pandas-market-calendars 4.5.1__py3-none-any.whl → 4.6.1__py3-none-any.whl

pandas_market_calendars/calendars/iex.py

@@ -1,9 +1,13 @@
 from datetime import time
 from itertools import chain
 
+from pandas import Timestamp, DatetimeIndex, Timedelta
 from pandas.tseries.holiday import AbstractHolidayCalendar
 from pytz import timezone
 
+from typing import Literal, Union
+from pandas_market_calendars import calendar_utils as u
+
 from pandas_market_calendars.holidays.nyse import (
     USPresidentsDay,
     GoodFriday,
@@ -106,7 +110,42 @@ class IEXExchangeCalendar(NYSEExchangeCalendar):
         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")]
+        start_date = Timestamp(start_date)
+        if start_date.tz is not None:
+            # Ensure valid Comparison to "2013-08-25" is possible
+            start_date.tz_convert(self.tz).tz_localize(None)
+
+        # Limit Start_date to the Exchange's Open
+        start_date = max(start_date, Timestamp("2013-08-25"))
+        return super().valid_days(start_date, end_date, tz=tz)
+
+    def date_range_htf(
+        self,
+        frequency: Union[str, Timedelta, int, float],
+        start: Union[str, Timestamp, int, float, None] = None,
+        end: Union[str, Timestamp, int, float, None] = None,
+        periods: Union[int, None] = None,
+        closed: Union[Literal["left", "right"], None] = "right",
+        *,
+        day_anchor: u.Day_Anchor = "SUN",
+        month_anchor: u.Month_Anchor = "JAN",
+    ) -> DatetimeIndex:
+
+        start, end, periods = u._error_check_htf_range(start, end, periods)
+
+        # Cap Beginning and end dates to the opening date of IEX
+        if start is not None:
+            start = max(start, Timestamp("2013-08-25"))
+        if end is not None:
+            end = max(end, Timestamp("2013-08-25"))
+
+        return u.date_range_htf(
+            self.holidays(),
+            frequency,
+            start,
+            end,
+            periods,
+            closed,
+            day_anchor=day_anchor,
+            month_anchor=month_anchor,
+        )

pandas_market_calendars/calendars/jpx.py

@@ -1,113 +1,113 @@
-from datetime import time
-from itertools import chain
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from pytz import timezone
-
-from pandas_market_calendars.holidays.jp import *
-from pandas_market_calendars.holidays.us import USNewYearsDay
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-# TODO:
-# From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
-# From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
-# need to add support for weekmask to make this work properly
-
-
-class JPXExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for JPX
-
-    Open Time: 9:31 AM, Asia/Tokyo
-    LUNCH BREAK :facepalm: : 11:30 AM - 12:30 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)), ("2024-11-05", time(15, 30))),
-        "break_start": ((None, time(11, 30)),),
-        "break_end": ((None, time(12, 30)),),
-    }
-    regular_early_close = time(13)
-
-    @property
-    def name(self):
-        return "JPX"
-
-    @property
-    def tz(self):
-        return timezone("Asia/Tokyo")
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                AscensionDays,
-                MarriageDays,
-                FuneralShowa,
-                EnthronementDays,
-                AutumnalCitizenDates,
-                NoN225IndexPrices,
-                EquityTradingSystemFailure,
-            )
-        )
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                USNewYearsDay,
-                JapanNewYearsDay2,
-                JapanNewYearsDay3,
-                JapanComingOfAgeDay1951To1973,
-                JapanComingOfAgeDay1974To1999,
-                JapanComingOfAgeDay,
-                JapanNationalFoundationDay1969To1973,
-                JapanNationalFoundationDay,
-                JapanEmperorsBirthday,
-                JapanVernalEquinox,
-                JapanShowaDayUntil1972,
-                JapanShowaDay,
-                JapanConstitutionMemorialDayUntil1972,
-                JapanConstitutionMemorialDay,
-                JapanGreeneryDay,
-                JapanChildrensDayUntil1972,
-                JapanChildrensDay,
-                JapanGoldenWeekBonusDay,
-                JapanMarineDay1996To2002,
-                JapanMarineDay2003To2019,
-                JapanMarineDay2020,
-                JapanMarineDay2021,
-                JapanMarineDay,
-                JapanMountainDay2016to2019,
-                JapanMountainDay2020,
-                JapanMountainDay2021,
-                JapanMountainDay2021NextDay,
-                JapanMountainDay,
-                JapanRespectForTheAgedDay1966To1972,
-                JapanRespectForTheAgedDay1973To2002,
-                JapanRespectForTheAgedDay,
-                JapanAutumnalEquinox,
-                JapanHealthAndSportsDay1966To1972,
-                JapanHealthAndSportsDay1973To1999,
-                JapanHealthAndSportsDay2000To2019,
-                JapanSportsDay2020,
-                JapanSportsDay2021,
-                JapanSportsDay,
-                JapanCultureDayUntil1972,
-                JapanCultureDay,
-                JapanLaborThanksgivingDayUntil1972,
-                JapanLaborThanksgivingDay,
-                JapanEmperorAkahitosBirthday,
-                JapanDecember29Until1988,
-                JapanDecember30Until1988,
-                JapanBeforeNewYearsDay,
-            ]
-        )
+from datetime import time
+from itertools import chain
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+from pytz import timezone
+
+from pandas_market_calendars.holidays.jp import *
+from pandas_market_calendars.holidays.us import USNewYearsDay
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+# TODO:
+# From 1949 to 1972 the TSE was open on all non-holiday Saturdays for a half day
+# From 1973 to 1984 the TSE was open on all non-holiday Saturdays except the third Saturday of the month
+# need to add support for weekmask to make this work properly
+
+
+class JPXExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for JPX
+
+    Open Time: 9:31 AM, Asia/Tokyo
+    LUNCH BREAK :facepalm: : 11:30 AM - 12:30 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)), ("2024-11-05", time(15, 30))),
+        "break_start": ((None, time(11, 30)),),
+        "break_end": ((None, time(12, 30)),),
+    }
+    regular_early_close = time(13)
+
+    @property
+    def name(self):
+        return "JPX"
+
+    @property
+    def tz(self):
+        return timezone("Asia/Tokyo")
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                AscensionDays,
+                MarriageDays,
+                FuneralShowa,
+                EnthronementDays,
+                AutumnalCitizenDates,
+                NoN225IndexPrices,
+                EquityTradingSystemFailure,
+            )
+        )
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                JapanNewYearsDay2,
+                JapanNewYearsDay3,
+                JapanComingOfAgeDay1951To1973,
+                JapanComingOfAgeDay1974To1999,
+                JapanComingOfAgeDay,
+                JapanNationalFoundationDay1969To1973,
+                JapanNationalFoundationDay,
+                JapanEmperorsBirthday,
+                JapanVernalEquinox,
+                JapanShowaDayUntil1972,
+                JapanShowaDay,
+                JapanConstitutionMemorialDayUntil1972,
+                JapanConstitutionMemorialDay,
+                JapanGreeneryDay,
+                JapanChildrensDayUntil1972,
+                JapanChildrensDay,
+                JapanGoldenWeekBonusDay,
+                JapanMarineDay1996To2002,
+                JapanMarineDay2003To2019,
+                JapanMarineDay2020,
+                JapanMarineDay2021,
+                JapanMarineDay,
+                JapanMountainDay2016to2019,
+                JapanMountainDay2020,
+                JapanMountainDay2021,
+                JapanMountainDay2021NextDay,
+                JapanMountainDay,
+                JapanRespectForTheAgedDay1966To1972,
+                JapanRespectForTheAgedDay1973To2002,
+                JapanRespectForTheAgedDay,
+                JapanAutumnalEquinox,
+                JapanHealthAndSportsDay1966To1972,
+                JapanHealthAndSportsDay1973To1999,
+                JapanHealthAndSportsDay2000To2019,
+                JapanSportsDay2020,
+                JapanSportsDay2021,
+                JapanSportsDay,
+                JapanCultureDayUntil1972,
+                JapanCultureDay,
+                JapanLaborThanksgivingDayUntil1972,
+                JapanLaborThanksgivingDay,
+                JapanEmperorAkahitosBirthday,
+                JapanDecember29Until1988,
+                JapanDecember30Until1988,
+                JapanBeforeNewYearsDay,
+            ]
+        )