pandas-market-calendars 4.4.1__tar.gz → 4.5.0__tar.gz

{pandas_market_calendars-4.4.1/pandas_market_calendars.egg-info → pandas_market_calendars-4.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pandas_market_calendars
-Version: 4.4.1
+Version: 4.5.0
 Summary: Market and exchange trading calendars for pandas
 Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
 License: MIT
@@ -18,6 +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
+Classifier: Programming Language :: Python :: 3.13
 Requires-Python: >=3.8
 Description-Content-Type: text/x-rst
 License-File: LICENSE

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0}/pandas_market_calendars/calendars/jpx.py

@@ -21,13 +21,17 @@ class JPXExchangeCalendar(MarketCalendar):
 
     Open Time: 9:31 AM, Asia/Tokyo
     LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
-    Close Time: 4:00 PM, Asia/Tokyo
+    Close Time: 3:30 PM, Asia/Tokyo
+
+    Market close of Japan changed from 3:00 PM to 3:30 PM on November 5, 2024
+    Reference:
+    https://www.jpx.co.jp/english/equities/trading/domestic/tvdivq0000006blj-att/tradinghours_eg.pdf
     """
 
     aliases = ["JPX", "XJPX"]
     regular_market_times = {
         "market_open": ((None, time(9)),),
-        "market_close": ((None, time(15)),),
+        "market_close": ((None, time(15)), ("2024-11-05", time(15, 30))),
         "break_start": ((None, time(11, 30)),),
         "break_end": ((None, time(12, 30)),),
     }

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0}/pandas_market_calendars/calendars/nyse.py

@@ -297,6 +297,8 @@ from pandas_market_calendars.holidays.nyse import (
     HurricaneSandyClosings2012,
     # 2018
     GeorgeHWBushDeath2018,
+    # 2025
+    JimmyCarterDeath2025,
 )
 from pandas_market_calendars.market_calendar import MarketCalendar
 
@@ -961,6 +963,7 @@ class NYSEExchangeCalendar(MarketCalendar):
                 September11Closings2001,
                 HurricaneSandyClosings2012,
                 GeorgeHWBushDeath2018,
+                JimmyCarterDeath2025,
             )
         )
 

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0}/pandas_market_calendars/holidays/nyse.py

@@ -1529,3 +1529,8 @@ HurricaneSandyClosings2012 = [
 GeorgeHWBushDeath2018 = [
     Timestamp("2018-12-05", tz="UTC"),
 ]
+
+# 2025
+JimmyCarterDeath2025 = [
+    Timestamp("2025-01-09", tz="UTC"),
+]

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0}/pandas_market_calendars/market_calendar.py

@@ -625,7 +625,15 @@ class MarketCalendar(metaclass=MarketCalendarMeta):
 
     def _tryholidays(self, cal, s, e):
         try:
-            return cal.holidays(s, e)
+            # If the Calendar is all single Observance Holidays then it is far
+            # more efficient to extract and return those dates
+            observed_dates = _all_single_observance_rules(cal)
+            if observed_dates is not None:
+                return pd.DatetimeIndex(
+                    [date for date in observed_dates if s <= date <= e]
+                )
+            else:
+                return cal.holidays(s, e)
         except ValueError:
             return pd.DatetimeIndex([])
 
@@ -920,3 +928,14 @@ class MarketCalendar(metaclass=MarketCalendarMeta):
 
     def __delitem__(self, key):
         return self.remove_time(key)
+
+
+def _is_single_observance(holiday):
+    "Returns the Date of the Holiday if it is only observed once, None otherwise."
+    return holiday.start_date if holiday.start_date == holiday.end_date else None
+
+
+def _all_single_observance_rules(calendar):
+    "Returns a list of timestamps if the Calendar's Rules are all single observance holidays, None Otherwise"
+    observances = [_is_single_observance(rule) for rule in calendar.rules]
+    return observances if all(observances) else None

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0/pandas_market_calendars.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pandas_market_calendars
-Version: 4.4.1
+Version: 4.5.0
 Summary: Market and exchange trading calendars for pandas
 Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
 License: MIT
@@ -18,6 +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
+Classifier: Programming Language :: Python :: 3.13
 Requires-Python: >=3.8
 Description-Content-Type: text/x-rst
 License-File: LICENSE

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "pandas_market_calendars"
-version = "4.4.1"
+version = "4.5.0"
 authors = [
     { name = "Ryan Sheftel", email = "rsheftel@alumni.upenn.edu" },
 ]
@@ -21,6 +21,7 @@ classifiers = [
     'Programming Language :: Python :: 3.10',
     'Programming Language :: Python :: 3.11',
     'Programming Language :: Python :: 3.12',
+    'Programming Language :: Python :: 3.13',
 ]
 dependencies = ['pandas>=1.1', 'pytz', 'python-dateutil', 'exchange-calendars>=3.3']
 

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0}/tests/test_jpx_calendar.py

@@ -267,3 +267,37 @@ def test_jpx_trading_days_since_1949(request):
     actual = pd.date_range(start_date, end_date, freq=day_generator)
 
     assert_index_equal(expected, actual)
+
+
+def test_jpx_change_in_market_close():
+    """
+    The market close of Japan changed from 3:00 PM to 3:30 PM on November 5, 2024, make sure the
+    calendar reflects this change.
+    """
+    jpx_calendar = JPXExchangeCalendar()
+    jpx_schedule = jpx_calendar.schedule(start_date="2024-10-28", end_date="2024-11-08")
+
+    business_dates_before_change = [
+        "2024-10-28",
+        "2024-10-29",
+        "2024-10-30",
+        "2024-10-31",
+        "2024-11-01",
+    ]
+
+    business_dates_after_change = [
+        "2024-11-05",
+        "2024-11-06",
+        "2024-11-07",
+        "2024-11-08",
+    ]
+
+    for date in business_dates_before_change:
+        assert jpx_schedule.loc[date, "market_close"] == pd.Timestamp(
+            f"{date} 15:00", tz="Asia/Tokyo"
+        )
+
+    for date in business_dates_after_change:
+        assert jpx_schedule.loc[date, "market_close"] == pd.Timestamp(
+            f"{date} 15:30", tz="Asia/Tokyo"
+        )

{pandas_market_calendars-4.4.1 → pandas_market_calendars-4.5.0}/tests/test_nyse_calendar_early_years.py

@@ -3995,6 +3995,7 @@ def test_2025():
     end = "2025-12-31"
     holidays = [
         pd.Timestamp("2025-01-01", tz="UTC"),
+        pd.Timestamp("2025-01-09", tz="UTC"),
         pd.Timestamp("2025-01-20", tz="UTC"),
         pd.Timestamp("2025-02-17", tz="UTC"),
         pd.Timestamp("2025-04-18", tz="UTC"),