pandas-market-calendars 4.3.2__py3-none-any.whl → 4.3.3__py3-none-any.whl
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- pandas_market_calendars/__init__.py +38 -38
- pandas_market_calendars/calendar_registry.py +53 -52
- pandas_market_calendars/calendar_utils.py +261 -261
- pandas_market_calendars/calendars/asx.py +66 -66
- pandas_market_calendars/calendars/bmf.py +206 -206
- pandas_market_calendars/calendars/bse.py +407 -407
- pandas_market_calendars/calendars/cboe.py +145 -145
- pandas_market_calendars/calendars/cme.py +402 -402
- pandas_market_calendars/calendars/cme_globex_agriculture.py +126 -127
- pandas_market_calendars/calendars/cme_globex_base.py +119 -119
- pandas_market_calendars/calendars/cme_globex_crypto.py +160 -147
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -216
- pandas_market_calendars/calendars/cme_globex_equities.py +123 -121
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -134
- pandas_market_calendars/calendars/cme_globex_fx.py +101 -92
- pandas_market_calendars/calendars/eurex.py +139 -139
- pandas_market_calendars/calendars/eurex_fixed_income.py +98 -0
- pandas_market_calendars/calendars/hkex.py +426 -426
- pandas_market_calendars/calendars/ice.py +81 -81
- pandas_market_calendars/calendars/iex.py +112 -111
- pandas_market_calendars/calendars/jpx.py +109 -109
- pandas_market_calendars/calendars/lse.py +114 -114
- pandas_market_calendars/calendars/mirror.py +130 -129
- pandas_market_calendars/calendars/nyse.py +1324 -1324
- pandas_market_calendars/calendars/ose.py +116 -116
- pandas_market_calendars/calendars/sifma.py +350 -335
- pandas_market_calendars/calendars/six.py +132 -132
- pandas_market_calendars/calendars/sse.py +311 -311
- pandas_market_calendars/calendars/tase.py +197 -195
- pandas_market_calendars/calendars/tsx.py +181 -181
- pandas_market_calendars/holidays/cme.py +385 -372
- pandas_market_calendars/holidays/cme_globex.py +214 -223
- pandas_market_calendars/holidays/cn.py +1455 -1455
- pandas_market_calendars/holidays/jp.py +398 -394
- pandas_market_calendars/holidays/nyse.py +1531 -1539
- pandas_market_calendars/holidays/oz.py +63 -65
- pandas_market_calendars/holidays/sifma.py +338 -350
- pandas_market_calendars/holidays/us.py +376 -377
- pandas_market_calendars/market_calendar.py +895 -895
- {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/METADATA +3 -3
- pandas_market_calendars-4.3.3.dist-info/RECORD +50 -0
- pandas_market_calendars-4.3.2.dist-info/RECORD +0 -49
- {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/WHEEL +0 -0
- {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/top_level.txt +0 -0
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USMemorialDay2013AndPrior,
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USMemorialDayAfter2013,
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USIndependenceDayBefore2022PreviousDay,
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USIndependenceDayBefore2014,
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USIndependenceDayAfter2014,
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USLaborDayStarting1887Before2014,
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USLaborDayStarting1887After2014,
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USThanksgivingBefore2014,
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USThanksgivingAfter2014,
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USThanksgivingFriday,
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)
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from pandas_market_calendars.holidays.us import (
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USNewYearsDay,
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ChristmasEveInOrAfter1993,
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Christmas,
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USJuneteenthAfter2022,
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from datetime import time
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from pandas.tseries.holiday import AbstractHolidayCalendar
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from pytz import timezone
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from pandas_market_calendars.holidays.cme import (
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USMartinLutherKingJrAfter1998Before2015,
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USMartinLutherKingJrAfter2015,
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USPresidentsDayBefore2015,
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USPresidentsDayAfter2015,
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GoodFridayBefore2021NotEarlyClose,
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GoodFriday2010,
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GoodFriday2012,
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GoodFriday2015,
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GoodFriday2021,
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GoodFriday2022,
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GoodFridayAfter2022,
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USMemorialDay2013AndPrior,
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USMemorialDayAfter2013,
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USIndependenceDayBefore2022PreviousDay,
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USIndependenceDayBefore2014,
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USIndependenceDayAfter2014,
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USLaborDayStarting1887Before2014,
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USLaborDayStarting1887After2014,
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USThanksgivingBefore2014,
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USThanksgivingAfter2014,
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USThanksgivingFriday,
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)
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from pandas_market_calendars.holidays.us import (
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USNewYearsDay,
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ChristmasEveInOrAfter1993,
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Christmas,
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USJuneteenthAfter2022,
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)
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from .cme_globex_base import CMEGlobexBaseExchangeCalendar
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class CMEGlobexEquitiesExchangeCalendar(CMEGlobexBaseExchangeCalendar):
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aliases = ["CME Globex Equity"]
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regular_market_times = {
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"market_open": ((None, time(17), -1),), # offset by -1 day
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"market_close": ((None, time(16)),),
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}
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@property
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def tz(self):
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return timezone("America/Chicago")
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@property
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def name(self):
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"""
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Name of the market
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:return: string name
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"""
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return "CME Globex Equities"
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@property
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def regular_holidays(self):
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return AbstractHolidayCalendar(
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rules=[
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USNewYearsDay,
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GoodFridayBefore2021NotEarlyClose,
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GoodFriday2022,
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Christmas,
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]
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)
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@property
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def special_closes(self):
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# Source https://www.cmegroup.com/tools-information/holiday-calendar.html
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return [
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(
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time(10, 30),
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AbstractHolidayCalendar(
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rules=[
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USMartinLutherKingJrAfter1998Before2015,
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USPresidentsDayBefore2015,
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USMemorialDay2013AndPrior,
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USIndependenceDayBefore2014,
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USLaborDayStarting1887Before2014,
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USThanksgivingBefore2014,
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time(12, 15),
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AbstractHolidayCalendar(
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rules=[
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USIndependenceDayBefore2022PreviousDay,
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USThanksgivingFriday,
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ChristmasEveInOrAfter1993,
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(
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time(12),
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AbstractHolidayCalendar(
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rules=[
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USMartinLutherKingJrAfter2015,
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USPresidentsDayAfter2015,
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USMemorialDayAfter2013,
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USIndependenceDayAfter2014,
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USLaborDayStarting1887After2014,
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USThanksgivingAfter2014,
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USJuneteenthAfter2022,
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time(8, 15),
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AbstractHolidayCalendar(
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rules=[
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GoodFriday2010,
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GoodFriday2012,
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GoodFriday2015,
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GoodFriday2021,
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GoodFridayAfter2022,
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]
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USMemorialDay2015AndPriorFridayBefore,
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USIndependenceDayAfter2014,
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USLaborDayStarting1887Before2015FridayBefore,
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USLaborDayStarting1887After2014,
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USThanksgivingBefore2014,
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USThanksgivingAfter2014,
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USThanksgivingFriday,
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from pandas_market_calendars.holidays.us import (
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USNewYearsDay,
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ChristmasEveInOrAfter1993,
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Christmas,
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USJuneteenthAfter2022,
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from datetime import time
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from pandas.tseries.holiday import AbstractHolidayCalendar
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from pandas_market_calendars.holidays.cme import (
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USMartinLutherKingJrAfter1998Before2015,
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USMartinLutherKingJrAfter1998Before2016FridayBefore,
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USMartinLutherKingJrAfter2015,
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USPresidentsDayBefore2016FridayBefore,
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USPresidentsDayBefore2015,
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USPresidentsDayAfter2015,
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GoodFridayBefore2021NotEarlyClose,
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GoodFriday2009,
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GoodFriday2010,
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GoodFriday2012,
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GoodFriday2015,
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GoodFriday2021,
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GoodFriday2022,
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GoodFridayAfter2022,
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USMemorialDay2013AndPrior,
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USMemorialDayAfter2013,
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USMemorialDay2015AndPriorFridayBefore,
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USIndependenceDayBefore2014,
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USIndependenceDayAfter2014,
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USLaborDayStarting1887Before2014,
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USLaborDayStarting1887Before2015FridayBefore,
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USLaborDayStarting1887After2014,
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USThanksgivingBefore2014,
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USThanksgivingAfter2014,
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USThanksgivingFriday,
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)
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from pandas_market_calendars.holidays.us import (
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USNewYearsDay,
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ChristmasEveInOrAfter1993,
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Christmas,
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USJuneteenthAfter2022,
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)
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from .cme_globex_base import CMEGlobexBaseExchangeCalendar
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class CMEGlobexFixedIncomeCalendar(CMEGlobexBaseExchangeCalendar):
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aliases = ["CME Globex Fixed Income", "CME Globex Interest Rate Products"]
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regular_market_times = {
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"market_open": ((None, time(18), -1),),
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"market_close": ((None, time(17)),),
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}
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"""
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Not yet implemented:
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Christmas/New_Years
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|
+
5am special open for a couple years (see tests)
|
53
|
+
|
54
|
+
regular market_open/market_close changed from 17/16 to 18/17?
|
55
|
+
"""
|
56
|
+
|
57
|
+
@property
|
58
|
+
def name(self):
|
59
|
+
return "CME Globex Fixed Income"
|
60
|
+
|
61
|
+
@property
|
62
|
+
def regular_holidays(self):
|
63
|
+
return AbstractHolidayCalendar(
|
64
|
+
rules=[
|
65
|
+
USNewYearsDay,
|
66
|
+
GoodFridayBefore2021NotEarlyClose,
|
67
|
+
GoodFriday2022,
|
68
|
+
Christmas,
|
69
|
+
]
|
70
|
+
)
|
71
|
+
|
72
|
+
@property
|
73
|
+
def special_closes_adhoc(self):
|
74
|
+
return [
|
75
|
+
(time(15, 15), ["2010-07-02", "2011-07-01"]),
|
76
|
+
(time(12, 15), ["2010-12-31"]),
|
77
|
+
]
|
78
|
+
|
79
|
+
@property
|
80
|
+
def special_closes(self):
|
81
|
+
# Source https://www.cmegroup.com/tools-information/holiday-calendar.html
|
82
|
+
return [
|
83
|
+
(
|
84
|
+
time(12),
|
85
|
+
AbstractHolidayCalendar(
|
86
|
+
rules=[
|
87
|
+
USMartinLutherKingJrAfter1998Before2015,
|
88
|
+
USMartinLutherKingJrAfter2015,
|
89
|
+
USPresidentsDayBefore2015,
|
90
|
+
USPresidentsDayAfter2015,
|
91
|
+
USMemorialDay2013AndPrior,
|
92
|
+
USMemorialDayAfter2013,
|
93
|
+
USIndependenceDayBefore2014,
|
94
|
+
USIndependenceDayAfter2014,
|
95
|
+
USLaborDayStarting1887Before2014,
|
96
|
+
USLaborDayStarting1887After2014,
|
97
|
+
USThanksgivingBefore2014,
|
98
|
+
USThanksgivingAfter2014,
|
99
|
+
USJuneteenthAfter2022,
|
100
|
+
]
|
101
|
+
),
|
102
|
+
),
|
103
|
+
(
|
104
|
+
time(15, 15),
|
105
|
+
AbstractHolidayCalendar(
|
106
|
+
rules=[
|
107
|
+
USMartinLutherKingJrAfter1998Before2016FridayBefore,
|
108
|
+
USPresidentsDayBefore2016FridayBefore,
|
109
|
+
GoodFriday2009,
|
110
|
+
USMemorialDay2015AndPriorFridayBefore,
|
111
|
+
USLaborDayStarting1887Before2015FridayBefore,
|
112
|
+
]
|
113
|
+
),
|
114
|
+
),
|
115
|
+
(
|
116
|
+
time(12, 15),
|
117
|
+
AbstractHolidayCalendar(
|
118
|
+
rules=[
|
119
|
+
USThanksgivingFriday,
|
120
|
+
ChristmasEveInOrAfter1993,
|
121
|
+
]
|
122
|
+
),
|
123
|
+
),
|
124
|
+
(
|
125
|
+
time(10, 15),
|
126
|
+
AbstractHolidayCalendar(
|
127
|
+
rules=[
|
128
|
+
GoodFriday2010,
|
129
|
+
GoodFriday2012,
|
130
|
+
GoodFriday2015,
|
131
|
+
GoodFriday2021,
|
132
|
+
GoodFridayAfter2022,
|
133
|
+
]
|
134
|
+
),
|
135
|
+
),
|
136
|
+
]
|