pandas-market-calendars 4.3.3__py3-none-any.whl → 4.6.0__py3-none-any.whl

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Files changed (47) hide show
  1. pandas_market_calendars/__init__.py +39 -38
  2. pandas_market_calendars/calendar_registry.py +57 -53
  3. pandas_market_calendars/calendar_utils.py +1200 -261
  4. pandas_market_calendars/calendars/asx.py +66 -66
  5. pandas_market_calendars/calendars/bmf.py +223 -206
  6. pandas_market_calendars/calendars/bse.py +421 -407
  7. pandas_market_calendars/calendars/cboe.py +145 -145
  8. pandas_market_calendars/calendars/cme.py +405 -402
  9. pandas_market_calendars/calendars/cme_globex_agriculture.py +172 -126
  10. pandas_market_calendars/calendars/cme_globex_base.py +119 -119
  11. pandas_market_calendars/calendars/cme_globex_crypto.py +160 -160
  12. pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -216
  13. pandas_market_calendars/calendars/cme_globex_equities.py +123 -123
  14. pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -136
  15. pandas_market_calendars/calendars/cme_globex_fx.py +101 -101
  16. pandas_market_calendars/calendars/eurex.py +131 -139
  17. pandas_market_calendars/calendars/eurex_fixed_income.py +98 -98
  18. pandas_market_calendars/calendars/hkex.py +429 -426
  19. pandas_market_calendars/calendars/ice.py +81 -81
  20. pandas_market_calendars/calendars/iex.py +151 -112
  21. pandas_market_calendars/calendars/jpx.py +113 -109
  22. pandas_market_calendars/calendars/lse.py +114 -114
  23. pandas_market_calendars/calendars/mirror.py +149 -130
  24. pandas_market_calendars/calendars/nyse.py +1466 -1324
  25. pandas_market_calendars/calendars/ose.py +116 -116
  26. pandas_market_calendars/calendars/sifma.py +354 -350
  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 +220 -197
  30. pandas_market_calendars/calendars/tsx.py +181 -181
  31. pandas_market_calendars/holidays/cme.py +385 -385
  32. pandas_market_calendars/holidays/cme_globex.py +214 -214
  33. pandas_market_calendars/holidays/cn.py +1476 -1455
  34. pandas_market_calendars/holidays/jp.py +401 -398
  35. pandas_market_calendars/holidays/jpx_equinox.py +1 -0
  36. pandas_market_calendars/holidays/nyse.py +1536 -1531
  37. pandas_market_calendars/holidays/oz.py +63 -63
  38. pandas_market_calendars/holidays/sifma.py +350 -338
  39. pandas_market_calendars/holidays/us.py +376 -376
  40. pandas_market_calendars/market_calendar.py +1057 -895
  41. {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/METADATA +13 -9
  42. pandas_market_calendars-4.6.0.dist-info/RECORD +50 -0
  43. {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/WHEEL +1 -1
  44. pandas_market_calendars-4.3.3.dist-info/RECORD +0 -50
  45. {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/LICENSE +0 -0
  46. {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/NOTICE +0 -0
  47. {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/top_level.txt +0 -0
@@ -1,38 +1,39 @@
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- # Fork of Zipline by Quantopian released under MIT license. Original Zipline license below.
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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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-
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- from importlib import metadata
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-
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- from .calendar_registry import get_calendar, get_calendar_names
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- from .calendar_utils import convert_freq, date_range, merge_schedules
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-
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- # TODO: is the below needed? Can I replace all the imports on the calendars with ".market_calendar"
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- from .market_calendar import MarketCalendar
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-
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- # if running in development there may not be a package
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- try:
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- __version__ = metadata.version("pandas_market_calendars")
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- except metadata.PackageNotFoundError:
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- __version__ = "development"
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-
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- __all__ = [
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- "MarketCalendar",
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- "get_calendar",
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- "get_calendar_names",
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- "merge_schedules",
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- "date_range",
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- "convert_freq",
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- ]
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+ # Fork of Zipline by Quantopian released under MIT license. Original Zipline license below.
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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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+
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+ from importlib import metadata
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+
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+ from .calendar_registry import get_calendar, get_calendar_names
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+ from .calendar_utils import convert_freq, date_range, merge_schedules, mark_session
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+
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+ # TODO: is the below needed? Can I replace all the imports on the calendars with ".market_calendar"
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+ from .market_calendar import MarketCalendar
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+
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+ # if running in development there may not be a package
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+ try:
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+ __version__ = metadata.version("pandas_market_calendars")
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+ except metadata.PackageNotFoundError:
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+ __version__ = "development"
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+
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+ __all__ = [
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+ "MarketCalendar",
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+ "get_calendar",
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+ "get_calendar_names",
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+ "merge_schedules",
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+ "date_range",
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+ "mark_session",
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+ "convert_freq",
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+ ]
@@ -1,53 +1,57 @@
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- from .market_calendar import MarketCalendar
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- from .calendars.asx import ASXExchangeCalendar
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- from .calendars.bmf import BMFExchangeCalendar
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- from .calendars.bse import BSEExchangeCalendar
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- from .calendars.cboe import CFEExchangeCalendar
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- from .calendars.cme import CMEEquityExchangeCalendar, CMEBondExchangeCalendar
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- from .calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
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- from .calendars.cme_globex_agriculture import CMEGlobexAgricultureExchangeCalendar
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- from .calendars.cme_globex_crypto import CMEGlobexCryptoExchangeCalendar
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- from .calendars.cme_globex_energy_and_metals import (
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- CMEGlobexEnergyAndMetalsExchangeCalendar,
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- )
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- from .calendars.cme_globex_equities import CMEGlobexEquitiesExchangeCalendar
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- from .calendars.cme_globex_fx import CMEGlobexFXExchangeCalendar
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- from .calendars.cme_globex_fixed_income import CMEGlobexFixedIncomeCalendar
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- from .calendars.eurex import EUREXExchangeCalendar
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- from .calendars.eurex_fixed_income import EUREXFixedIncomeCalendar
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- from .calendars.hkex import HKEXExchangeCalendar
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- from .calendars.ice import ICEExchangeCalendar
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- from .calendars.iex import IEXExchangeCalendar
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- from .calendars.jpx import JPXExchangeCalendar
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- from .calendars.lse import LSEExchangeCalendar
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- from .calendars.nyse import NYSEExchangeCalendar
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- from .calendars.ose import OSEExchangeCalendar
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- from .calendars.sifma import (
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- SIFMAUSExchangeCalendar,
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- SIFMAUKExchangeCalendar,
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- SIFMAJPExchangeCalendar,
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- )
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- from .calendars.six import SIXExchangeCalendar
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- from .calendars.sse import SSEExchangeCalendar
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- from .calendars.tase import TASEExchangeCalendar
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- from .calendars.tsx import TSXExchangeCalendar
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- from .calendars.mirror import *
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-
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-
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- def get_calendar(name, open_time=None, close_time=None) -> MarketCalendar:
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- """
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- Retrieves an instance of an MarketCalendar whose name is given.
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-
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- :param name: The name of the MarketCalendar to be retrieved.
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- :param open_time: Market open time override as datetime.time object. If None then default is used.
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- :param close_time: Market close time override as datetime.time object. If None then default is used.
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- :return: MarketCalendar of the desired calendar.
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- """
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- return MarketCalendar.factory(name, open_time=open_time, close_time=close_time)
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-
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-
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- def get_calendar_names():
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- """All Market Calendar names and aliases that can be used in "factory"
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- :return: list(str)
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- """
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- return MarketCalendar.calendar_names()
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+ from .market_calendar import MarketCalendar
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+ from .calendars.asx import ASXExchangeCalendar
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+ from .calendars.bmf import BMFExchangeCalendar
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+ from .calendars.bse import BSEExchangeCalendar
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+ from .calendars.cboe import CFEExchangeCalendar
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+ from .calendars.cme import CMEEquityExchangeCalendar, CMEBondExchangeCalendar
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+ from .calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
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+ from .calendars.cme_globex_agriculture import (
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+ CMEGlobexAgricultureExchangeCalendar,
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+ CMEGlobexLivestockExchangeCalendar,
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+ CMEGlobexGrainsAndOilseedsExchangeCalendar,
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+ )
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+ from .calendars.cme_globex_crypto import CMEGlobexCryptoExchangeCalendar
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+ from .calendars.cme_globex_energy_and_metals import (
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+ CMEGlobexEnergyAndMetalsExchangeCalendar,
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+ )
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+ from .calendars.cme_globex_equities import CMEGlobexEquitiesExchangeCalendar
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+ from .calendars.cme_globex_fx import CMEGlobexFXExchangeCalendar
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+ from .calendars.cme_globex_fixed_income import CMEGlobexFixedIncomeCalendar
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+ from .calendars.eurex import EUREXExchangeCalendar
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+ from .calendars.eurex_fixed_income import EUREXFixedIncomeCalendar
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+ from .calendars.hkex import HKEXExchangeCalendar
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+ from .calendars.ice import ICEExchangeCalendar
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+ from .calendars.iex import IEXExchangeCalendar
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+ from .calendars.jpx import JPXExchangeCalendar
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+ from .calendars.lse import LSEExchangeCalendar
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+ from .calendars.nyse import NYSEExchangeCalendar
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+ from .calendars.ose import OSEExchangeCalendar
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+ from .calendars.sifma import (
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+ SIFMAUSExchangeCalendar,
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+ SIFMAUKExchangeCalendar,
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+ SIFMAJPExchangeCalendar,
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+ )
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+ from .calendars.six import SIXExchangeCalendar
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+ from .calendars.sse import SSEExchangeCalendar
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+ from .calendars.tase import TASEExchangeCalendar
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+ from .calendars.tsx import TSXExchangeCalendar
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+ from .calendars.mirror import *
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+
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+
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+ def get_calendar(name, open_time=None, close_time=None) -> MarketCalendar:
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+ """
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+ Retrieves an instance of an MarketCalendar whose name is given.
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+
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+ :param name: The name of the MarketCalendar to be retrieved.
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+ :param open_time: Market open time override as datetime.time object. If None then default is used.
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+ :param close_time: Market close time override as datetime.time object. If None then default is used.
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+ :return: MarketCalendar of the desired calendar.
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+ """
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+ return MarketCalendar.factory(name, open_time=open_time, close_time=close_time)
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+
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+
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+ def get_calendar_names():
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+ """All Market Calendar names and aliases that can be used in "factory"
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+ :return: list(str)
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+ """
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+ return MarketCalendar.calendar_names()