
680
+ WelcomeNavalCommander1898 = [Timestamp("1898-08-20", tz="UTC")]
681
+
682
+ # 1899
683
+ AdmiralDeweyCelebration1899 = [
684
+ Timestamp("1899-09-29", tz="UTC"),
685
+ Timestamp("1899-09-30", tz="UTC"),
686
+ ]
687
+
688
+ GarretHobartFuneral1899 = [Timestamp("1899-11-25", tz="UTC")]
689
+
690
+ # 1901
691
+ QueenVictoriaFuneral1901 = [Timestamp("1901-02-02", tz="UTC")]
692
+
693
+ MovedToProduceExchange1901 = [Timestamp("1901-04-27", tz="UTC")]
694
+
695
+ EnlargedProduceExchange1901 = [Timestamp("1901-05-11", tz="UTC")]
696
+
697
+ McKinleyDeathAndFuneral1901 = [
698
+ Timestamp("1901-09-14", tz="UTC"),
699
+ Timestamp("1901-09-19", tz="UTC"),
700
+ ]
701
+
702
+ # 1902
703
+ KingEdwardVIIcoronation1902 = [Timestamp("1902-08-09", tz="UTC")]
704
+
705
+ # 1903
706
+ NYSEnewBuildingOpen1903 = [Timestamp("1903-04-22", tz="UTC")]
707
+
708
+ # 1908
709
+ GroverClevelandFuneral1pmClose1908 = Holiday(
710
+ "Funeral of Grover Cleveland 1908 1pm Close",
711
+ month=6,
712
+ day=26,
713
+ start_date=Timestamp("1908-06-26"),
714
+ end_date=Timestamp("1908-06-26"),
715
+ )
716
+
717
+ # 1909
718
+ # 300th anniversary of Hudson discovering the Hudson river and
719
+ # 100th anniversary of Fulton inventing the paddle steamer
720
+ HudsonFultonCelebration1909 = [Timestamp("1909-09-25", tz="UTC")]
721
+
722
+ # 1910
723
+ KingEdwardDeath11amyClose1910 = Holiday(
724
+ "King Edward VII Death May 7, 1910",
725
+ month=5,
726
+ day=7,
727
+ start_date=Timestamp("1910-05-07"),
728
+ end_date=Timestamp("1910-05-07"),
729
+ )
730
+
731
+ KingEdwardFuneral12pmOpen1910 = Holiday(
732
+ "King Edward VII Funeral 12pm late open May 20, 1910",
733
+ month=5,
734
+ day=20,
735
+ start_date=Timestamp("1910-05-20"),
736
+ end_date=Timestamp("1910-05-20"),
737
+ )
738
+
739
+ # 1912
740
+ JamesShermanFuneral1912 = [Timestamp("1912-11-02", tz="UTC")]
741
+
742
+ # 1913
743
+ JPMorganFuneral12pmOpen1913 = Holiday(
744
+ "JP Morgan Funeral 12pm late open April 14, 1913",
745
+ month=4,
746
+ day=14,
747
+ start_date=Timestamp("1913-04-14"),
748
+ end_date=Timestamp("1913-04-14"),
749
+ )
750
+
751
+ WilliamGaynorFuneral12pmOpen1913 = Holiday(
752
+ "Mayor William J. Gaynor Funeral 12pm late open Sept 22, 1913",
753
+ month=9,
754
+ day=22,
755
+ start_date=Timestamp("1913-09-22"),
756
+ end_date=Timestamp("1913-09-22"),
757
+ )
758
+
759
+ # 1914
760
+
761
+ # Reopened for trading bonds (with restrictions) Nov 27, 1914
762
+ # Reopened for trading stocks (with restrictions) Dec 12, 1914
763
+ # Restrictions remained in place until April 1, 1915
764
+ OnsetOfWWI1914 = date_range(
765
+ "1914-07-31",
766
+ "1914-12-11",
767
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri Sat"),
768
+ tz="UTC",
769
+ )
770
+
771
+ # 1917
772
+ DraftRegistrationDay1917 = [Timestamp("1917-06-05", tz="UTC")]
773
+
774
+ WeatherHeatClosing1917 = [Timestamp("1917-08-04", tz="UTC")]
775
+
776
+ ParadeOfNationalGuardEarlyClose1917 = Holiday(
777
+ "Parade of National Guard 12pm Early Close Aug 29, 1917",
778
+ month=8,
779
+ day=29,
780
+ start_date=Timestamp("1917-08-29"),
781
+ end_date=Timestamp("1917-08-29"),
782
+ )
783
+
784
+ LibertyDay12pmEarlyClose1917 = Holiday(
785
+ "Liberty Day 12pm Early Close Oct 24, 1917",
786
+ month=10,
787
+ day=24,
788
+ start_date=Timestamp("1917-10-24"),
789
+ end_date=Timestamp("1917-10-24"),
790
+ )
791
+
792
+ # 1918
793
+ WeatherNoHeatClosing1918 = [
794
+ Timestamp("1918-01-28", tz="UTC"),
795
+ Timestamp("1918-02-04", tz="UTC"),
796
+ Timestamp("1918-02-11", tz="UTC"),
797
+ ]
798
+
799
+ LibertyDay12pmEarlyClose1918 = Holiday(
800
+ "Liberty Day 12pm Early Close April 26, 1918",
801
+ month=4,
802
+ day=26,
803
+ start_date=Timestamp("1918-04-26"),
804
+ end_date=Timestamp("1918-04-26"),
805
+ )
806
+
807
+ DraftRegistrationDay1918 = [Timestamp("1918-09-12", tz="UTC")]
808
+
809
+ FalseArmisticeReport1430EarlyClose1918 = Holiday(
810
+ "False Armistice Report 2:30pm Early Close Nov 7, 1918",
811
+ month=11,
812
+ day=7,
813
+ start_date=Timestamp("1918-11-07"),
814
+ end_date=Timestamp("1918-11-07"),
815
+ )
816
+ ArmisticeSigned1918 = [Timestamp("1918-11-11", tz="UTC")]
817
+
818
+ # 1919
819
+ RooseveltFuneral1230EarlyClose1919 = Holiday(
820
+ "Former President Roosevelt funeral 12:30pm Early Close Jan 7, 1919",
821
+ month=1,
822
+ day=7,
823
+ start_date=Timestamp("1919-01-07"),
824
+ end_date=Timestamp("1919-01-07"),
825
+ )
826
+
827
+ Homecoming27Division1919 = [Timestamp("1919-03-25", tz="UTC")]
828
+
829
+ ParadeOf77thDivision1919 = [Timestamp("1919-05-06", tz="UTC")]
830
+
831
+ BacklogRelief1919 = [
832
+ Timestamp("1919-07-19", tz="UTC"),
833
+ Timestamp("1919-08-02", tz="UTC"),
834
+ Timestamp("1919-08-16", tz="UTC"),
835
+ ]
836
+
837
+ GeneralPershingReturn1919 = [Timestamp("1919-09-10", tz="UTC")]
838
+
839
+ TrafficBlockLateOpen1919 = Holiday(
840
+ "Traffic Block 10:30am late open Dec. 30, 1919",
841
+ month=12,
842
+ day=30,
843
+ start_date=Timestamp("1919-12-30"),
844
+ end_date=Timestamp("1919-12-30"),
845
+ )
846
+
847
+ # 1920
848
+ TrafficBlockLateOpen1920 = Holiday(
849
+ "Traffic Block 10:30am late open Feb. 6, 1920",
850
+ month=2,
851
+ day=6,
852
+ start_date=Timestamp("1920-02-06"),
853
+ end_date=Timestamp("1920-02-06"),
854
+ )
855
+
856
+ OfficeLocationChange1920 = [Timestamp("1920-05-01", tz="UTC")]
857
+
858
+ WallStreetExplosionEarlyClose1920 = Holiday(
859
+ "Wall Street Explosion 12:00 Early Close Sept 16, 1920",
860
+ month=9,
861
+ day=16,
862
+ start_date=Timestamp("1920-09-16"),
863
+ end_date=Timestamp("1920-09-16"),
864
+ )
865
+
866
+ # 1921
867
+ AnnunciatorBoardFire1pmLateOpen1921 = Holiday(
868
+ "Annunciator Board Fire 1pm late open Aug 8, 1921",
869
+ month=8,
870
+ day=2,
871
+ start_date=Timestamp("1921-08-02"),
872
+ end_date=Timestamp("1921-08-02"),
873
+ )
874
+
875
+ # 1923
876
+ HardingDeath1923 = [Timestamp("1923-08-03", tz="UTC")]
877
+
878
+ HardingFuneral1923 = [Timestamp("1923-08-10", tz="UTC")]
879
+
880
+ # 1924
881
+ WoodrowWilsonFuneral1230EarlyClose1924 = Holiday(
882
+ "Former President Woodrow Wilson Funeral 12:30 Early Close Feb 6, 1924",
883
+ month=2,
884
+ day=6,
885
+ start_date=Timestamp("1924-02-06"),
886
+ end_date=Timestamp("1924-02-06"),
887
+ )
888
+
889
+ # 1925
890
+ EclipseOfSunLateOpen1925 = Holiday(
891
+ "Eclipse of Sun 10:45am late open Jan 25, 1925",
892
+ month=1,
893
+ day=24,
894
+ start_date=Timestamp("1925-01-24"),
895
+ end_date=Timestamp("1925-01-24"),
896
+ )
897
+
898
+ CromwellFuneral1430EarlyClose1925 = Holiday(
899
+ "Former NYSE President Seymour L. Cromwell Funeral 2:30pm Early Close Sept 18, 1925",
900
+ month=9,
901
+ day=18,
902
+ start_date=Timestamp("1925-09-18"),
903
+ end_date=Timestamp("1925-09-18"),
904
+ )
905
+
906
+ # 1927
907
+ LindberghParade1927 = [Timestamp("1927-06-13", tz="UTC")]
908
+
909
+ # 1928
910
+ BacklogRelief1928 = [
911
+ Timestamp("1928-04-07", tz="UTC"),
912
+ Timestamp("1928-04-21", tz="UTC"),
913
+ Timestamp("1928-05-05", tz="UTC"),
914
+ Timestamp("1928-05-12", tz="UTC"),
915
+ Timestamp("1928-05-19", tz="UTC"),
916
+ Timestamp("1928-05-26", tz="UTC"),
917
+ Timestamp("1928-11-24", tz="UTC"),
918
+ ]
919
+
920
+ BacklogRelief2pmEarlyClose1928 = date_range(
921
+ "1928-05-21",
922
+ "1928-05-25",
923
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri Sat"),
924
+ tz="UTC",
925
+ )
926
+
927
+ # 1929
928
+ BacklogRelief1929 = [
929
+ Timestamp("1929-02-09", tz="UTC"),
930
+ Timestamp("1929-11-01", tz="UTC"),
931
+ Timestamp("1929-11-02", tz="UTC"),
932
+ Timestamp("1929-11-09", tz="UTC"),
933
+ Timestamp("1929-11-16", tz="UTC"),
934
+ Timestamp("1929-11-23", tz="UTC"),
935
+ Timestamp("1929-11-29", tz="UTC"),
936
+ Timestamp("1929-11-30", tz="UTC"),
937
+ ]
938
+
939
+ BacklogRelief1pmEarlyClose1929 = [
940
+ Timestamp("1929-11-06", tz="UTC"),
941
+ Timestamp("1929-11-07", tz="UTC"),
942
+ Timestamp("1929-11-08", tz="UTC"),
943
+ Timestamp("1929-11-11", tz="UTC"),
944
+ Timestamp("1929-11-12", tz="UTC"),
945
+ Timestamp("1929-11-13", tz="UTC"),
946
+ Timestamp("1929-11-14", tz="UTC"),
947
+ Timestamp("1929-11-15", tz="UTC"),
948
+ Timestamp("1929-11-18", tz="UTC"),
949
+ Timestamp("1929-11-19", tz="UTC"),
950
+ Timestamp("1929-11-20", tz="UTC"),
951
+ Timestamp("1929-11-21", tz="UTC"),
952
+ Timestamp("1929-11-22", tz="UTC"),
953
+ ]
954
+
955
+ BacklogRelief12pmLateOpen1929 = [
956
+ Timestamp("1929-10-31", tz="UTC"),
957
+ ]
958
+
959
+ # 1930
960
+ TaftFuneral1230EarlyClose1930 = Holiday(
961
+ "Former President William Howard Taft Funeral 12:30pm Early Close Mar 11, 1930",
962
+ month=3,
963
+ day=11,
964
+ start_date=Timestamp("1930-03-11"),
965
+ end_date=Timestamp("1930-03-11"),
966
+ )
967
+
968
+ # 1933
969
+ CoolidgeFuneral1933 = [
970
+ Timestamp("1933-01-07", tz="UTC"),
971
+ ]
972
+
973
+ BankHolidays1933 = [
974
+ Timestamp("1933-03-04", tz="UTC"),
975
+ Timestamp("1933-03-06", tz="UTC"),
976
+ Timestamp("1933-03-07", tz="UTC"),
977
+ Timestamp("1933-03-08", tz="UTC"),
978
+ Timestamp("1933-03-09", tz="UTC"),
979
+ Timestamp("1933-03-10", tz="UTC"),
980
+ Timestamp("1933-03-11", tz="UTC"),
981
+ Timestamp("1933-03-12", tz="UTC"),
982
+ Timestamp("1933-03-13", tz="UTC"),
983
+ Timestamp("1933-03-14", tz="UTC"),
984
+ ]
985
+
986
+ GasFumesOnTradingFloor1230EarlyClose1933 = Holiday(
987
+ "Gas Fumes on Trading Floor 12:30pm Early Close Aug 4, 1933",
988
+ month=8,
989
+ day=4,
990
+ start_date=Timestamp("1933-08-04"),
991
+ end_date=Timestamp("1933-08-04"),
992
+ )
993
+
994
+ HeavyVolume1933 = [
995
+ Timestamp("1933-07-29", tz="UTC"),
996
+ Timestamp("1933-08-05", tz="UTC"),
997
+ Timestamp("1933-08-12", tz="UTC"),
998
+ Timestamp("1933-08-19", tz="UTC"),
999
+ Timestamp("1933-08-26", tz="UTC"),
1000
+ Timestamp("1933-09-02", tz="UTC"),
1001
+ ]
1002
+
1003
+ HeavyVolume12pmLateOpen1933 = [
1004
+ Timestamp("1933-07-24", tz="UTC"),
1005
+ Timestamp("1933-07-25", tz="UTC"),
1006
+ ]
1007
+
1008
+ HeavyVolume11amLateOpen1933 = [
1009
+ Timestamp("1933-07-26", tz="UTC"),
1010
+ Timestamp("1933-07-27", tz="UTC"),
1011
+ Timestamp("1933-07-28", tz="UTC"),
1012
+ ]
1013
+
1014
+ HeavyVolume2pmEarlyClose1933 = [
1015
+ Timestamp("1933-07-26", tz="UTC"),
1016
+ Timestamp("1933-07-27", tz="UTC"),
1017
+ Timestamp("1933-07-28", tz="UTC"),
1018
+ ]
1019
+
1020
+ NRAdemonstration12pmEarlyClose1933 = Holiday(
1021
+ "NRA Demonstration 12:00 noon Early Close Sept 13, 1933",
1022
+ month=9,
1023
+ day=13,
1024
+ start_date=Timestamp("1933-09-13"),
1025
+ end_date=Timestamp("1933-09-13"),
1026
+ )
1027
+
1028
+ # 1934
1029
+ Snow11amLateOpen1934 = Holiday(
1030
+ "Severe Snowstorm 11:00am late open Feb 20, 1934",
1031
+ month=2,
1032
+ day=20,
1033
+ start_date=Timestamp("1934-02-20"),
1034
+ end_date=Timestamp("1934-02-20"),
1035
+ )
1036
+
1037
+ # 1936
1038
+ KingGeorgeVFuneral11amLateOpen1936 = Holiday(
1039
+ "King George V of England 11:00am late open Jan 28, 1936",
1040
+ month=1,
1041
+ day=28,
1042
+ start_date=Timestamp("1936-01-28"),
1043
+ end_date=Timestamp("1936-01-28"),
1044
+ )
1045
+
1046
+ # 1944
1047
+ SatClosings1944 = [
1048
+ Timestamp("1944-08-19", tz="UTC"),
1049
+ Timestamp("1944-08-26", tz="UTC"),
1050
+ Timestamp("1944-09-02", tz="UTC"),
1051
+ ]
1052
+
1053
+ # 1945
1054
+ RooseveltDayOfMourning1945 = [
1055
+ Timestamp("1945-04-14", tz="UTC"),
1056
+ ]
1057
+
1058
+ # Starting in 1945, no Saturday trading over the summer
1059
+ SatClosings1945 = date_range("1945-07-07", "1945-09-01", freq="W-SAT", tz="UTC")
1060
+
1061
+ VJday1945 = [
1062
+ Timestamp("1945-08-15", tz="UTC"),
1063
+ Timestamp("1945-08-16", tz="UTC"),
1064
+ ]
1065
+
1066
+ NavyDay1945 = [
1067
+ Timestamp("1945-10-27", tz="UTC"),
1068
+ ]
1069
+
1070
+ RailroadStrike1946 = [
1071
+ Timestamp("1946-05-25", tz="UTC"),
1072
+ ]
1073
+
1074
+ # 1946
1075
+ SatClosings1946 = date_range("1946-06-01", "1946-09-28", freq="W-SAT", tz="UTC")
1076
+
1077
+ # 1947
1078
+ SatClosings1947 = date_range("1947-05-31", "1947-09-27", freq="W-SAT", tz="UTC")
1079
+
1080
+ # 1948
1081
+ SevereWeather1948 = [
1082
+ Timestamp("1948-01-03", tz="UTC"),
1083
+ ]
1084
+
1085
+ SatClosings1948 = date_range("1948-05-29", "1948-09-25", freq="W-SAT", tz="UTC")
1086
+
1087
+ # 1949
1088
+ SatClosings1949 = date_range("1949-05-28", "1949-09-24", freq="W-SAT", tz="UTC")
1089
+
1090
+ # 1950
1091
+ SatClosings1950 = date_range("1950-06-03", "1950-09-30", freq="W-SAT", tz="UTC")
1092
+
1093
+ # 1951
1094
+ SatClosings1951 = date_range("1951-06-02", "1951-09-29", freq="W-SAT", tz="UTC")
1095
+
1096
+ # 1952
1097
+ SatClosings1952 = date_range("1952-05-31", "1952-09-27", freq="W-SAT", tz="UTC")
1098
+
1099
+ # 1960
1100
+ Snow11amLateOpening1960 = Holiday(
1101
+ "Severe Snow 11am Late Opening on Dec 12, 1960",
1102
+ month=12,
1103
+ day=12,
1104
+ start_date=Timestamp("1960-12-12"),
1105
+ end_date=Timestamp("1960-12-12"),
1106
+ )
1107
+
1108
+ # 1963
1109
+ KennedyAssassination1407EarlyClose = Holiday(
1110
+ "President John F. Kennedy Assassination",
1111
+ month=11,
1112
+ day=22,
1113
+ start_date=Timestamp("1963-11-22"),
1114
+ end_date=Timestamp("1963-11-22"),
1115
+ )
1116
+
1117
+ KennedyFuneral1963 = [Timestamp("1963-11-25", tz="UTC")]
1118
+
1119
+ # 1964
1120
+ HooverFuneral1400EarlyClose1964 = Holiday(
1121
+ "Former President Herbert C. Hoover Funeral",
1122
+ month=10,
1123
+ day=23,
1124
+ start_date=Timestamp("1964-10-23"),
1125
+ end_date=Timestamp("1964-10-23"),
1126
+ )
1127
+
1128
+ # 1965
1129
+ PowerFail1105LateOpen = Holiday(
1130
+ "Power Failure in NY grid supply",
1131
+ month=11,
1132
+ day=10,
1133
+ start_date=Timestamp("1965-11-10"),
1134
+ end_date=Timestamp("1965-11-10"),
1135
+ )
1136
+
1137
+ # 1966
1138
+ TransitStrike2pmEarlyClose1966 = date_range(
1139
+ "1966-01-06",
1140
+ "1966-01-14",
1141
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri"),
1142
+ tz="UTC",
1143
+ )
1144
+
1145
+ # 1967
1146
+ Snow1015LateOpen1967 = Holiday(
1147
+ "Late Open due to snow",
1148
+ month=2,
1149
+ day=7,
1150
+ start_date=Timestamp("1967-02-07"),
1151
+ end_date=Timestamp("1967-02-07"),
1152
+ )
1153
+ Snow2pmEarlyClose1967 = Holiday(
1154
+ "Late Open due to snow",
1155
+ month=2,
1156
+ day=7,
1157
+ start_date=Timestamp("1967-02-07"),
1158
+ end_date=Timestamp("1967-02-07"),
1159
+ )
1160
+ Backlog2pmEarlyCloses1967 = date_range(
1161
+ "1967-08-09",
1162
+ "1967-08-18",
1163
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri"),
1164
+ tz="UTC",
1165
+ )
1166
+
1167
+ # 1968
1168
+ Backlog2pmEarlyCloses1968 = date_range(
1169
+ "1968-01-22",
1170
+ "1968-03-01",
1171
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri"),
1172
+ tz="UTC",
1173
+ )
1174
+
1175
+ MLKdayOfMourning1968 = [
1176
+ Timestamp("1968-04-09", tz="UTC"),
1177
+ ]
1178
+
1179
+ PaperworkCrisis1968 = [
1180
+ Timestamp("1968-06-12", tz="UTC"),
1181
+ Timestamp("1968-06-19", tz="UTC"),
1182
+ Timestamp("1968-06-26", tz="UTC"),
1183
+ Timestamp("1968-07-10", tz="UTC"),
1184
+ Timestamp("1968-07-17", tz="UTC"),
1185
+ Timestamp("1968-07-24", tz="UTC"),
1186
+ Timestamp("1968-07-31", tz="UTC"),
1187
+ Timestamp("1968-08-07", tz="UTC"),
1188
+ Timestamp("1968-08-14", tz="UTC"),
1189
+ Timestamp("1968-08-21", tz="UTC"),
1190
+ Timestamp("1968-08-28", tz="UTC"),
1191
+ Timestamp("1968-09-11", tz="UTC"),
1192
+ Timestamp("1968-09-18", tz="UTC"),
1193
+ Timestamp("1968-09-25", tz="UTC"),
1194
+ Timestamp("1968-10-02", tz="UTC"),
1195
+ Timestamp("1968-10-09", tz="UTC"),
1196
+ Timestamp("1968-10-16", tz="UTC"),
1197
+ Timestamp("1968-10-23", tz="UTC"),
1198
+ Timestamp("1968-10-30", tz="UTC"),
1199
+ Timestamp("1968-11-20", tz="UTC"),
1200
+ Timestamp("1968-12-04", tz="UTC"),
1201
+ Timestamp("1968-12-11", tz="UTC"),
1202
+ Timestamp("1968-12-18", tz="UTC"),
1203
+ ]
1204
+
1205
+ # 1969
1206
+ PaperworkCrisis2pmEarlyCloses1969 = date_range(
1207
+ "1969-01-01",
1208
+ "1969-07-03",
1209
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri"),
1210
+ tz="UTC",
1211
+ )
1212
+
1213
+ SnowClosing1969 = [Timestamp("1969-02-10", tz="UTC")]
1214
+
1215
+ Snow11amLateOpen1969 = Holiday(
1216
+ "Late Open due to snow",
1217
+ month=2,
1218
+ day=11,
1219
+ start_date=Timestamp("1969-02-11"),
1220
+ end_date=Timestamp("1969-02-11"),
1221
+ )
1222
+
1223
+ EisenhowerFuneral1969 = [
1224
+ Timestamp("1969-03-31", tz="UTC"),
1225
+ ]
1226
+
1227
+ Storm1045LateOpen1969 = Holiday(
1228
+ "Late Open due to storm",
1229
+ month=6,
1230
+ day=2,
1231
+ start_date=Timestamp("1969-06-02"),
1232
+ end_date=Timestamp("1969-06-02"),
1233
+ )
1234
+
1235
+ PaperworkCrisis230pmEarlyCloses1969 = date_range(
1236
+ "1969-07-07",
1237
+ "1969-09-26",
1238
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri"),
1239
+ tz="UTC",
1240
+ )
1241
+
1242
+ FirstLunarLandingClosing1969 = [Timestamp("1969-07-21", tz="UTC")]
1243
+
1244
+ PaperworkCrisis3pmEarlyCloses1969to1970 = date_range(
1245
+ "1969-09-29",
1246
+ "1970-05-01",
1247
+ freq=CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri"),
1248
+ tz="UTC",
1249
+ )
1250
+
1251
+ # 1972
1252
+ TrumanFuneral1972 = [
1253
+ Timestamp("1972-12-28", tz="UTC"),
1254
+ ]
1255
+
1256
+ # 1973
1257
+ JohnsonFuneral1973 = [
1258
+ Timestamp("1973-01-25", tz="UTC"),
1259
+ ]
1260
+
1261
+ Ice11amLateOpen1973 = Holiday(
1262
+ "Late Open due to storm",
1263
+ month=12,
1264
+ day=17,
1265
+ start_date=Timestamp("1973-12-17"),
1266
+ end_date=Timestamp("1973-12-17"),
1267
+ )
1268
+
1269
+ # 1974
1270
+ MerrillLynchComputer1015LateOpen1974 = Holiday(
1271
+ "Late Open due to Merrill Lynch Computer trouble",
1272
+ month=1,
1273
+ day=16,
1274
+ start_date=Timestamp("1974-01-16"),
1275
+ end_date=Timestamp("1974-01-16"),
1276
+ )
1277
+ FireDrill1015LateOpen1974 = Holiday(
1278
+ "Late Open due to Merrill Lynch Computer trouble",
1279
+ month=11,
1280
+ day=22,
1281
+ start_date=Timestamp("1974-11-22"),
1282
+ end_date=Timestamp("1974-11-22"),
1283
+ )
1284
+
1285
+ # 1975
1286
+ Snow230EarlyClose1975 = Holiday(
1287
+ "Early Close at 2:30pm due to snow",
1288
+ month=2,
1289
+ day=12,
1290
+ start_date=Timestamp("1975-02-12"),
1291
+ end_date=Timestamp("1975-02-12"),
1292
+ )
1293
+
1294
+ # 1976
1295
+ Storm1115LateOpen1976 = Holiday(
1296
+ "Late Open 11:15am due to storm",
1297
+ month=2,
1298
+ day=2,
1299
+ start_date=Timestamp("1976-02-02"),
1300
+ end_date=Timestamp("1976-02-02"),
1301
+ )
1302
+
1303
+ FireDrill1015LateOpen1976 = Holiday(
1304
+ "Late Open 10:15am due to fire drill",
1305
+ month=6,
1306
+ day=8,
1307
+ start_date=Timestamp("1976-06-08"),
1308
+ end_date=Timestamp("1976-06-08"),
1309
+ )
1310
+
1311
+ HurricaneWatch3pmEarlyClose1976 = Holiday(
1312
+ "Early Close 3pm for Hurricane Watch",
1313
+ month=8,
1314
+ day=9,
1315
+ start_date=Timestamp("1976-08-09"),
1316
+ end_date=Timestamp("1976-08-09"),
1317
+ )
1318
+
1319
+ # 1977
1320
+ NewYorkCityBlackout77 = [Timestamp("1977-07-14", tz="UTC")]
1321
+
1322
+ # 1978
1323
+ Snow12pmLateOpen1978 = Holiday(
1324
+ "Late Open due to snow",
1325
+ month=1,
1326
+ day=20,
1327
+ start_date=Timestamp("1978-01-20"),
1328
+ end_date=Timestamp("1978-01-20"),
1329
+ )
1330
+
1331
+ Snow2pmEarlyClose1978 = Holiday(
1332
+ "Early close due to snow",
1333
+ month=2,
1334
+ day=6,
1335
+ start_date=Timestamp("1978-02-06"),
1336
+ end_date=Timestamp("1978-02-06"),
1337
+ )
1338
+
1339
+ Snow11amLateOpen1978 = Holiday(
1340
+ "Late Open due to snow",
1341
+ month=2,
1342
+ day=7,
1343
+ start_date=Timestamp("1978-02-07"),
1344
+ end_date=Timestamp("1978-02-07"),
1345
+ )
1346
+
1347
+ # 1981
1348
+ ReaganAssassAttempt317pmEarlyClose1981 = Holiday(
1349
+ "President Reagan Assassination Attempt",
1350
+ month=3,
1351
+ day=30,
1352
+ start_date=Timestamp("1981-03-30"),
1353
+ end_date=Timestamp("1981-03-30"),
1354
+ )
1355
+
1356
+ ConEdPowerFail328pmEarlyClose1981 = Holiday(
1357
+ "Con Edison power failure",
1358
+ month=9,
1359
+ day=9,
1360
+ start_date=Timestamp("1981-09-09"),
1361
+ end_date=Timestamp("1981-09-09"),
1362
+ )
1363
+
1364
+ # http://en.wikipedia.org/wiki/Hurricane_Gloria
1365
+ HurricaneGloriaClosings1985 = [Timestamp("1985-09-27", tz="UTC")]
1366
+
1367
+ # 1987
1368
+ Backlog2pmEarlyCloses1987 = date_range("1987-10-23", "1987-10-30", tz="UTC")
1369
+ Backlog230pmEarlyCloses1987 = date_range("1987-11-02", "1987-11-04", tz="UTC")
1370
+ Backlog3pmEarlyCloses1987 = date_range("1987-11-05", "1987-11-06", tz="UTC")
1371
+ Backlog330pmEarlyCloses1987 = date_range("1987-11-09", "1987-11-11", tz="UTC")
1372
+
1373
+ # 1989
1374
+ Fire11amLateOpen1989 = Holiday(
1375
+ "Electrical Fire",
1376
+ month=11,
1377
+ day=10,
1378
+ start_date=Timestamp("1989-11-10"),
1379
+ end_date=Timestamp("1989-11-10"),
1380
+ )
1381
+
1382
+ # 1990
1383
+
1384
+ ConEdXformer931amLateOpen1990 = Holiday(
1385
+ "Con Edison transformer explosion",
1386
+ month=12,
1387
+ day=27,
1388
+ start_date=Timestamp("1990-12-27"),
1389
+ end_date=Timestamp("1990-12-27"),
1390
+ )
1391
+
1392
+ # 1991
1393
+ TroopsInGulf931LateOpens1991 = [
1394
+ Timestamp("1991-01-17", tz="UTC"),
1395
+ Timestamp("1991-02-25", tz="UTC"),
1396
+ ]
1397
+
1398
+ # 1994
1399
+ Snow230pmEarlyClose1994 = Holiday(
1400
+ "Snowstorm",
1401
+ month=2,
1402
+ day=11,
1403
+ start_date=Timestamp("1994-02-11"),
1404
+ end_date=Timestamp("1994-02-11"),
1405
+ )
1406
+
1407
+ NixonFuneral1994 = [
1408
+ Timestamp("1994-04-27", tz="UTC"),
1409
+ ]
1410
+
1411
+ # 1995
1412
+ Computer1030LateOpen1995 = Holiday(
1413
+ "Computer Systems Troubles",
1414
+ month=12,
1415
+ day=18,
1416
+ start_date=Timestamp("1995-12-18"),
1417
+ end_date=Timestamp("1995-12-18"),
1418
+ )
1419
+
1420
+ # 1996
1421
+ Snow11amLateOpen1996 = Holiday(
1422
+ "Snow",
1423
+ month=1,
1424
+ day=8,
1425
+ start_date=Timestamp("1996-01-08"),
1426
+ end_date=Timestamp("1996-01-08"),
1427
+ )
1428
+
1429
+ Snow2pmEarlyClose1996 = Holiday(
1430
+ "Snow",
1431
+ month=1,
1432
+ day=8,
1433
+ start_date=Timestamp("1996-01-08"),
1434
+ end_date=Timestamp("1996-01-08"),
1435
+ )
1436
+
1437
+ CircuitBreakerTriggered330pmEarlyClose1997 = Holiday(
1438
+ "Oct 27 1997 Stock Market Drop Circuit Breaker Triggered",
1439
+ month=10,
1440
+ day=27,
1441
+ start_date=Timestamp("1997-10-27"),
1442
+ end_date=Timestamp("1997-10-27"),
1443
+ )
1444
+
1445
+ # 2001
1446
+ # http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
1447
+ September11Closings2001 = [
1448
+ Timestamp("2001-09-11", tz="UTC"),
1449
+ Timestamp("2001-09-12", tz="UTC"),
1450
+ Timestamp("2001-09-13", tz="UTC"),
1451
+ Timestamp("2001-09-14", tz="UTC"),
1452
+ ]
1453
+
1454
+ Sept11MomentSilence933amLateOpen2001 = Holiday(
1455
+ "Moment of silence for terrorist attacks on 9/11",
1456
+ month=9,
1457
+ day=17,
1458
+ start_date=Timestamp("2001-09-17"),
1459
+ end_date=Timestamp("2001-09-17"),
1460
+ )
1461
+
1462
+ EnduringFreedomMomentSilence931amLateOpen2001 = Holiday(
1463
+ "Moment of silence for Enduring Freedom troops",
1464
+ month=10,
1465
+ day=8,
1466
+ start_date=Timestamp("2001-10-08"),
1467
+ end_date=Timestamp("2001-10-08"),
1468
+ )
1469
+ # 2002
1470
+ Sept11Anniversary12pmLateOpen2002 = Holiday(
1471
+ "1 year anniversary of terrorist attacks on 9/11",
1472
+ month=9,
1473
+ day=11,
1474
+ start_date=Timestamp("2002-09-11"),
1475
+ end_date=Timestamp("2002-09-11"),
1476
+ )
1477
+
1478
+ # 2003
1479
+ IraqiFreedom932amLateOpen2003 = Holiday(
1480
+ "Operation Iraqi freedom moment of silence",
1481
+ month=3,
1482
+ day=20,
1483
+ start_date=Timestamp("2003-03-20"),
1484
+ end_date=Timestamp("2003-03-20"),
1485
+ )
1486
+
1487
+ # 2004
1488
+ ReaganMomentSilence932amLateOpen2004 = Holiday(
1489
+ "Death of Former President Ronald Reagan moment of silence",
1490
+ month=6,
1491
+ day=7,
1492
+ start_date=Timestamp("2004-06-07"),
1493
+ end_date=Timestamp("2004-06-07"),
1494
+ )
1495
+
1496
+ ReaganMourning2004 = [Timestamp("2004-06-11", tz="UTC")]
1497
+
1498
+ # 2005
1499
+ SystemProb356pmEarlyClose2005 = Holiday(
1500
+ "Systems Communication Problem",
1501
+ month=6,
1502
+ day=1,
1503
+ start_date=Timestamp("2005-06-01"),
1504
+ end_date=Timestamp("2005-06-01"),
1505
+ )
1506
+
1507
+ # 2006
1508
+ FordMomentSilence932amLateOpen2006 = Holiday(
1509
+ "Former President Gerald Ford moment of silence",
1510
+ month=12,
1511
+ day=27,
1512
+ start_date=Timestamp("2006-12-27"),
1513
+ end_date=Timestamp("2006-12-27"),
1514
+ )
1515
+
1516
+ # 2007
1517
+ FordMourning2007 = [
1518
+ Timestamp("2007-01-02", tz="UTC"),
1519
+ ]
1520
+
1521
+ # 2012
1522
+ # http://en.wikipedia.org/wiki/Hurricane_sandy
1523
+ HurricaneSandyClosings2012 = [
1524
+ Timestamp("2012-10-29", tz="UTC"),
1525
+ Timestamp("2012-10-30", tz="UTC"),
1526
+ ]
1527
+
1528
+ # 2018
1529
+ GeorgeHWBushDeath2018 = [
1530
+ Timestamp("2018-12-05", tz="UTC"),
1531
+ ]