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

pandas_market_calendars/calendars/ice.py

@@ -1,81 +1,81 @@
-from datetime import time
-from itertools import chain
-
-from pandas import Timestamp
-from pandas.tseries.holiday import (
-    AbstractHolidayCalendar,
-    GoodFriday,
-    USLaborDay,
-    USPresidentsDay,
-    USThanksgivingDay,
-)
-from pytz import timezone
-
-from pandas_market_calendars.holidays.us import (
-    Christmas,
-    USIndependenceDay,
-    USMartinLutherKingJrAfter1998,
-    USMemorialDay,
-    USNationalDaysofMourning,
-    USNewYearsDay,
-)
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-class ICEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for ICE US.
-
-    Open Time: 8pm, US/Eastern
-    Close Time: 6pm, US/Eastern
-
-    https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
-    """
-
-    aliases = ["ICE", "ICEUS", "NYFE"]
-    regular_market_times = {
-        "market_open": ((None, time(20, 1), -1),),  # offset by -1 day
-        "market_close": ((None, time(18)),),
-    }
-
-    @property
-    def name(self):
-        return "ICE"
-
-    @property
-    def tz(self):
-        return timezone("US/Eastern")
-
-    @property
-    def special_closes(self):
-        return [
-            (
-                time(13),
-                AbstractHolidayCalendar(
-                    rules=[
-                        USMartinLutherKingJrAfter1998,
-                        USPresidentsDay,
-                        USMemorialDay,
-                        USIndependenceDay,
-                        USLaborDay,
-                        USThanksgivingDay,
-                    ]
-                ),
-            )
-        ]
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                USNationalDaysofMourning,
-                # ICE was only closed on the first day of the Hurricane Sandy
-                # closings (was not closed on 2012-10-30)
-                [Timestamp("2012-10-29", tz="UTC")],
-            )
-        )
-
-    @property
-    def regular_holidays(self):
-        # https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
-        return AbstractHolidayCalendar(rules=[USNewYearsDay, GoodFriday, Christmas])
+from datetime import time
+from itertools import chain
+
+from pandas import Timestamp
+from pandas.tseries.holiday import (
+    AbstractHolidayCalendar,
+    GoodFriday,
+    USLaborDay,
+    USPresidentsDay,
+    USThanksgivingDay,
+)
+from pytz import timezone
+
+from pandas_market_calendars.holidays.us import (
+    Christmas,
+    USIndependenceDay,
+    USMartinLutherKingJrAfter1998,
+    USMemorialDay,
+    USNationalDaysofMourning,
+    USNewYearsDay,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class ICEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for ICE US.
+
+    Open Time: 8pm, US/Eastern
+    Close Time: 6pm, US/Eastern
+
+    https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
+    """
+
+    aliases = ["ICE", "ICEUS", "NYFE"]
+    regular_market_times = {
+        "market_open": ((None, time(20, 1), -1),),  # offset by -1 day
+        "market_close": ((None, time(18)),),
+    }
+
+    @property
+    def name(self):
+        return "ICE"
+
+    @property
+    def tz(self):
+        return timezone("US/Eastern")
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(13),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrAfter1998,
+                        USPresidentsDay,
+                        USMemorialDay,
+                        USIndependenceDay,
+                        USLaborDay,
+                        USThanksgivingDay,
+                    ]
+                ),
+            )
+        ]
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                USNationalDaysofMourning,
+                # ICE was only closed on the first day of the Hurricane Sandy
+                # closings (was not closed on 2012-10-30)
+                [Timestamp("2012-10-29", tz="UTC")],
+            )
+        )
+
+    @property
+    def regular_holidays(self):
+        # https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
+        return AbstractHolidayCalendar(rules=[USNewYearsDay, GoodFriday, Christmas])

pandas_market_calendars/calendars/iex.py

@@ -1,112 +1,151 @@
-from datetime import time
-from itertools import chain
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
-
-from pandas_market_calendars.holidays.nyse import (
-    USPresidentsDay,
-    GoodFriday,
-    USMemorialDay,
-    USJuneteenthAfter2022,
-    USIndependenceDay,
-    USThanksgivingDay,
-    ChristmasNYSE,
-    USMartinLutherKingJrAfter1998,
-    # Ad-Hoc
-    DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
-    DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
-    ChristmasEvesAdhoc,
-)
-from .nyse import NYSEExchangeCalendar
-
-
-class IEXExchangeCalendar(NYSEExchangeCalendar):
-    """
-    Exchange calendar for the Investor's Exchange (IEX).
-
-    IEX Exchange is a U.S. stock exchange focused on driving performance
-    for broker-dealers and investors through innovative design and technology.
-
-    Most of this class inherits from NYSEExchangeCalendar since
-    the holidays are the same. The only variation is (1) IEX began
-    operation in 2013, and (2) IEX has different hours of operation
-
-    References:
-    - https://exchange.iex.io/
-    - https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
-    """
-
-    regular_market_times = {
-        "pre": (("2013-03-25", time(8)),),
-        "market_open": ((None, time(9, 30)),),
-        "market_close": ((None, time(16)),),
-        "post": ((None, time(17)),),
-    }
-
-    aliases = ["IEX", "Investors_Exchange"]
-
-    @property
-    def name(self):
-        return "IEX"
-
-    @property
-    def weekmask(self):
-        return "Mon Tue Wed Thu Fri"
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                USPresidentsDay,
-                GoodFriday,
-                USMemorialDay,
-                USJuneteenthAfter2022,
-                USIndependenceDay,
-                USThanksgivingDay,
-                ChristmasNYSE,
-                USMartinLutherKingJrAfter1998,
-            ]
-        )
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                ChristmasEvesAdhoc,
-            )
-        )
-
-    @property
-    def special_closes(self):
-        return [
-            (
-                time(hour=13, tzinfo=timezone("America/New_York")),
-                AbstractHolidayCalendar(
-                    rules=[
-                        DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
-                    ]
-                ),
-            )
-        ]
-
-    """Override NYSE calendar special cases"""
-
-    @property
-    def special_closes_adhoc(self):
-        return [
-            (
-                time(13, tzinfo=timezone("America/New_York")),
-                DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
-            )
-        ]
-
-    @property
-    def special_opens(self):
-        return []
-
-    def valid_days(self, start_date, end_date, tz="UTC"):
-        trading_days = super().valid_days(
-            start_date, end_date, tz=tz
-        )  # all NYSE valid days
-        return trading_days[~(trading_days <= "2013-08-25")]
+from datetime import time
+from itertools import chain
+
+from pandas import Timestamp, DatetimeIndex, Timedelta
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+
+from typing import Literal, Union
+from pandas_market_calendars import calendar_utils as u
+
+from pandas_market_calendars.holidays.nyse import (
+    USPresidentsDay,
+    GoodFriday,
+    USMemorialDay,
+    USJuneteenthAfter2022,
+    USIndependenceDay,
+    USThanksgivingDay,
+    ChristmasNYSE,
+    USMartinLutherKingJrAfter1998,
+    # Ad-Hoc
+    DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
+    DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
+    ChristmasEvesAdhoc,
+)
+from .nyse import NYSEExchangeCalendar
+
+
+class IEXExchangeCalendar(NYSEExchangeCalendar):
+    """
+    Exchange calendar for the Investor's Exchange (IEX).
+
+    IEX Exchange is a U.S. stock exchange focused on driving performance
+    for broker-dealers and investors through innovative design and technology.
+
+    Most of this class inherits from NYSEExchangeCalendar since
+    the holidays are the same. The only variation is (1) IEX began
+    operation in 2013, and (2) IEX has different hours of operation
+
+    References:
+    - https://exchange.iex.io/
+    - https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
+    """
+
+    regular_market_times = {
+        "pre": (("2013-03-25", time(8)),),
+        "market_open": ((None, time(9, 30)),),
+        "market_close": ((None, time(16)),),
+        "post": ((None, time(17)),),
+    }
+
+    aliases = ["IEX", "Investors_Exchange"]
+
+    @property
+    def name(self):
+        return "IEX"
+
+    @property
+    def weekmask(self):
+        return "Mon Tue Wed Thu Fri"
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USPresidentsDay,
+                GoodFriday,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                USThanksgivingDay,
+                ChristmasNYSE,
+                USMartinLutherKingJrAfter1998,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                ChristmasEvesAdhoc,
+            )
+        )
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(hour=13, tzinfo=timezone("America/New_York")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
+                    ]
+                ),
+            )
+        ]
+
+    """Override NYSE calendar special cases"""
+
+    @property
+    def special_closes_adhoc(self):
+        return [
+            (
+                time(13, tzinfo=timezone("America/New_York")),
+                DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
+            )
+        ]
+
+    @property
+    def special_opens(self):
+        return []
+
+    def valid_days(self, start_date, end_date, tz="UTC"):
+        start_date = Timestamp(start_date)
+        if start_date.tz is not None:
+            # Ensure valid Comparison to "2013-08-25" is possible
+            start_date.tz_convert(self.tz).tz_localize(None)
+
+        # Limit Start_date to the Exchange's Open
+        start_date = max(start_date, Timestamp("2013-08-25"))
+        return super().valid_days(start_date, end_date, tz=tz)
+
+    def date_range_htf(
+        self,
+        frequency: Union[str, Timedelta, int, float],
+        start: Union[str, Timestamp, int, float, None] = None,
+        end: Union[str, Timestamp, int, float, None] = None,
+        periods: Union[int, None] = None,
+        closed: Union[Literal["left", "right"], None] = "right",
+        *,
+        day_anchor: u.Day_Anchor = "SUN",
+        month_anchor: u.Month_Anchor = "JAN",
+    ) -> DatetimeIndex:
+
+        start, end, periods = u._error_check_htf_range(start, end, periods)
+
+        # Cap Beginning and end dates to the opening date of IEX
+        if start is not None:
+            start = max(start, Timestamp("2013-08-25"))
+        if end is not None:
+            end = max(end, Timestamp("2013-08-25"))
+
+        return u.date_range_htf(
+            self.holidays(),
+            frequency,
+            start,
+            end,
+            periods,
+            closed,
+            day_anchor=day_anchor,
+            month_anchor=month_anchor,
+        )

pandas_market_calendars/calendars/jpx.py

@@ -1,109 +1,113 @@
-from datetime import time
-from itertools import chain
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
-
-from pandas_market_calendars.holidays.jp import *
-from pandas_market_calendars.holidays.us import USNewYearsDay
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-# TODO:
-# From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
-# From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
-# need to add support for weekmask to make this work properly
-
-
-class JPXExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for JPX
-
-    Open Time: 9:31 AM, Asia/Tokyo
-    LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
-    Close Time: 4:00 PM, Asia/Tokyo
-    """
-
-    aliases = ["JPX", "XJPX"]
-    regular_market_times = {
-        "market_open": ((None, time(9)),),
-        "market_close": ((None, time(15)),),
-        "break_start": ((None, time(11, 30)),),
-        "break_end": ((None, time(12, 30)),),
-    }
-    regular_early_close = time(13)
-
-    @property
-    def name(self):
-        return "JPX"
-
-    @property
-    def tz(self):
-        return timezone("Asia/Tokyo")
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                AscensionDays,
-                MarriageDays,
-                FuneralShowa,
-                EnthronementDays,
-                AutumnalCitizenDates,
-                NoN225IndexPrices,
-                EquityTradingSystemFailure,
-            )
-        )
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                USNewYearsDay,
-                JapanNewYearsDay2,
-                JapanNewYearsDay3,
-                JapanComingOfAgeDay1951To1973,
-                JapanComingOfAgeDay1974To1999,
-                JapanComingOfAgeDay,
-                JapanNationalFoundationDay1969To1973,
-                JapanNationalFoundationDay,
-                JapanEmperorsBirthday,
-                JapanVernalEquinox,
-                JapanShowaDayUntil1972,
-                JapanShowaDay,
-                JapanConstitutionMemorialDayUntil1972,
-                JapanConstitutionMemorialDay,
-                JapanGreeneryDay,
-                JapanChildrensDayUntil1972,
-                JapanChildrensDay,
-                JapanGoldenWeekBonusDay,
-                JapanMarineDay1996To2002,
-                JapanMarineDay2003To2019,
-                JapanMarineDay2020,
-                JapanMarineDay2021,
-                JapanMarineDay,
-                JapanMountainDay2016to2019,
-                JapanMountainDay2020,
-                JapanMountainDay2021,
-                JapanMountainDay2021NextDay,
-                JapanMountainDay,
-                JapanRespectForTheAgedDay1966To1972,
-                JapanRespectForTheAgedDay1973To2002,
-                JapanRespectForTheAgedDay,
-                JapanAutumnalEquinox,
-                JapanHealthAndSportsDay1966To1972,
-                JapanHealthAndSportsDay1973To1999,
-                JapanHealthAndSportsDay2000To2019,
-                JapanSportsDay2020,
-                JapanSportsDay2021,
-                JapanSportsDay,
-                JapanCultureDayUntil1972,
-                JapanCultureDay,
-                JapanLaborThanksgivingDayUntil1972,
-                JapanLaborThanksgivingDay,
-                JapanEmperorAkahitosBirthday,
-                JapanDecember29Until1988,
-                JapanDecember30Until1988,
-                JapanBeforeNewYearsDay,
-            ]
-        )
+from datetime import time
+from itertools import chain
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+
+from pandas_market_calendars.holidays.jp import *
+from pandas_market_calendars.holidays.us import USNewYearsDay
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+# TODO:
+# From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
+# From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
+# need to add support for weekmask to make this work properly
+
+
+class JPXExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for JPX
+
+    Open Time: 9:31 AM, Asia/Tokyo
+    LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
+    Close Time: 3:30 PM, Asia/Tokyo
+
+    Market close of Japan changed from 3:00 PM to 3:30 PM on November 5, 2024
+    Reference:
+    https://www.jpx.co.jp/english/equities/trading/domestic/tvdivq0000006blj-att/tradinghours_eg.pdf
+    """
+
+    aliases = ["JPX", "XJPX"]
+    regular_market_times = {
+        "market_open": ((None, time(9)),),
+        "market_close": ((None, time(15)), ("2024-11-05", time(15, 30))),
+        "break_start": ((None, time(11, 30)),),
+        "break_end": ((None, time(12, 30)),),
+    }
+    regular_early_close = time(13)
+
+    @property
+    def name(self):
+        return "JPX"
+
+    @property
+    def tz(self):
+        return timezone("Asia/Tokyo")
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                AscensionDays,
+                MarriageDays,
+                FuneralShowa,
+                EnthronementDays,
+                AutumnalCitizenDates,
+                NoN225IndexPrices,
+                EquityTradingSystemFailure,
+            )
+        )
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                JapanNewYearsDay2,
+                JapanNewYearsDay3,
+                JapanComingOfAgeDay1951To1973,
+                JapanComingOfAgeDay1974To1999,
+                JapanComingOfAgeDay,
+                JapanNationalFoundationDay1969To1973,
+                JapanNationalFoundationDay,
+                JapanEmperorsBirthday,
+                JapanVernalEquinox,
+                JapanShowaDayUntil1972,
+                JapanShowaDay,
+                JapanConstitutionMemorialDayUntil1972,
+                JapanConstitutionMemorialDay,
+                JapanGreeneryDay,
+                JapanChildrensDayUntil1972,
+                JapanChildrensDay,
+                JapanGoldenWeekBonusDay,
+                JapanMarineDay1996To2002,
+                JapanMarineDay2003To2019,
+                JapanMarineDay2020,
+                JapanMarineDay2021,
+                JapanMarineDay,
+                JapanMountainDay2016to2019,
+                JapanMountainDay2020,
+                JapanMountainDay2021,
+                JapanMountainDay2021NextDay,
+                JapanMountainDay,
+                JapanRespectForTheAgedDay1966To1972,
+                JapanRespectForTheAgedDay1973To2002,
+                JapanRespectForTheAgedDay,
+                JapanAutumnalEquinox,
+                JapanHealthAndSportsDay1966To1972,
+                JapanHealthAndSportsDay1973To1999,
+                JapanHealthAndSportsDay2000To2019,
+                JapanSportsDay2020,
+                JapanSportsDay2021,
+                JapanSportsDay,
+                JapanCultureDayUntil1972,
+                JapanCultureDay,
+                JapanLaborThanksgivingDayUntil1972,
+                JapanLaborThanksgivingDay,
+                JapanEmperorAkahitosBirthday,
+                JapanDecember29Until1988,
+                JapanDecember30Until1988,
+                JapanBeforeNewYearsDay,
+            ]
+        )