pandas-market-calendars 4.4.2__py3-none-any.whl → 4.5.1__py3-none-any.whl

pandas_market_calendars/calendars/ice.py

@@ -1,81 +1,81 @@
-from datetime import time
-from itertools import chain
-
-from pandas import Timestamp
-from pandas.tseries.holiday import (
-    AbstractHolidayCalendar,
-    GoodFriday,
-    USLaborDay,
-    USPresidentsDay,
-    USThanksgivingDay,
-)
-from pytz import timezone
-
-from pandas_market_calendars.holidays.us import (
-    Christmas,
-    USIndependenceDay,
-    USMartinLutherKingJrAfter1998,
-    USMemorialDay,
-    USNationalDaysofMourning,
-    USNewYearsDay,
-)
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-class ICEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for ICE US.
-
-    Open Time: 8pm, US/Eastern
-    Close Time: 6pm, US/Eastern
-
-    https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
-    """
-
-    aliases = ["ICE", "ICEUS", "NYFE"]
-    regular_market_times = {
-        "market_open": ((None, time(20, 1), -1),),  # offset by -1 day
-        "market_close": ((None, time(18)),),
-    }
-
-    @property
-    def name(self):
-        return "ICE"
-
-    @property
-    def tz(self):
-        return timezone("US/Eastern")
-
-    @property
-    def special_closes(self):
-        return [
-            (
-                time(13),
-                AbstractHolidayCalendar(
-                    rules=[
-                        USMartinLutherKingJrAfter1998,
-                        USPresidentsDay,
-                        USMemorialDay,
-                        USIndependenceDay,
-                        USLaborDay,
-                        USThanksgivingDay,
-                    ]
-                ),
-            )
-        ]
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                USNationalDaysofMourning,
-                # ICE was only closed on the first day of the Hurricane Sandy
-                # closings (was not closed on 2012-10-30)
-                [Timestamp("2012-10-29", tz="UTC")],
-            )
-        )
-
-    @property
-    def regular_holidays(self):
-        # https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
-        return AbstractHolidayCalendar(rules=[USNewYearsDay, GoodFriday, Christmas])
+from datetime import time
+from itertools import chain
+
+from pandas import Timestamp
+from pandas.tseries.holiday import (
+    AbstractHolidayCalendar,
+    GoodFriday,
+    USLaborDay,
+    USPresidentsDay,
+    USThanksgivingDay,
+)
+from pytz import timezone
+
+from pandas_market_calendars.holidays.us import (
+    Christmas,
+    USIndependenceDay,
+    USMartinLutherKingJrAfter1998,
+    USMemorialDay,
+    USNationalDaysofMourning,
+    USNewYearsDay,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class ICEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for ICE US.
+
+    Open Time: 8pm, US/Eastern
+    Close Time: 6pm, US/Eastern
+
+    https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf # noqa
+    """
+
+    aliases = ["ICE", "ICEUS", "NYFE"]
+    regular_market_times = {
+        "market_open": ((None, time(20, 1), -1),),  # offset by -1 day
+        "market_close": ((None, time(18)),),
+    }
+
+    @property
+    def name(self):
+        return "ICE"
+
+    @property
+    def tz(self):
+        return timezone("US/Eastern")
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(13),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrAfter1998,
+                        USPresidentsDay,
+                        USMemorialDay,
+                        USIndependenceDay,
+                        USLaborDay,
+                        USThanksgivingDay,
+                    ]
+                ),
+            )
+        ]
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                USNationalDaysofMourning,
+                # ICE was only closed on the first day of the Hurricane Sandy
+                # closings (was not closed on 2012-10-30)
+                [Timestamp("2012-10-29", tz="UTC")],
+            )
+        )
+
+    @property
+    def regular_holidays(self):
+        # https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf # noqa
+        return AbstractHolidayCalendar(rules=[USNewYearsDay, GoodFriday, Christmas])

pandas_market_calendars/calendars/iex.py

@@ -1,112 +1,112 @@
-from datetime import time
-from itertools import chain
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
-
-from pandas_market_calendars.holidays.nyse import (
-    USPresidentsDay,
-    GoodFriday,
-    USMemorialDay,
-    USJuneteenthAfter2022,
-    USIndependenceDay,
-    USThanksgivingDay,
-    ChristmasNYSE,
-    USMartinLutherKingJrAfter1998,
-    # Ad-Hoc
-    DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
-    DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
-    ChristmasEvesAdhoc,
-)
-from .nyse import NYSEExchangeCalendar
-
-
-class IEXExchangeCalendar(NYSEExchangeCalendar):
-    """
-    Exchange calendar for the Investor's Exchange (IEX).
-
-    IEX Exchange is a U.S. stock exchange focused on driving performance
-    for broker-dealers and investors through innovative design and technology.
-
-    Most of this class inherits from NYSEExchangeCalendar since
-    the holidays are the same. The only variation is (1) IEX began
-    operation in 2013, and (2) IEX has different hours of operation
-
-    References:
-    - https://exchange.iex.io/
-    - https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
-    """
-
-    regular_market_times = {
-        "pre": (("2013-03-25", time(8)),),
-        "market_open": ((None, time(9, 30)),),
-        "market_close": ((None, time(16)),),
-        "post": ((None, time(17)),),
-    }
-
-    aliases = ["IEX", "Investors_Exchange"]
-
-    @property
-    def name(self):
-        return "IEX"
-
-    @property
-    def weekmask(self):
-        return "Mon Tue Wed Thu Fri"
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                USPresidentsDay,
-                GoodFriday,
-                USMemorialDay,
-                USJuneteenthAfter2022,
-                USIndependenceDay,
-                USThanksgivingDay,
-                ChristmasNYSE,
-                USMartinLutherKingJrAfter1998,
-            ]
-        )
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                ChristmasEvesAdhoc,
-            )
-        )
-
-    @property
-    def special_closes(self):
-        return [
-            (
-                time(hour=13, tzinfo=timezone("America/New_York")),
-                AbstractHolidayCalendar(
-                    rules=[
-                        DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
-                    ]
-                ),
-            )
-        ]
-
-    """Override NYSE calendar special cases"""
-
-    @property
-    def special_closes_adhoc(self):
-        return [
-            (
-                time(13, tzinfo=timezone("America/New_York")),
-                DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
-            )
-        ]
-
-    @property
-    def special_opens(self):
-        return []
-
-    def valid_days(self, start_date, end_date, tz="UTC"):
-        trading_days = super().valid_days(
-            start_date, end_date, tz=tz
-        )  # all NYSE valid days
-        return trading_days[~(trading_days <= "2013-08-25")]
+from datetime import time
+from itertools import chain
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+
+from pandas_market_calendars.holidays.nyse import (
+    USPresidentsDay,
+    GoodFriday,
+    USMemorialDay,
+    USJuneteenthAfter2022,
+    USIndependenceDay,
+    USThanksgivingDay,
+    ChristmasNYSE,
+    USMartinLutherKingJrAfter1998,
+    # Ad-Hoc
+    DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
+    DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
+    ChristmasEvesAdhoc,
+)
+from .nyse import NYSEExchangeCalendar
+
+
+class IEXExchangeCalendar(NYSEExchangeCalendar):
+    """
+    Exchange calendar for the Investor's Exchange (IEX).
+
+    IEX Exchange is a U.S. stock exchange focused on driving performance
+    for broker-dealers and investors through innovative design and technology.
+
+    Most of this class inherits from NYSEExchangeCalendar since
+    the holidays are the same. The only variation is (1) IEX began
+    operation in 2013, and (2) IEX has different hours of operation
+
+    References:
+    - https://exchange.iex.io/
+    - https://iexexchange.io/resources/trading/trading-hours-holidays/index.html
+    """
+
+    regular_market_times = {
+        "pre": (("2013-03-25", time(8)),),
+        "market_open": ((None, time(9, 30)),),
+        "market_close": ((None, time(16)),),
+        "post": ((None, time(17)),),
+    }
+
+    aliases = ["IEX", "Investors_Exchange"]
+
+    @property
+    def name(self):
+        return "IEX"
+
+    @property
+    def weekmask(self):
+        return "Mon Tue Wed Thu Fri"
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USPresidentsDay,
+                GoodFriday,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                USThanksgivingDay,
+                ChristmasNYSE,
+                USMartinLutherKingJrAfter1998,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                ChristmasEvesAdhoc,
+            )
+        )
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(hour=13, tzinfo=timezone("America/New_York")),
+                AbstractHolidayCalendar(
+                    rules=[
+                        DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
+                    ]
+                ),
+            )
+        ]
+
+    """Override NYSE calendar special cases"""
+
+    @property
+    def special_closes_adhoc(self):
+        return [
+            (
+                time(13, tzinfo=timezone("America/New_York")),
+                DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
+            )
+        ]
+
+    @property
+    def special_opens(self):
+        return []
+
+    def valid_days(self, start_date, end_date, tz="UTC"):
+        trading_days = super().valid_days(
+            start_date, end_date, tz=tz
+        )  # all NYSE valid days
+        return trading_days[~(trading_days <= "2013-08-25")]

pandas_market_calendars/calendars/lse.py

@@ -1,114 +1,114 @@
-#
-# Copyright 2016 Quantopian, Inc.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
-
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
-from pytz import timezone
-
-from pandas_market_calendars.holidays.uk import (
-    BoxingDay,
-    Christmas,
-    ChristmasEve,
-    LSENewYearsDay,
-    LSENewYearsEve,
-    MayBank_pre_1995,
-    MayBank_post_1995_pre_2020,
-    MayBank_post_2020,
-    SpringBank_pre_2002,
-    SpringBank_post_2002_pre_2012,
-    SpringBank_post_2012_pre_2022,
-    SpringBank_post_2022,
-    SummerBank,
-    WeekendBoxingDay,
-    WeekendChristmas,
-    UniqueCloses,
-)
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-class LSEExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for the London Stock Exchange
-
-    Open Time: 8:00 AM, GMT
-    Close Time: 4:30 PM, GMT
-
-    Regularly-Observed Holidays:
-    - New Years Day (observed on first business day on/after)
-    - Good Friday
-    - Easter Monday
-    - Early May Bank Holiday (first Monday in May)
-    - Spring Bank Holiday (last Monday in May)
-    - Summer Bank Holiday (last Monday in August)
-    - Christmas Day
-    - Dec. 27th (if Christmas is on a weekend)
-    - Boxing Day
-    - Dec. 28th (if Boxing Day is on a weekend)
-    """
-
-    aliases = ["LSE"]
-    regular_market_times = {
-        "market_open": ((None, time(8)),),
-        "market_close": ((None, time(16, 30)),),
-    }
-
-    @property
-    def name(self):
-        return "LSE"
-
-    @property
-    def tz(self):
-        return timezone("Europe/London")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                LSENewYearsDay,
-                GoodFriday,
-                EasterMonday,
-                MayBank_pre_1995,
-                MayBank_post_1995_pre_2020,
-                MayBank_post_2020,
-                SpringBank_pre_2002,
-                SpringBank_post_2002_pre_2012,
-                SpringBank_post_2012_pre_2022,
-                SpringBank_post_2022,
-                SummerBank,
-                Christmas,
-                WeekendChristmas,
-                BoxingDay,
-                WeekendBoxingDay,
-            ]
-        )
-
-    @property
-    def adhoc_holidays(self):
-        return UniqueCloses
-
-    @property
-    def special_closes(self):
-        return [
-            (
-                time(12, 30),
-                AbstractHolidayCalendar(
-                    rules=[
-                        ChristmasEve,
-                        LSENewYearsEve,
-                    ]
-                ),
-            )
-        ]
+#
+# Copyright 2016 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
+from pytz import timezone
+
+from pandas_market_calendars.holidays.uk import (
+    BoxingDay,
+    Christmas,
+    ChristmasEve,
+    LSENewYearsDay,
+    LSENewYearsEve,
+    MayBank_pre_1995,
+    MayBank_post_1995_pre_2020,
+    MayBank_post_2020,
+    SpringBank_pre_2002,
+    SpringBank_post_2002_pre_2012,
+    SpringBank_post_2012_pre_2022,
+    SpringBank_post_2022,
+    SummerBank,
+    WeekendBoxingDay,
+    WeekendChristmas,
+    UniqueCloses,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+class LSEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for the London Stock Exchange
+
+    Open Time: 8:00 AM, GMT
+    Close Time: 4:30 PM, GMT
+
+    Regularly-Observed Holidays:
+    - New Years Day (observed on first business day on/after)
+    - Good Friday
+    - Easter Monday
+    - Early May Bank Holiday (first Monday in May)
+    - Spring Bank Holiday (last Monday in May)
+    - Summer Bank Holiday (last Monday in August)
+    - Christmas Day
+    - Dec. 27th (if Christmas is on a weekend)
+    - Boxing Day
+    - Dec. 28th (if Boxing Day is on a weekend)
+    """
+
+    aliases = ["LSE"]
+    regular_market_times = {
+        "market_open": ((None, time(8)),),
+        "market_close": ((None, time(16, 30)),),
+    }
+
+    @property
+    def name(self):
+        return "LSE"
+
+    @property
+    def tz(self):
+        return timezone("Europe/London")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                LSENewYearsDay,
+                GoodFriday,
+                EasterMonday,
+                MayBank_pre_1995,
+                MayBank_post_1995_pre_2020,
+                MayBank_post_2020,
+                SpringBank_pre_2002,
+                SpringBank_post_2002_pre_2012,
+                SpringBank_post_2012_pre_2022,
+                SpringBank_post_2022,
+                SummerBank,
+                Christmas,
+                WeekendChristmas,
+                BoxingDay,
+                WeekendBoxingDay,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return UniqueCloses
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(12, 30),
+                AbstractHolidayCalendar(
+                    rules=[
+                        ChristmasEve,
+                        LSENewYearsEve,
+                    ]
+                ),
+            )
+        ]