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
@@ -1,138 +1,216 @@
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- #
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- # Copyright 2016 Quantopian, Inc.
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- #
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- # Licensed under the Apache License, Version 2.0 (the "License");
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- # you may not use this file except in compliance with the License.
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- # You may obtain a copy of the License at
7
- #
8
- # http://www.apache.org/licenses/LICENSE-2.0
9
- #
10
- # Unless required by applicable law or agreed to in writing, software
11
- # distributed under the License is distributed on an "AS IS" BASIS,
12
- # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13
- # See the License for the specific language governing permissions and
14
- # limitations under the License.
15
-
16
- from .cme_globex_base import CMEGlobexBaseExchangeCalendar
17
-
18
- from datetime import time
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-
20
- from pandas.tseries.holiday import AbstractHolidayCalendar #, GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
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- from pytz import timezone
22
-
23
- #from .holidays_us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
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- # USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USJuneteenthAfter2022,
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- # USNationalDaysofMourning, USNewYearsDay)
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-
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- from pandas_market_calendars.holidays.cme_globex import (USMartinLutherKingJrFrom2022, USMartinLutherKingJrPre2022, USNewYearsDay,
28
- USPresidentsDayFrom2022, USPresidentsDayPre2022,
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- GoodFriday,
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- USMemorialDayFrom2022, USMemorialDayPre2022,
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- USJuneteenthFrom2022,
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- USIndependenceDayFrom2022, USIndependenceDayPre2022,
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- USLaborDay,
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- USThanksgivingDayFrom2022, USThanksgivingDayPre2022, FridayAfterThanksgiving,
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- ChristmasCME)
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-
37
-
38
- class CMEGlobexEnergyAndMetalsExchangeCalendar(CMEGlobexBaseExchangeCalendar):
39
- """
40
- Exchange calendar for CME for Energy and Metals products
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-
42
- Both follow the same trading/holiday schedule
43
-
44
- NOT IMPLEMENTED: Dubai Mercantile Exchange (DME) follows this schedule but with holiday exceptions.
45
-
46
- Energy Products:
47
- Crude and Refined: https://www.cmegroup.com/trading/energy/crude-and-refined-products.html
48
- - HO NY Harbor ULSD Futures
49
- - CL Crude Oil Futures
50
- - RB RBOB Gasoline Futures
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- - MCL Micro WTI Crude Oil Futures
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- Natural Gas
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- - NG Henry Hub Natural Gas Futures
54
- - TTF Dutch TTF Natural Gas Calendar Month Futures
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- - NN Henry Hub Natural Gas Last Day Financial Futures
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- Voluntary Carbon Emissions Offset Futures
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- - CGO CBL Core Global Emmissions Offset (C-GEO) Futures
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- - NGO CBL Nature-based Global Emissionns Offset Futures
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- - GEO CBL Global Emissions Offset Futures
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-
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- Metals Products: https://www.cmegroup.com/markets/metals.html
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- Precious Metals
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- - GC Gold Futures
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- - SI Silver Futures
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- - PL Platinum Futures
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- Base Metals
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- - HG Copper Futures
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- - ALI Aluminum Futures
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- - QC E-mini Copper Futures
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- Ferrous Metals
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- - HRC U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures
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- - BUS U.S. Midwest Busheling Ferrous Scrap (AMM) Futures
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- - TIO Iron Ore 62% Fe, CFR China (Platts) Futures
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-
75
- Sample GLOBEX Trading Times
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- https://www.cmegroup.com/markets/energy/crude-oil/light-sweet-crude.contractSpecs.html
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- Sunday - Friday: 5:00pm - 4:00 pm CT
78
-
79
- Calendar: http://www.cmegroup.com/tools-information/holiday-calendar.html
80
- """
81
-
82
- aliases = [ 'CMEGlobex_EnergyAndMetals',
83
- 'CMEGlobex_Energy',
84
- 'CMEGlobex_CrudeAndRefined', 'CMEGlobex_NYHarbor', 'CMEGlobex_HO', 'HO', 'CMEGlobex_Crude', 'CMEGlobex_CL', 'CL', 'CMEGlobex_Gas', 'CMEGlobex_RB', 'RB', 'CMEGlobex_MicroCrude', 'CMEGlobex_MCL', 'MCL',
85
- 'CMEGlobex_NatGas', 'CMEGlobex_NG', 'NG', 'CMEGlobex_Dutch_NatGas', 'CMEGlobex_TTF', 'TTF', 'CMEGlobex_LastDay_NatGas', 'CMEGlobex_NN', 'NN',
86
- 'CMEGlobex_CarbonOffset', 'CMEGlobex_CGO', 'CGO', 'C-GEO', 'CMEGlobex_NGO', 'NGO', 'CMEGlobex_GEO', 'GEO',
87
- 'CMEGlobex_Metals',
88
- 'CMEGlobex_PreciousMetals', 'CMEGlobex_Gold', 'CMEGlobex_GC', 'GC', 'CMEGlobex_Silver' 'CMEGlobex_SI', 'SI', 'CMEGlobex_Platinum', 'CMEGlobex_PL', 'PL',
89
- 'CMEGlobex_BaseMetals', 'CMEGlobex_Copper', 'CMEGlobex_HG', 'HG', 'CMEGlobex_Aluminum', 'CMEGlobex_ALI', 'ALI', 'CMEGlobex_Copper', 'CMEGlobex_QC', 'QC',
90
- 'CMEGlobex_FerrousMetals', 'CMEGlobex_HRC', 'HRC', 'CMEGlobex_BUS', 'BUS', 'CMEGlobex_TIO', 'TIO' ]
91
-
92
- regular_market_times = {
93
- "market_open": ((None, time(17), -1),), #Sunday offset. Central Timezone (CT)
94
- "market_close": ((None, time(16)),)
95
- }
96
-
97
- @property
98
- def name(self):
99
- return "CMEGlobex_EnergyAndMetals"
100
-
101
-
102
- @property
103
- def regular_holidays(self):
104
- return AbstractHolidayCalendar(rules=[
105
- USNewYearsDay,
106
- GoodFriday,
107
- ChristmasCME,
108
- ])
109
-
110
- # @property
111
- # def adhoc_holidays(self):
112
- # return USNationalDaysofMourning
113
-
114
- @property
115
- def special_closes(self):
116
- return [
117
- (time(12, tzinfo=timezone('America/Chicago')), AbstractHolidayCalendar(rules=[
118
- USMartinLutherKingJrPre2022,
119
- USPresidentsDayPre2022,
120
- USMemorialDayPre2022,
121
- USIndependenceDayPre2022,
122
- USLaborDay,
123
- USThanksgivingDayPre2022,
124
- ])),
125
- (time(12, 45, tzinfo=timezone('America/Chicago')), AbstractHolidayCalendar(rules=[
126
- FridayAfterThanksgiving,
127
- ])),
128
- (time(13, 30, tzinfo=timezone('America/Chicago')), AbstractHolidayCalendar(rules=[
129
- USMartinLutherKingJrFrom2022,
130
- USPresidentsDayFrom2022,
131
- USMemorialDayFrom2022,
132
- USJuneteenthFrom2022,
133
- USIndependenceDayFrom2022,
134
- USThanksgivingDayFrom2022,
135
- ])),
136
- ]
137
-
138
-
1
+ #
2
+ # Copyright 2016 Quantopian, Inc.
3
+ #
4
+ # Licensed under the Apache License, Version 2.0 (the "License");
5
+ # you may not use this file except in compliance with the License.
6
+ # You may obtain a copy of the License at
7
+ #
8
+ # http://www.apache.org/licenses/LICENSE-2.0
9
+ #
10
+ # Unless required by applicable law or agreed to in writing, software
11
+ # distributed under the License is distributed on an "AS IS" BASIS,
12
+ # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13
+ # See the License for the specific language governing permissions and
14
+ # limitations under the License.
15
+
16
+ from datetime import time
17
+
18
+ from pandas.tseries.holiday import (
19
+ AbstractHolidayCalendar,
20
+ ) # , GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
21
+ from pytz import timezone
22
+
23
+ from pandas_market_calendars.holidays.cme_globex import (
24
+ USMartinLutherKingJrFrom2022,
25
+ USMartinLutherKingJrPre2022,
26
+ USNewYearsDay,
27
+ USPresidentsDayFrom2022,
28
+ USPresidentsDayPre2022,
29
+ GoodFriday,
30
+ USMemorialDayFrom2022,
31
+ USMemorialDayPre2022,
32
+ USJuneteenthFrom2022,
33
+ USIndependenceDayFrom2022,
34
+ USIndependenceDayPre2022,
35
+ USLaborDay,
36
+ USThanksgivingDayFrom2022,
37
+ USThanksgivingDayPre2022,
38
+ FridayAfterThanksgiving,
39
+ ChristmasCME,
40
+ )
41
+ from .cme_globex_base import CMEGlobexBaseExchangeCalendar
42
+
43
+
44
+ # from .holidays_us import (Christmas, ChristmasEveBefore1993, ChristmasEveInOrAfter1993, USBlackFridayInOrAfter1993,
45
+ # USIndependenceDay, USMartinLutherKingJrAfter1998, USMemorialDay, USJuneteenthAfter2022,
46
+ # USNationalDaysofMourning, USNewYearsDay)
47
+
48
+
49
+ class CMEGlobexEnergyAndMetalsExchangeCalendar(CMEGlobexBaseExchangeCalendar):
50
+ """
51
+ Exchange calendar for CME for Energy and Metals products
52
+
53
+ Both follow the same trading/holiday schedule
54
+
55
+ NOT IMPLEMENTED: Dubai Mercantile Exchange (DME) follows this schedule but with holiday exceptions.
56
+
57
+ Energy Products:
58
+ Crude and Refined: https://www.cmegroup.com/trading/energy/crude-and-refined-products.html
59
+ - HO NY Harbor ULSD Futures
60
+ - CL Crude Oil Futures
61
+ - RB RBOB Gasoline Futures
62
+ - MCL Micro WTI Crude Oil Futures
63
+ Natural Gas
64
+ - NG Henry Hub Natural Gas Futures
65
+ - TTF Dutch TTF Natural Gas Calendar Month Futures
66
+ - NN Henry Hub Natural Gas Last Day Financial Futures
67
+ Voluntary Carbon Emissions Offset Futures
68
+ - CGO CBL Core Global Emmissions Offset (C-GEO) Futures
69
+ - NGO CBL Nature-based Global Emissionns Offset Futures
70
+ - GEO CBL Global Emissions Offset Futures
71
+
72
+ Metals Products: https://www.cmegroup.com/markets/metals.html
73
+ Precious Metals
74
+ - GC Gold Futures
75
+ - SI Silver Futures
76
+ - PL Platinum Futures
77
+ Base Metals
78
+ - HG Copper Futures
79
+ - ALI Aluminum Futures
80
+ - QC E-mini Copper Futures
81
+ Ferrous Metals
82
+ - HRC U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures
83
+ - BUS U.S. Midwest Busheling Ferrous Scrap (AMM) Futures
84
+ - TIO Iron Ore 62% Fe, CFR China (Platts) Futures
85
+
86
+ Sample GLOBEX Trading Times
87
+ https://www.cmegroup.com/markets/energy/crude-oil/light-sweet-crude.contractSpecs.html
88
+ Sunday - Friday: 5:00pm - 4:00 pm CT
89
+
90
+ Calendar: http://www.cmegroup.com/tools-information/holiday-calendar.html
91
+ """
92
+
93
+ aliases = [
94
+ "CMEGlobex_EnergyAndMetals",
95
+ "CMEGlobex_Energy",
96
+ "CMEGlobex_CrudeAndRefined",
97
+ "CMEGlobex_NYHarbor",
98
+ "CMEGlobex_HO",
99
+ "HO",
100
+ "CMEGlobex_Crude",
101
+ "CMEGlobex_CL",
102
+ "CL",
103
+ "CMEGlobex_Gas",
104
+ "CMEGlobex_RB",
105
+ "RB",
106
+ "CMEGlobex_MicroCrude",
107
+ "CMEGlobex_MCL",
108
+ "MCL",
109
+ "CMEGlobex_NatGas",
110
+ "CMEGlobex_NG",
111
+ "NG",
112
+ "CMEGlobex_Dutch_NatGas",
113
+ "CMEGlobex_TTF",
114
+ "TTF",
115
+ "CMEGlobex_LastDay_NatGas",
116
+ "CMEGlobex_NN",
117
+ "NN",
118
+ "CMEGlobex_CarbonOffset",
119
+ "CMEGlobex_CGO",
120
+ "CGO",
121
+ "C-GEO",
122
+ "CMEGlobex_NGO",
123
+ "NGO",
124
+ "CMEGlobex_GEO",
125
+ "GEO",
126
+ "CMEGlobex_Metals",
127
+ "CMEGlobex_PreciousMetals",
128
+ "CMEGlobex_Gold",
129
+ "CMEGlobex_GC",
130
+ "GC",
131
+ "CMEGlobex_Silver",
132
+ "CMEGlobex_SI",
133
+ "SI",
134
+ "CMEGlobex_Platinum",
135
+ "CMEGlobex_PL",
136
+ "PL",
137
+ "CMEGlobex_BaseMetals",
138
+ "CMEGlobex_Copper",
139
+ "CMEGlobex_HG",
140
+ "HG",
141
+ "CMEGlobex_Aluminum",
142
+ "CMEGlobex_ALI",
143
+ "ALI",
144
+ "CMEGlobex_Copper",
145
+ "CMEGlobex_QC",
146
+ "QC",
147
+ "CMEGlobex_FerrousMetals",
148
+ "CMEGlobex_HRC",
149
+ "HRC",
150
+ "CMEGlobex_BUS",
151
+ "BUS",
152
+ "CMEGlobex_TIO",
153
+ "TIO",
154
+ ]
155
+
156
+ regular_market_times = {
157
+ "market_open": ((None, time(17), -1),), # Sunday offset. Central Timezone (CT)
158
+ "market_close": ((None, time(16)),),
159
+ }
160
+
161
+ @property
162
+ def name(self):
163
+ return "CMEGlobex_EnergyAndMetals"
164
+
165
+ @property
166
+ def regular_holidays(self):
167
+ return AbstractHolidayCalendar(
168
+ rules=[
169
+ USNewYearsDay,
170
+ GoodFriday,
171
+ ChristmasCME,
172
+ ]
173
+ )
174
+
175
+ # @property
176
+ # def adhoc_holidays(self):
177
+ # return USNationalDaysofMourning
178
+
179
+ @property
180
+ def special_closes(self):
181
+ return [
182
+ (
183
+ time(12, tzinfo=timezone("America/Chicago")),
184
+ AbstractHolidayCalendar(
185
+ rules=[
186
+ USMartinLutherKingJrPre2022,
187
+ USPresidentsDayPre2022,
188
+ USMemorialDayPre2022,
189
+ USIndependenceDayPre2022,
190
+ USLaborDay,
191
+ USThanksgivingDayPre2022,
192
+ ]
193
+ ),
194
+ ),
195
+ (
196
+ time(12, 45, tzinfo=timezone("America/Chicago")),
197
+ AbstractHolidayCalendar(
198
+ rules=[
199
+ FridayAfterThanksgiving,
200
+ ]
201
+ ),
202
+ ),
203
+ (
204
+ time(13, 30, tzinfo=timezone("America/Chicago")),
205
+ AbstractHolidayCalendar(
206
+ rules=[
207
+ USMartinLutherKingJrFrom2022,
208
+ USPresidentsDayFrom2022,
209
+ USMemorialDayFrom2022,
210
+ USJuneteenthFrom2022,
211
+ USIndependenceDayFrom2022,
212
+ USThanksgivingDayFrom2022,
213
+ ]
214
+ ),
215
+ ),
216
+ ]
@@ -1,104 +1,123 @@
1
- from .cme_globex_base import CMEGlobexBaseExchangeCalendar
2
-
3
- from datetime import time
4
- from pandas.tseries.holiday import AbstractHolidayCalendar
5
- from pytz import timezone
6
-
7
- from pandas_market_calendars.holidays.cme import (
8
- USMartinLutherKingJrAfter1998Before2015,
9
- USMartinLutherKingJrAfter2015,
10
- USPresidentsDayBefore2015,
11
- USPresidentsDayAfter2015,
12
- GoodFridayBefore2021NotEarlyClose,
13
- GoodFridayAfter2021,
14
- GoodFriday2010,
15
- GoodFriday2012,
16
- GoodFriday2015,
17
- GoodFriday2021,
18
- USMemorialDay2013AndPrior,
19
- USMemorialDayAfter2013,
20
- USIndependenceDayBefore2022PreviousDay,
21
- USIndependenceDayBefore2014,
22
- USIndependenceDayAfter2014,
23
- USLaborDayStarting1887Before2014,
24
- USLaborDayStarting1887After2014,
25
- USThanksgivingBefore2014,
26
- USThanksgivingAfter2014,
27
- USThanksgivingFriday,
28
- )
29
- from pandas_market_calendars.holidays.us import (
30
- USNewYearsDay,
31
- ChristmasEveInOrAfter1993,
32
- Christmas,
33
- USJuneteenthAfter2022
34
- )
35
-
36
- class CMEGlobexEquitiesExchangeCalendar(CMEGlobexBaseExchangeCalendar):
37
-
38
- aliases = ["CME Globex Equity"]
39
-
40
- regular_market_times = {
41
- "market_open": ((None, time(17), -1),), # offset by -1 day
42
- "market_close": ((None, time(16)),),
43
- }
44
-
45
- @property
46
- def tz(self): return timezone("America/Chicago")
47
-
48
- @property
49
- def name(self):
50
- """
51
- Name of the market
52
-
53
- :return: string name
54
- """
55
- return "CME Globex Equities"
56
-
57
- @property
58
- def regular_holidays(self):
59
- return AbstractHolidayCalendar(rules=[
60
- USNewYearsDay,
61
- GoodFridayBefore2021NotEarlyClose,
62
- GoodFridayAfter2021,
63
- Christmas,
64
- ])
65
-
66
- @property
67
- def special_closes(self):
68
- # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
69
- return [
70
- (time(10, 30), AbstractHolidayCalendar(rules=[
71
- USMartinLutherKingJrAfter1998Before2015,
72
- USPresidentsDayBefore2015,
73
- USMemorialDay2013AndPrior,
74
- USIndependenceDayBefore2014,
75
- USLaborDayStarting1887Before2014,
76
- USThanksgivingBefore2014,
77
- ])),
78
-
79
- (time(12,15), AbstractHolidayCalendar(rules= [
80
- USIndependenceDayBefore2022PreviousDay,
81
- USThanksgivingFriday,
82
- ChristmasEveInOrAfter1993,
83
- ])),
84
-
85
- (time(12), AbstractHolidayCalendar(rules=[
86
- USMartinLutherKingJrAfter2015,
87
- USPresidentsDayAfter2015,
88
- USMemorialDayAfter2013,
89
- USIndependenceDayAfter2014,
90
- USLaborDayStarting1887After2014,
91
- USThanksgivingAfter2014,
92
- USJuneteenthAfter2022
93
-
94
- ])),
95
- (time(8,15), AbstractHolidayCalendar(rules=[
96
- GoodFriday2010,
97
- GoodFriday2012,
98
- GoodFriday2015,
99
- GoodFriday2021,
100
- ])),
101
-
102
- ]
103
-
104
-
1
+ from datetime import time
2
+
3
+ from pandas.tseries.holiday import AbstractHolidayCalendar
4
+ from pytz import timezone
5
+
6
+ from pandas_market_calendars.holidays.cme import (
7
+ USMartinLutherKingJrAfter1998Before2015,
8
+ USMartinLutherKingJrAfter2015,
9
+ USPresidentsDayBefore2015,
10
+ USPresidentsDayAfter2015,
11
+ GoodFridayBefore2021NotEarlyClose,
12
+ GoodFriday2010,
13
+ GoodFriday2012,
14
+ GoodFriday2015,
15
+ GoodFriday2021,
16
+ GoodFriday2022,
17
+ GoodFridayAfter2022,
18
+ USMemorialDay2013AndPrior,
19
+ USMemorialDayAfter2013,
20
+ USIndependenceDayBefore2022PreviousDay,
21
+ USIndependenceDayBefore2014,
22
+ USIndependenceDayAfter2014,
23
+ USLaborDayStarting1887Before2014,
24
+ USLaborDayStarting1887After2014,
25
+ USThanksgivingBefore2014,
26
+ USThanksgivingAfter2014,
27
+ USThanksgivingFriday,
28
+ )
29
+ from pandas_market_calendars.holidays.us import (
30
+ USNewYearsDay,
31
+ ChristmasEveInOrAfter1993,
32
+ Christmas,
33
+ USJuneteenthAfter2022,
34
+ )
35
+ from .cme_globex_base import CMEGlobexBaseExchangeCalendar
36
+
37
+
38
+ class CMEGlobexEquitiesExchangeCalendar(CMEGlobexBaseExchangeCalendar):
39
+ aliases = ["CME Globex Equity"]
40
+
41
+ regular_market_times = {
42
+ "market_open": ((None, time(17), -1),), # offset by -1 day
43
+ "market_close": ((None, time(16)),),
44
+ }
45
+
46
+ @property
47
+ def tz(self):
48
+ return timezone("America/Chicago")
49
+
50
+ @property
51
+ def name(self):
52
+ """
53
+ Name of the market
54
+
55
+ :return: string name
56
+ """
57
+ return "CME Globex Equities"
58
+
59
+ @property
60
+ def regular_holidays(self):
61
+ return AbstractHolidayCalendar(
62
+ rules=[
63
+ USNewYearsDay,
64
+ GoodFridayBefore2021NotEarlyClose,
65
+ GoodFriday2022,
66
+ Christmas,
67
+ ]
68
+ )
69
+
70
+ @property
71
+ def special_closes(self):
72
+ # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
73
+ return [
74
+ (
75
+ time(10, 30),
76
+ AbstractHolidayCalendar(
77
+ rules=[
78
+ USMartinLutherKingJrAfter1998Before2015,
79
+ USPresidentsDayBefore2015,
80
+ USMemorialDay2013AndPrior,
81
+ USIndependenceDayBefore2014,
82
+ USLaborDayStarting1887Before2014,
83
+ USThanksgivingBefore2014,
84
+ ]
85
+ ),
86
+ ),
87
+ (
88
+ time(12, 15),
89
+ AbstractHolidayCalendar(
90
+ rules=[
91
+ USIndependenceDayBefore2022PreviousDay,
92
+ USThanksgivingFriday,
93
+ ChristmasEveInOrAfter1993,
94
+ ]
95
+ ),
96
+ ),
97
+ (
98
+ time(12),
99
+ AbstractHolidayCalendar(
100
+ rules=[
101
+ USMartinLutherKingJrAfter2015,
102
+ USPresidentsDayAfter2015,
103
+ USMemorialDayAfter2013,
104
+ USIndependenceDayAfter2014,
105
+ USLaborDayStarting1887After2014,
106
+ USThanksgivingAfter2014,
107
+ USJuneteenthAfter2022,
108
+ ]
109
+ ),
110
+ ),
111
+ (
112
+ time(8, 15),
113
+ AbstractHolidayCalendar(
114
+ rules=[
115
+ GoodFriday2010,
116
+ GoodFriday2012,
117
+ GoodFriday2015,
118
+ GoodFriday2021,
119
+ GoodFridayAfter2022,
120
+ ]
121
+ ),
122
+ ),
123
+ ]