pandas-market-calendars 4.4.0__tar.gz → 4.4.1__tar.gz

{pandas_market_calendars-4.4.0/pandas_market_calendars.egg-info → pandas_market_calendars-4.4.1}/PKG-INFO

@@ -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 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/pandas_market_calendars/calendar_utils.py

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

{pandas_market_calendars-4.4.0 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/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-4.4.0 → pandas_market_calendars-4.4.1}/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 → pandas_market_calendars-4.4.1/pandas_market_calendars.egg-info}/PKG-INFO

@@ -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 → pandas_market_calendars-4.4.1}/pandas_market_calendars.egg-info/SOURCES.txt

@@ -51,6 +51,7 @@ pandas_market_calendars/holidays/oz.py
 pandas_market_calendars/holidays/sifma.py
 pandas_market_calendars/holidays/uk.py
 pandas_market_calendars/holidays/us.py
+tests/test_24_7_calendar.py
 tests/test_XNYS_calendar.py
 tests/test_asx_calendar.py
 tests/test_bmf_calendar.py
@@ -67,6 +68,7 @@ tests/test_exchange_calendar_cme_globex_energy_and_metals.py
 tests/test_exchange_calendar_cme_globex_equities.py
 tests/test_exchange_calendar_cme_globex_fixed_income.py
 tests/test_exchange_calendar_cme_globex_fx.py
+tests/test_exchange_calendar_cme_globex_grains.py
 tests/test_hkex_calendar.py
 tests/test_ice_calendar.py
 tests/test_iex_calendar.py
@@ -80,4 +82,5 @@ tests/test_sifma_calendars.py
 tests/test_six_calendar.py
 tests/test_sse_calendar.py
 tests/test_tsx_calendar.py
-tests/test_utils.py
+tests/test_utils.py
+tests/test_xtae_calendar.py

{pandas_market_calendars-4.4.0 → pandas_market_calendars-4.4.1}/pyproject.toml

@@ -1,12 +1,12 @@
 [project]
 name = "pandas_market_calendars"
-version = "4.4.0"
+version = "4.4.1"
 authors = [
     { name = "Ryan Sheftel", email = "rsheftel@alumni.upenn.edu" },
 ]
 description = "Market and exchange trading calendars for pandas"
 readme = "README.rst"
-requires-python = ">=3.9"
+requires-python = ">=3.8"
 keywords = ["trading", "exchanges", "markets", "OTC", "datetime", "holiday", "business days"]
 license = { text = "MIT" }
 classifiers = [

pandas_market_calendars-4.4.1/tests/test_24_7_calendar.py

@@ -0,0 +1,25 @@
+import pandas as pd
+from pandas.testing import assert_index_equal
+
+import pandas_market_calendars as mcal
+
+
+def test_weekends():
+    actual = mcal.get_calendar("24/7").schedule("2012-07-01", "2012-07-10").index
+
+    expected = pd.DatetimeIndex(
+        [
+            pd.Timestamp("2012-07-01"),
+            pd.Timestamp("2012-07-02"),
+            pd.Timestamp("2012-07-03"),
+            pd.Timestamp("2012-07-04"),
+            pd.Timestamp("2012-07-05"),
+            pd.Timestamp("2012-07-06"),
+            pd.Timestamp("2012-07-07"),
+            pd.Timestamp("2012-07-08"),
+            pd.Timestamp("2012-07-09"),
+            pd.Timestamp("2012-07-10"),
+        ]
+    )
+
+    assert_index_equal(actual, expected)

{pandas_market_calendars-4.4.0 → pandas_market_calendars-4.4.1}/tests/test_cme_agriculture_calendar.py

@@ -44,7 +44,6 @@ def test_dec_jan():
     cme = CMEAgricultureExchangeCalendar()
     schedule = cme.schedule("2020-12-30", "2021-01-10")
 
-    print(schedule)
     assert schedule["market_open"].iloc[0] == pd.Timestamp(
         "2020-12-29 23:01:00", tz="UTC"
     )

pandas_market_calendars-4.4.1/tests/test_exchange_calendar_cme_globex_grains.py

@@ -0,0 +1,30 @@
+import pandas as pd
+import pytz
+from pandas.testing import assert_index_equal
+
+from pandas_market_calendars.calendars.cme_globex_agriculture import (
+    CMEGlobexGrainsAndOilseedsExchangeCalendar,
+)
+
+cal = CMEGlobexGrainsAndOilseedsExchangeCalendar()
+
+
+def test_time_zone():
+    assert cal.tz == pytz.timezone("America/Chicago")
+    assert cal.name == "CMEGlobex_GrainsAndOilseeds"
+
+
+def test_x():
+    schedule = cal.schedule("2023-01-01", "2023-01-10", tz="America/New_York")
+
+    good_dates = cal.valid_days("2023-01-01", "2023-12-31")
+
+    assert all(
+        d not in good_dates
+        for d in {"2023-01-01", "2023-12-24", "2023-12-25", "2023-12-30", "2023-12-31"}
+    )
+
+    assert all(
+        d in good_dates
+        for d in {"2023-01-03", "2023-01-05", "2023-12-26", "2023-12-27", "2023-12-28"}
+    )

pandas_market_calendars-4.4.1/tests/test_xtae_calendar.py

@@ -0,0 +1,53 @@
+import pandas as pd
+from pandas.testing import assert_index_equal, assert_series_equal
+
+import pandas_market_calendars as mcal
+
+
+def test_xtae_schedule():
+    actual = mcal.get_calendar("XTAE").schedule("2012-07-01", "2012-07-10").index
+
+    expected = pd.DatetimeIndex(
+        [
+            pd.Timestamp("2012-07-01"),
+            pd.Timestamp("2012-07-02"),
+            pd.Timestamp("2012-07-03"),
+            pd.Timestamp("2012-07-04"),
+            pd.Timestamp("2012-07-05"),
+            pd.Timestamp("2012-07-08"),
+            pd.Timestamp("2012-07-09"),
+            pd.Timestamp("2012-07-10"),
+        ]
+    )
+
+    assert_index_equal(actual, expected)
+
+
+def test_xtae_sunday_close():
+    actual = mcal.get_calendar("XTAE").schedule("2012-07-01", "2012-07-10")
+
+    expected = pd.Series(
+        index=[
+            pd.Timestamp("2012-07-01"),
+            pd.Timestamp("2012-07-02"),
+            pd.Timestamp("2012-07-03"),
+            pd.Timestamp("2012-07-04"),
+            pd.Timestamp("2012-07-05"),
+            pd.Timestamp("2012-07-08"),
+            pd.Timestamp("2012-07-09"),
+            pd.Timestamp("2012-07-10"),
+        ],
+        data=[
+            pd.Timestamp("2012-07-01 12:40:00+00:00"),
+            pd.Timestamp("2012-07-02 14:15:00+00:00"),
+            pd.Timestamp("2012-07-03 14:15:00+00:00"),
+            pd.Timestamp("2012-07-04 14:15:00+00:00"),
+            pd.Timestamp("2012-07-05 14:15:00+00:00"),
+            pd.Timestamp("2012-07-08 12:40:00+00:00"),
+            pd.Timestamp("2012-07-09 14:15:00+00:00"),
+            pd.Timestamp("2012-07-10 14:15:00+00:00"),
+        ],
+        name="market_close",
+    )
+
+    assert_series_equal(actual["market_close"], expected)