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/holidays/cme_globex.py CHANGED
@@ -1,223 +1,214 @@
1
- from dateutil.relativedelta import MO, TU, WE, TH, FR, SA, SU
2
- from pandas import DateOffset, Timestamp, date_range
3
- from datetime import timedelta
4
- from pandas.tseries.holiday import Holiday, nearest_workday, sunday_to_monday, Easter
5
- from pandas.tseries.offsets import Day, CustomBusinessDay
6
-
7
- from pandas_market_calendars.market_calendar import (
8
- MONDAY,
9
- TUESDAY,
10
- WEDNESDAY,
11
- THURSDAY,
12
- FRIDAY,
13
- SATURDAY,
14
- SUNDAY,
15
- )
16
-
17
-
18
- ####################################################
19
- # US New Years Day Jan 1
20
- #####################################################
21
- USNewYearsDay = Holiday(
22
- "New Years Day",
23
- month=1,
24
- day=1,
25
- start_date=Timestamp("1952-09-29"),
26
- # observance=sunday_to_monday,
27
- days_of_week=(
28
- MONDAY,
29
- TUESDAY,
30
- WEDNESDAY,
31
- THURSDAY,
32
- FRIDAY,
33
- ),
34
- )
35
-
36
-
37
- #########################################################################
38
- # Martin Luther King Jr.
39
- # Starting 1998
40
- ##########################################################################
41
- USMartinLutherKingJrFrom2022 = Holiday(
42
- "Dr. Martin Luther King Jr. Day",
43
- month=1,
44
- day=1,
45
- start_date=Timestamp("2022-01-01"),
46
- days_of_week=(
47
- MONDAY,
48
- TUESDAY,
49
- WEDNESDAY,
50
- THURSDAY,
51
- FRIDAY,
52
- ),
53
- offset=DateOffset(weekday=MO(3)),
54
- )
55
-
56
- USMartinLutherKingJrPre2022 = Holiday(
57
- "Dr. Martin Luther King Jr. Day",
58
- month=1,
59
- day=1,
60
- start_date=Timestamp("1998-01-01"),
61
- end_date=Timestamp("2021-12-31"),
62
- offset=DateOffset(weekday=MO(3)),
63
- )
64
-
65
-
66
- #########################################################################
67
- # US Presidents Day Feb
68
- ##########################################################################
69
- USPresidentsDayFrom2022 = Holiday(
70
- "President" "s Day",
71
- start_date=Timestamp("2022-01-01"),
72
- month=2,
73
- day=1,
74
- offset=DateOffset(weekday=MO(3)),
75
- )
76
-
77
- USPresidentsDayPre2022 = Holiday(
78
- "President" "s Day",
79
- end_date=Timestamp("2021-12-31"),
80
- month=2,
81
- day=1,
82
- offset=DateOffset(weekday=MO(3)),
83
- )
84
-
85
-
86
- ############################################################
87
- # Good Friday
88
- ############################################################
89
- GoodFriday = Holiday(
90
- "Good Friday 1908+",
91
- start_date=Timestamp("1908-01-01"),
92
- month=1,
93
- day=1,
94
- offset=[Easter(), Day(-2)],
95
- )
96
-
97
- ##################################################
98
- # US Memorial Day (Decoration Day) May 30
99
- ##################################################
100
- USMemorialDayFrom2022 = Holiday(
101
- "Memorial Day",
102
- month=5,
103
- day=25,
104
- start_date=Timestamp("2022-01-01"),
105
- offset=DateOffset(weekday=MO(1)),
106
- )
107
-
108
- USMemorialDayPre2022 = Holiday(
109
- "Memorial Day",
110
- month=5,
111
- day=25,
112
- end_date=Timestamp("2021-12-31"),
113
- offset=DateOffset(weekday=MO(1)),
114
- )
115
-
116
- #######################################
117
- # US Juneteenth (June 19th)
118
- #######################################
119
- USJuneteenthFrom2022 = Holiday(
120
- "Juneteenth Starting at 2022",
121
- start_date=Timestamp("2022-06-19"),
122
- month=6,
123
- day=19,
124
- observance=nearest_workday,
125
- )
126
-
127
- #######################################
128
- # US Independence Day July 4
129
- #######################################
130
- USIndependenceDayFrom2022 = Holiday(
131
- "July 4th",
132
- month=7,
133
- day=4,
134
- start_date=Timestamp("2022-01-01"),
135
- observance=nearest_workday,
136
- )
137
- USIndependenceDayPre2022 = Holiday(
138
- "July 4th",
139
- month=7,
140
- day=4,
141
- end_date=Timestamp("2021-12-31"),
142
- observance=nearest_workday,
143
- )
144
-
145
-
146
- #################################################
147
- # US Labor Day Starting 1887
148
- #################################################
149
- USLaborDayFrom2022 = Holiday(
150
- "Labor Day",
151
- month=9,
152
- day=1,
153
- start_date=Timestamp("2022-01-01"),
154
- offset=DateOffset(weekday=MO(1)),
155
- )
156
- USLaborDayPre2022 = Holiday(
157
- "Labor Day",
158
- month=9,
159
- day=1,
160
- end_date=Timestamp("2021-12-31"),
161
- offset=DateOffset(weekday=MO(1)),
162
- )
163
- USLaborDay = Holiday(
164
- "Labor Day",
165
- month=9,
166
- day=1,
167
- start_date=Timestamp("1887-01-01"),
168
- offset=DateOffset(weekday=MO(1)),
169
- )
170
-
171
-
172
- ################################################
173
- # US Thanksgiving Nov 30
174
- ################################################
175
- USThanksgivingDayFrom2022 = Holiday(
176
- "Thanksgiving",
177
- start_date=Timestamp("2022-01-01"),
178
- month=11,
179
- day=1,
180
- offset=DateOffset(weekday=TH(4)),
181
- )
182
-
183
- USThanksgivingDayPre2022 = Holiday(
184
- "Thanksgiving",
185
- end_date=Timestamp("2021-12-31"),
186
- month=11,
187
- day=1,
188
- offset=DateOffset(weekday=TH(4)),
189
- )
190
-
191
- FridayAfterThanksgiving = Holiday(
192
- "Friday after Thanksgiving",
193
- month=11,
194
- day=1,
195
- offset=[DateOffset(weekday=TH(4)), Day(1)],
196
- )
197
-
198
- USThanksgivingFridayFrom2021 = Holiday(
199
- "Thanksgiving Friday",
200
- month=11,
201
- day=1,
202
- offset=[DateOffset(weekday=TH(4)), Day(1)],
203
- start_date=Timestamp("2021-01-01"),
204
- )
205
-
206
- USThanksgivingFridayPre2021 = Holiday(
207
- "Thanksgiving Friday",
208
- month=11,
209
- day=1,
210
- offset=[DateOffset(weekday=TH(4)), Day(1)],
211
- end_date=Timestamp("2020-12-31"),
212
- )
213
-
214
- ################################
215
- # Christmas Dec 25
216
- ################################
217
- ChristmasCME = Holiday(
218
- "Christmas",
219
- month=12,
220
- day=25,
221
- start_date=Timestamp("1999-01-01"),
222
- observance=nearest_workday,
223
- )
1
+ from dateutil.relativedelta import MO, TH
2
+ from pandas import DateOffset, Timestamp
3
+ from pandas.tseries.holiday import Holiday, nearest_workday, Easter
4
+ from pandas.tseries.offsets import Day
5
+
6
+ from pandas_market_calendars.market_calendar import (
7
+ MONDAY,
8
+ TUESDAY,
9
+ WEDNESDAY,
10
+ THURSDAY,
11
+ FRIDAY,
12
+ )
13
+
14
+ ####################################################
15
+ # US New Years Day Jan 1
16
+ #####################################################
17
+ USNewYearsDay = Holiday(
18
+ "New Years Day",
19
+ month=1,
20
+ day=1,
21
+ start_date=Timestamp("1952-09-29"),
22
+ # observance=sunday_to_monday,
23
+ days_of_week=(
24
+ MONDAY,
25
+ TUESDAY,
26
+ WEDNESDAY,
27
+ THURSDAY,
28
+ FRIDAY,
29
+ ),
30
+ )
31
+
32
+ #########################################################################
33
+ # Martin Luther King Jr.
34
+ # Starting 1998
35
+ ##########################################################################
36
+ USMartinLutherKingJrFrom2022 = Holiday(
37
+ "Dr. Martin Luther King Jr. Day",
38
+ month=1,
39
+ day=1,
40
+ start_date=Timestamp("2022-01-01"),
41
+ days_of_week=(
42
+ MONDAY,
43
+ TUESDAY,
44
+ WEDNESDAY,
45
+ THURSDAY,
46
+ FRIDAY,
47
+ ),
48
+ offset=DateOffset(weekday=MO(3)),
49
+ )
50
+
51
+ USMartinLutherKingJrPre2022 = Holiday(
52
+ "Dr. Martin Luther King Jr. Day",
53
+ month=1,
54
+ day=1,
55
+ start_date=Timestamp("1998-01-01"),
56
+ end_date=Timestamp("2021-12-31"),
57
+ offset=DateOffset(weekday=MO(3)),
58
+ )
59
+
60
+ #########################################################################
61
+ # US Presidents Day Feb
62
+ ##########################################################################
63
+ USPresidentsDayFrom2022 = Holiday(
64
+ "President" "s Day",
65
+ start_date=Timestamp("2022-01-01"),
66
+ month=2,
67
+ day=1,
68
+ offset=DateOffset(weekday=MO(3)),
69
+ )
70
+
71
+ USPresidentsDayPre2022 = Holiday(
72
+ "President" "s Day",
73
+ end_date=Timestamp("2021-12-31"),
74
+ month=2,
75
+ day=1,
76
+ offset=DateOffset(weekday=MO(3)),
77
+ )
78
+
79
+ ############################################################
80
+ # Good Friday
81
+ ############################################################
82
+ GoodFriday = Holiday(
83
+ "Good Friday 1908+",
84
+ start_date=Timestamp("1908-01-01"),
85
+ month=1,
86
+ day=1,
87
+ offset=[Easter(), Day(-2)],
88
+ )
89
+
90
+ ##################################################
91
+ # US Memorial Day (Decoration Day) May 30
92
+ ##################################################
93
+ USMemorialDayFrom2022 = Holiday(
94
+ "Memorial Day",
95
+ month=5,
96
+ day=25,
97
+ start_date=Timestamp("2022-01-01"),
98
+ offset=DateOffset(weekday=MO(1)),
99
+ )
100
+
101
+ USMemorialDayPre2022 = Holiday(
102
+ "Memorial Day",
103
+ month=5,
104
+ day=25,
105
+ end_date=Timestamp("2021-12-31"),
106
+ offset=DateOffset(weekday=MO(1)),
107
+ )
108
+
109
+ #######################################
110
+ # US Juneteenth (June 19th)
111
+ #######################################
112
+ USJuneteenthFrom2022 = Holiday(
113
+ "Juneteenth Starting at 2022",
114
+ start_date=Timestamp("2022-06-19"),
115
+ month=6,
116
+ day=19,
117
+ observance=nearest_workday,
118
+ )
119
+
120
+ #######################################
121
+ # US Independence Day July 4
122
+ #######################################
123
+ USIndependenceDayFrom2022 = Holiday(
124
+ "July 4th",
125
+ month=7,
126
+ day=4,
127
+ start_date=Timestamp("2022-01-01"),
128
+ observance=nearest_workday,
129
+ )
130
+ USIndependenceDayPre2022 = Holiday(
131
+ "July 4th",
132
+ month=7,
133
+ day=4,
134
+ end_date=Timestamp("2021-12-31"),
135
+ observance=nearest_workday,
136
+ )
137
+
138
+ #################################################
139
+ # US Labor Day Starting 1887
140
+ #################################################
141
+ USLaborDayFrom2022 = Holiday(
142
+ "Labor Day",
143
+ month=9,
144
+ day=1,
145
+ start_date=Timestamp("2022-01-01"),
146
+ offset=DateOffset(weekday=MO(1)),
147
+ )
148
+ USLaborDayPre2022 = Holiday(
149
+ "Labor Day",
150
+ month=9,
151
+ day=1,
152
+ end_date=Timestamp("2021-12-31"),
153
+ offset=DateOffset(weekday=MO(1)),
154
+ )
155
+ USLaborDay = Holiday(
156
+ "Labor Day",
157
+ month=9,
158
+ day=1,
159
+ start_date=Timestamp("1887-01-01"),
160
+ offset=DateOffset(weekday=MO(1)),
161
+ )
162
+
163
+ ################################################
164
+ # US Thanksgiving Nov 30
165
+ ################################################
166
+ USThanksgivingDayFrom2022 = Holiday(
167
+ "Thanksgiving",
168
+ start_date=Timestamp("2022-01-01"),
169
+ month=11,
170
+ day=1,
171
+ offset=DateOffset(weekday=TH(4)),
172
+ )
173
+
174
+ USThanksgivingDayPre2022 = Holiday(
175
+ "Thanksgiving",
176
+ end_date=Timestamp("2021-12-31"),
177
+ month=11,
178
+ day=1,
179
+ offset=DateOffset(weekday=TH(4)),
180
+ )
181
+
182
+ FridayAfterThanksgiving = Holiday(
183
+ "Friday after Thanksgiving",
184
+ month=11,
185
+ day=1,
186
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
187
+ )
188
+
189
+ USThanksgivingFridayFrom2021 = Holiday(
190
+ "Thanksgiving Friday",
191
+ month=11,
192
+ day=1,
193
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
194
+ start_date=Timestamp("2021-01-01"),
195
+ )
196
+
197
+ USThanksgivingFridayPre2021 = Holiday(
198
+ "Thanksgiving Friday",
199
+ month=11,
200
+ day=1,
201
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
202
+ end_date=Timestamp("2020-12-31"),
203
+ )
204
+
205
+ ################################
206
+ # Christmas Dec 25
207
+ ################################
208
+ ChristmasCME = Holiday(
209
+ "Christmas",
210
+ month=12,
211
+ day=25,
212
+ start_date=Timestamp("1999-01-01"),
213
+ observance=nearest_workday,
214
+ )