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

pandas_market_calendars/calendars/cme_globex_crypto.py

@@ -1,147 +1,160 @@
-import datetime as dt
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-import pytz
-
-from .cme_globex_base import CMEGlobexBaseExchangeCalendar
-from pandas_market_calendars.holidays.cme import (
-    GoodFriday2021,
-    GoodFridayAfter2021,
-    GoodFridayBefore2021,
-    USIndependenceDayBefore2022PreviousDay,
-)
-from pandas_market_calendars.holidays.cme_globex import (
-    ChristmasCME,
-    USMartinLutherKingJrFrom2022,
-    USMartinLutherKingJrPre2022,
-    USPresidentsDayFrom2022,
-    USPresidentsDayPre2022,
-    USMemorialDayFrom2022,
-    USMemorialDayPre2022,
-    USJuneteenthFrom2022,
-    USIndependenceDayFrom2022,
-    USIndependenceDayPre2022,
-    USLaborDayFrom2022,
-    USLaborDayPre2022,
-    USThanksgivingDayFrom2022,
-    USThanksgivingDayPre2022,
-    USThanksgivingFridayFrom2021,
-    USThanksgivingFridayPre2021,
-)
-from pandas_market_calendars.holidays.us import (
-    ChristmasEveInOrAfter1993,
-    USNewYearsDay,
-)
-
-
-# https://github.com/rsheftel/pandas_market_calendars/blob/master/docs/new_market.rst
-class CMEGlobexCryptoExchangeCalendar(CMEGlobexBaseExchangeCalendar):
-    # The label you fetch the exchange with in mcal.get_calendar('CME Globex ...')
-    aliases = ["CME Globex Cryptocurrencies", "CME Globex Crypto"]
-
-    # https://www.cmegroup.com/markets/cryptocurrencies/bitcoin/bitcoin.contractSpecs.html
-    regular_market_times = {
-        # Tuple[Tuple[first date used, time, offset], ...]
-        # -1 offset indicates that the open is on the previous day
-        # None for first date used marks the start, subsequent market times must have an actual timestamp
-        "market_open": (
-            (None, dt.time(17, tzinfo=pytz.timezone("America/Chicago")), -1),
-        ),
-        "market_close": (
-            (
-                None,
-                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
-            ),
-        ),
-        "break_start": (
-            (
-                None,
-                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
-            ),
-        ),
-        "break_end": (
-            (
-                None,
-                dt.time(17, tzinfo=pytz.timezone("America/Chicago")),
-            ),
-        ),
-    }
-
-    @property
-    def tz(self):
-        # Central Time
-        return pytz.timezone("America/Chicago")
-
-    @property
-    def name(self):
-        return "CME Globex Crypto"
-
-    # Check the .zip files at the bottom of this page
-    # https://www.cmegroup.com/tools-information/holiday-calendar.html?redirect=/tools-information/holiday-calendar/#cmeGlobex
-    # Note: many of the holiday objects (ie. GoodFridayBefore2021) were originally made for equities and other markets
-    #   and hence have a start_date starting before crypto is actually available
-
-    @property
-    def regular_holidays(self):
-        # Days where the market is fully closed
-        return AbstractHolidayCalendar(
-            rules=[
-                GoodFridayBefore2021,
-                GoodFridayAfter2021,
-                ChristmasCME,
-                USNewYearsDay,
-            ]
-        )
-
-    @property
-    def special_closes(self):
-        # Days where the market closes early
-        # list[Tuple[time, AbstractHolidayCalendar]]
-        return [
-            (
-                dt.time(8, 15, tzinfo=pytz.timezone("America/Chicago")),
-                AbstractHolidayCalendar(rules=[GoodFriday2021]),
-            ),
-            (
-                dt.time(12, tzinfo=pytz.timezone("America/Chicago")),
-                AbstractHolidayCalendar(
-                    rules=[
-                        USMartinLutherKingJrPre2022,
-                        USPresidentsDayPre2022,
-                        USMemorialDayPre2022,
-                        USIndependenceDayPre2022,
-                        USLaborDayPre2022,
-                        USThanksgivingDayPre2022,
-                    ]
-                ),
-            ),
-            (
-                dt.time(12, 15, tzinfo=pytz.timezone("America/Chicago")),
-                AbstractHolidayCalendar(
-                    rules=[
-                        ChristmasEveInOrAfter1993,
-                        USIndependenceDayBefore2022PreviousDay,
-                        USThanksgivingFridayPre2021,
-                    ]
-                ),
-            ),
-            (
-                dt.time(12, 45, tzinfo=pytz.timezone("America/Chicago")),
-                AbstractHolidayCalendar(rules=[USThanksgivingFridayFrom2021]),
-            ),
-            # TODO: this market already closes at 1600 normally, do we need these holidays?
-            (
-                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
-                AbstractHolidayCalendar(
-                    rules=[
-                        USMartinLutherKingJrFrom2022,
-                        USPresidentsDayFrom2022,
-                        USMemorialDayFrom2022,
-                        USJuneteenthFrom2022,
-                        USIndependenceDayFrom2022,
-                        USLaborDayFrom2022,
-                        USThanksgivingDayFrom2022,
-                    ]
-                ),
-            ),
-        ]
+import datetime as dt
+
+import pytz
+from pandas.tseries.holiday import AbstractHolidayCalendar
+
+from pandas_market_calendars.holidays.cme import (
+    GoodFriday2021,
+    GoodFriday2022,
+    GoodFridayAfter2022,
+    GoodFridayBefore2021,
+    USIndependenceDayBefore2022PreviousDay,
+)
+from pandas_market_calendars.holidays.cme_globex import (
+    ChristmasCME,
+    USMartinLutherKingJrFrom2022,
+    USMartinLutherKingJrPre2022,
+    USPresidentsDayFrom2022,
+    USPresidentsDayPre2022,
+    USMemorialDayFrom2022,
+    USMemorialDayPre2022,
+    USJuneteenthFrom2022,
+    USIndependenceDayFrom2022,
+    USIndependenceDayPre2022,
+    USLaborDayFrom2022,
+    USLaborDayPre2022,
+    USThanksgivingDayFrom2022,
+    USThanksgivingDayPre2022,
+    USThanksgivingFridayFrom2021,
+    USThanksgivingFridayPre2021,
+)
+from pandas_market_calendars.holidays.us import (
+    ChristmasEveInOrAfter1993,
+    USNewYearsDay,
+)
+from .cme_globex_base import CMEGlobexBaseExchangeCalendar
+
+
+# https://github.com/rsheftel/pandas_market_calendars/blob/master/docs/new_market.rst
+class CMEGlobexCryptoExchangeCalendar(CMEGlobexBaseExchangeCalendar):
+    # The label you fetch the exchange with in mcal.get_calendar('CME Globex ...')
+    aliases = ["CME Globex Cryptocurrencies", "CME Globex Crypto"]
+
+    # https://www.cmegroup.com/markets/cryptocurrencies/bitcoin/bitcoin.contractSpecs.html
+    regular_market_times = {
+        # Tuple[Tuple[first date used, time, offset], ...]
+        # -1 offset indicates that the open is on the previous day
+        # None for first date used marks the start, subsequent market times must have an actual timestamp
+        "market_open": (
+            (None, dt.time(17, tzinfo=pytz.timezone("America/Chicago")), -1),
+        ),
+        "market_close": (
+            (
+                None,
+                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
+            ),
+        ),
+        "break_start": (
+            (
+                None,
+                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
+            ),
+        ),
+        "break_end": (
+            (
+                None,
+                dt.time(17, tzinfo=pytz.timezone("America/Chicago")),
+            ),
+        ),
+    }
+
+    @property
+    def tz(self):
+        # Central Time
+        return pytz.timezone("America/Chicago")
+
+    @property
+    def name(self):
+        return "CME Globex Crypto"
+
+    # Check the .zip files at the bottom of this page
+    # https://www.cmegroup.com/tools-information/holiday-calendar.html?redirect=/tools-information/holiday-calendar/#cmeGlobex
+    # Note: many of the holiday objects (ie. GoodFridayBefore2021) were originally made for equities and other markets
+    #   and hence have a start_date starting before crypto is actually available
+
+    @property
+    def regular_holidays(self):
+        # Days where the market is fully closed
+        return AbstractHolidayCalendar(
+            rules=[
+                GoodFridayBefore2021,
+                GoodFriday2022,
+                ChristmasCME,
+                USNewYearsDay,
+            ]
+        )
+
+    @property
+    def special_closes(self):
+        # Days where the market closes early
+        # list[Tuple[time, AbstractHolidayCalendar]]
+        return [
+            (
+                dt.time(8, 15, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        GoodFriday2021,
+                    ]
+                ),
+            ),
+            (
+                dt.time(10, 15, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        GoodFridayAfter2022,
+                    ]
+                ),
+            ),
+            (
+                dt.time(12, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrPre2022,
+                        USPresidentsDayPre2022,
+                        USMemorialDayPre2022,
+                        USIndependenceDayPre2022,
+                        USLaborDayPre2022,
+                        USThanksgivingDayPre2022,
+                    ]
+                ),
+            ),
+            (
+                dt.time(12, 15, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        ChristmasEveInOrAfter1993,
+                        USIndependenceDayBefore2022PreviousDay,
+                        USThanksgivingFridayPre2021,
+                    ]
+                ),
+            ),
+            (
+                dt.time(12, 45, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(rules=[USThanksgivingFridayFrom2021]),
+            ),
+            # TODO: this market already closes at 1600 normally, do we need these holidays?
+            (
+                dt.time(16, tzinfo=pytz.timezone("America/Chicago")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrFrom2022,
+                        USPresidentsDayFrom2022,
+                        USMemorialDayFrom2022,
+                        USJuneteenthFrom2022,
+                        USIndependenceDayFrom2022,
+                        USLaborDayFrom2022,
+                        USThanksgivingDayFrom2022,
+                    ]
+                ),
+            ),
+        ]