pandas-market-calendars 4.4.0__py3-none-any.whl → 4.4.2__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.
Files changed (47) hide show
  1. pandas_market_calendars/__init__.py +38 -38
  2. pandas_market_calendars/calendar_registry.py +57 -53
  3. pandas_market_calendars/calendar_utils.py +262 -261
  4. pandas_market_calendars/calendars/asx.py +66 -66
  5. pandas_market_calendars/calendars/bmf.py +223 -223
  6. pandas_market_calendars/calendars/bse.py +421 -421
  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 +112 -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 +1324 -1324
  25. pandas_market_calendars/calendars/ose.py +116 -116
  26. pandas_market_calendars/calendars/sifma.py +354 -354
  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 +197 -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 +1456 -1455
  34. pandas_market_calendars/holidays/jp.py +401 -401
  35. pandas_market_calendars/holidays/jpx_equinox.py +506 -505
  36. pandas_market_calendars/holidays/nyse.py +1531 -1531
  37. pandas_market_calendars/holidays/oz.py +63 -63
  38. pandas_market_calendars/holidays/sifma.py +350 -350
  39. pandas_market_calendars/holidays/us.py +376 -376
  40. pandas_market_calendars/market_calendar.py +922 -895
  41. {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/METADATA +8 -7
  42. pandas_market_calendars-4.4.2.dist-info/RECORD +50 -0
  43. {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/WHEEL +1 -1
  44. pandas_market_calendars-4.4.0.dist-info/RECORD +0 -50
  45. {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/LICENSE +0 -0
  46. {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/NOTICE +0 -0
  47. {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/top_level.txt +0 -0
pandas_market_calendars/calendars/eurex.py CHANGED
@@ -1,139 +1,131 @@
1
- #
2
- # kewlfft
3
- #
4
-
5
- from datetime import time
6
-
7
- from pandas.tseries.holiday import (
8
- AbstractHolidayCalendar,
9
- EasterMonday,
10
- GoodFriday,
11
- Holiday,
12
- previous_friday,
13
- )
14
- from pytz import timezone
15
-
16
- from pandas_market_calendars.market_calendar import (
17
- FRIDAY,
18
- MONDAY,
19
- MarketCalendar,
20
- THURSDAY,
21
- TUESDAY,
22
- WEDNESDAY,
23
- )
24
-
25
- # New Year's Eve
26
- EUREXNewYearsEve = Holiday(
27
- "New Year's Eve",
28
- month=12,
29
- day=31,
30
- observance=previous_friday,
31
- )
32
- # New Year's Day
33
- EUREXNewYearsDay = Holiday(
34
- "New Year's Day",
35
- month=1,
36
- day=1,
37
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
38
- )
39
- # Early May bank holiday
40
- MayBank = Holiday(
41
- "Early May Bank Holiday",
42
- month=5,
43
- day=1,
44
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
45
- )
46
- # German National Holiday (Tag der Deutschen Einheit)
47
- GermanNationalDay = Holiday(
48
- "Tag der Deutschen Einheit",
49
- month=10,
50
- day=3,
51
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
52
- )
53
- # Christmas Eve
54
- ChristmasEve = Holiday(
55
- "Christmas Eve",
56
- month=12,
57
- day=24,
58
- observance=previous_friday,
59
- )
60
- # Christmas
61
- Christmas = Holiday(
62
- "Christmas",
63
- month=12,
64
- day=25,
65
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
66
- )
67
- # If christmas day is Saturday Monday 27th is a holiday
68
- # If christmas day is sunday the Tuesday 27th is a holiday
69
- WeekendChristmas = Holiday(
70
- "Weekend Christmas",
71
- month=12,
72
- day=27,
73
- days_of_week=(MONDAY, TUESDAY),
74
- )
75
- # Boxing day
76
- BoxingDay = Holiday(
77
- "Boxing Day",
78
- month=12,
79
- day=26,
80
- )
81
- # If boxing day is saturday then Monday 28th is a holiday
82
- # If boxing day is sunday then Tuesday 28th is a holiday
83
- WeekendBoxingDay = Holiday(
84
- "Weekend Boxing Day",
85
- month=12,
86
- day=28,
87
- days_of_week=(MONDAY, TUESDAY),
88
- )
89
-
90
-
91
- class EUREXExchangeCalendar(MarketCalendar):
92
- """
93
- Exchange calendar for EUREX
94
-
95
- """
96
-
97
- aliases = ["EUREX"]
98
- regular_market_times = {
99
- "market_open": ((None, time(9)),),
100
- "market_close": ((None, time(17, 30)),),
101
- }
102
-
103
- @property
104
- def name(self):
105
- return "EUREX"
106
-
107
- @property
108
- def tz(self):
109
- return timezone("Europe/Berlin")
110
-
111
- @property
112
- def regular_holidays(self):
113
- return AbstractHolidayCalendar(
114
- rules=[
115
- EUREXNewYearsDay,
116
- GoodFriday,
117
- EasterMonday,
118
- MayBank,
119
- GermanNationalDay,
120
- Christmas,
121
- WeekendChristmas,
122
- BoxingDay,
123
- WeekendBoxingDay,
124
- ]
125
- )
126
-
127
- @property
128
- def special_closes(self):
129
- return [
130
- (
131
- time(12, 30),
132
- AbstractHolidayCalendar(
133
- rules=[
134
- ChristmasEve,
135
- EUREXNewYearsEve,
136
- ]
137
- ),
138
- )
139
- ]
1
+ #
2
+ # kewlfft
3
+ #
4
+
5
+ from datetime import time
6
+
7
+ from pandas.tseries.holiday import (
8
+ AbstractHolidayCalendar,
9
+ EasterMonday,
10
+ GoodFriday,
11
+ Holiday,
12
+ previous_friday,
13
+ )
14
+ from pytz import timezone
15
+
16
+ from pandas_market_calendars.market_calendar import (
17
+ FRIDAY,
18
+ MONDAY,
19
+ MarketCalendar,
20
+ THURSDAY,
21
+ TUESDAY,
22
+ WEDNESDAY,
23
+ )
24
+
25
+ # New Year's Eve
26
+ EUREXNewYearsEve = Holiday(
27
+ "New Year's Eve",
28
+ month=12,
29
+ day=31,
30
+ observance=previous_friday,
31
+ )
32
+ # New Year's Day
33
+ EUREXNewYearsDay = Holiday(
34
+ "New Year's Day",
35
+ month=1,
36
+ day=1,
37
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
38
+ )
39
+ # Early May bank holiday
40
+ MayBank = Holiday(
41
+ "Early May Bank Holiday",
42
+ month=5,
43
+ day=1,
44
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
45
+ )
46
+ # Christmas Eve
47
+ ChristmasEve = Holiday(
48
+ "Christmas Eve",
49
+ month=12,
50
+ day=24,
51
+ observance=previous_friday,
52
+ )
53
+ # Christmas
54
+ Christmas = Holiday(
55
+ "Christmas",
56
+ month=12,
57
+ day=25,
58
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
59
+ )
60
+ # If christmas day is Saturday Monday 27th is a holiday
61
+ # If christmas day is sunday the Tuesday 27th is a holiday
62
+ WeekendChristmas = Holiday(
63
+ "Weekend Christmas",
64
+ month=12,
65
+ day=27,
66
+ days_of_week=(MONDAY, TUESDAY),
67
+ )
68
+ # Boxing day
69
+ BoxingDay = Holiday(
70
+ "Boxing Day",
71
+ month=12,
72
+ day=26,
73
+ )
74
+ # If boxing day is saturday then Monday 28th is a holiday
75
+ # If boxing day is sunday then Tuesday 28th is a holiday
76
+ WeekendBoxingDay = Holiday(
77
+ "Weekend Boxing Day",
78
+ month=12,
79
+ day=28,
80
+ days_of_week=(MONDAY, TUESDAY),
81
+ )
82
+
83
+
84
+ class EUREXExchangeCalendar(MarketCalendar):
85
+ """
86
+ Exchange calendar for EUREX
87
+
88
+ """
89
+
90
+ aliases = ["EUREX"]
91
+ regular_market_times = {
92
+ "market_open": ((None, time(9)),),
93
+ "market_close": ((None, time(17, 30)),),
94
+ }
95
+
96
+ @property
97
+ def name(self):
98
+ return "EUREX"
99
+
100
+ @property
101
+ def tz(self):
102
+ return timezone("Europe/Berlin")
103
+
104
+ @property
105
+ def regular_holidays(self):
106
+ return AbstractHolidayCalendar(
107
+ rules=[
108
+ EUREXNewYearsDay,
109
+ GoodFriday,
110
+ EasterMonday,
111
+ MayBank,
112
+ Christmas,
113
+ WeekendChristmas,
114
+ BoxingDay,
115
+ WeekendBoxingDay,
116
+ ]
117
+ )
118
+
119
+ @property
120
+ def special_closes(self):
121
+ return [
122
+ (
123
+ time(12, 30),
124
+ AbstractHolidayCalendar(
125
+ rules=[
126
+ ChristmasEve,
127
+ EUREXNewYearsEve,
128
+ ]
129
+ ),
130
+ )
131
+ ]
pandas_market_calendars/calendars/eurex_fixed_income.py CHANGED
@@ -1,98 +1,98 @@
1
- from datetime import time
2
-
3
- from pandas.tseries.holiday import (
4
- AbstractHolidayCalendar,
5
- EasterMonday,
6
- GoodFriday,
7
- Holiday,
8
- )
9
- from pytz import timezone
10
-
11
- from pandas_market_calendars.market_calendar import (
12
- FRIDAY,
13
- MONDAY,
14
- MarketCalendar,
15
- THURSDAY,
16
- TUESDAY,
17
- WEDNESDAY,
18
- )
19
-
20
- # New Year's Day
21
- EUREXNewYearsDay = Holiday(
22
- "New Year's Day",
23
- month=1,
24
- day=1,
25
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
26
- )
27
- # Early May bank holiday
28
- MayBank = Holiday(
29
- "Early May Bank Holiday",
30
- month=5,
31
- day=1,
32
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
33
- )
34
- # Christmas Eve
35
- ChristmasEve = Holiday(
36
- "Christmas Eve",
37
- month=12,
38
- day=24,
39
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
40
- )
41
- # Christmas
42
- Christmas = Holiday(
43
- "Christmas",
44
- month=12,
45
- day=25,
46
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
47
- )
48
- # Boxing day
49
- BoxingDay = Holiday(
50
- "Boxing Day",
51
- month=12,
52
- day=26,
53
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
54
- )
55
- # New Year's Eve
56
- NewYearsEve = Holiday(
57
- "New Year's Eve",
58
- month=12,
59
- day=31,
60
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
61
- )
62
-
63
-
64
- class EUREXFixedIncomeCalendar(MarketCalendar):
65
- """
66
- Trading calendar available here:
67
- https://www.eurex.com/resource/blob/3378814/910cf372738890f691bc1bfbccfd3aef/data/tradingcalendar_2023_en.pdf
68
- """
69
-
70
- aliases = ["EUREX_Bond"]
71
-
72
- regular_market_times = {
73
- "market_open": ((None, time(1, 10)), ("2018-12-10", time(8, 0))),
74
- "market_close": ((None, time(22)),),
75
- }
76
-
77
- @property
78
- def name(self):
79
- return "EUREX_Bond"
80
-
81
- @property
82
- def tz(self):
83
- return timezone("Europe/Berlin")
84
-
85
- @property
86
- def regular_holidays(self):
87
- return AbstractHolidayCalendar(
88
- rules=[
89
- EUREXNewYearsDay,
90
- GoodFriday,
91
- EasterMonday,
92
- MayBank,
93
- ChristmasEve,
94
- Christmas,
95
- BoxingDay,
96
- NewYearsEve,
97
- ]
98
- )
1
+ from datetime import time
2
+
3
+ from pandas.tseries.holiday import (
4
+ AbstractHolidayCalendar,
5
+ EasterMonday,
6
+ GoodFriday,
7
+ Holiday,
8
+ )
9
+ from pytz import timezone
10
+
11
+ from pandas_market_calendars.market_calendar import (
12
+ FRIDAY,
13
+ MONDAY,
14
+ MarketCalendar,
15
+ THURSDAY,
16
+ TUESDAY,
17
+ WEDNESDAY,
18
+ )
19
+
20
+ # New Year's Day
21
+ EUREXNewYearsDay = Holiday(
22
+ "New Year's Day",
23
+ month=1,
24
+ day=1,
25
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
26
+ )
27
+ # Early May bank holiday
28
+ MayBank = Holiday(
29
+ "Early May Bank Holiday",
30
+ month=5,
31
+ day=1,
32
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
33
+ )
34
+ # Christmas Eve
35
+ ChristmasEve = Holiday(
36
+ "Christmas Eve",
37
+ month=12,
38
+ day=24,
39
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
40
+ )
41
+ # Christmas
42
+ Christmas = Holiday(
43
+ "Christmas",
44
+ month=12,
45
+ day=25,
46
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
47
+ )
48
+ # Boxing day
49
+ BoxingDay = Holiday(
50
+ "Boxing Day",
51
+ month=12,
52
+ day=26,
53
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
54
+ )
55
+ # New Year's Eve
56
+ NewYearsEve = Holiday(
57
+ "New Year's Eve",
58
+ month=12,
59
+ day=31,
60
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
61
+ )
62
+
63
+
64
+ class EUREXFixedIncomeCalendar(MarketCalendar):
65
+ """
66
+ Trading calendar available here:
67
+ https://www.eurex.com/resource/blob/3378814/910cf372738890f691bc1bfbccfd3aef/data/tradingcalendar_2023_en.pdf
68
+ """
69
+
70
+ aliases = ["EUREX_Bond"]
71
+
72
+ regular_market_times = {
73
+ "market_open": ((None, time(1, 10)), ("2018-12-10", time(8, 0))),
74
+ "market_close": ((None, time(22)),),
75
+ }
76
+
77
+ @property
78
+ def name(self):
79
+ return "EUREX_Bond"
80
+
81
+ @property
82
+ def tz(self):
83
+ return timezone("Europe/Berlin")
84
+
85
+ @property
86
+ def regular_holidays(self):
87
+ return AbstractHolidayCalendar(
88
+ rules=[
89
+ EUREXNewYearsDay,
90
+ GoodFriday,
91
+ EasterMonday,
92
+ MayBank,
93
+ ChristmasEve,
94
+ Christmas,
95
+ BoxingDay,
96
+ NewYearsEve,
97
+ ]
98
+ )