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.
- 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
@@ -1,206 +1,206 @@
|
|
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 import Timestamp
|
19
|
-
from pandas.tseries.holiday import (
|
20
|
-
AbstractHolidayCalendar,
|
21
|
-
Day,
|
22
|
-
Easter,
|
23
|
-
GoodFriday,
|
24
|
-
Holiday,
|
25
|
-
)
|
26
|
-
from pytz import timezone
|
27
|
-
|
28
|
-
from pandas_market_calendars.market_calendar import FRIDAY, MarketCalendar
|
29
|
-
|
30
|
-
# Universal Confraternization (new years day)
|
31
|
-
ConfUniversal = Holiday(
|
32
|
-
"Dia da Confraternizacao Universal",
|
33
|
-
month=1,
|
34
|
-
day=1,
|
35
|
-
)
|
36
|
-
# Sao Paulo city birthday
|
37
|
-
AniversarioSaoPaulo = Holiday(
|
38
|
-
"Aniversario de Sao Paulo", month=1, day=25, end_date="2021-12-31"
|
39
|
-
)
|
40
|
-
# Carnival Monday
|
41
|
-
CarnavalSegunda = Holiday(
|
42
|
-
"Carnaval Segunda", month=1, day=1, offset=[Easter(), Day(-48)]
|
43
|
-
)
|
44
|
-
# Carnival Tuesday
|
45
|
-
CarnavalTerca = Holiday("Carnaval Terca", month=1, day=1, offset=[Easter(), Day(-47)])
|
46
|
-
# Ash Wednesday (short day)
|
47
|
-
QuartaCinzas = Holiday("Quarta Cinzas", month=1, day=1, offset=[Easter(), Day(-46)])
|
48
|
-
# Good Friday
|
49
|
-
SextaPaixao = GoodFriday
|
50
|
-
# Feast of the Most Holy Body of Christ
|
51
|
-
CorpusChristi = Holiday("Corpus Christi", month=1, day=1, offset=[Easter(), Day(60)])
|
52
|
-
# Tiradentes Memorial
|
53
|
-
Tiradentes = Holiday(
|
54
|
-
"Tiradentes",
|
55
|
-
month=4,
|
56
|
-
day=21,
|
57
|
-
)
|
58
|
-
# Labor Day
|
59
|
-
DiaTrabalho = Holiday(
|
60
|
-
"Dia Trabalho",
|
61
|
-
month=5,
|
62
|
-
day=1,
|
63
|
-
)
|
64
|
-
# Constitutionalist Revolution
|
65
|
-
Constitucionalista = Holiday(
|
66
|
-
"Constitucionalista", month=7, day=9, start_date="1997-01-01", end_date="2019-12-31"
|
67
|
-
)
|
68
|
-
# Independence Day
|
69
|
-
Independencia = Holiday(
|
70
|
-
"Independencia",
|
71
|
-
month=9,
|
72
|
-
day=7,
|
73
|
-
)
|
74
|
-
# Our Lady of Aparecida
|
75
|
-
Aparecida = Holiday(
|
76
|
-
"Nossa Senhora de Aparecida",
|
77
|
-
month=10,
|
78
|
-
day=12,
|
79
|
-
)
|
80
|
-
# All Souls' Day
|
81
|
-
Finados = Holiday(
|
82
|
-
"Dia dos Finados",
|
83
|
-
month=11,
|
84
|
-
day=2,
|
85
|
-
)
|
86
|
-
# Proclamation of the Republic
|
87
|
-
ProclamacaoRepublica = Holiday(
|
88
|
-
"Proclamacao da Republica",
|
89
|
-
month=11,
|
90
|
-
day=15,
|
91
|
-
)
|
92
|
-
# Day of Black Awareness
|
93
|
-
ConscienciaNegra = Holiday(
|
94
|
-
"Dia da Consciencia Negra",
|
95
|
-
month=11,
|
96
|
-
day=20,
|
97
|
-
start_date="2004-01-01",
|
98
|
-
end_date="2019-12-31",
|
99
|
-
)
|
100
|
-
# Christmas Eve
|
101
|
-
VesperaNatal = Holiday(
|
102
|
-
"Vespera Natal",
|
103
|
-
month=12,
|
104
|
-
day=24,
|
105
|
-
)
|
106
|
-
# Christmas
|
107
|
-
Natal = Holiday(
|
108
|
-
"Natal",
|
109
|
-
month=12,
|
110
|
-
day=25,
|
111
|
-
)
|
112
|
-
# New Year's Eve
|
113
|
-
AnoNovo = Holiday(
|
114
|
-
"Ano Novo",
|
115
|
-
month=12,
|
116
|
-
day=31,
|
117
|
-
)
|
118
|
-
# New Year's Eve falls on Saturday
|
119
|
-
AnoNovoSabado = Holiday(
|
120
|
-
"Ano Novo Sabado",
|
121
|
-
month=12,
|
122
|
-
day=30,
|
123
|
-
days_of_week=(FRIDAY,),
|
124
|
-
)
|
125
|
-
|
126
|
-
##########################
|
127
|
-
# Non-recurring holidays
|
128
|
-
##########################
|
129
|
-
|
130
|
-
Constitucionalista2021 = Timestamp("2021-07-09", tz="UTC")
|
131
|
-
ConscienciaNegra2021 = Timestamp("2021-11-20", tz="UTC")
|
132
|
-
|
133
|
-
|
134
|
-
class BMFExchangeCalendar(MarketCalendar):
|
135
|
-
"""
|
136
|
-
Exchange calendar for BM&F BOVESPA
|
137
|
-
|
138
|
-
Open Time: 10:00 AM, Brazil/Sao Paulo
|
139
|
-
Close Time: 4:00 PM, Brazil/Sao Paulo
|
140
|
-
|
141
|
-
Regularly-Observed Holidays:
|
142
|
-
- Universal Confraternization (New year's day, Jan 1)
|
143
|
-
- Sao Paulo City Anniversary (Jan 25 until 2021)
|
144
|
-
- Carnaval Monday (48 days before Easter)
|
145
|
-
- Carnaval Tuesday (47 days before Easter)
|
146
|
-
- Passion of the Christ (Good Friday, 2 days before Easter)
|
147
|
-
- Corpus Christi (60 days after Easter)
|
148
|
-
- Tiradentes (April 21)
|
149
|
-
- Labor day (May 1)
|
150
|
-
- Constitutionalist Revolution (July 9 after 1997 until 2021, skipping 2020)
|
151
|
-
- Independence Day (September 7)
|
152
|
-
- Our Lady of Aparecida Feast (October 12)
|
153
|
-
- All Souls' Day (November 2)
|
154
|
-
- Proclamation of the Republic (November 15)
|
155
|
-
- Day of Black Awareness (November 20 after 2004 until 2021, skipping 2020)
|
156
|
-
- Christmas (December 24 and 25)
|
157
|
-
- Day before New Year's Eve (December 30 if NYE falls on a Saturday)
|
158
|
-
- New Year's Eve (December 31)
|
159
|
-
"""
|
160
|
-
|
161
|
-
aliases = ["BMF", "B3"]
|
162
|
-
regular_market_times = {
|
163
|
-
"market_open": ((None, time(10, 1)),),
|
164
|
-
"market_close": ((None, time(16)),),
|
165
|
-
}
|
166
|
-
|
167
|
-
@property
|
168
|
-
def name(self):
|
169
|
-
return "BMF"
|
170
|
-
|
171
|
-
@property
|
172
|
-
def tz(self):
|
173
|
-
return timezone("America/Sao_Paulo")
|
174
|
-
|
175
|
-
@property
|
176
|
-
def regular_holidays(self):
|
177
|
-
return AbstractHolidayCalendar(
|
178
|
-
rules=[
|
179
|
-
ConfUniversal,
|
180
|
-
AniversarioSaoPaulo,
|
181
|
-
CarnavalSegunda,
|
182
|
-
CarnavalTerca,
|
183
|
-
SextaPaixao,
|
184
|
-
CorpusChristi,
|
185
|
-
Tiradentes,
|
186
|
-
DiaTrabalho,
|
187
|
-
Constitucionalista,
|
188
|
-
Independencia,
|
189
|
-
Aparecida,
|
190
|
-
Finados,
|
191
|
-
ProclamacaoRepublica,
|
192
|
-
ConscienciaNegra,
|
193
|
-
VesperaNatal,
|
194
|
-
Natal,
|
195
|
-
AnoNovo,
|
196
|
-
AnoNovoSabado,
|
197
|
-
]
|
198
|
-
)
|
199
|
-
|
200
|
-
@property
|
201
|
-
def adhoc_holidays(self):
|
202
|
-
return [Constitucionalista2021, ConscienciaNegra2021]
|
203
|
-
|
204
|
-
@property
|
205
|
-
def special_opens(self):
|
206
|
-
return [(time(13, 1), AbstractHolidayCalendar(rules=[QuartaCinzas]))]
|
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 import Timestamp
|
19
|
+
from pandas.tseries.holiday import (
|
20
|
+
AbstractHolidayCalendar,
|
21
|
+
Day,
|
22
|
+
Easter,
|
23
|
+
GoodFriday,
|
24
|
+
Holiday,
|
25
|
+
)
|
26
|
+
from pytz import timezone
|
27
|
+
|
28
|
+
from pandas_market_calendars.market_calendar import FRIDAY, MarketCalendar
|
29
|
+
|
30
|
+
# Universal Confraternization (new years day)
|
31
|
+
ConfUniversal = Holiday(
|
32
|
+
"Dia da Confraternizacao Universal",
|
33
|
+
month=1,
|
34
|
+
day=1,
|
35
|
+
)
|
36
|
+
# Sao Paulo city birthday
|
37
|
+
AniversarioSaoPaulo = Holiday(
|
38
|
+
"Aniversario de Sao Paulo", month=1, day=25, end_date="2021-12-31"
|
39
|
+
)
|
40
|
+
# Carnival Monday
|
41
|
+
CarnavalSegunda = Holiday(
|
42
|
+
"Carnaval Segunda", month=1, day=1, offset=[Easter(), Day(-48)]
|
43
|
+
)
|
44
|
+
# Carnival Tuesday
|
45
|
+
CarnavalTerca = Holiday("Carnaval Terca", month=1, day=1, offset=[Easter(), Day(-47)])
|
46
|
+
# Ash Wednesday (short day)
|
47
|
+
QuartaCinzas = Holiday("Quarta Cinzas", month=1, day=1, offset=[Easter(), Day(-46)])
|
48
|
+
# Good Friday
|
49
|
+
SextaPaixao = GoodFriday
|
50
|
+
# Feast of the Most Holy Body of Christ
|
51
|
+
CorpusChristi = Holiday("Corpus Christi", month=1, day=1, offset=[Easter(), Day(60)])
|
52
|
+
# Tiradentes Memorial
|
53
|
+
Tiradentes = Holiday(
|
54
|
+
"Tiradentes",
|
55
|
+
month=4,
|
56
|
+
day=21,
|
57
|
+
)
|
58
|
+
# Labor Day
|
59
|
+
DiaTrabalho = Holiday(
|
60
|
+
"Dia Trabalho",
|
61
|
+
month=5,
|
62
|
+
day=1,
|
63
|
+
)
|
64
|
+
# Constitutionalist Revolution
|
65
|
+
Constitucionalista = Holiday(
|
66
|
+
"Constitucionalista", month=7, day=9, start_date="1997-01-01", end_date="2019-12-31"
|
67
|
+
)
|
68
|
+
# Independence Day
|
69
|
+
Independencia = Holiday(
|
70
|
+
"Independencia",
|
71
|
+
month=9,
|
72
|
+
day=7,
|
73
|
+
)
|
74
|
+
# Our Lady of Aparecida
|
75
|
+
Aparecida = Holiday(
|
76
|
+
"Nossa Senhora de Aparecida",
|
77
|
+
month=10,
|
78
|
+
day=12,
|
79
|
+
)
|
80
|
+
# All Souls' Day
|
81
|
+
Finados = Holiday(
|
82
|
+
"Dia dos Finados",
|
83
|
+
month=11,
|
84
|
+
day=2,
|
85
|
+
)
|
86
|
+
# Proclamation of the Republic
|
87
|
+
ProclamacaoRepublica = Holiday(
|
88
|
+
"Proclamacao da Republica",
|
89
|
+
month=11,
|
90
|
+
day=15,
|
91
|
+
)
|
92
|
+
# Day of Black Awareness
|
93
|
+
ConscienciaNegra = Holiday(
|
94
|
+
"Dia da Consciencia Negra",
|
95
|
+
month=11,
|
96
|
+
day=20,
|
97
|
+
start_date="2004-01-01",
|
98
|
+
end_date="2019-12-31",
|
99
|
+
)
|
100
|
+
# Christmas Eve
|
101
|
+
VesperaNatal = Holiday(
|
102
|
+
"Vespera Natal",
|
103
|
+
month=12,
|
104
|
+
day=24,
|
105
|
+
)
|
106
|
+
# Christmas
|
107
|
+
Natal = Holiday(
|
108
|
+
"Natal",
|
109
|
+
month=12,
|
110
|
+
day=25,
|
111
|
+
)
|
112
|
+
# New Year's Eve
|
113
|
+
AnoNovo = Holiday(
|
114
|
+
"Ano Novo",
|
115
|
+
month=12,
|
116
|
+
day=31,
|
117
|
+
)
|
118
|
+
# New Year's Eve falls on Saturday
|
119
|
+
AnoNovoSabado = Holiday(
|
120
|
+
"Ano Novo Sabado",
|
121
|
+
month=12,
|
122
|
+
day=30,
|
123
|
+
days_of_week=(FRIDAY,),
|
124
|
+
)
|
125
|
+
|
126
|
+
##########################
|
127
|
+
# Non-recurring holidays
|
128
|
+
##########################
|
129
|
+
|
130
|
+
Constitucionalista2021 = Timestamp("2021-07-09", tz="UTC")
|
131
|
+
ConscienciaNegra2021 = Timestamp("2021-11-20", tz="UTC")
|
132
|
+
|
133
|
+
|
134
|
+
class BMFExchangeCalendar(MarketCalendar):
|
135
|
+
"""
|
136
|
+
Exchange calendar for BM&F BOVESPA
|
137
|
+
|
138
|
+
Open Time: 10:00 AM, Brazil/Sao Paulo
|
139
|
+
Close Time: 4:00 PM, Brazil/Sao Paulo
|
140
|
+
|
141
|
+
Regularly-Observed Holidays:
|
142
|
+
- Universal Confraternization (New year's day, Jan 1)
|
143
|
+
- Sao Paulo City Anniversary (Jan 25 until 2021)
|
144
|
+
- Carnaval Monday (48 days before Easter)
|
145
|
+
- Carnaval Tuesday (47 days before Easter)
|
146
|
+
- Passion of the Christ (Good Friday, 2 days before Easter)
|
147
|
+
- Corpus Christi (60 days after Easter)
|
148
|
+
- Tiradentes (April 21)
|
149
|
+
- Labor day (May 1)
|
150
|
+
- Constitutionalist Revolution (July 9 after 1997 until 2021, skipping 2020)
|
151
|
+
- Independence Day (September 7)
|
152
|
+
- Our Lady of Aparecida Feast (October 12)
|
153
|
+
- All Souls' Day (November 2)
|
154
|
+
- Proclamation of the Republic (November 15)
|
155
|
+
- Day of Black Awareness (November 20 after 2004 until 2021, skipping 2020)
|
156
|
+
- Christmas (December 24 and 25)
|
157
|
+
- Day before New Year's Eve (December 30 if NYE falls on a Saturday)
|
158
|
+
- New Year's Eve (December 31)
|
159
|
+
"""
|
160
|
+
|
161
|
+
aliases = ["BMF", "B3"]
|
162
|
+
regular_market_times = {
|
163
|
+
"market_open": ((None, time(10, 1)),),
|
164
|
+
"market_close": ((None, time(16)),),
|
165
|
+
}
|
166
|
+
|
167
|
+
@property
|
168
|
+
def name(self):
|
169
|
+
return "BMF"
|
170
|
+
|
171
|
+
@property
|
172
|
+
def tz(self):
|
173
|
+
return timezone("America/Sao_Paulo")
|
174
|
+
|
175
|
+
@property
|
176
|
+
def regular_holidays(self):
|
177
|
+
return AbstractHolidayCalendar(
|
178
|
+
rules=[
|
179
|
+
ConfUniversal,
|
180
|
+
AniversarioSaoPaulo,
|
181
|
+
CarnavalSegunda,
|
182
|
+
CarnavalTerca,
|
183
|
+
SextaPaixao,
|
184
|
+
CorpusChristi,
|
185
|
+
Tiradentes,
|
186
|
+
DiaTrabalho,
|
187
|
+
Constitucionalista,
|
188
|
+
Independencia,
|
189
|
+
Aparecida,
|
190
|
+
Finados,
|
191
|
+
ProclamacaoRepublica,
|
192
|
+
ConscienciaNegra,
|
193
|
+
VesperaNatal,
|
194
|
+
Natal,
|
195
|
+
AnoNovo,
|
196
|
+
AnoNovoSabado,
|
197
|
+
]
|
198
|
+
)
|
199
|
+
|
200
|
+
@property
|
201
|
+
def adhoc_holidays(self):
|
202
|
+
return [Constitucionalista2021, ConscienciaNegra2021]
|
203
|
+
|
204
|
+
@property
|
205
|
+
def special_opens(self):
|
206
|
+
return [(time(13, 1), AbstractHolidayCalendar(rules=[QuartaCinzas]))]
|