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
@@ -1,114 +1,114 @@
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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
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from datetime import time
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from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
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from pytz import timezone
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from pandas_market_calendars.holidays.uk import (
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BoxingDay,
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Christmas,
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ChristmasEve,
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LSENewYearsDay,
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LSENewYearsEve,
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MayBank_pre_1995,
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MayBank_post_1995_pre_2020,
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MayBank_post_2020,
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SpringBank_pre_2002,
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SpringBank_post_2002_pre_2012,
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SpringBank_post_2012_pre_2022,
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SpringBank_post_2022,
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SummerBank,
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WeekendBoxingDay,
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WeekendChristmas,
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UniqueCloses,
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)
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from pandas_market_calendars.market_calendar import MarketCalendar
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class LSEExchangeCalendar(MarketCalendar):
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"""
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Exchange calendar for the London Stock Exchange
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Open Time: 8:00 AM, GMT
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Close Time: 4:30 PM, GMT
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Regularly-Observed Holidays:
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- New Years Day (observed on first business day on/after)
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- Good Friday
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- Easter Monday
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- Early May Bank Holiday (first Monday in May)
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- Spring Bank Holiday (last Monday in May)
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- Summer Bank Holiday (last Monday in August)
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- Christmas Day
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- Dec. 27th (if Christmas is on a weekend)
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- Boxing Day
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- Dec. 28th (if Boxing Day is on a weekend)
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"""
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aliases = ["LSE"]
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regular_market_times = {
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"market_open": ((None, time(8)),),
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"market_close": ((None, time(16, 30)),),
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}
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@property
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def name(self):
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return "LSE"
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@property
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def tz(self):
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return timezone("Europe/London")
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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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LSENewYearsDay,
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GoodFriday,
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EasterMonday,
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MayBank_pre_1995,
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MayBank_post_1995_pre_2020,
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MayBank_post_2020,
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SpringBank_pre_2002,
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SpringBank_post_2002_pre_2012,
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SpringBank_post_2012_pre_2022,
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SpringBank_post_2022,
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SummerBank,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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]
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)
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@property
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def adhoc_holidays(self):
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return UniqueCloses
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@property
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def special_closes(self):
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return [
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(
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time(12, 30),
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AbstractHolidayCalendar(
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rules=[
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ChristmasEve,
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LSENewYearsEve,
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]
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),
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)
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]
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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
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from datetime import time
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from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
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from pytz import timezone
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from pandas_market_calendars.holidays.uk import (
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BoxingDay,
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Christmas,
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ChristmasEve,
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LSENewYearsDay,
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LSENewYearsEve,
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MayBank_pre_1995,
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MayBank_post_1995_pre_2020,
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MayBank_post_2020,
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SpringBank_pre_2002,
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SpringBank_post_2002_pre_2012,
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SpringBank_post_2012_pre_2022,
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SpringBank_post_2022,
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SummerBank,
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WeekendBoxingDay,
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WeekendChristmas,
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UniqueCloses,
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)
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from pandas_market_calendars.market_calendar import MarketCalendar
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class LSEExchangeCalendar(MarketCalendar):
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"""
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Exchange calendar for the London Stock Exchange
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Open Time: 8:00 AM, GMT
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Close Time: 4:30 PM, GMT
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Regularly-Observed Holidays:
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- New Years Day (observed on first business day on/after)
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- Good Friday
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- Easter Monday
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- Early May Bank Holiday (first Monday in May)
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- Spring Bank Holiday (last Monday in May)
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- Summer Bank Holiday (last Monday in August)
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- Christmas Day
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- Dec. 27th (if Christmas is on a weekend)
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- Boxing Day
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- Dec. 28th (if Boxing Day is on a weekend)
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"""
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aliases = ["LSE"]
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regular_market_times = {
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"market_open": ((None, time(8)),),
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"market_close": ((None, time(16, 30)),),
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}
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@property
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def name(self):
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return "LSE"
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@property
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def tz(self):
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return timezone("Europe/London")
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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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LSENewYearsDay,
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GoodFriday,
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EasterMonday,
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MayBank_pre_1995,
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MayBank_post_1995_pre_2020,
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MayBank_post_2020,
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SpringBank_pre_2002,
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SpringBank_post_2002_pre_2012,
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SpringBank_post_2012_pre_2022,
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SpringBank_post_2022,
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SummerBank,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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]
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)
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@property
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def adhoc_holidays(self):
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return UniqueCloses
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@property
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def special_closes(self):
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return [
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(
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time(12, 30),
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AbstractHolidayCalendar(
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rules=[
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ChristmasEve,
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LSENewYearsEve,
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]
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),
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)
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]
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"""
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Imported calendars from the exchange_calendars project
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GitHub: https://github.com/gerrymanoim/exchange_calendars
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"""
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self
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regular_market_times
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"""
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Imported calendars from the exchange_calendars project
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GitHub: https://github.com/gerrymanoim/exchange_calendars
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"""
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import exchange_calendars
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from pandas_market_calendars.market_calendar import MarketCalendar
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class TradingCalendar(MarketCalendar):
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"""
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This class provides access to all the information on opens, breaks and closes that are available
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in the exchange_calendars package, it will receive the correctly formatted regular_market_times
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dictionary in the for-loop below.
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The initialization of calendars from exchange_calendars, is bypassed until the `.ec` property is used,
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which returns the initialized exchange_calendar calendar, which is only initialized the first time.
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"""
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# flag indicating that offset still needs to be checked.
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# A class attribute so we only do this once per class and not per instance
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_FINALIZE_TRADING_CALENDAR = True
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def __new__(cls, *args, **kwargs):
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self = super().__new__(cls)
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self._ec = super().__new__(cls._ec_class)
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# flag indicating that mirrored class is not initialized yet, which we only want to do
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# once per instance, if and only if the public `.ec` property is used.
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self._EC_NOT_INITIALIZED = True
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# offsets of exchange_calendar_mirrors are only available through the instance
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34
|
+
if cls._FINALIZE_TRADING_CALENDAR:
|
35
|
+
if self._ec.open_offset:
|
36
|
+
cls.regular_market_times._set(
|
37
|
+
"market_open",
|
38
|
+
tuple(
|
39
|
+
(t[0], t[1], self._ec.open_offset)
|
40
|
+
for t in cls.regular_market_times["market_open"]
|
41
|
+
),
|
42
|
+
)
|
43
|
+
|
44
|
+
if self._ec.close_offset:
|
45
|
+
cls.regular_market_times._set(
|
46
|
+
"market_close",
|
47
|
+
tuple(
|
48
|
+
(t[0], t[1], self._ec.close_offset)
|
49
|
+
for t in cls.regular_market_times["market_close"]
|
50
|
+
),
|
51
|
+
)
|
52
|
+
cls._FINALIZE_TRADING_CALENDAR = False
|
53
|
+
|
54
|
+
self.__init__(*args, **kwargs)
|
55
|
+
return self
|
56
|
+
|
57
|
+
def __init__(self, open_time=None, close_time=None):
|
58
|
+
super().__init__(open_time, close_time)
|
59
|
+
|
60
|
+
@property
|
61
|
+
def ec(self):
|
62
|
+
if self._EC_NOT_INITIALIZED:
|
63
|
+
self._ec.__init__()
|
64
|
+
self._EC_NOT_INITIALIZED = False
|
65
|
+
|
66
|
+
return self._ec
|
67
|
+
|
68
|
+
@property
|
69
|
+
def name(self):
|
70
|
+
return self._ec.name
|
71
|
+
|
72
|
+
@property
|
73
|
+
def tz(self):
|
74
|
+
return self._ec.tz
|
75
|
+
|
76
|
+
@property
|
77
|
+
def regular_holidays(self):
|
78
|
+
return self._ec.regular_holidays
|
79
|
+
|
80
|
+
@property
|
81
|
+
def adhoc_holidays(self):
|
82
|
+
return self._ec.adhoc_holidays
|
83
|
+
|
84
|
+
@property
|
85
|
+
def special_opens(self):
|
86
|
+
return self._ec.special_opens
|
87
|
+
|
88
|
+
@property
|
89
|
+
def special_opens_adhoc(self):
|
90
|
+
return self._ec.special_opens_adhoc
|
91
|
+
|
92
|
+
@property
|
93
|
+
def special_closes(self):
|
94
|
+
return self._ec.special_closes
|
95
|
+
|
96
|
+
@property
|
97
|
+
def special_closes_adhoc(self):
|
98
|
+
return self._ec.special_closes_adhoc
|
99
|
+
|
100
|
+
|
101
|
+
calendars = exchange_calendars.calendar_utils._default_calendar_factories # noqa
|
102
|
+
|
103
|
+
time_props = dict(
|
104
|
+
open_times="market_open",
|
105
|
+
close_times="market_close",
|
106
|
+
break_start_times="break_start",
|
107
|
+
break_end_times="break_end",
|
108
|
+
)
|
109
|
+
|
110
|
+
for exchange in calendars:
|
111
|
+
cal = calendars[exchange]
|
112
|
+
|
113
|
+
# this loop will set up the newly required regular_market_times dictionary
|
114
|
+
regular_market_times = {}
|
115
|
+
for prop, new in time_props.items():
|
116
|
+
times = getattr(cal, prop)
|
117
|
+
if times is None or isinstance(times, property):
|
118
|
+
continue
|
119
|
+
regular_market_times[new] = times
|
120
|
+
|
121
|
+
cal = type(
|
122
|
+
exchange,
|
123
|
+
(TradingCalendar,),
|
124
|
+
{
|
125
|
+
"_ec_class": calendars[exchange],
|
126
|
+
"alias": [exchange],
|
127
|
+
"regular_market_times": regular_market_times,
|
128
|
+
},
|
129
|
+
)
|
130
|
+
locals()[f"{exchange}ExchangeCalendar"] = cal
|