pandas-market-calendars 4.3.1__py3-none-any.whl → 4.3.3__py3-none-any.whl

pandas_market_calendars/calendars/bmf.py

@@ -1,227 +1,206 @@
-#
-# Copyright 2016 Quantopian, Inc.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
-
-from datetime import time
-
-from pandas import Timestamp
-from pandas.tseries.holiday import AbstractHolidayCalendar, Day, Easter, GoodFriday, Holiday
-from pytz import timezone
-
-from pandas_market_calendars.market_calendar import (FRIDAY, MarketCalendar)
-
-# Universal Confraternization (new years day)
-ConfUniversal = Holiday(
-    'Dia da Confraternizacao Universal',
-    month=1,
-    day=1,
-)
-# Sao Paulo city birthday
-AniversarioSaoPaulo = Holiday(
-    'Aniversario de Sao Paulo',
-    month=1,
-    day=25,
-    end_date='2021-12-31'
-)
-# Carnival Monday
-CarnavalSegunda = Holiday(
-    'Carnaval Segunda',
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-48)]
-)
-# Carnival Tuesday
-CarnavalTerca = Holiday(
-    'Carnaval Terca',
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-47)]
-)
-# Ash Wednesday (short day)
-QuartaCinzas = Holiday(
-    'Quarta Cinzas',
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-46)]
-)
-# Good Friday
-SextaPaixao = GoodFriday
-# Feast of the Most Holy Body of Christ
-CorpusChristi = Holiday(
-    'Corpus Christi',
-    month=1,
-    day=1,
-    offset=[Easter(), Day(60)]
-)
-# Tiradentes Memorial
-Tiradentes = Holiday(
-    'Tiradentes',
-    month=4,
-    day=21,
-)
-# Labor Day
-DiaTrabalho = Holiday(
-    'Dia Trabalho',
-    month=5,
-    day=1,
-)
-# Constitutionalist Revolution
-Constitucionalista = Holiday(
-    'Constitucionalista',
-    month=7,
-    day=9,
-    start_date='1997-01-01',
-    end_date='2019-12-31'
-)
-# Independence Day
-Independencia = Holiday(
-    'Independencia',
-    month=9,
-    day=7,
-)
-# Our Lady of Aparecida
-Aparecida = Holiday(
-    'Nossa Senhora de Aparecida',
-    month=10,
-    day=12,
-)
-# All Souls' Day
-Finados = Holiday(
-    'Dia dos Finados',
-    month=11,
-    day=2,
-)
-# Proclamation of the Republic
-ProclamacaoRepublica = Holiday(
-    'Proclamacao da Republica',
-    month=11,
-    day=15,
-)
-# Day of Black Awareness
-ConscienciaNegra = Holiday(
-    'Dia da Consciencia Negra',
-    month=11,
-    day=20,
-    start_date='2004-01-01',
-    end_date='2019-12-31'
-)
-# Christmas Eve
-VesperaNatal = Holiday(
-    'Vespera Natal',
-    month=12,
-    day=24,
-)
-# Christmas
-Natal = Holiday(
-    'Natal',
-    month=12,
-    day=25,
-)
-# New Year's Eve
-AnoNovo = Holiday(
-    'Ano Novo',
-    month=12,
-    day=31,
-)
-# New Year's Eve falls on Saturday
-AnoNovoSabado = Holiday(
-    'Ano Novo Sabado',
-    month=12,
-    day=30,
-    days_of_week=(FRIDAY,),
-)
-
-##########################
-# Non-recurring holidays
-##########################
-
-Constitucionalista2021 = Timestamp('2021-07-09', tz='UTC')
-ConscienciaNegra2021 = Timestamp('2021-11-20', tz='UTC')
-
-
-class BMFExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for BM&F BOVESPA
-
-    Open Time: 10:00 AM, Brazil/Sao Paulo
-    Close Time: 4:00 PM, Brazil/Sao Paulo
-
-    Regularly-Observed Holidays:
-    - Universal Confraternization (New year's day, Jan 1)
-    - Sao Paulo City Anniversary (Jan 25 until 2021)
-    - Carnaval Monday (48 days before Easter)
-    - Carnaval Tuesday (47 days before Easter)
-    - Passion of the Christ (Good Friday, 2 days before Easter)
-    - Corpus Christi (60 days after Easter)
-    - Tiradentes (April 21)
-    - Labor day (May 1)
-    - Constitutionalist Revolution (July 9 after 1997 until 2021, skipping 2020)
-    - Independence Day (September 7)
-    - Our Lady of Aparecida Feast (October 12)
-    - All Souls' Day (November 2)
-    - Proclamation of the Republic (November 15)
-    - Day of Black Awareness (November 20 after 2004 until 2021, skipping 2020)
-    - Christmas (December 24 and 25)
-    - Day before New Year's Eve (December 30 if NYE falls on a Saturday)
-    - New Year's Eve (December 31)
-    """
-    aliases = ['BMF', 'B3']
-    regular_market_times = {
-        "market_open": ((None, time(10,1)),),
-        "market_close": ((None, time(16)),)
-    }
-
-    @property
-    def name(self):
-        return "BMF"
-
-    @property
-    def tz(self):
-        return timezone("America/Sao_Paulo")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            ConfUniversal,
-            AniversarioSaoPaulo,
-            CarnavalSegunda,
-            CarnavalTerca,
-            SextaPaixao,
-            CorpusChristi,
-            Tiradentes,
-            DiaTrabalho,
-            Constitucionalista,
-            Independencia,
-            Aparecida,
-            Finados,
-            ProclamacaoRepublica,
-            ConscienciaNegra,
-            VesperaNatal,
-            Natal,
-            AnoNovo,
-            AnoNovoSabado,
-        ])
-
-    @property
-    def adhoc_holidays(self):
-        return [
-            Constitucionalista2021,
-            ConscienciaNegra2021
-        ]
-
-    @property
-    def special_opens(self):
-        return [
-            (time(13, 1), AbstractHolidayCalendar(rules=[QuartaCinzas]))
-        ]
+#
+# Copyright 2016 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from datetime import time
+
+from pandas import Timestamp
+from pandas.tseries.holiday import (
+    AbstractHolidayCalendar,
+    Day,
+    Easter,
+    GoodFriday,
+    Holiday,
+)
+from pytz import timezone
+
+from pandas_market_calendars.market_calendar import FRIDAY, MarketCalendar
+
+# Universal Confraternization (new years day)
+ConfUniversal = Holiday(
+    "Dia da Confraternizacao Universal",
+    month=1,
+    day=1,
+)
+# Sao Paulo city birthday
+AniversarioSaoPaulo = Holiday(
+    "Aniversario de Sao Paulo", month=1, day=25, end_date="2021-12-31"
+)
+# Carnival Monday
+CarnavalSegunda = Holiday(
+    "Carnaval Segunda", month=1, day=1, offset=[Easter(), Day(-48)]
+)
+# Carnival Tuesday
+CarnavalTerca = Holiday("Carnaval Terca", month=1, day=1, offset=[Easter(), Day(-47)])
+# Ash Wednesday (short day)
+QuartaCinzas = Holiday("Quarta Cinzas", month=1, day=1, offset=[Easter(), Day(-46)])
+# Good Friday
+SextaPaixao = GoodFriday
+# Feast of the Most Holy Body of Christ
+CorpusChristi = Holiday("Corpus Christi", month=1, day=1, offset=[Easter(), Day(60)])
+# Tiradentes Memorial
+Tiradentes = Holiday(
+    "Tiradentes",
+    month=4,
+    day=21,
+)
+# Labor Day
+DiaTrabalho = Holiday(
+    "Dia Trabalho",
+    month=5,
+    day=1,
+)
+# Constitutionalist Revolution
+Constitucionalista = Holiday(
+    "Constitucionalista", month=7, day=9, start_date="1997-01-01", end_date="2019-12-31"
+)
+# Independence Day
+Independencia = Holiday(
+    "Independencia",
+    month=9,
+    day=7,
+)
+# Our Lady of Aparecida
+Aparecida = Holiday(
+    "Nossa Senhora de Aparecida",
+    month=10,
+    day=12,
+)
+# All Souls' Day
+Finados = Holiday(
+    "Dia dos Finados",
+    month=11,
+    day=2,
+)
+# Proclamation of the Republic
+ProclamacaoRepublica = Holiday(
+    "Proclamacao da Republica",
+    month=11,
+    day=15,
+)
+# Day of Black Awareness
+ConscienciaNegra = Holiday(
+    "Dia da Consciencia Negra",
+    month=11,
+    day=20,
+    start_date="2004-01-01",
+    end_date="2019-12-31",
+)
+# Christmas Eve
+VesperaNatal = Holiday(
+    "Vespera Natal",
+    month=12,
+    day=24,
+)
+# Christmas
+Natal = Holiday(
+    "Natal",
+    month=12,
+    day=25,
+)
+# New Year's Eve
+AnoNovo = Holiday(
+    "Ano Novo",
+    month=12,
+    day=31,
+)
+# New Year's Eve falls on Saturday
+AnoNovoSabado = Holiday(
+    "Ano Novo Sabado",
+    month=12,
+    day=30,
+    days_of_week=(FRIDAY,),
+)
+
+##########################
+# Non-recurring holidays
+##########################
+
+Constitucionalista2021 = Timestamp("2021-07-09", tz="UTC")
+ConscienciaNegra2021 = Timestamp("2021-11-20", tz="UTC")
+
+
+class BMFExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for BM&F BOVESPA
+
+    Open Time: 10:00 AM, Brazil/Sao Paulo
+    Close Time: 4:00 PM, Brazil/Sao Paulo
+
+    Regularly-Observed Holidays:
+    - Universal Confraternization (New year's day, Jan 1)
+    - Sao Paulo City Anniversary (Jan 25 until 2021)
+    - Carnaval Monday (48 days before Easter)
+    - Carnaval Tuesday (47 days before Easter)
+    - Passion of the Christ (Good Friday, 2 days before Easter)
+    - Corpus Christi (60 days after Easter)
+    - Tiradentes (April 21)
+    - Labor day (May 1)
+    - Constitutionalist Revolution (July 9 after 1997 until 2021, skipping 2020)
+    - Independence Day (September 7)
+    - Our Lady of Aparecida Feast (October 12)
+    - All Souls' Day (November 2)
+    - Proclamation of the Republic (November 15)
+    - Day of Black Awareness (November 20 after 2004 until 2021, skipping 2020)
+    - Christmas (December 24 and 25)
+    - Day before New Year's Eve (December 30 if NYE falls on a Saturday)
+    - New Year's Eve (December 31)
+    """
+
+    aliases = ["BMF", "B3"]
+    regular_market_times = {
+        "market_open": ((None, time(10, 1)),),
+        "market_close": ((None, time(16)),),
+    }
+
+    @property
+    def name(self):
+        return "BMF"
+
+    @property
+    def tz(self):
+        return timezone("America/Sao_Paulo")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                ConfUniversal,
+                AniversarioSaoPaulo,
+                CarnavalSegunda,
+                CarnavalTerca,
+                SextaPaixao,
+                CorpusChristi,
+                Tiradentes,
+                DiaTrabalho,
+                Constitucionalista,
+                Independencia,
+                Aparecida,
+                Finados,
+                ProclamacaoRepublica,
+                ConscienciaNegra,
+                VesperaNatal,
+                Natal,
+                AnoNovo,
+                AnoNovoSabado,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return [Constitucionalista2021, ConscienciaNegra2021]
+
+    @property
+    def special_opens(self):
+        return [(time(13, 1), AbstractHolidayCalendar(rules=[QuartaCinzas]))]