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.
- pandas_market_calendars/__init__.py +38 -38
- pandas_market_calendars/calendar_registry.py +57 -53
- pandas_market_calendars/calendar_utils.py +262 -261
- pandas_market_calendars/calendars/asx.py +66 -66
- pandas_market_calendars/calendars/bmf.py +223 -223
- pandas_market_calendars/calendars/bse.py +421 -421
- 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 +112 -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 +1324 -1324
- pandas_market_calendars/calendars/ose.py +116 -116
- pandas_market_calendars/calendars/sifma.py +354 -354
- pandas_market_calendars/calendars/six.py +132 -132
- pandas_market_calendars/calendars/sse.py +311 -311
- pandas_market_calendars/calendars/tase.py +197 -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 +1456 -1455
- pandas_market_calendars/holidays/jp.py +401 -401
- pandas_market_calendars/holidays/jpx_equinox.py +506 -505
- pandas_market_calendars/holidays/nyse.py +1531 -1531
- pandas_market_calendars/holidays/oz.py +63 -63
- pandas_market_calendars/holidays/sifma.py +350 -350
- pandas_market_calendars/holidays/us.py +376 -376
- pandas_market_calendars/market_calendar.py +922 -895
- {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/METADATA +8 -7
- pandas_market_calendars-4.4.2.dist-info/RECORD +50 -0
- {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/WHEEL +1 -1
- pandas_market_calendars-4.4.0.dist-info/RECORD +0 -50
- {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.4.0.dist-info → pandas_market_calendars-4.4.2.dist-info}/top_level.txt +0 -0
@@ -1,181 +1,181 @@
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from datetime import time
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from itertools import chain
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import pandas as pd
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from pandas.tseries.holiday import (
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AbstractHolidayCalendar,
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DateOffset,
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GoodFriday,
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Holiday,
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MO,
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weekend_to_monday,
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)
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from pytz import timezone
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from pandas_market_calendars.holidays.uk import (
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BoxingDay,
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WeekendBoxingDay,
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WeekendChristmas,
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)
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from pandas_market_calendars.market_calendar import (
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MarketCalendar,
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MONDAY,
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TUESDAY,
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WEDNESDAY,
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THURSDAY,
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FRIDAY,
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)
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# New Year's Day
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TSXNewYearsDay = Holiday(
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"New Year's Day",
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month=1,
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day=1,
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observance=weekend_to_monday,
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)
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# Ontario Family Day
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FamilyDay = Holiday(
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"Family Day",
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month=2,
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day=1,
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offset=DateOffset(weekday=MO(3)),
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start_date="2008-01-01",
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)
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# Victoria Day
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# https://www.timeanddate.com/holidays/canada/victoria-day
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VictoriaDay = Holiday(
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"Victoria Day",
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month=5,
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day=24,
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offset=DateOffset(weekday=MO(-1)),
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)
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# Canada Day
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CanadaDay = Holiday(
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"Canada Day",
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month=7,
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day=1,
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observance=weekend_to_monday,
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)
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# Civic Holiday
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CivicHoliday = Holiday(
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"Civic Holiday",
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month=8,
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day=1,
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offset=DateOffset(weekday=MO(1)),
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)
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# Labor Day
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LaborDay = Holiday(
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"Labor Day",
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month=9,
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day=1,
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offset=DateOffset(weekday=MO(1)),
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)
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# Thanksgiving
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Thanksgiving = Holiday(
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"Thanksgiving",
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month=10,
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day=1,
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offset=DateOffset(weekday=MO(2)),
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)
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Christmas = Holiday(
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"Christmas",
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month=12,
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day=25,
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)
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ChristmasEveEarlyClose2010Onwards = Holiday(
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"Christmas Eve Early Close",
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month=12,
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day=24,
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days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
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start_date=pd.Timestamp("2010-01-01"),
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)
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September11Closings2001 = [
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pd.Timestamp("2001-09-11", tz="UTC"),
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pd.Timestamp("2001-09-12", tz="UTC"),
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]
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class TSXExchangeCalendar(MarketCalendar):
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"""
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Exchange calendar for the Toronto Stock Exchange
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Open Time: 9:30 AM, EST
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Close Time: 4:00 PM, EST
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Regularly-Observed Holidays:
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- New Years Day (observed on first business day on/after)
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- Family Day (Third Monday in February, starting in 2008)
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- Good Friday
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- Victoria Day (Monday before May 25th)
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- Canada Day (July 1st, observed first business day after)
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- Civic Holiday (First Monday in August)
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- Labor Day (First Monday in September)
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- Thanksgiving (Second Monday in October)
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- Christmas Day
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- Dec. 26th if Christmas is on a Sunday
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- Dec. 27th if Christmas is on a weekend
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- Boxing Day
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- Dec. 27th if Christmas is on a Sunday
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- Dec. 28th if Boxing Day is on a weekend
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Early closes:
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- Starting in 2010, if Christmas Eve falls on a weekday, the market
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closes at 1:00 pm that day. If it falls on a weekend, there is no
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early close.
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"""
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aliases = ["TSX", "TSXV"]
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regular_market_times = {
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"market_open": ((None, time(9, 30)),),
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"market_close": ((None, time(16)),),
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}
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@property
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def name(self):
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return "TSX"
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@property
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def tz(self):
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return timezone("Canada/Eastern")
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regular_early_close = time(13)
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@property
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def regular_holidays(self):
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return AbstractHolidayCalendar(
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rules=[
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TSXNewYearsDay,
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FamilyDay,
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GoodFriday,
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VictoriaDay,
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CanadaDay,
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CivicHoliday,
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LaborDay,
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Thanksgiving,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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]
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)
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@property
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def adhoc_holidays(self):
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return list(
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chain(
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September11Closings2001,
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)
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)
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@property
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def special_closes(self):
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return [
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(
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self.regular_early_close,
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AbstractHolidayCalendar([ChristmasEveEarlyClose2010Onwards]),
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)
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]
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from datetime import time
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from itertools import chain
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import pandas as pd
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from pandas.tseries.holiday import (
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AbstractHolidayCalendar,
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DateOffset,
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GoodFriday,
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Holiday,
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MO,
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weekend_to_monday,
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)
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from pytz import timezone
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from pandas_market_calendars.holidays.uk import (
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BoxingDay,
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WeekendBoxingDay,
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WeekendChristmas,
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)
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from pandas_market_calendars.market_calendar import (
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MarketCalendar,
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MONDAY,
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TUESDAY,
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WEDNESDAY,
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THURSDAY,
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FRIDAY,
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)
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# New Year's Day
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TSXNewYearsDay = Holiday(
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"New Year's Day",
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month=1,
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day=1,
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observance=weekend_to_monday,
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)
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# Ontario Family Day
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FamilyDay = Holiday(
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"Family Day",
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month=2,
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day=1,
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offset=DateOffset(weekday=MO(3)),
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start_date="2008-01-01",
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)
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# Victoria Day
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# https://www.timeanddate.com/holidays/canada/victoria-day
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VictoriaDay = Holiday(
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"Victoria Day",
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month=5,
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day=24,
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offset=DateOffset(weekday=MO(-1)),
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)
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# Canada Day
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CanadaDay = Holiday(
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"Canada Day",
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month=7,
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day=1,
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observance=weekend_to_monday,
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)
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# Civic Holiday
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CivicHoliday = Holiday(
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"Civic Holiday",
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month=8,
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day=1,
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offset=DateOffset(weekday=MO(1)),
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)
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# Labor Day
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LaborDay = Holiday(
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"Labor Day",
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month=9,
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day=1,
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offset=DateOffset(weekday=MO(1)),
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)
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# Thanksgiving
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Thanksgiving = Holiday(
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"Thanksgiving",
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month=10,
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day=1,
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offset=DateOffset(weekday=MO(2)),
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)
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Christmas = Holiday(
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"Christmas",
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month=12,
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day=25,
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)
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ChristmasEveEarlyClose2010Onwards = Holiday(
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"Christmas Eve Early Close",
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month=12,
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day=24,
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days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
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start_date=pd.Timestamp("2010-01-01"),
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)
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September11Closings2001 = [
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pd.Timestamp("2001-09-11", tz="UTC"),
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pd.Timestamp("2001-09-12", tz="UTC"),
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]
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class TSXExchangeCalendar(MarketCalendar):
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"""
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Exchange calendar for the Toronto Stock Exchange
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Open Time: 9:30 AM, EST
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Close Time: 4:00 PM, EST
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Regularly-Observed Holidays:
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- New Years Day (observed on first business day on/after)
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- Family Day (Third Monday in February, starting in 2008)
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- Good Friday
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- Victoria Day (Monday before May 25th)
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- Canada Day (July 1st, observed first business day after)
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- Civic Holiday (First Monday in August)
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- Labor Day (First Monday in September)
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- Thanksgiving (Second Monday in October)
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- Christmas Day
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- Dec. 26th if Christmas is on a Sunday
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- Dec. 27th if Christmas is on a weekend
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- Boxing Day
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- Dec. 27th if Christmas is on a Sunday
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- Dec. 28th if Boxing Day is on a weekend
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Early closes:
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- Starting in 2010, if Christmas Eve falls on a weekday, the market
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closes at 1:00 pm that day. If it falls on a weekend, there is no
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early close.
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"""
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aliases = ["TSX", "TSXV"]
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regular_market_times = {
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"market_open": ((None, time(9, 30)),),
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"market_close": ((None, time(16)),),
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}
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@property
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def name(self):
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return "TSX"
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@property
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def tz(self):
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return timezone("Canada/Eastern")
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regular_early_close = time(13)
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@property
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def regular_holidays(self):
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return AbstractHolidayCalendar(
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rules=[
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TSXNewYearsDay,
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FamilyDay,
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GoodFriday,
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VictoriaDay,
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CanadaDay,
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CivicHoliday,
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LaborDay,
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Thanksgiving,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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]
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)
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@property
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def adhoc_holidays(self):
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return list(
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chain(
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September11Closings2001,
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)
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)
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@property
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|
+
def special_closes(self):
|
176
|
+
return [
|
177
|
+
(
|
178
|
+
self.regular_early_close,
|
179
|
+
AbstractHolidayCalendar([ChristmasEveEarlyClose2010Onwards]),
|
180
|
+
)
|
181
|
+
]
|