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

pandas_market_calendars/calendars/cboe.py

@@ -1,115 +1,145 @@
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar, \
-    GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay, Holiday
-from pytz import timezone
-from itertools import chain
-import pandas as pd
-
-from pandas_market_calendars.holidays.us import (Christmas, USBlackFridayInOrAfter1993, USIndependenceDay, USMartinLutherKingJrAfter1998,
-                                                 USMemorialDay, USNewYearsDay, HurricaneSandyClosings, USNationalDaysofMourning,
-                                                 USJuneteenthAfter2022)
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-def good_friday_unless_christmas_nye_friday(dt):
-    """
-    Good Friday is a valid trading day if Christmas Day or New Years Day fall
-    on a Friday.
-    """
-    if isinstance(dt, pd.DatetimeIndex):
-        # Pandas < 2.1.0 will call with an index and fall-back to element by element
-        # Pandas == 2.1.0 will only call element by element
-        raise NotImplementedError()
-
-    year = dt.year
-    christmas_weekday = Christmas.observance(pd.Timestamp(year=year, month=12, day=25)).weekday()
-    nyd_weekday = USNewYearsDay.observance(pd.Timestamp(year=year, month=1, day=1)).weekday()
-    if christmas_weekday != 4 and nyd_weekday != 4:
-        return GoodFriday.dates(pd.Timestamp(year=year, month=1, day=1), pd.Timestamp(year=year, month=12, day=31))[0]
-    else:
-        # Not a holiday so use NaT to ensure it gets removed
-        return pd.NaT
-
-
-GoodFridayUnlessChristmasNYEFriday = Holiday(
-    name="Good Friday CFE",
-    month=1,
-    day=1,
-    observance=good_friday_unless_christmas_nye_friday,
-)
-
-
-class CFEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for the CBOE Futures Exchange (CFE).
-
-    http://cfe.cboe.com/aboutcfe/expirationcalendar.aspx
-
-    Open Time: 8:30am, America/Chicago
-    Close Time: 3:15pm, America/Chicago
-
-    (We are ignoring extended trading hours for now)
-    """
-    aliases = ['CFE', "CBOE_Futures"]
-    regular_market_times = {
-        "market_open": ((None, time(8, 30)),),
-        "market_close": ((None, time(15, 15)),)
-    }
-
-    @property
-    def name(self):
-        return "CFE"
-
-    @property
-    def tz(self):
-        return timezone("America/Chicago")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            USNewYearsDay,
-            USMartinLutherKingJrAfter1998,
-            USPresidentsDay,
-            GoodFridayUnlessChristmasNYEFriday,
-            USJuneteenthAfter2022,
-            USIndependenceDay,
-            USMemorialDay,
-            USLaborDay,
-            USThanksgivingDay,
-            Christmas
-        ])
-
-    @property
-    def special_closes(self):
-        return [(
-            time(12, 15),
-            AbstractHolidayCalendar(rules=[
-                USBlackFridayInOrAfter1993,
-            ])
-        )]
-
-    @property
-    def adhoc_holidays(self):
-        return list(chain(
-            HurricaneSandyClosings,
-            USNationalDaysofMourning,
-        ))
-
-
-class CBOEEquityOptionsExchangeCalendar(CFEExchangeCalendar):
-    name = "CBOE_Equity_Options"
-    aliases = [name]
-    regular_market_times = {
-        "market_open": ((None, time(8, 30)),),
-        "market_close": ((None, time(15)),)
-    }
-
-
-class CBOEIndexOptionsExchangeCalendar(CFEExchangeCalendar):
-    name = "CBOE_Index_Options"
-    aliases = [name]
-    regular_market_times = {
-        "market_open": ((None, time(8, 30)),),
-        "market_close": ((None, time(15, 15)),)
-    }
+from datetime import time
+from itertools import chain
+
+import pandas as pd
+from pandas.tseries.holiday import (
+    AbstractHolidayCalendar,
+    GoodFriday,
+    USLaborDay,
+    USPresidentsDay,
+    USThanksgivingDay,
+    Holiday,
+)
+from pytz import timezone
+
+from pandas_market_calendars.holidays.us import (
+    Christmas,
+    USBlackFridayInOrAfter1993,
+    USIndependenceDay,
+    USMartinLutherKingJrAfter1998,
+    USMemorialDay,
+    USNewYearsDay,
+    HurricaneSandyClosings,
+    USNationalDaysofMourning,
+    USJuneteenthAfter2022,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+def good_friday_unless_christmas_nye_friday(dt):
+    """
+    Good Friday is a valid trading day if Christmas Day or New Years Day fall
+    on a Friday.
+    """
+    if isinstance(dt, pd.DatetimeIndex):
+        # Pandas < 2.1.0 will call with an index and fall-back to element by element
+        # Pandas == 2.1.0 will only call element by element
+        raise NotImplementedError()
+
+    year = dt.year
+    christmas_weekday = Christmas.observance(
+        pd.Timestamp(year=year, month=12, day=25)
+    ).weekday()
+    nyd_weekday = USNewYearsDay.observance(
+        pd.Timestamp(year=year, month=1, day=1)
+    ).weekday()
+    if christmas_weekday != 4 and nyd_weekday != 4:
+        return GoodFriday.dates(
+            pd.Timestamp(year=year, month=1, day=1),
+            pd.Timestamp(year=year, month=12, day=31),
+        )[0]
+    else:
+        # Not a holiday so use NaT to ensure it gets removed
+        return pd.NaT
+
+
+GoodFridayUnlessChristmasNYEFriday = Holiday(
+    name="Good Friday CFE",
+    month=1,
+    day=1,
+    observance=good_friday_unless_christmas_nye_friday,
+)
+
+
+class CFEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for the CBOE Futures Exchange (CFE).
+
+    http://cfe.cboe.com/aboutcfe/expirationcalendar.aspx
+
+    Open Time: 8:30am, America/Chicago
+    Close Time: 3:15pm, America/Chicago
+
+    (We are ignoring extended trading hours for now)
+    """
+
+    aliases = ["CFE", "CBOE_Futures"]
+    regular_market_times = {
+        "market_open": ((None, time(8, 30)),),
+        "market_close": ((None, time(15, 15)),),
+    }
+
+    @property
+    def name(self):
+        return "CFE"
+
+    @property
+    def tz(self):
+        return timezone("America/Chicago")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                USMartinLutherKingJrAfter1998,
+                USPresidentsDay,
+                GoodFridayUnlessChristmasNYEFriday,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                USMemorialDay,
+                USLaborDay,
+                USThanksgivingDay,
+                Christmas,
+            ]
+        )
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(12, 15),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USBlackFridayInOrAfter1993,
+                    ]
+                ),
+            )
+        ]
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                HurricaneSandyClosings,
+                USNationalDaysofMourning,
+            )
+        )
+
+
+class CBOEEquityOptionsExchangeCalendar(CFEExchangeCalendar):
+    name = "CBOE_Equity_Options"
+    aliases = [name]
+    regular_market_times = {
+        "market_open": ((None, time(8, 30)),),
+        "market_close": ((None, time(15)),),
+    }
+
+
+class CBOEIndexOptionsExchangeCalendar(CFEExchangeCalendar):
+    name = "CBOE_Index_Options"
+    aliases = [name]
+    regular_market_times = {
+        "market_open": ((None, time(8, 30)),),
+        "market_close": ((None, time(15, 15)),),
+    }