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/holidays/sifma.py CHANGED
@@ -1,350 +1,350 @@
1
- from dateutil.relativedelta import MO, TH
2
- from pandas import DateOffset, Timestamp
3
- from pandas.tseries.holiday import (
4
- Holiday,
5
- nearest_workday,
6
- next_monday,
7
- sunday_to_monday,
8
- previous_workday,
9
- Easter,
10
- )
11
- from pandas.tseries.offsets import Day
12
-
13
- from pandas_market_calendars.market_calendar import (
14
- MONDAY,
15
- TUESDAY,
16
- WEDNESDAY,
17
- THURSDAY,
18
- FRIDAY,
19
- )
20
-
21
- ####################################################
22
- # US New Years Day Jan 1
23
- # When Jan 1 is a Sunday, US markets observe the subsequent Monday.
24
- # When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
25
- #####################################################
26
- USNewYearsDay = Holiday(
27
- "New Years Day US",
28
- month=1,
29
- day=1,
30
- days_of_week=(
31
- MONDAY,
32
- TUESDAY,
33
- WEDNESDAY,
34
- THURSDAY,
35
- FRIDAY,
36
- ),
37
- observance=sunday_to_monday,
38
- )
39
-
40
- USNewYearsEve2pmEarlyClose = Holiday(
41
- "New Years Eve US",
42
- month=1,
43
- day=1,
44
- days_of_week=(
45
- MONDAY,
46
- TUESDAY,
47
- WEDNESDAY,
48
- THURSDAY,
49
- FRIDAY,
50
- ),
51
- observance=previous_workday,
52
- )
53
-
54
- #########################################################################
55
- # Martin Luther King Jr
56
- ##########################################################################
57
- MartinLutherKingJr = Holiday(
58
- "Dr. Martin Luther King Jr. Day",
59
- month=1,
60
- day=1,
61
- days_of_week=(
62
- MONDAY,
63
- TUESDAY,
64
- WEDNESDAY,
65
- THURSDAY,
66
- FRIDAY,
67
- ),
68
- offset=DateOffset(weekday=MO(3)),
69
- )
70
-
71
- #########################################################################
72
- # US Presidents Day Feb
73
- ##########################################################################
74
- USPresidentsDay = Holiday(
75
- "President" "s Day",
76
- start_date=Timestamp("1971-01-01"),
77
- month=2,
78
- day=1,
79
- days_of_week=(
80
- MONDAY,
81
- TUESDAY,
82
- WEDNESDAY,
83
- THURSDAY,
84
- FRIDAY,
85
- ),
86
- offset=DateOffset(weekday=MO(3)),
87
- )
88
-
89
- ############################################################
90
- # Good Friday
91
- ############################################################
92
- GoodFridayThru2020 = Holiday(
93
- "Good Friday 1908+",
94
- end_date=Timestamp("2020-12-31"),
95
- month=1,
96
- day=1,
97
- offset=[Easter(), Day(-2)],
98
- )
99
-
100
- # 2021 is early close.
101
- # 2022 is a full holiday.
102
- # 2023 is early close.
103
- # 2024 is a full holiday
104
- GoodFridayAdHoc = [
105
- Timestamp("2022-04-15", tz="UTC"),
106
- Timestamp("2024-03-29", tz="UTC"),
107
- ]
108
-
109
- GoodFriday2pmEarlyCloseAdHoc = [
110
- Timestamp("2021-04-02", tz="UTC"),
111
- Timestamp("2023-04-07", tz="UTC"),
112
- ]
113
-
114
- DayBeforeGoodFriday2pmEarlyCloseThru2020 = Holiday(
115
- "Day Before Good Friday Thru 2020",
116
- end_date=Timestamp("2020-12-31"),
117
- month=1,
118
- day=1,
119
- offset=[Easter(), Day(-3)],
120
- )
121
-
122
- DayBeforeGoodFriday2pmEarlyCloseAdHoc = [
123
- Timestamp("2022-04-14", tz="UTC"),
124
- Timestamp("2024-03-28", tz="UTC"),
125
- ]
126
-
127
- ##################################################
128
- # US Memorial Day (Decoration Day) May 30
129
- # Closed every year since 1873
130
- # Observed on Monday since 1971
131
- ##################################################
132
- USMemorialDay = Holiday(
133
- "Memorial Day",
134
- month=5,
135
- day=25,
136
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
137
- offset=DateOffset(weekday=MO(1)),
138
- )
139
-
140
- DayBeforeUSMemorialDay2pmEarlyClose = Holiday(
141
- "Day Before Memorial Day",
142
- month=5,
143
- day=25,
144
- offset=[DateOffset(weekday=MO(1)), Day(-3)],
145
- )
146
-
147
- #######################################
148
- # US Juneteenth (June 19th)
149
- #######################################
150
- USJuneteenthAfter2022 = Holiday(
151
- "Juneteenth Starting at 2022",
152
- start_date=Timestamp("2022-06-19"),
153
- month=6,
154
- day=19,
155
- observance=nearest_workday,
156
- )
157
-
158
- #######################################
159
- # US Independence Day July 4
160
- #######################################
161
- USIndependenceDay = Holiday(
162
- "July 4th",
163
- month=7,
164
- day=4,
165
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
166
- observance=nearest_workday,
167
- )
168
-
169
- # Day before Independence Day
170
- DayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
171
- "Day Before Independence Day",
172
- month=7,
173
- day=4,
174
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
175
- observance=previous_workday,
176
- )
177
-
178
- # When July 4th is a Saturday, the previous Friday is a holiday
179
- # and the previous Thursday is an early close
180
- ThursdayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
181
- "Thursday Before Independence Day",
182
- month=7,
183
- day=2,
184
- days_of_week=(THURSDAY,),
185
- )
186
-
187
- #################################################
188
- # US Labor Day
189
- #################################################
190
- USLaborDay = Holiday("Labor Day", month=9, day=1, offset=DateOffset(weekday=MO(1)))
191
-
192
- #################################################
193
- # Columbus Day
194
- #################################################
195
- USColumbusDay = Holiday(
196
- "Columbus Day",
197
- month=10,
198
- day=1,
199
- offset=DateOffset(weekday=MO(2)),
200
- )
201
-
202
- ##########################################################
203
- # Armistice/Veterans day
204
- # When falls on Saturday, no holiday is observed.
205
- # When falls on Sunday, the Monday following is a holiday.
206
- ##########################################################
207
- USVeteransDay2022 = Holiday(
208
- "Veterans Day Prior to 2023",
209
- month=11,
210
- day=11,
211
- end_date=Timestamp("2022-12-31"),
212
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
213
- observance=sunday_to_monday,
214
- )
215
-
216
- USVeteransDay = Holiday(
217
- "Veterans Day",
218
- month=11,
219
- day=11,
220
- start_date=Timestamp("2023-12-31"),
221
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
222
- observance=sunday_to_monday,
223
- )
224
-
225
- ################################################
226
- # US Thanksgiving Nov 30
227
- ################################################
228
- USThanksgivingDay = Holiday(
229
- "Thanksgiving", month=11, day=1, offset=DateOffset(weekday=TH(4))
230
- )
231
-
232
- DayAfterThanksgiving2pmEarlyClose = Holiday(
233
- "Black Friday",
234
- month=11,
235
- day=1,
236
- offset=[DateOffset(weekday=TH(4)), Day(1)],
237
- )
238
-
239
- ################################
240
- # Christmas Dec 25
241
- ################################
242
- Christmas = Holiday(
243
- "Christmas",
244
- month=12,
245
- day=25,
246
- observance=nearest_workday,
247
- )
248
-
249
- ChristmasEve2pmEarlyClose = Holiday(
250
- "Christmas Eve",
251
- month=12,
252
- day=25,
253
- observance=previous_workday,
254
- )
255
-
256
- # When Christmas is on a Saturday it is observed on Friday the 24th
257
- # Early close on Thursday 23rd
258
- ChristmasEveThursday2pmEarlyClose = Holiday(
259
- "Christmas Eve on Thursday",
260
- month=12,
261
- day=23,
262
- days_of_week=(THURSDAY,),
263
- )
264
-
265
- ############################################################################
266
- # UK Specific Holidays
267
- ############################################################################
268
-
269
- # Remarkably, in 2022 SIFMA recommended NO new year's day observance in the US (Saturday)
270
- # but in the UK it was observed on Monday requiring a different rule
271
- UKNewYearsDay = Holiday(
272
- "New Years Day",
273
- month=1,
274
- day=1,
275
- observance=next_monday,
276
- )
277
-
278
- UKGoodFriday = Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)])
279
-
280
- UKEasterMonday = Holiday("Easter Monday", month=1, day=1, offset=[Easter(), Day(+1)])
281
-
282
- # Observed first Monday in May
283
- UKMayDay = Holiday(
284
- "May Day",
285
- month=5,
286
- day=1,
287
- offset=DateOffset(weekday=MO(1)),
288
- )
289
-
290
- # Almost always follows US Memorial Day except for
291
- UKSpringBankAdHoc = [
292
- Timestamp("2022-06-02", tz="UTC"),
293
- ]
294
-
295
- UKPlatinumJubilee2022 = [
296
- Timestamp("2022-06-03", tz="UTC"),
297
- ]
298
-
299
- # Observed last Monday in August in England, Wales, and Northern Ireland
300
- # Observed first Monday in August in Scotland
301
- # Coded as last Monday
302
- # https://www.timeanddate.com/holidays/uk/summer-bank-holiday
303
- UKSummerBank = Holiday(
304
- "Summer Bank Holiday",
305
- month=8,
306
- day=30,
307
- offset=DateOffset(weekday=MO(-1)),
308
- )
309
-
310
- # UK observes Christmas on Tuesday when Boxing Day is on Monday
311
- # UK observes Christmas on Monday when Christmas is on Saturday
312
- UKChristmaEve = Holiday(
313
- "Christmas",
314
- month=12,
315
- day=24,
316
- days_of_week=(FRIDAY,),
317
- )
318
-
319
- UKChristmas = Holiday(
320
- "Christmas",
321
- month=12,
322
- day=25,
323
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
324
- )
325
-
326
- # If christmas day is Saturday Monday 27th is a holiday
327
- # If christmas day is sunday the Tuesday 27th is a holiday
328
- UKWeekendChristmas = Holiday(
329
- "Weekend Christmas",
330
- month=12,
331
- day=27,
332
- days_of_week=(MONDAY, TUESDAY),
333
- )
334
-
335
- # Boxing day
336
- UKBoxingDay = Holiday(
337
- "Boxing Day",
338
- month=12,
339
- day=26,
340
- days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
341
- )
342
-
343
- # If boxing day is saturday then Monday 28th is a holiday
344
- # If boxing day is sunday then Tuesday 28th is a holiday
345
- UKWeekendBoxingDay = Holiday(
346
- "Weekend Boxing Day",
347
- month=12,
348
- day=28,
349
- days_of_week=(MONDAY, TUESDAY),
350
- )
1
+ from dateutil.relativedelta import MO, TH
2
+ from pandas import DateOffset, Timestamp
3
+ from pandas.tseries.holiday import (
4
+ Holiday,
5
+ nearest_workday,
6
+ next_monday,
7
+ sunday_to_monday,
8
+ previous_workday,
9
+ Easter,
10
+ )
11
+ from pandas.tseries.offsets import Day
12
+
13
+ from pandas_market_calendars.market_calendar import (
14
+ MONDAY,
15
+ TUESDAY,
16
+ WEDNESDAY,
17
+ THURSDAY,
18
+ FRIDAY,
19
+ )
20
+
21
+ ####################################################
22
+ # US New Years Day Jan 1
23
+ # When Jan 1 is a Sunday, US markets observe the subsequent Monday.
24
+ # When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
25
+ #####################################################
26
+ USNewYearsDay = Holiday(
27
+ "New Years Day US",
28
+ month=1,
29
+ day=1,
30
+ days_of_week=(
31
+ MONDAY,
32
+ TUESDAY,
33
+ WEDNESDAY,
34
+ THURSDAY,
35
+ FRIDAY,
36
+ ),
37
+ observance=sunday_to_monday,
38
+ )
39
+
40
+ USNewYearsEve2pmEarlyClose = Holiday(
41
+ "New Years Eve US",
42
+ month=1,
43
+ day=1,
44
+ days_of_week=(
45
+ MONDAY,
46
+ TUESDAY,
47
+ WEDNESDAY,
48
+ THURSDAY,
49
+ FRIDAY,
50
+ ),
51
+ observance=previous_workday,
52
+ )
53
+
54
+ #########################################################################
55
+ # Martin Luther King Jr
56
+ ##########################################################################
57
+ MartinLutherKingJr = Holiday(
58
+ "Dr. Martin Luther King Jr. Day",
59
+ month=1,
60
+ day=1,
61
+ days_of_week=(
62
+ MONDAY,
63
+ TUESDAY,
64
+ WEDNESDAY,
65
+ THURSDAY,
66
+ FRIDAY,
67
+ ),
68
+ offset=DateOffset(weekday=MO(3)),
69
+ )
70
+
71
+ #########################################################################
72
+ # US Presidents Day Feb
73
+ ##########################################################################
74
+ USPresidentsDay = Holiday(
75
+ "President" "s Day",
76
+ start_date=Timestamp("1971-01-01"),
77
+ month=2,
78
+ day=1,
79
+ days_of_week=(
80
+ MONDAY,
81
+ TUESDAY,
82
+ WEDNESDAY,
83
+ THURSDAY,
84
+ FRIDAY,
85
+ ),
86
+ offset=DateOffset(weekday=MO(3)),
87
+ )
88
+
89
+ ############################################################
90
+ # Good Friday
91
+ ############################################################
92
+ GoodFridayThru2020 = Holiday(
93
+ "Good Friday 1908+",
94
+ end_date=Timestamp("2020-12-31"),
95
+ month=1,
96
+ day=1,
97
+ offset=[Easter(), Day(-2)],
98
+ )
99
+
100
+ # 2021 is early close.
101
+ # 2022 is a full holiday.
102
+ # 2023 is early close.
103
+ # 2024 is a full holiday
104
+ GoodFridayAdHoc = [
105
+ Timestamp("2022-04-15", tz="UTC"),
106
+ Timestamp("2024-03-29", tz="UTC"),
107
+ ]
108
+
109
+ GoodFriday2pmEarlyCloseAdHoc = [
110
+ Timestamp("2021-04-02", tz="UTC"),
111
+ Timestamp("2023-04-07", tz="UTC"),
112
+ ]
113
+
114
+ DayBeforeGoodFriday2pmEarlyCloseThru2020 = Holiday(
115
+ "Day Before Good Friday Thru 2020",
116
+ end_date=Timestamp("2020-12-31"),
117
+ month=1,
118
+ day=1,
119
+ offset=[Easter(), Day(-3)],
120
+ )
121
+
122
+ DayBeforeGoodFriday2pmEarlyCloseAdHoc = [
123
+ Timestamp("2022-04-14", tz="UTC"),
124
+ Timestamp("2024-03-28", tz="UTC"),
125
+ ]
126
+
127
+ ##################################################
128
+ # US Memorial Day (Decoration Day) May 30
129
+ # Closed every year since 1873
130
+ # Observed on Monday since 1971
131
+ ##################################################
132
+ USMemorialDay = Holiday(
133
+ "Memorial Day",
134
+ month=5,
135
+ day=25,
136
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
137
+ offset=DateOffset(weekday=MO(1)),
138
+ )
139
+
140
+ DayBeforeUSMemorialDay2pmEarlyClose = Holiday(
141
+ "Day Before Memorial Day",
142
+ month=5,
143
+ day=25,
144
+ offset=[DateOffset(weekday=MO(1)), Day(-3)],
145
+ )
146
+
147
+ #######################################
148
+ # US Juneteenth (June 19th)
149
+ #######################################
150
+ USJuneteenthAfter2022 = Holiday(
151
+ "Juneteenth Starting at 2022",
152
+ start_date=Timestamp("2022-06-19"),
153
+ month=6,
154
+ day=19,
155
+ observance=nearest_workday,
156
+ )
157
+
158
+ #######################################
159
+ # US Independence Day July 4
160
+ #######################################
161
+ USIndependenceDay = Holiday(
162
+ "July 4th",
163
+ month=7,
164
+ day=4,
165
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
166
+ observance=nearest_workday,
167
+ )
168
+
169
+ # Day before Independence Day
170
+ DayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
171
+ "Day Before Independence Day",
172
+ month=7,
173
+ day=4,
174
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
175
+ observance=previous_workday,
176
+ )
177
+
178
+ # When July 4th is a Saturday, the previous Friday is a holiday
179
+ # and the previous Thursday is an early close
180
+ ThursdayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
181
+ "Thursday Before Independence Day",
182
+ month=7,
183
+ day=2,
184
+ days_of_week=(THURSDAY,),
185
+ )
186
+
187
+ #################################################
188
+ # US Labor Day
189
+ #################################################
190
+ USLaborDay = Holiday("Labor Day", month=9, day=1, offset=DateOffset(weekday=MO(1)))
191
+
192
+ #################################################
193
+ # Columbus Day
194
+ #################################################
195
+ USColumbusDay = Holiday(
196
+ "Columbus Day",
197
+ month=10,
198
+ day=1,
199
+ offset=DateOffset(weekday=MO(2)),
200
+ )
201
+
202
+ ##########################################################
203
+ # Armistice/Veterans day
204
+ # When falls on Saturday, no holiday is observed.
205
+ # When falls on Sunday, the Monday following is a holiday.
206
+ ##########################################################
207
+ USVeteransDay2022 = Holiday(
208
+ "Veterans Day Prior to 2023",
209
+ month=11,
210
+ day=11,
211
+ end_date=Timestamp("2022-12-31"),
212
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
213
+ observance=sunday_to_monday,
214
+ )
215
+
216
+ USVeteransDay = Holiday(
217
+ "Veterans Day",
218
+ month=11,
219
+ day=11,
220
+ start_date=Timestamp("2023-12-31"),
221
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
222
+ observance=sunday_to_monday,
223
+ )
224
+
225
+ ################################################
226
+ # US Thanksgiving Nov 30
227
+ ################################################
228
+ USThanksgivingDay = Holiday(
229
+ "Thanksgiving", month=11, day=1, offset=DateOffset(weekday=TH(4))
230
+ )
231
+
232
+ DayAfterThanksgiving2pmEarlyClose = Holiday(
233
+ "Black Friday",
234
+ month=11,
235
+ day=1,
236
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
237
+ )
238
+
239
+ ################################
240
+ # Christmas Dec 25
241
+ ################################
242
+ Christmas = Holiday(
243
+ "Christmas",
244
+ month=12,
245
+ day=25,
246
+ observance=nearest_workday,
247
+ )
248
+
249
+ ChristmasEve2pmEarlyClose = Holiday(
250
+ "Christmas Eve",
251
+ month=12,
252
+ day=25,
253
+ observance=previous_workday,
254
+ )
255
+
256
+ # When Christmas is on a Saturday it is observed on Friday the 24th
257
+ # Early close on Thursday 23rd
258
+ ChristmasEveThursday2pmEarlyClose = Holiday(
259
+ "Christmas Eve on Thursday",
260
+ month=12,
261
+ day=23,
262
+ days_of_week=(THURSDAY,),
263
+ )
264
+
265
+ ############################################################################
266
+ # UK Specific Holidays
267
+ ############################################################################
268
+
269
+ # Remarkably, in 2022 SIFMA recommended NO new year's day observance in the US (Saturday)
270
+ # but in the UK it was observed on Monday requiring a different rule
271
+ UKNewYearsDay = Holiday(
272
+ "New Years Day",
273
+ month=1,
274
+ day=1,
275
+ observance=next_monday,
276
+ )
277
+
278
+ UKGoodFriday = Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)])
279
+
280
+ UKEasterMonday = Holiday("Easter Monday", month=1, day=1, offset=[Easter(), Day(+1)])
281
+
282
+ # Observed first Monday in May
283
+ UKMayDay = Holiday(
284
+ "May Day",
285
+ month=5,
286
+ day=1,
287
+ offset=DateOffset(weekday=MO(1)),
288
+ )
289
+
290
+ # Almost always follows US Memorial Day except for
291
+ UKSpringBankAdHoc = [
292
+ Timestamp("2022-06-02", tz="UTC"),
293
+ ]
294
+
295
+ UKPlatinumJubilee2022 = [
296
+ Timestamp("2022-06-03", tz="UTC"),
297
+ ]
298
+
299
+ # Observed last Monday in August in England, Wales, and Northern Ireland
300
+ # Observed first Monday in August in Scotland
301
+ # Coded as last Monday
302
+ # https://www.timeanddate.com/holidays/uk/summer-bank-holiday
303
+ UKSummerBank = Holiday(
304
+ "Summer Bank Holiday",
305
+ month=8,
306
+ day=30,
307
+ offset=DateOffset(weekday=MO(-1)),
308
+ )
309
+
310
+ # UK observes Christmas on Tuesday when Boxing Day is on Monday
311
+ # UK observes Christmas on Monday when Christmas is on Saturday
312
+ UKChristmaEve = Holiday(
313
+ "Christmas",
314
+ month=12,
315
+ day=24,
316
+ days_of_week=(FRIDAY,),
317
+ )
318
+
319
+ UKChristmas = Holiday(
320
+ "Christmas",
321
+ month=12,
322
+ day=25,
323
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
324
+ )
325
+
326
+ # If christmas day is Saturday Monday 27th is a holiday
327
+ # If christmas day is sunday the Tuesday 27th is a holiday
328
+ UKWeekendChristmas = Holiday(
329
+ "Weekend Christmas",
330
+ month=12,
331
+ day=27,
332
+ days_of_week=(MONDAY, TUESDAY),
333
+ )
334
+
335
+ # Boxing day
336
+ UKBoxingDay = Holiday(
337
+ "Boxing Day",
338
+ month=12,
339
+ day=26,
340
+ days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
341
+ )
342
+
343
+ # If boxing day is saturday then Monday 28th is a holiday
344
+ # If boxing day is sunday then Tuesday 28th is a holiday
345
+ UKWeekendBoxingDay = Holiday(
346
+ "Weekend Boxing Day",
347
+ month=12,
348
+ day=28,
349
+ days_of_week=(MONDAY, TUESDAY),
350
+ )