pandas-market-calendars 4.3.2__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 (46) hide show
  1. pandas_market_calendars/__init__.py +38 -38
  2. pandas_market_calendars/calendar_registry.py +53 -52
  3. pandas_market_calendars/calendar_utils.py +261 -261
  4. pandas_market_calendars/calendars/asx.py +66 -66
  5. pandas_market_calendars/calendars/bmf.py +206 -206
  6. pandas_market_calendars/calendars/bse.py +407 -407
  7. pandas_market_calendars/calendars/cboe.py +145 -145
  8. pandas_market_calendars/calendars/cme.py +402 -402
  9. pandas_market_calendars/calendars/cme_globex_agriculture.py +126 -127
  10. pandas_market_calendars/calendars/cme_globex_base.py +119 -119
  11. pandas_market_calendars/calendars/cme_globex_crypto.py +160 -147
  12. pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -216
  13. pandas_market_calendars/calendars/cme_globex_equities.py +123 -121
  14. pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -134
  15. pandas_market_calendars/calendars/cme_globex_fx.py +101 -92
  16. pandas_market_calendars/calendars/eurex.py +139 -139
  17. pandas_market_calendars/calendars/eurex_fixed_income.py +98 -0
  18. pandas_market_calendars/calendars/hkex.py +426 -426
  19. pandas_market_calendars/calendars/ice.py +81 -81
  20. pandas_market_calendars/calendars/iex.py +112 -111
  21. pandas_market_calendars/calendars/jpx.py +109 -109
  22. pandas_market_calendars/calendars/lse.py +114 -114
  23. pandas_market_calendars/calendars/mirror.py +130 -129
  24. pandas_market_calendars/calendars/nyse.py +1324 -1324
  25. pandas_market_calendars/calendars/ose.py +116 -116
  26. pandas_market_calendars/calendars/sifma.py +350 -335
  27. pandas_market_calendars/calendars/six.py +132 -132
  28. pandas_market_calendars/calendars/sse.py +311 -311
  29. pandas_market_calendars/calendars/tase.py +197 -195
  30. pandas_market_calendars/calendars/tsx.py +181 -181
  31. pandas_market_calendars/holidays/cme.py +385 -372
  32. pandas_market_calendars/holidays/cme_globex.py +214 -223
  33. pandas_market_calendars/holidays/cn.py +1455 -1455
  34. pandas_market_calendars/holidays/jp.py +398 -394
  35. pandas_market_calendars/holidays/nyse.py +1531 -1539
  36. pandas_market_calendars/holidays/oz.py +63 -65
  37. pandas_market_calendars/holidays/sifma.py +338 -350
  38. pandas_market_calendars/holidays/us.py +376 -377
  39. pandas_market_calendars/market_calendar.py +895 -895
  40. {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/METADATA +3 -3
  41. pandas_market_calendars-4.3.3.dist-info/RECORD +50 -0
  42. pandas_market_calendars-4.3.2.dist-info/RECORD +0 -49
  43. {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/LICENSE +0 -0
  44. {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/NOTICE +0 -0
  45. {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/WHEEL +0 -0
  46. {pandas_market_calendars-4.3.2.dist-info → pandas_market_calendars-4.3.3.dist-info}/top_level.txt +0 -0
pandas_market_calendars/calendars/cme_globex_equities.py CHANGED
@@ -1,121 +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
-
37
- class CMEGlobexEquitiesExchangeCalendar(CMEGlobexBaseExchangeCalendar):
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):
47
- return timezone("America/Chicago")
48
-
49
- @property
50
- def name(self):
51
- """
52
- Name of the market
53
-
54
- :return: string name
55
- """
56
- return "CME Globex Equities"
57
-
58
- @property
59
- def regular_holidays(self):
60
- return AbstractHolidayCalendar(
61
- rules=[
62
- USNewYearsDay,
63
- GoodFridayBefore2021NotEarlyClose,
64
- GoodFridayAfter2021,
65
- Christmas,
66
- ]
67
- )
68
-
69
- @property
70
- def special_closes(self):
71
- # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
72
- return [
73
- (
74
- time(10, 30),
75
- AbstractHolidayCalendar(
76
- rules=[
77
- USMartinLutherKingJrAfter1998Before2015,
78
- USPresidentsDayBefore2015,
79
- USMemorialDay2013AndPrior,
80
- USIndependenceDayBefore2014,
81
- USLaborDayStarting1887Before2014,
82
- USThanksgivingBefore2014,
83
- ]
84
- ),
85
- ),
86
- (
87
- time(12, 15),
88
- AbstractHolidayCalendar(
89
- rules=[
90
- USIndependenceDayBefore2022PreviousDay,
91
- USThanksgivingFriday,
92
- ChristmasEveInOrAfter1993,
93
- ]
94
- ),
95
- ),
96
- (
97
- time(12),
98
- AbstractHolidayCalendar(
99
- rules=[
100
- USMartinLutherKingJrAfter2015,
101
- USPresidentsDayAfter2015,
102
- USMemorialDayAfter2013,
103
- USIndependenceDayAfter2014,
104
- USLaborDayStarting1887After2014,
105
- USThanksgivingAfter2014,
106
- USJuneteenthAfter2022,
107
- ]
108
- ),
109
- ),
110
- (
111
- time(8, 15),
112
- AbstractHolidayCalendar(
113
- rules=[
114
- GoodFriday2010,
115
- GoodFriday2012,
116
- GoodFriday2015,
117
- GoodFriday2021,
118
- ]
119
- ),
120
- ),
121
- ]
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
+ ]
pandas_market_calendars/calendars/cme_globex_fixed_income.py CHANGED
@@ -1,134 +1,136 @@
1
- from .cme_globex_base import CMEGlobexBaseExchangeCalendar
2
-
3
- from datetime import time
4
- from pandas.tseries.holiday import AbstractHolidayCalendar
5
-
6
- from pandas_market_calendars.holidays.cme import (
7
- USMartinLutherKingJrAfter1998Before2015,
8
- USMartinLutherKingJrAfter1998Before2016FridayBefore,
9
- USMartinLutherKingJrAfter2015,
10
- USPresidentsDayBefore2016FridayBefore,
11
- USPresidentsDayBefore2015,
12
- USPresidentsDayAfter2015,
13
- GoodFridayBefore2021NotEarlyClose,
14
- GoodFridayAfter2021,
15
- GoodFriday2009,
16
- GoodFriday2010,
17
- GoodFriday2012,
18
- GoodFriday2015,
19
- GoodFriday2021,
20
- USMemorialDay2013AndPrior,
21
- USMemorialDayAfter2013,
22
- USMemorialDay2015AndPriorFridayBefore,
23
- USIndependenceDayBefore2014,
24
- USIndependenceDayAfter2014,
25
- USLaborDayStarting1887Before2014,
26
- USLaborDayStarting1887Before2015FridayBefore,
27
- USLaborDayStarting1887After2014,
28
- USThanksgivingBefore2014,
29
- USThanksgivingAfter2014,
30
- USThanksgivingFriday,
31
- )
32
- from pandas_market_calendars.holidays.us import (
33
- USNewYearsDay,
34
- ChristmasEveInOrAfter1993,
35
- Christmas,
36
- USJuneteenthAfter2022,
37
- )
38
-
39
-
40
- class CMEGlobexFixedIncomeCalendar(CMEGlobexBaseExchangeCalendar):
41
- aliases = ["CME Globex Fixed Income", "CME Globex Interest Rate Products"]
42
-
43
- regular_market_times = {
44
- "market_open": ((None, time(18), -1),),
45
- "market_close": ((None, time(17)),),
46
- }
47
-
48
- """
49
- Not yet implemented:
50
- Christmas/New_Years
51
- 5am special open for a couple years (see tests)
52
-
53
- regular market_open/market_close changed from 17/16 to 18/17?
54
- """
55
-
56
- @property
57
- def name(self):
58
- return "CME Globex Fixed Income"
59
-
60
- @property
61
- def regular_holidays(self):
62
- return AbstractHolidayCalendar(
63
- rules=[
64
- USNewYearsDay,
65
- GoodFridayBefore2021NotEarlyClose,
66
- GoodFridayAfter2021,
67
- Christmas,
68
- ]
69
- )
70
-
71
- @property
72
- def special_closes_adhoc(self):
73
- return [
74
- (time(15, 15), ["2010-07-02", "2011-07-01"]),
75
- (time(12, 15), ["2010-12-31"]),
76
- ]
77
-
78
- @property
79
- def special_closes(self):
80
- # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
81
- return [
82
- (
83
- time(12),
84
- AbstractHolidayCalendar(
85
- rules=[
86
- USMartinLutherKingJrAfter1998Before2015,
87
- USMartinLutherKingJrAfter2015,
88
- USPresidentsDayBefore2015,
89
- USPresidentsDayAfter2015,
90
- USMemorialDay2013AndPrior,
91
- USMemorialDayAfter2013,
92
- USIndependenceDayBefore2014,
93
- USIndependenceDayAfter2014,
94
- USLaborDayStarting1887Before2014,
95
- USLaborDayStarting1887After2014,
96
- USThanksgivingBefore2014,
97
- USThanksgivingAfter2014,
98
- USJuneteenthAfter2022,
99
- ]
100
- ),
101
- ),
102
- (
103
- time(15, 15),
104
- AbstractHolidayCalendar(
105
- rules=[
106
- USMartinLutherKingJrAfter1998Before2016FridayBefore,
107
- USPresidentsDayBefore2016FridayBefore,
108
- GoodFriday2009,
109
- USMemorialDay2015AndPriorFridayBefore,
110
- USLaborDayStarting1887Before2015FridayBefore,
111
- ]
112
- ),
113
- ),
114
- (
115
- time(12, 15),
116
- AbstractHolidayCalendar(
117
- rules=[
118
- USThanksgivingFriday,
119
- ChristmasEveInOrAfter1993,
120
- ]
121
- ),
122
- ),
123
- (
124
- time(10, 15),
125
- AbstractHolidayCalendar(
126
- rules=[
127
- GoodFriday2010,
128
- GoodFriday2012,
129
- GoodFriday2015,
130
- GoodFriday2021,
131
- ]
132
- ),
133
- ),
134
- ]
1
+ from datetime import time
2
+
3
+ from pandas.tseries.holiday import AbstractHolidayCalendar
4
+
5
+ from pandas_market_calendars.holidays.cme import (
6
+ USMartinLutherKingJrAfter1998Before2015,
7
+ USMartinLutherKingJrAfter1998Before2016FridayBefore,
8
+ USMartinLutherKingJrAfter2015,
9
+ USPresidentsDayBefore2016FridayBefore,
10
+ USPresidentsDayBefore2015,
11
+ USPresidentsDayAfter2015,
12
+ GoodFridayBefore2021NotEarlyClose,
13
+ GoodFriday2009,
14
+ GoodFriday2010,
15
+ GoodFriday2012,
16
+ GoodFriday2015,
17
+ GoodFriday2021,
18
+ GoodFriday2022,
19
+ GoodFridayAfter2022,
20
+ USMemorialDay2013AndPrior,
21
+ USMemorialDayAfter2013,
22
+ USMemorialDay2015AndPriorFridayBefore,
23
+ USIndependenceDayBefore2014,
24
+ USIndependenceDayAfter2014,
25
+ USLaborDayStarting1887Before2014,
26
+ USLaborDayStarting1887Before2015FridayBefore,
27
+ USLaborDayStarting1887After2014,
28
+ USThanksgivingBefore2014,
29
+ USThanksgivingAfter2014,
30
+ USThanksgivingFriday,
31
+ )
32
+ from pandas_market_calendars.holidays.us import (
33
+ USNewYearsDay,
34
+ ChristmasEveInOrAfter1993,
35
+ Christmas,
36
+ USJuneteenthAfter2022,
37
+ )
38
+ from .cme_globex_base import CMEGlobexBaseExchangeCalendar
39
+
40
+
41
+ class CMEGlobexFixedIncomeCalendar(CMEGlobexBaseExchangeCalendar):
42
+ aliases = ["CME Globex Fixed Income", "CME Globex Interest Rate Products"]
43
+
44
+ regular_market_times = {
45
+ "market_open": ((None, time(18), -1),),
46
+ "market_close": ((None, time(17)),),
47
+ }
48
+
49
+ """
50
+ Not yet implemented:
51
+ Christmas/New_Years
52
+ 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
+ ]