pandas-market-calendars 4.4.0__py3-none-any.whl → 4.4.1__py3-none-any.whl

pandas_market_calendars/calendar_registry.py

@@ -5,7 +5,11 @@ from .calendars.bse import BSEExchangeCalendar
 from .calendars.cboe import CFEExchangeCalendar
 from .calendars.cme import CMEEquityExchangeCalendar, CMEBondExchangeCalendar
 from .calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
-from .calendars.cme_globex_agriculture import CMEGlobexAgricultureExchangeCalendar
+from .calendars.cme_globex_agriculture import (
+    CMEGlobexAgricultureExchangeCalendar,
+    CMEGlobexLivestockExchangeCalendar,
+    CMEGlobexGrainsAndOilseedsExchangeCalendar,
+)
 from .calendars.cme_globex_crypto import CMEGlobexCryptoExchangeCalendar
 from .calendars.cme_globex_energy_and_metals import (
     CMEGlobexEnergyAndMetalsExchangeCalendar,

pandas_market_calendars/calendar_utils.py

@@ -1,6 +1,7 @@
 """
 Utilities to use with market_calendars
 """
+
 import itertools
 import warnings
 

pandas_market_calendars/calendars/cme.py

@@ -31,6 +31,7 @@ from pandas_market_calendars.holidays.us import (
     ChristmasEveBefore1993,
     ChristmasEveInOrAfter1993,
     USBlackFridayInOrAfter1993,
+    USJuneteenthAfter2022,
     USIndependenceDay,
     USMartinLutherKingJrAfter1998,
     USMemorialDay,
@@ -98,6 +99,7 @@ class CMEEquityExchangeCalendar(MarketCalendar):
                         USPresidentsDay,
                         USMemorialDay,
                         USLaborDay,
+                        USJuneteenthAfter2022,
                         USIndependenceDay,
                         USThanksgivingDay,
                         USBlackFridayInOrAfter1993,
@@ -158,6 +160,7 @@ class CMEAgricultureExchangeCalendar(MarketCalendar):
                 USPresidentsDay,
                 GoodFriday,
                 USMemorialDay,
+                USJuneteenthAfter2022,
                 USIndependenceDay,
                 USLaborDay,
                 USThanksgivingDay,

pandas_market_calendars/calendars/cme_globex_agriculture.py

@@ -124,3 +124,49 @@ class CMEGlobexLivestockExchangeCalendar(CMEGlobexAgricultureExchangeCalendar):
                 ),
             )
         ]
+
+
+class CMEGlobexGrainsAndOilseedsExchangeCalendar(CMEGlobexAgricultureExchangeCalendar):
+    """
+    Exchange calendar for CME for Grains & Oilseeds
+
+    https://www.cmegroup.com/trading/agricultural/grain-and-oilseed.html
+
+    GLOBEX Trading Times
+    https://www.cmegroup.com/markets/agriculture/oilseeds/soybean.contractSpecs.html
+    https://www.cmegroup.com/markets/agriculture/grains/corn.contractSpecs.html
+    https://www.cmegroup.com/markets/agriculture/grains/wheat.contractSpecs.html
+    Sunday - Friday: 7:00 p.m. - 7:45 a.m. CT and Monday - Friday: 8:30 a.m. - 1:20 p.m. CT
+    """
+
+    aliases = [
+        "CMEGlobex_Grains",
+        "CMEGlobex_Oilseeds",
+    ]
+
+    regular_market_times = {
+        "market_open": ((None, time(19), -1),),  # offset by -1 day
+        "market_close": ((None, time(13, 20)),),
+        "break_start": ((None, time(7, 45)),),
+        "break_end": ((None, time(8, 30)),),
+    }
+
+    @property
+    def name(self):
+        return "CMEGlobex_GrainsAndOilseeds"
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                USMartinLutherKingJrAfter1998,
+                USPresidentsDay,
+                GoodFriday,
+                USMemorialDay,
+                USIndependenceDay,
+                USLaborDay,
+                USThanksgivingDay,
+                Christmas,
+            ]
+        )

pandas_market_calendars/calendars/eurex.py

@@ -43,13 +43,6 @@ MayBank = Holiday(
     day=1,
     days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
 )
-# German National Holiday (Tag der Deutschen Einheit)
-GermanNationalDay = Holiday(
-    "Tag der Deutschen Einheit",
-    month=10,
-    day=3,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
 # Christmas Eve
 ChristmasEve = Holiday(
     "Christmas Eve",
@@ -116,7 +109,6 @@ class EUREXExchangeCalendar(MarketCalendar):
                 GoodFriday,
                 EasterMonday,
                 MayBank,
-                GermanNationalDay,
                 Christmas,
                 WeekendChristmas,
                 BoxingDay,

pandas_market_calendars/calendars/hkex.py

@@ -354,6 +354,9 @@ HKClosedDay = [
     Timestamp("2016-10-21", tz="UTC"),  # 台风海马1622
     # Timestamp(2017-06-12', tz='UTC'),  # 台风苗柏1702,期货夜盘17:35休市
     Timestamp("2017-08-23", tz="UTC"),  # 台风天鸽1713
+    Timestamp("2023-07-17", tz="UTC"),  # Typhoon closure
+    Timestamp("2023-09-01", tz="UTC"),  # Typhoon closure
+    Timestamp("2023-09-08", tz="UTC"),  # Typhoon closure
 ]
 
 

pandas_market_calendars/calendars/mirror.py

@@ -8,6 +8,8 @@ import exchange_calendars
 
 from pandas_market_calendars.market_calendar import MarketCalendar
 
+DAYMASKS = ["Mon", "Tue", "Wed", "Thu", "Fri", "Sat", "Sun"]
+
 
 class TradingCalendar(MarketCalendar):
     """
@@ -97,6 +99,23 @@ class TradingCalendar(MarketCalendar):
     def special_closes_adhoc(self):
         return self._ec.special_closes_adhoc
 
+    @property
+    def weekmask(self):
+        if hasattr(self._ec, "weekmask"):
+            if "1" in self._ec.weekmask or "0" in self._ec.weekmask:
+                # Convert 1s & 0s to Day Abbreviations
+                return " ".join(
+                    [
+                        DAYMASKS[i]
+                        for i, val in enumerate(self._ec.weekmask)
+                        if val == "1"
+                    ]
+                )
+            else:
+                return self._ec.weekmask
+        else:
+            return "Mon Tue Wed Thu Fri"
+
 
 calendars = exchange_calendars.calendar_utils._default_calendar_factories  # noqa
 

pandas_market_calendars/holidays/cn.py

@@ -565,6 +565,7 @@ all_holidays = [
     Timestamp("2023-10-05"),
     Timestamp("2023-10-06"),
     Timestamp("2024-01-01"),
+    Timestamp("2024-02-09"),
     Timestamp("2024-02-12"),
     Timestamp("2024-02-13"),
     Timestamp("2024-02-14"),

pandas_market_calendars/holidays/jpx_equinox.py

@@ -11,6 +11,7 @@ from the Tokyo exchange inauguration through 2099,
 using pyephem (http://rhodesmill.org/pyephem/quick.html#equinoxes-solstices).
 For a double check, see:  https://aa.usno.navy.mil/data/docs/EarthSeasons.php
 """
+
 import pandas as pd
 from pandas.tseries.holiday import sunday_to_monday
 

pandas_market_calendars/market_calendar.py

@@ -24,6 +24,16 @@ from .class_registry import RegisteryMeta, ProtectedDict
 
 MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY = range(7)
 
+WEEKMASK_ABBR = {
+    MONDAY: "Mon",
+    TUESDAY: "Tue",
+    WEDNESDAY: "Wed",
+    THURSDAY: "Thu",
+    FRIDAY: "Fri",
+    SATURDAY: "Sat",
+    SUNDAY: "Sun",
+}
+
 
 class DEFAULT:
     pass
@@ -621,15 +631,28 @@ class MarketCalendar(metaclass=MarketCalendarMeta):
 
     def _special_dates(self, calendars, ad_hoc_dates, start, end):
         """
-        Union an iterable of pairs of the form (time, calendar)
-        and an iterable of pairs of the form (time, [dates])
+        Union an iterable of pairs of the forms (time, calendar),
+        (time, [dates]), and (time, int). If the second item in the pair
+        is an int it will be interpreted as a specific day of the week.
 
         (This is shared logic for computing special opens and special closes.)
         """
-        indexes = [
-            self.days_at_time(self._tryholidays(calendar, start, end), time_)
-            for time_, calendar in calendars
-        ] + [self.days_at_time(dates, time_) for time_, dates in ad_hoc_dates]
+        indexes = []
+        for time_, calendar in calendars:
+            if isinstance(calendar, int):
+                day_of_week = CustomBusinessDay(weekmask=WEEKMASK_ABBR[calendar])
+                indexes.append(
+                    self.days_at_time(
+                        pd.date_range(start, end, freq=day_of_week), time_
+                    )
+                )
+            else:
+                indexes.append(
+                    self.days_at_time(self._tryholidays(calendar, start, end), time_)
+                )
+
+        indexes += [self.days_at_time(dates, time_) for time_, dates in ad_hoc_dates]
+
         if indexes:
             dates = pd.concat(indexes).sort_index().drop_duplicates()
             return dates.loc[start : end.replace(hour=23, minute=59, second=59)]
@@ -812,7 +835,11 @@ class MarketCalendar(metaclass=MarketCalendarMeta):
 
         # When post follows market_close, market_close should not be considered a close
         day.loc[day.eq("market_close") & day.shift(-1).eq("post")] = "market_open"
-        day = day.replace(self.open_close_map)
+        day = day.map(
+            lambda x: (
+                self.open_close_map.get(x) if x in self.open_close_map.keys() else x
+            )
+        )
 
         if include_close:
             below = day.index < timestamp

{pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pandas_market_calendars
-Version: 4.4.0
+Version: 4.4.1
 Summary: Market and exchange trading calendars for pandas
 Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
 License: MIT
@@ -18,7 +18,7 @@ Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
-Requires-Python: >=3.9
+Requires-Python: >=3.8
 Description-Content-Type: text/x-rst
 License-File: LICENSE
 License-File: NOTICE

{pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.1.dist-info}/RECORD

@@ -1,29 +1,29 @@
 pandas_market_calendars/__init__.py,sha256=prBpkD2f2mShZjZePVa0L3_Cf-Tv48r6q-J_mFNFFuY,1323
-pandas_market_calendars/calendar_registry.py,sha256=S7TKQgrOXQr2sJP3e1-x6VBfB6OB8R8CVIzNZv1cp9U,2398
-pandas_market_calendars/calendar_utils.py,sha256=gCL-FWYm18jDkzw-pWGxD0W2rgaVeYPbP5cQ_g0nJOM,11628
+pandas_market_calendars/calendar_registry.py,sha256=9ecKkERkztiwVaOXVsWfUcEvaT5_SwwpD5VaUAJhR1Y,2495
+pandas_market_calendars/calendar_utils.py,sha256=6yBqT_FBBicSVurudGgCGpKakomnXfYORxnWLYVH2l8,11629
 pandas_market_calendars/class_registry.py,sha256=lpRSp1E_1vcY73a--daCIOsJpoxpJVuhlurRGDVUqlc,3868
-pandas_market_calendars/market_calendar.py,sha256=gtpI9s7S1tP2ZpfJLvLDIrwO8M7YUBPsD7yTMaVG4Sc,33155
+pandas_market_calendars/market_calendar.py,sha256=0Df4H8YZm5DBwAOzvVl4LysQ9FzqGnAqf6rfL05RNuc,33905
 pandas_market_calendars/calendars/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pandas_market_calendars/calendars/asx.py,sha256=tocL_VXzbPNx89mmtXmSw7FKHy2Hzlj5HxcYjfJSn6w,1789
 pandas_market_calendars/calendars/bmf.py,sha256=eyCFpG-ziuI862V5E41PFQw5cD3cOvmgnlAqcYuk9r4,5939
 pandas_market_calendars/calendars/bse.py,sha256=mclRAAK5AvF9vyuIos1PexO0Z3d45ZolrPALVdcSoj0,16947
 pandas_market_calendars/calendars/cboe.py,sha256=tRfq1hiOU2LpEAk-8OC5difM2qLjxNDDpkgobTQtcVI,3765
-pandas_market_calendars/calendars/cme.py,sha256=lsYQT9bjnvqzms7Xvz2CmJmMBOXgasY62WDsvNXoH5s,10337
-pandas_market_calendars/calendars/cme_globex_agriculture.py,sha256=kX4GSdqDdWwzrxaXo4LROM8Rj8XgEVjVbuoZU2rvNKQ,3238
+pandas_market_calendars/calendars/cme.py,sha256=YJH58ztmnKiyZZ7z2CK4pcvBLOQtflZcUFn1m3o5aLA,10450
+pandas_market_calendars/calendars/cme_globex_agriculture.py,sha256=j1Dyg1Q_i3fh4452OeFa5Jw55FW0dhdjmPkmjP85KPc,4666
 pandas_market_calendars/calendars/cme_globex_base.py,sha256=0mvilo9TY5O5EVHNQVNcI8TGycKM5-ymsIcZ4a-ANhU,3062
 pandas_market_calendars/calendars/cme_globex_crypto.py,sha256=HbjTTN8pt2dGfgnE3LS0LIzJlaenYAzilvN9AMwkbfc,5463
 pandas_market_calendars/calendars/cme_globex_energy_and_metals.py,sha256=lcd09CIfZMaZ-mXrI-6c7bqgPx8tj6-2yCOG-f2Hlu4,6620
 pandas_market_calendars/calendars/cme_globex_equities.py,sha256=FMgBDPdamDAgcslQuf-BDUACCQDoYzV4lIbixNLOO-w,3639
 pandas_market_calendars/calendars/cme_globex_fixed_income.py,sha256=egxw-OKUI-SPbNjsLquqPDWQIVX94-torkAuzW6a0aA,4287
 pandas_market_calendars/calendars/cme_globex_fx.py,sha256=lZJpZvKWC9kGcHVjUSG69vH82VwiifLYt1rAlZsDVaM,3206
-pandas_market_calendars/calendars/eurex.py,sha256=nEQCg7aHb2UPbkt9oESIbprQ6GES3TwI7vKjYJnIHXg,2920
+pandas_market_calendars/calendars/eurex.py,sha256=h9K0kvLggc50MKjGb61gfepuiyKovD2uPHCLBruvcBU,2677
 pandas_market_calendars/calendars/eurex_fixed_income.py,sha256=irtSJvCRsn_N2AjjYe5jMvuxblgOx1BTQW2C34RGFlg,2132
-pandas_market_calendars/calendars/hkex.py,sha256=Jcgsgx1ZAeXh32U2CDMEUGJgL_pgep84LVWyuZpLwhw,13822
+pandas_market_calendars/calendars/hkex.py,sha256=dQj4roWPLxcxcMaYC9WBaFaHcqsXPdozTufF4ByZN-A,13996
 pandas_market_calendars/calendars/ice.py,sha256=CnlbD3g7L6goukKZtSm-deuCdlB4ZcILTkYbol43TPQ,2159
 pandas_market_calendars/calendars/iex.py,sha256=e85oEuqbyxLUkm7ZtvRw2A1RLNZj3F-v17MOFuLbCZY,3027
 pandas_market_calendars/calendars/jpx.py,sha256=cXi_qLcNG6OIaQy5oLl8XPzPMR58O4Tf9Kb1yPIxM5g,3595
 pandas_market_calendars/calendars/lse.py,sha256=qltdB1TdQ3F8jqx4oykzy_cZvqHlHwnsrpRXzBsovVc,3114
-pandas_market_calendars/calendars/mirror.py,sha256=mGqPVT7xOTLKolGJ1wPRuF9_fSD2TBSYHrPBBQa2--M,3938
+pandas_market_calendars/calendars/mirror.py,sha256=Oq9jRXYpKmPv6PfoKDVVLyIG7hqcuFFC7fPLcCIhl7k,4555
 pandas_market_calendars/calendars/nyse.py,sha256=QtIltvSiANIAtkr3b1KQqRsZ5aT847WvxHwC0rbhgNc,60293
 pandas_market_calendars/calendars/ose.py,sha256=AfF11QxKYwozaaEc2PvuP3IPvVj5D70mIl0zyp5OogE,2938
 pandas_market_calendars/calendars/sifma.py,sha256=RgOX1yhT8-b6w029ILkOhU-delPCeX6uNWoWDm1Z0eE,9960
@@ -34,17 +34,17 @@ pandas_market_calendars/calendars/tsx.py,sha256=3zQwdU9LkiJjZRF1fgLGHYYcJMC-443Q
 pandas_market_calendars/holidays/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pandas_market_calendars/holidays/cme.py,sha256=TrxR8xA6cgy0YcUfImaKI2QjRmqlwv6pW5KjMKsE1Rg,9089
 pandas_market_calendars/holidays/cme_globex.py,sha256=0SPVGABO7K66eRitDsDgxRU52aPX8SRGgtUVyB_-LYk,5090
-pandas_market_calendars/holidays/cn.py,sha256=DSVG1uWB9kmrZ4D-vuPc5Q6Rw8WCkCXkdDCifKHyygg,46740
+pandas_market_calendars/holidays/cn.py,sha256=POVI0y12lSGo437K1zpeU4AdGO9FvJBfFAKUvYCsfm0,46769
 pandas_market_calendars/holidays/jp.py,sha256=rqobVw837Uxb-4D1Zq_PyBLoeyhImYW7DBwyJupJIp8,9216
-pandas_market_calendars/holidays/jpx_equinox.py,sha256=bEg0Dr3S6z28sG1dn2s_bU60Pf9gcwwsg7l4cWLdgQY,8069
+pandas_market_calendars/holidays/jpx_equinox.py,sha256=KWbJqWsnkdyzG3fD2gJTXRLQOF3YTWSn9O6sYRL9Dnk,8070
 pandas_market_calendars/holidays/nyse.py,sha256=8A-Lc-mZXdWqMRXaC899unyQfjv2ixjJiC16jXZ5wGo,39757
 pandas_market_calendars/holidays/oz.py,sha256=P77pWe7ZQj4o-731w6fW_Vzmo41PRxh94QpclI3ZyFM,1042
 pandas_market_calendars/holidays/sifma.py,sha256=gELES9-NeV3QNGE4JpsVfmcs1-jtYQrLxjnG4B-4RmM,8754
 pandas_market_calendars/holidays/uk.py,sha256=dt5TNONlDMXPw8wjyyPBYNnLO5Yz6Mht8VrPUrNqy-M,4719
 pandas_market_calendars/holidays/us.py,sha256=OBBMMKTRzghD-b9CmPRe5zBh7zQYjWl4-9SogT6ZnBo,11515
-pandas_market_calendars-4.4.0.dist-info/LICENSE,sha256=qW51_A-I7YutlB-s8VSKeOP-aL83T-Lb8LqqU1x1ilw,1065
-pandas_market_calendars-4.4.0.dist-info/METADATA,sha256=-ifk1_aq0kJc1borEbTajEnivvHtjeUEhtaS-Wj0vl8,9011
-pandas_market_calendars-4.4.0.dist-info/NOTICE,sha256=mmH7c9aF5FsELh1OHXloXw1TajLD_mWDKO4dsVf43_E,11693
-pandas_market_calendars-4.4.0.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-pandas_market_calendars-4.4.0.dist-info/top_level.txt,sha256=_4cUEFr07SuEAzZMT-5p0lJGXxO9imVbEK9_5oqcopQ,24
-pandas_market_calendars-4.4.0.dist-info/RECORD,,
+pandas_market_calendars-4.4.1.dist-info/LICENSE,sha256=qW51_A-I7YutlB-s8VSKeOP-aL83T-Lb8LqqU1x1ilw,1065
+pandas_market_calendars-4.4.1.dist-info/METADATA,sha256=AEdB9Of7N2uW4vT4a9izyABgrYnYmDpAsQ30HPpaCak,9011
+pandas_market_calendars-4.4.1.dist-info/NOTICE,sha256=mmH7c9aF5FsELh1OHXloXw1TajLD_mWDKO4dsVf43_E,11693
+pandas_market_calendars-4.4.1.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+pandas_market_calendars-4.4.1.dist-info/top_level.txt,sha256=_4cUEFr07SuEAzZMT-5p0lJGXxO9imVbEK9_5oqcopQ,24
+pandas_market_calendars-4.4.1.dist-info/RECORD,,

{pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.1.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.42.0)
+Generator: bdist_wheel (0.43.0)
 Root-Is-Purelib: true
 Tag: py3-none-any