pandas-market-calendars 4.3.3__py3-none-any.whl → 4.6.0__py3-none-any.whl
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- pandas_market_calendars/__init__.py +39 -38
- pandas_market_calendars/calendar_registry.py +57 -53
- pandas_market_calendars/calendar_utils.py +1200 -261
- pandas_market_calendars/calendars/asx.py +66 -66
- pandas_market_calendars/calendars/bmf.py +223 -206
- pandas_market_calendars/calendars/bse.py +421 -407
- pandas_market_calendars/calendars/cboe.py +145 -145
- pandas_market_calendars/calendars/cme.py +405 -402
- pandas_market_calendars/calendars/cme_globex_agriculture.py +172 -126
- pandas_market_calendars/calendars/cme_globex_base.py +119 -119
- pandas_market_calendars/calendars/cme_globex_crypto.py +160 -160
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -216
- pandas_market_calendars/calendars/cme_globex_equities.py +123 -123
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -136
- pandas_market_calendars/calendars/cme_globex_fx.py +101 -101
- pandas_market_calendars/calendars/eurex.py +131 -139
- pandas_market_calendars/calendars/eurex_fixed_income.py +98 -98
- pandas_market_calendars/calendars/hkex.py +429 -426
- pandas_market_calendars/calendars/ice.py +81 -81
- pandas_market_calendars/calendars/iex.py +151 -112
- pandas_market_calendars/calendars/jpx.py +113 -109
- pandas_market_calendars/calendars/lse.py +114 -114
- pandas_market_calendars/calendars/mirror.py +149 -130
- pandas_market_calendars/calendars/nyse.py +1466 -1324
- pandas_market_calendars/calendars/ose.py +116 -116
- pandas_market_calendars/calendars/sifma.py +354 -350
- pandas_market_calendars/calendars/six.py +132 -132
- pandas_market_calendars/calendars/sse.py +311 -311
- pandas_market_calendars/calendars/tase.py +220 -197
- pandas_market_calendars/calendars/tsx.py +181 -181
- pandas_market_calendars/holidays/cme.py +385 -385
- pandas_market_calendars/holidays/cme_globex.py +214 -214
- pandas_market_calendars/holidays/cn.py +1476 -1455
- pandas_market_calendars/holidays/jp.py +401 -398
- pandas_market_calendars/holidays/jpx_equinox.py +1 -0
- pandas_market_calendars/holidays/nyse.py +1536 -1531
- pandas_market_calendars/holidays/oz.py +63 -63
- pandas_market_calendars/holidays/sifma.py +350 -338
- pandas_market_calendars/holidays/us.py +376 -376
- pandas_market_calendars/market_calendar.py +1057 -895
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/METADATA +13 -9
- pandas_market_calendars-4.6.0.dist-info/RECORD +50 -0
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/WHEEL +1 -1
- pandas_market_calendars-4.3.3.dist-info/RECORD +0 -50
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/top_level.txt +0 -0
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from datetime import time
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from typing import Literal, Union
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from pandas import Timestamp, Timedelta, DatetimeIndex
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from pytz import timezone
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from pandas_market_calendars.market_calendar import MarketCalendar
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from pandas_market_calendars.calendar_utils import Day_Anchor, Month_Anchor
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TASEClosedDay = [
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# 2019
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Timestamp("2019-03-21", tz="Asia/Jerusalem"),
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Timestamp("2019-04-09", tz="Asia/Jerusalem"),
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Timestamp("2019-04-25", tz="Asia/Jerusalem"),
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Timestamp("2019-08-11", tz="Asia/Jerusalem"),
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Timestamp("2019-09-29", tz="Asia/Jerusalem"),
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Timestamp("2019-09-30", tz="Asia/Jerusalem"),
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Timestamp("2019-10-01", tz="Asia/Jerusalem"),
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Timestamp("2019-10-08", tz="Asia/Jerusalem"),
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Timestamp("2019-10-09", tz="Asia/Jerusalem"),
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Timestamp("2019-10-20", tz="Asia/Jerusalem"),
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Timestamp("2019-10-21", tz="Asia/Jerusalem"),
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# 2020
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Timestamp("2020-03-02", tz="Asia/Jerusalem"),
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Timestamp("2020-04-08", tz="Asia/Jerusalem"),
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Timestamp("2020-04-09", tz="Asia/Jerusalem"),
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Timestamp("2020-04-14", tz="Asia/Jerusalem"),
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Timestamp("2020-04-28", tz="Asia/Jerusalem"),
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Timestamp("2020-04-29", tz="Asia/Jerusalem"),
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Timestamp("2020-05-28", tz="Asia/Jerusalem"),
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Timestamp("2020-05-29", tz="Asia/Jerusalem"),
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Timestamp("2020-07-30", tz="Asia/Jerusalem"),
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Timestamp("2020-09-20", tz="Asia/Jerusalem"),
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Timestamp("2020-09-27", tz="Asia/Jerusalem"),
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Timestamp("2020-09-28", tz="Asia/Jerusalem"),
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# 2021
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Timestamp("2021-02-26", tz="Asia/Jerusalem"),
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Timestamp("2021-03-28", tz="Asia/Jerusalem"),
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Timestamp("2021-04-02", tz="Asia/Jerusalem"),
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Timestamp("2021-04-14", tz="Asia/Jerusalem"),
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Timestamp("2021-04-15", tz="Asia/Jerusalem"),
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Timestamp("2021-05-16", tz="Asia/Jerusalem"),
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Timestamp("2021-05-17", tz="Asia/Jerusalem"),
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Timestamp("2021-07-18", tz="Asia/Jerusalem"),
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Timestamp("2021-09-06", tz="Asia/Jerusalem"),
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Timestamp("2021-09-07", tz="Asia/Jerusalem"),
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Timestamp("2021-09-08", tz="Asia/Jerusalem"),
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Timestamp("2021-09-15", tz="Asia/Jerusalem"),
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Timestamp("2021-09-16", tz="Asia/Jerusalem"),
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Timestamp("2021-09-20", tz="Asia/Jerusalem"),
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Timestamp("2021-09-21", tz="Asia/Jerusalem"),
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Timestamp("2021-09-27", tz="Asia/Jerusalem"),
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Timestamp("2021-09-28", tz="Asia/Jerusalem"),
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# 2022
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Timestamp("2022-03-17", tz="Asia/Jerusalem"),
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Timestamp("2022-03-18", tz="Asia/Jerusalem"),
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Timestamp("2022-04-15", tz="Asia/Jerusalem"),
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Timestamp("2022-04-21", tz="Asia/Jerusalem"),
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Timestamp("2022-04-22", tz="Asia/Jerusalem"),
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Timestamp("2022-06-05", tz="Asia/Jerusalem"),
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Timestamp("2022-08-07", tz="Asia/Jerusalem"),
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Timestamp("2022-09-25", tz="Asia/Jerusalem"),
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Timestamp("2022-09-26", tz="Asia/Jerusalem"),
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Timestamp("2022-09-27", tz="Asia/Jerusalem"),
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Timestamp("2022-10-04", tz="Asia/Jerusalem"),
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Timestamp("2022-10-05", tz="Asia/Jerusalem"),
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Timestamp("2022-10-09", tz="Asia/Jerusalem"),
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Timestamp("2022-10-10", tz="Asia/Jerusalem"),
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Timestamp("2022-10-16", tz="Asia/Jerusalem"),
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Timestamp("2022-10-17", tz="Asia/Jerusalem"),
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Timestamp("2022-11-01", tz="Asia/Jerusalem"),
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# 2023
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Timestamp("2023-03-07", tz="Asia/Jerusalem"),
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Timestamp("2023-03-08", tz="Asia/Jerusalem"),
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Timestamp("2023-04-05", tz="Asia/Jerusalem"),
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Timestamp("2023-04-06", tz="Asia/Jerusalem"),
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Timestamp("2023-04-11", tz="Asia/Jerusalem"),
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Timestamp("2023-04-12", tz="Asia/Jerusalem"),
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Timestamp("2023-04-25", tz="Asia/Jerusalem"),
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Timestamp("2023-04-26", tz="Asia/Jerusalem"),
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Timestamp("2023-05-25", tz="Asia/Jerusalem"),
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Timestamp("2023-05-26", tz="Asia/Jerusalem"),
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Timestamp("2023-07-27", tz="Asia/Jerusalem"),
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Timestamp("2023-09-15", tz="Asia/Jerusalem"),
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Timestamp("2023-09-17", tz="Asia/Jerusalem"),
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Timestamp("2023-09-24", tz="Asia/Jerusalem"),
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Timestamp("2023-09-25", tz="Asia/Jerusalem"),
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Timestamp("2023-09-29", tz="Asia/Jerusalem"),
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Timestamp("2023-10-06", tz="Asia/Jerusalem"),
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Timestamp("2023-10-31", tz="Asia/Jerusalem"),
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# 2024
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Timestamp("2024-03-24", tz="Asia/Jerusalem"),
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Timestamp("2024-03-25", tz="Asia/Jerusalem"),
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Timestamp("2024-04-22", tz="Asia/Jerusalem"),
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Timestamp("2024-04-23", tz="Asia/Jerusalem"),
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Timestamp("2024-04-28", tz="Asia/Jerusalem"),
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Timestamp("2024-04-29", tz="Asia/Jerusalem"),
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Timestamp("2024-05-13", tz="Asia/Jerusalem"),
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Timestamp("2024-05-14", tz="Asia/Jerusalem"),
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Timestamp("2024-06-11", tz="Asia/Jerusalem"),
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Timestamp("2024-06-12", tz="Asia/Jerusalem"),
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Timestamp("2024-08-13", tz="Asia/Jerusalem"),
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Timestamp("2024-10-02", tz="Asia/Jerusalem"),
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Timestamp("2024-10-03", tz="Asia/Jerusalem"),
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Timestamp("2024-10-04", tz="Asia/Jerusalem"),
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Timestamp("2024-10-11", tz="Asia/Jerusalem"),
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Timestamp("2024-10-16", tz="Asia/Jerusalem"),
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Timestamp("2024-10-17", tz="Asia/Jerusalem"),
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Timestamp("2024-10-23", tz="Asia/Jerusalem"),
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Timestamp("2024-10-24", tz="Asia/Jerusalem"),
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# 2025
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Timestamp("2025-03-14", tz="Asia/Jerusalem"),
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Timestamp("2025-04-13", tz="Asia/Jerusalem"),
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Timestamp("2025-04-18", tz="Asia/Jerusalem"),
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Timestamp("2025-04-30", tz="Asia/Jerusalem"),
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Timestamp("2025-05-01", tz="Asia/Jerusalem"),
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+
Timestamp("2025-06-01", tz="Asia/Jerusalem"),
|
128
|
+
Timestamp("2025-06-02", tz="Asia/Jerusalem"),
|
129
|
+
Timestamp("2025-08-03", tz="Asia/Jerusalem"),
|
130
|
+
Timestamp("2025-09-22", tz="Asia/Jerusalem"),
|
131
|
+
Timestamp("2025-09-23", tz="Asia/Jerusalem"),
|
132
|
+
Timestamp("2025-09-24", tz="Asia/Jerusalem"),
|
133
|
+
Timestamp("2025-10-01", tz="Asia/Jerusalem"),
|
134
|
+
Timestamp("2025-10-02", tz="Asia/Jerusalem"),
|
135
|
+
Timestamp("2025-10-06", tz="Asia/Jerusalem"),
|
136
|
+
Timestamp("2025-10-07", tz="Asia/Jerusalem"),
|
137
|
+
Timestamp("2025-10-13", tz="Asia/Jerusalem"),
|
138
|
+
Timestamp("2025-10-14", tz="Asia/Jerusalem"),
|
139
|
+
]
|
140
|
+
|
141
|
+
|
142
|
+
class TASEExchangeCalendar(MarketCalendar):
|
143
|
+
"""
|
144
|
+
Exchange calendar for TASE Stock Exchange
|
145
|
+
|
146
|
+
Note these dates are only checked against 2020 and 2021
|
147
|
+
https://info.tase.co.il/Eng/about_tase/corporate/Pages/vacation_schedule.aspx
|
148
|
+
|
149
|
+
Opening times for the regular trading of equities (not including closing auction call)
|
150
|
+
Open Time: 10:00 AM Asia/Jerusalem
|
151
|
+
Close Time: 3:59 PM Asia/Jerusalem
|
152
|
+
|
153
|
+
Daylight Saving Time in Israel comes into effect on the Friday before the last Sunday in March, and lasts until the
|
154
|
+
last Sunday in October.
|
155
|
+
During the Daylight Saving time period the clock will be UTC+3, and for the rest of the year UTC+2.
|
156
|
+
|
157
|
+
Regularly-Observed Holidays (not necessarily in order):
|
158
|
+
- Purim
|
159
|
+
- Passover_I_Eve
|
160
|
+
- Passover_I
|
161
|
+
- Passover_II_Eve
|
162
|
+
- Passover_II
|
163
|
+
- Independence_Day
|
164
|
+
- Yom_HaZikaron
|
165
|
+
- Shavuot_Eve
|
166
|
+
- Shavuot
|
167
|
+
- Tisha_beAv
|
168
|
+
- Jewish_New_Year_Eve
|
169
|
+
- Jewish_New_Year_I
|
170
|
+
- Jewish_New_Year_II
|
171
|
+
- Yom_Kippur_Eve
|
172
|
+
- Yom_Kippur
|
173
|
+
- Sukkoth_Eve
|
174
|
+
- Sukkoth
|
175
|
+
- Simchat_Tora_Eve
|
176
|
+
- Simchat_Tora
|
177
|
+
"""
|
178
|
+
|
179
|
+
aliases = ["TASE"]
|
180
|
+
regular_market_times = {
|
181
|
+
"market_open": ((None, time(10)),),
|
182
|
+
"market_close": ((None, time(15, 59)),),
|
183
|
+
}
|
184
|
+
|
185
|
+
@property
|
186
|
+
def name(self):
|
187
|
+
return "TASE"
|
188
|
+
|
189
|
+
@property
|
190
|
+
def tz(self):
|
191
|
+
return timezone("Asia/Jerusalem")
|
192
|
+
|
193
|
+
@property
|
194
|
+
def adhoc_holidays(self):
|
195
|
+
return TASEClosedDay
|
196
|
+
|
197
|
+
@property
|
198
|
+
def weekmask(self):
|
199
|
+
return "Sun Mon Tue Wed Thu"
|
200
|
+
|
201
|
+
def date_range_htf(
|
202
|
+
self,
|
203
|
+
frequency: Union[str, Timedelta, int, float],
|
204
|
+
start: Union[str, Timestamp, int, float, None] = None,
|
205
|
+
end: Union[str, Timestamp, int, float, None] = None,
|
206
|
+
periods: Union[int, None] = None,
|
207
|
+
closed: Union[Literal["left", "right"], None] = "right",
|
208
|
+
*,
|
209
|
+
day_anchor: Day_Anchor = "SAT", # Change the default day anchor
|
210
|
+
month_anchor: Month_Anchor = "JAN",
|
211
|
+
) -> DatetimeIndex:
|
212
|
+
return super().date_range_htf(
|
213
|
+
frequency,
|
214
|
+
start,
|
215
|
+
end,
|
216
|
+
periods,
|
217
|
+
closed,
|
218
|
+
day_anchor=day_anchor,
|
219
|
+
month_anchor=month_anchor,
|
220
|
+
)
|