pandas-market-calendars 4.5.1__py3-none-any.whl → 4.6.1__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 (16) hide show
  1. pandas_market_calendars/__init__.py +2 -1
  2. pandas_market_calendars/calendar_utils.py +1101 -163
  3. pandas_market_calendars/calendars/iex.py +43 -4
  4. pandas_market_calendars/calendars/jpx.py +113 -113
  5. pandas_market_calendars/calendars/nyse.py +1467 -1327
  6. pandas_market_calendars/calendars/sse.py +311 -311
  7. pandas_market_calendars/calendars/tase.py +24 -1
  8. pandas_market_calendars/holidays/cn.py +1476 -1476
  9. pandas_market_calendars/holidays/nyse.py +1536 -1536
  10. pandas_market_calendars/market_calendar.py +1057 -941
  11. {pandas_market_calendars-4.5.1.dist-info → pandas_market_calendars-4.6.1.dist-info}/METADATA +7 -4
  12. {pandas_market_calendars-4.5.1.dist-info → pandas_market_calendars-4.6.1.dist-info}/RECORD +16 -16
  13. {pandas_market_calendars-4.5.1.dist-info → pandas_market_calendars-4.6.1.dist-info}/WHEEL +1 -1
  14. {pandas_market_calendars-4.5.1.dist-info → pandas_market_calendars-4.6.1.dist-info}/LICENSE +0 -0
  15. {pandas_market_calendars-4.5.1.dist-info → pandas_market_calendars-4.6.1.dist-info}/NOTICE +0 -0
  16. {pandas_market_calendars-4.5.1.dist-info → pandas_market_calendars-4.6.1.dist-info}/top_level.txt +0 -0
pandas_market_calendars/calendars/sse.py CHANGED
@@ -1,311 +1,311 @@
1
- from datetime import time, timedelta
2
- from functools import partial
3
-
4
- from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
5
- from pytz import timezone
6
-
7
- from pandas_market_calendars.holidays.cn import *
8
- from pandas_market_calendars.market_calendar import MarketCalendar
9
-
10
-
11
- class SSEExchangeCalendar(MarketCalendar):
12
- """
13
- Exchange calendar for Shanghai Stock Exchange
14
-
15
- Open Time: 9:30 AM, Asia/Shanghai
16
- LUNCH BREAK :facepalm: : 11:30 AM - 1:00 PM Asia/Shanghai
17
- Close Time: 3:00 PM, Asia/Shanghai
18
- """
19
-
20
- aliases = ["SSE"]
21
- regular_market_times = {
22
- "market_open": ((None, time(9, 30)),),
23
- "market_close": ((None, time(15)),),
24
- "break_start": ((None, time(11, 30)),),
25
- "break_end": ((None, time(13)),),
26
- }
27
-
28
- @property
29
- def name(self):
30
- return "SSE"
31
-
32
- @property
33
- def tz(self):
34
- return timezone("Asia/Shanghai")
35
-
36
- @property
37
- def regular_holidays(self):
38
- """
39
- Rules are guesses based on observations of recent year.
40
- Rectify accordingly once the next year's holidays arrangement is published by the government.
41
- """
42
- # Since all past holidays are adhoc, start_year should always be a year in the future.
43
- # For example: Holiday arrangements for 2022 are now included,
44
- # then our guesswork starts from the next year so start_year = 2023
45
- start_year = 2026
46
-
47
- return AbstractHolidayCalendar(
48
- rules=[
49
- Holiday(
50
- name="New Year's Day",
51
- month=1,
52
- day=1,
53
- observance=next_monday,
54
- start_date=Timestamp(start_year, 1, 1),
55
- ),
56
- Holiday(
57
- name="New Year's Day",
58
- month=1,
59
- day=2,
60
- observance=partial(second_day_in_lieu),
61
- start_date=Timestamp(start_year, 1, 2),
62
- ),
63
- Holiday(
64
- name="New Year's Day",
65
- month=1,
66
- day=3,
67
- observance=partial(third_day_in_lieu),
68
- start_date=Timestamp(start_year, 1, 3),
69
- ),
70
- Holiday(
71
- name="Spring Festival",
72
- month=1,
73
- day=20,
74
- observance=partial(lunisolar, mapping=sf_mapping, delta=-1),
75
- start_date=Timestamp(start_year, 1, 20),
76
- ),
77
- Holiday(
78
- name="Spring Festival",
79
- month=1,
80
- day=21,
81
- observance=partial(lunisolar, mapping=sf_mapping, delta=0),
82
- start_date=Timestamp(start_year, 1, 21),
83
- ),
84
- Holiday(
85
- name="Spring Festival",
86
- month=1,
87
- day=21,
88
- observance=partial(lunisolar, mapping=sf_mapping, delta=1),
89
- start_date=Timestamp(start_year, 1, 22),
90
- ),
91
- Holiday(
92
- name="Spring Festival",
93
- month=1,
94
- day=21,
95
- observance=partial(lunisolar, mapping=sf_mapping, delta=2),
96
- start_date=Timestamp(start_year, 1, 23),
97
- ),
98
- Holiday(
99
- name="Spring Festival",
100
- month=1,
101
- day=21,
102
- observance=partial(lunisolar, mapping=sf_mapping, delta=3),
103
- start_date=Timestamp(start_year, 1, 24),
104
- ),
105
- Holiday(
106
- name="Spring Festival",
107
- month=1,
108
- day=21,
109
- observance=partial(lunisolar, mapping=sf_mapping, delta=4),
110
- start_date=Timestamp(start_year, 1, 25),
111
- ),
112
- Holiday(
113
- name="Spring Festival",
114
- month=1,
115
- day=21,
116
- observance=partial(lunisolar, mapping=sf_mapping, delta=5),
117
- start_date=Timestamp(start_year, 1, 26),
118
- ),
119
- Holiday(
120
- name="Labour Day",
121
- month=5,
122
- day=1,
123
- observance=next_monday,
124
- start_date=Timestamp(start_year, 5, 1),
125
- ),
126
- Holiday(
127
- name="Labour Day",
128
- month=5,
129
- day=2,
130
- observance=second_day_in_lieu,
131
- start_date=Timestamp(start_year, 5, 2),
132
- ),
133
- Holiday(
134
- name="Labour Day",
135
- month=5,
136
- day=3,
137
- observance=third_day_in_lieu,
138
- start_date=Timestamp(start_year, 5, 3),
139
- ),
140
- Holiday(
141
- name="Tomb-sweeping Day",
142
- month=4,
143
- day=4,
144
- observance=partial(
145
- lunisolar, mapping=tsd_mapping, func=next_monday
146
- ),
147
- start_date=Timestamp(start_year, 4, 4),
148
- ),
149
- Holiday(
150
- name="Tomb-sweeping Day",
151
- month=4,
152
- day=5,
153
- observance=partial(
154
- lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1
155
- ),
156
- start_date=Timestamp(start_year, 4, 4),
157
- ),
158
- Holiday(
159
- name="Tomb-sweeping Day",
160
- month=4,
161
- day=6,
162
- observance=partial(
163
- lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2
164
- ),
165
- start_date=Timestamp(start_year, 4, 4),
166
- ),
167
- Holiday(
168
- name="Dragon Boat Festival",
169
- month=5,
170
- day=27,
171
- observance=partial(
172
- lunisolar, mapping=dbf_mapping, func=next_monday
173
- ),
174
- start_date=Timestamp(start_year, 5, 27),
175
- ),
176
- Holiday(
177
- name="Dragon Boat Festival",
178
- month=5,
179
- day=28,
180
- observance=partial(
181
- lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1
182
- ),
183
- start_date=Timestamp(start_year, 5, 27),
184
- ),
185
- Holiday(
186
- name="Dragon Boat Festival",
187
- month=5,
188
- day=29,
189
- observance=partial(
190
- lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2
191
- ),
192
- start_date=Timestamp(start_year, 5, 27),
193
- ),
194
- Holiday(
195
- name="Mid-autumn Festival",
196
- month=9,
197
- day=7,
198
- observance=partial(
199
- lunisolar, mapping=maf_mapping, func=next_monday
200
- ),
201
- start_date=Timestamp(start_year, 9, 7),
202
- ),
203
- Holiday(
204
- name="Mid-autumn Festival",
205
- month=9,
206
- day=8,
207
- observance=partial(
208
- lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1
209
- ),
210
- start_date=Timestamp(start_year, 9, 7),
211
- ),
212
- Holiday(
213
- name="Mid-autumn Festival",
214
- month=9,
215
- day=9,
216
- observance=partial(
217
- lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2
218
- ),
219
- start_date=Timestamp(start_year, 9, 7),
220
- ),
221
- Holiday(
222
- name="National Day",
223
- month=10,
224
- day=1,
225
- start_date=Timestamp(start_year, 10, 1),
226
- ),
227
- Holiday(
228
- name="National Day",
229
- month=10,
230
- day=2,
231
- start_date=Timestamp(start_year, 10, 2),
232
- ),
233
- Holiday(
234
- name="National Day",
235
- month=10,
236
- day=3,
237
- start_date=Timestamp(start_year, 10, 3),
238
- ),
239
- Holiday(
240
- name="National Day",
241
- month=10,
242
- day=4,
243
- start_date=Timestamp(start_year, 10, 4),
244
- ),
245
- Holiday(
246
- name="National Day",
247
- month=10,
248
- day=5,
249
- start_date=Timestamp(start_year, 10, 5),
250
- ),
251
- Holiday(
252
- name="National Day",
253
- month=10,
254
- day=6,
255
- start_date=Timestamp(start_year, 10, 6),
256
- ),
257
- Holiday(
258
- name="National Day",
259
- month=10,
260
- day=7,
261
- start_date=Timestamp(start_year, 10, 7),
262
- ),
263
- ]
264
- )
265
-
266
- @property
267
- def adhoc_holidays(self):
268
- return all_holidays
269
-
270
-
271
- def second_day_in_lieu(dt):
272
- dow = dt.weekday()
273
- if dow == 0: # Holiday is Sunday, use Saturday
274
- return dt - timedelta(2)
275
- elif dow == 1: # Holiday is Monday, use Saturday
276
- return dt - timedelta(3)
277
- elif dow == 2: # Holiday is Tuesday, use Sunday
278
- return dt - timedelta(3)
279
- elif dow == 3: # Holiday is Wednesday, use Saturday
280
- return dt - timedelta(5)
281
-
282
- return dt
283
-
284
-
285
- def third_day_in_lieu(dt):
286
- dow = dt.weekday()
287
- if dow == 0: # Holiday is Saturday, use Sunday
288
- return dt - timedelta(1)
289
- elif dow == 1: # Holiday is Sunday, use Sunday
290
- return dt - timedelta(2)
291
- elif dow == 2: # Holiday is Monday, use Sunday
292
- return dt - timedelta(3)
293
- elif dow == 3: # Holiday is Tuesday, use Monday
294
- return dt - timedelta(3)
295
- elif dow == 4: # Holiday is Wednesday, use Sunday
296
- return dt - timedelta(5)
297
-
298
- return dt
299
-
300
-
301
- def lunisolar(dt, mapping, func=None, delta=None):
302
- if mapping and (dt.year in mapping):
303
- new_dt = mapping[dt.year]
304
- else:
305
- new_dt = dt
306
- if delta:
307
- new_dt = new_dt + timedelta(delta)
308
- if func:
309
- return func(new_dt)
310
- else:
311
- return new_dt
1
+ from datetime import time, timedelta
2
+ from functools import partial
3
+
4
+ from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
5
+ from pytz import timezone
6
+
7
+ from pandas_market_calendars.holidays.cn import *
8
+ from pandas_market_calendars.market_calendar import MarketCalendar
9
+
10
+
11
+ class SSEExchangeCalendar(MarketCalendar):
12
+ """
13
+ Exchange calendar for Shanghai Stock Exchange
14
+
15
+ Open Time: 9:30 AM, Asia/Shanghai
16
+ LUNCH BREAK :facepalm: : 11:30 AM - 1:00 PM Asia/Shanghai
17
+ Close Time: 3:00 PM, Asia/Shanghai
18
+ """
19
+
20
+ aliases = ["SSE"]
21
+ regular_market_times = {
22
+ "market_open": ((None, time(9, 30)),),
23
+ "market_close": ((None, time(15)),),
24
+ "break_start": ((None, time(11, 30)),),
25
+ "break_end": ((None, time(13)),),
26
+ }
27
+
28
+ @property
29
+ def name(self):
30
+ return "SSE"
31
+
32
+ @property
33
+ def tz(self):
34
+ return timezone("Asia/Shanghai")
35
+
36
+ @property
37
+ def regular_holidays(self):
38
+ """
39
+ Rules are guesses based on observations of recent year.
40
+ Rectify accordingly once the next year's holidays arrangement is published by the government.
41
+ """
42
+ # Since all past holidays are adhoc, start_year should always be a year in the future.
43
+ # For example: Holiday arrangements for 2022 are now included,
44
+ # then our guesswork starts from the next year so start_year = 2023
45
+ start_year = 2026
46
+
47
+ return AbstractHolidayCalendar(
48
+ rules=[
49
+ Holiday(
50
+ name="New Year's Day",
51
+ month=1,
52
+ day=1,
53
+ observance=next_monday,
54
+ start_date=Timestamp(start_year, 1, 1),
55
+ ),
56
+ Holiday(
57
+ name="New Year's Day",
58
+ month=1,
59
+ day=2,
60
+ observance=partial(second_day_in_lieu),
61
+ start_date=Timestamp(start_year, 1, 2),
62
+ ),
63
+ Holiday(
64
+ name="New Year's Day",
65
+ month=1,
66
+ day=3,
67
+ observance=partial(third_day_in_lieu),
68
+ start_date=Timestamp(start_year, 1, 3),
69
+ ),
70
+ Holiday(
71
+ name="Spring Festival",
72
+ month=1,
73
+ day=20,
74
+ observance=partial(lunisolar, mapping=sf_mapping, delta=-1),
75
+ start_date=Timestamp(start_year, 1, 20),
76
+ ),
77
+ Holiday(
78
+ name="Spring Festival",
79
+ month=1,
80
+ day=21,
81
+ observance=partial(lunisolar, mapping=sf_mapping, delta=0),
82
+ start_date=Timestamp(start_year, 1, 21),
83
+ ),
84
+ Holiday(
85
+ name="Spring Festival",
86
+ month=1,
87
+ day=21,
88
+ observance=partial(lunisolar, mapping=sf_mapping, delta=1),
89
+ start_date=Timestamp(start_year, 1, 22),
90
+ ),
91
+ Holiday(
92
+ name="Spring Festival",
93
+ month=1,
94
+ day=21,
95
+ observance=partial(lunisolar, mapping=sf_mapping, delta=2),
96
+ start_date=Timestamp(start_year, 1, 23),
97
+ ),
98
+ Holiday(
99
+ name="Spring Festival",
100
+ month=1,
101
+ day=21,
102
+ observance=partial(lunisolar, mapping=sf_mapping, delta=3),
103
+ start_date=Timestamp(start_year, 1, 24),
104
+ ),
105
+ Holiday(
106
+ name="Spring Festival",
107
+ month=1,
108
+ day=21,
109
+ observance=partial(lunisolar, mapping=sf_mapping, delta=4),
110
+ start_date=Timestamp(start_year, 1, 25),
111
+ ),
112
+ Holiday(
113
+ name="Spring Festival",
114
+ month=1,
115
+ day=21,
116
+ observance=partial(lunisolar, mapping=sf_mapping, delta=5),
117
+ start_date=Timestamp(start_year, 1, 26),
118
+ ),
119
+ Holiday(
120
+ name="Labour Day",
121
+ month=5,
122
+ day=1,
123
+ observance=next_monday,
124
+ start_date=Timestamp(start_year, 5, 1),
125
+ ),
126
+ Holiday(
127
+ name="Labour Day",
128
+ month=5,
129
+ day=2,
130
+ observance=second_day_in_lieu,
131
+ start_date=Timestamp(start_year, 5, 2),
132
+ ),
133
+ Holiday(
134
+ name="Labour Day",
135
+ month=5,
136
+ day=3,
137
+ observance=third_day_in_lieu,
138
+ start_date=Timestamp(start_year, 5, 3),
139
+ ),
140
+ Holiday(
141
+ name="Tomb-sweeping Day",
142
+ month=4,
143
+ day=4,
144
+ observance=partial(
145
+ lunisolar, mapping=tsd_mapping, func=next_monday
146
+ ),
147
+ start_date=Timestamp(start_year, 4, 4),
148
+ ),
149
+ Holiday(
150
+ name="Tomb-sweeping Day",
151
+ month=4,
152
+ day=5,
153
+ observance=partial(
154
+ lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1
155
+ ),
156
+ start_date=Timestamp(start_year, 4, 4),
157
+ ),
158
+ Holiday(
159
+ name="Tomb-sweeping Day",
160
+ month=4,
161
+ day=6,
162
+ observance=partial(
163
+ lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2
164
+ ),
165
+ start_date=Timestamp(start_year, 4, 4),
166
+ ),
167
+ Holiday(
168
+ name="Dragon Boat Festival",
169
+ month=5,
170
+ day=27,
171
+ observance=partial(
172
+ lunisolar, mapping=dbf_mapping, func=next_monday
173
+ ),
174
+ start_date=Timestamp(start_year, 5, 27),
175
+ ),
176
+ Holiday(
177
+ name="Dragon Boat Festival",
178
+ month=5,
179
+ day=28,
180
+ observance=partial(
181
+ lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1
182
+ ),
183
+ start_date=Timestamp(start_year, 5, 27),
184
+ ),
185
+ Holiday(
186
+ name="Dragon Boat Festival",
187
+ month=5,
188
+ day=29,
189
+ observance=partial(
190
+ lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2
191
+ ),
192
+ start_date=Timestamp(start_year, 5, 27),
193
+ ),
194
+ Holiday(
195
+ name="Mid-autumn Festival",
196
+ month=9,
197
+ day=7,
198
+ observance=partial(
199
+ lunisolar, mapping=maf_mapping, func=next_monday
200
+ ),
201
+ start_date=Timestamp(start_year, 9, 7),
202
+ ),
203
+ Holiday(
204
+ name="Mid-autumn Festival",
205
+ month=9,
206
+ day=8,
207
+ observance=partial(
208
+ lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1
209
+ ),
210
+ start_date=Timestamp(start_year, 9, 7),
211
+ ),
212
+ Holiday(
213
+ name="Mid-autumn Festival",
214
+ month=9,
215
+ day=9,
216
+ observance=partial(
217
+ lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2
218
+ ),
219
+ start_date=Timestamp(start_year, 9, 7),
220
+ ),
221
+ Holiday(
222
+ name="National Day",
223
+ month=10,
224
+ day=1,
225
+ start_date=Timestamp(start_year, 10, 1),
226
+ ),
227
+ Holiday(
228
+ name="National Day",
229
+ month=10,
230
+ day=2,
231
+ start_date=Timestamp(start_year, 10, 2),
232
+ ),
233
+ Holiday(
234
+ name="National Day",
235
+ month=10,
236
+ day=3,
237
+ start_date=Timestamp(start_year, 10, 3),
238
+ ),
239
+ Holiday(
240
+ name="National Day",
241
+ month=10,
242
+ day=4,
243
+ start_date=Timestamp(start_year, 10, 4),
244
+ ),
245
+ Holiday(
246
+ name="National Day",
247
+ month=10,
248
+ day=5,
249
+ start_date=Timestamp(start_year, 10, 5),
250
+ ),
251
+ Holiday(
252
+ name="National Day",
253
+ month=10,
254
+ day=6,
255
+ start_date=Timestamp(start_year, 10, 6),
256
+ ),
257
+ Holiday(
258
+ name="National Day",
259
+ month=10,
260
+ day=7,
261
+ start_date=Timestamp(start_year, 10, 7),
262
+ ),
263
+ ]
264
+ )
265
+
266
+ @property
267
+ def adhoc_holidays(self):
268
+ return all_holidays
269
+
270
+
271
+ def second_day_in_lieu(dt):
272
+ dow = dt.weekday()
273
+ if dow == 0: # Holiday is Sunday, use Saturday
274
+ return dt - timedelta(2)
275
+ elif dow == 1: # Holiday is Monday, use Saturday
276
+ return dt - timedelta(3)
277
+ elif dow == 2: # Holiday is Tuesday, use Sunday
278
+ return dt - timedelta(3)
279
+ elif dow == 3: # Holiday is Wednesday, use Saturday
280
+ return dt - timedelta(5)
281
+
282
+ return dt
283
+
284
+
285
+ def third_day_in_lieu(dt):
286
+ dow = dt.weekday()
287
+ if dow == 0: # Holiday is Saturday, use Sunday
288
+ return dt - timedelta(1)
289
+ elif dow == 1: # Holiday is Sunday, use Sunday
290
+ return dt - timedelta(2)
291
+ elif dow == 2: # Holiday is Monday, use Sunday
292
+ return dt - timedelta(3)
293
+ elif dow == 3: # Holiday is Tuesday, use Monday
294
+ return dt - timedelta(3)
295
+ elif dow == 4: # Holiday is Wednesday, use Sunday
296
+ return dt - timedelta(5)
297
+
298
+ return dt
299
+
300
+
301
+ def lunisolar(dt, mapping, func=None, delta=None):
302
+ if mapping and (dt.year in mapping):
303
+ new_dt = mapping[dt.year]
304
+ else:
305
+ new_dt = dt
306
+ if delta:
307
+ new_dt = new_dt + timedelta(delta)
308
+ if func:
309
+ return func(new_dt)
310
+ else:
311
+ return new_dt
pandas_market_calendars/calendars/tase.py CHANGED
@@ -1,9 +1,11 @@
1
1
  from datetime import time
2
2
 
3
- from pandas import Timestamp
3
+ from typing import Literal, Union
4
+ from pandas import Timestamp, Timedelta, DatetimeIndex
4
5
  from pytz import timezone
5
6
 
6
7
  from pandas_market_calendars.market_calendar import MarketCalendar
8
+ from pandas_market_calendars.calendar_utils import Day_Anchor, Month_Anchor
7
9
 
8
10
  TASEClosedDay = [
9
11
  # 2019
@@ -195,3 +197,24 @@ class TASEExchangeCalendar(MarketCalendar):
195
197
  @property
196
198
  def weekmask(self):
197
199
  return "Sun Mon Tue Wed Thu"
200
+
201
+ def date_range_htf(
202
+ self,
203
+ frequency: Union[str, Timedelta, int, float],
204
+ start: Union[str, Timestamp, int, float, None] = None,
205
+ end: Union[str, Timestamp, int, float, None] = None,
206
+ periods: Union[int, None] = None,
207
+ closed: Union[Literal["left", "right"], None] = "right",
208
+ *,
209
+ day_anchor: Day_Anchor = "SAT", # Change the default day anchor
210
+ month_anchor: Month_Anchor = "JAN",
211
+ ) -> DatetimeIndex:
212
+ return super().date_range_htf(
213
+ frequency,
214
+ start,
215
+ end,
216
+ periods,
217
+ closed,
218
+ day_anchor=day_anchor,
219
+ month_anchor=month_anchor,
220
+ )