pandas-market-calendars 5.0.0__py3-none-any.whl → 5.1.0__py3-none-any.whl

pandas_market_calendars/calendar_utils.py

@@ -106,11 +106,15 @@ def mark_session(
             f"Schedule ends at: {schedule.iloc[-1, -1]}"
         )
 
+    lte_end = schedule.index <= end.normalize().tz_localize(None)
+    gte_start = schedule.index >= start.normalize().tz_localize(None)
+
+    # Shift both by 1 to keep an extra row on either end if available. Needed in some edge cases.
+    gte_start = np.append(gte_start, True)[1:]  # Shifts gte_start by one to the left.
+    lte_end = np.insert(lte_end, 0, True)[:-1]  # Shifts lte_end by one to the right.
+
     # Trim the schedule to match the timeframe covered by the given timeseries
-    schedule = schedule[
-        (schedule.index >= start.normalize().tz_localize(None))
-        & (schedule.index <= end.normalize().tz_localize(None))
-    ]
+    schedule = schedule[gte_start & lte_end]
 
     backfilled_map = DEFAULT_LABEL_MAP | label_map
     mapped_labels = [backfilled_map[label] for label in session_labels]

pandas_market_calendars/calendars/sifma.py

@@ -1,5 +1,7 @@
 from datetime import time
+import functools
 
+import pandas as pd
 from pandas.tseries.holiday import AbstractHolidayCalendar
 from zoneinfo import ZoneInfo
 from itertools import chain
@@ -26,11 +28,13 @@ from pandas_market_calendars.holidays.sifma import (
     USNewYearsEve2pmEarlyClose,
     MartinLutherKingJr,
     USPresidentsDay,
+    # --- Good Friday Rules --- #
+    is_first_friday,
     GoodFridayThru2020,
     DayBeforeGoodFriday2pmEarlyCloseThru2020,
-    GoodFridayAdHoc,
-    GoodFriday2pmEarlyCloseAdHoc,
-    DayBeforeGoodFriday2pmEarlyCloseAdHoc,
+    GoodFridayPotentialPost2020,  # Potential dates, filtered later
+    DayBeforeGoodFridayPotentialPost2020,  # Potential dates, filtered later
+    # --- End Good Friday Rules --- #
     DayBeforeUSMemorialDay2pmEarlyClose,
     USMemorialDay,
     USJuneteenthAfter2022,
@@ -39,7 +43,6 @@ from pandas_market_calendars.holidays.sifma import (
     ThursdayBeforeUSIndependenceDay2pmEarlyClose,
     USLaborDay,
     USColumbusDay,
-    USVeteransDay2022,
     USVeteransDay,
     USThanksgivingDay,
     DayAfterThanksgiving2pmEarlyClose,
@@ -118,6 +121,32 @@ class SIFMAUSExchangeCalendar(MarketCalendar):
     def tz(self):
         return ZoneInfo("America/New_York")
 
+    # Helper method to calculate and cache dynamic dates
+    @functools.lru_cache()
+    def _get_dynamic_gf_rules(self):
+        # Calculate rules for a wide fixed range to avoid arbitrary cutoffs
+        # while preventing infinite generation. 1970-2100 is a reasonable range.
+        calc_start = pd.Timestamp("1970-01-01")
+        calc_end = pd.Timestamp("2100-12-31")
+
+        # Filter potential dates based on the start_date of the underlying Holiday rules
+        gf_rule_start = GoodFridayPotentialPost2020.start_date
+        thurs_rule_start = DayBeforeGoodFridayPotentialPost2020.start_date
+
+        # Ensure calculation range respects the rule start dates
+        effective_gf_start = max(calc_start, gf_rule_start) if gf_rule_start else calc_start
+        effective_thurs_start = max(calc_start, thurs_rule_start) if thurs_rule_start else calc_start
+
+        potential_gf_dates = GoodFridayPotentialPost2020.dates(effective_gf_start, calc_end)
+        gf_full_holidays = [d for d in potential_gf_dates if not is_first_friday(d)]
+        gf_12pm_early_closes = [d for d in potential_gf_dates if is_first_friday(d)]
+
+        potential_thurs_dates = DayBeforeGoodFridayPotentialPost2020.dates(effective_thurs_start, calc_end)
+        thurs_before_gf_2pm_early_closes = [
+            thurs for thurs in potential_thurs_dates if not is_first_friday(thurs + pd.Timedelta(days=1))
+        ]
+        return gf_full_holidays, gf_12pm_early_closes, thurs_before_gf_2pm_early_closes
+
     @property
     def regular_holidays(self):
         return AbstractHolidayCalendar(
@@ -131,7 +160,6 @@ class SIFMAUSExchangeCalendar(MarketCalendar):
                 USIndependenceDay,
                 USLaborDay,
                 USColumbusDay,
-                USVeteransDay2022,
                 USVeteransDay,
                 USThanksgivingDay,
                 Christmas,
@@ -140,11 +168,8 @@ class SIFMAUSExchangeCalendar(MarketCalendar):
 
     @property
     def adhoc_holidays(self):
-        return list(
-            chain(
-                GoodFridayAdHoc,
-            )
-        )
+        gf_full_holidays, _, _ = self._get_dynamic_gf_rules()
+        return gf_full_holidays
 
     @property
     def special_closes(self):
@@ -168,11 +193,15 @@ class SIFMAUSExchangeCalendar(MarketCalendar):
 
     @property
     def special_closes_adhoc(self):
+        _, gf_12pm_early_closes, thurs_before_gf_2pm_early_closes = self._get_dynamic_gf_rules()
         return [
             (
-                time(14, tzinfo=ZoneInfo("America/New_York")),
-                GoodFriday2pmEarlyCloseAdHoc
-                + DayBeforeGoodFriday2pmEarlyCloseAdHoc,  # list
+                time(12), # SIFMA rule specifies 12:00 PM ET
+                gf_12pm_early_closes,
+            ),
+            (
+                time(14), # SIFMA rule specifies 2:00 PM ET
+                thurs_before_gf_2pm_early_closes,
             ),
         ]
 
@@ -227,7 +256,6 @@ class SIFMAUKExchangeCalendar(MarketCalendar):
                 UKSummerBank,
                 USLaborDay,
                 USColumbusDay,
-                USVeteransDay2022,
                 USVeteransDay,
                 USThanksgivingDay,
                 UKChristmas,
@@ -331,7 +359,6 @@ class SIFMAJPExchangeCalendar(MarketCalendar):
                 JapanSportsDay2020,
                 JapanHealthAndSportsDay2000To2019,
                 JapanCultureDay,
-                USVeteransDay2022,
                 USVeteransDay,
                 JapanLaborThanksgivingDay,
                 USThanksgivingDay,

pandas_market_calendars/holidays/sifma.py

@@ -89,27 +89,31 @@ USPresidentsDay = Holiday(
 ############################################################
 # Good Friday
 ############################################################
+
+
+def is_first_friday(dt):
+    """Check if date is the first Friday of the month"""
+    # The first Friday of any month must occur on or before the 7th.
+    # This check is sufficient regardless of whether Good Friday is in March or April.
+    return dt.weekday() == FRIDAY and dt.day <= 7
+
+
 GoodFridayThru2020 = Holiday(
-    "Good Friday 1908+",
+    "Good Friday Thru 2020",
     end_date=Timestamp("2020-12-31"),
     month=1,
     day=1,
     offset=[Easter(), Day(-2)],
 )
 
-# 2021 is early close.
-# 2022 is a full holiday.
-# 2023 is early close.
-# 2024 is a full holiday
-GoodFridayAdHoc = [
-    Timestamp("2022-04-15", tz="UTC"),
-    Timestamp("2024-03-29", tz="UTC"),
-]
-
-GoodFriday2pmEarlyCloseAdHoc = [
-    Timestamp("2021-04-02", tz="UTC"),
-    Timestamp("2023-04-07", tz="UTC"),
-]
+# Generate potential Good Friday dates post 2020 (will be filtered in calendar class)
+GoodFridayPotentialPost2020 = Holiday(
+    "Good Friday Potential Post 2020",
+    start_date=Timestamp("2021-01-01"),
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-2)],
+)
 
 DayBeforeGoodFriday2pmEarlyCloseThru2020 = Holiday(
     "Day Before Good Friday Thru 2020",
@@ -119,10 +123,14 @@ DayBeforeGoodFriday2pmEarlyCloseThru2020 = Holiday(
     offset=[Easter(), Day(-3)],
 )
 
-DayBeforeGoodFriday2pmEarlyCloseAdHoc = [
-    Timestamp("2022-04-14", tz="UTC"),
-    Timestamp("2024-03-28", tz="UTC"),
-]
+# Generate potential Thursday before Good Friday dates post 2020 (will be filtered in calendar class)
+DayBeforeGoodFridayPotentialPost2020 = Holiday(
+    "Day Before Good Friday Potential Post 2020",
+    start_date=Timestamp("2021-01-01"),
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-3)],
+)
 
 ##################################################
 # US Memorial Day (Decoration Day) May 30
@@ -204,20 +212,14 @@ USColumbusDay = Holiday(
 # When falls on Saturday, no holiday is observed.
 # When falls on Sunday, the Monday following is a holiday.
 ##########################################################
-USVeteransDay2022 = Holiday(
-    "Veterans Day Prior to 2023",
-    month=11,
-    day=11,
-    end_date=Timestamp("2022-12-31"),
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    observance=sunday_to_monday,
-)
-
 USVeteransDay = Holiday(
     "Veterans Day",
     month=11,
     day=11,
-    start_date=Timestamp("2023-12-31"),
+    # SIFMA guidance for observing only Mon-Fri or Sunday->Monday
+    # appears consistent for many years. This rule doesn't specify
+    # a start_date, letting it apply further back if needed by other logic,
+    # while effectively covering 2023+ due to the days_of_week filter.
     days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
     observance=sunday_to_monday,
 )
@@ -225,9 +227,7 @@ USVeteransDay = Holiday(
 ################################################
 # US Thanksgiving Nov 30
 ################################################
-USThanksgivingDay = Holiday(
-    "Thanksgiving", month=11, day=1, offset=DateOffset(weekday=TH(4))
-)
+USThanksgivingDay = Holiday("Thanksgiving", month=11, day=1, offset=DateOffset(weekday=TH(4)))
 
 DayAfterThanksgiving2pmEarlyClose = Holiday(
     "Black Friday",

{pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pandas_market_calendars
-Version: 5.0.0
+Version: 5.1.0
 Summary: Market and exchange trading calendars for pandas
 Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
 License: MIT

{pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.0.dist-info}/RECORD

@@ -1,6 +1,6 @@
 pandas_market_calendars/__init__.py,sha256=9nFwO1i8mOeM9V75vRmbHCz4pcjSjfXHl8CBvrM-_2s,1357
 pandas_market_calendars/calendar_registry.py,sha256=9ecKkERkztiwVaOXVsWfUcEvaT5_SwwpD5VaUAJhR1Y,2495
-pandas_market_calendars/calendar_utils.py,sha256=tWPtsLW4f9-rqMxQR5J30e16ZaKJ6vf02735PnSfthA,51856
+pandas_market_calendars/calendar_utils.py,sha256=bTW3q4l-PvqJaOmXsfh3LCqRn47TZXKlXNvQSFMgLwE,52151
 pandas_market_calendars/class_registry.py,sha256=-L3nL7lTSc8B7ieMmA-2ifakJn6pzaLT1bUzSdrTlsg,3838
 pandas_market_calendars/market_calendar.py,sha256=1VSeiz4ZWk54ARiyxJClHjQ_C0NkdsDQClm4SjSVorM,40409
 pandas_market_calendars/calendars/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -26,7 +26,7 @@ pandas_market_calendars/calendars/lse.py,sha256=G9LMdGJcWPaZQRbaihVGtYbD92b9I6E0
 pandas_market_calendars/calendars/mirror.py,sha256=UVMUV6RMuT9h3U46eNFYllSF8fGFwi6U1L9z_EroiD0,4422
 pandas_market_calendars/calendars/nyse.py,sha256=IdldsuESaZ47Vzm7RyK2ZvpiVMuoQMAH_zR48weLk8U,66206
 pandas_market_calendars/calendars/ose.py,sha256=BVgMWrmZRaaPXddyXlgtxHz8GcRMLKdhAshOHc3dnUU,3013
-pandas_market_calendars/calendars/sifma.py,sha256=JS1bZs-2T329w9OhGgJPzxG_SmNAs82jaDrAoezyTYU,10053
+pandas_market_calendars/calendars/sifma.py,sha256=o50Gr01x6cl_CtvY2FvvFTCLG9WJcUsVO8AQdOiZijs,11745
 pandas_market_calendars/calendars/six.py,sha256=zVlaVvNxMx2oRhc054B_A3YrsyD1dtKnUtEGkkx34Xk,2690
 pandas_market_calendars/calendars/sse.py,sha256=HL5o5WOQr7EZVXW35ujhqdCAgobHyQOEkfQzz7SR6t0,10992
 pandas_market_calendars/calendars/tase.py,sha256=3zvGAl_fvwVis522zTs3-9QT2UKA1LlHocA-B-UYqmM,8756
@@ -39,12 +39,12 @@ pandas_market_calendars/holidays/jp.py,sha256=rqobVw837Uxb-4D1Zq_PyBLoeyhImYW7DB
 pandas_market_calendars/holidays/jpx_equinox.py,sha256=KWbJqWsnkdyzG3fD2gJTXRLQOF3YTWSn9O6sYRL9Dnk,8070
 pandas_market_calendars/holidays/nyse.py,sha256=jwcz3Xp7NNL0rnwrQG8vuuBuXg7YTSBcg733nmFw-uM,39831
 pandas_market_calendars/holidays/oz.py,sha256=P77pWe7ZQj4o-731w6fW_Vzmo41PRxh94QpclI3ZyFM,1042
-pandas_market_calendars/holidays/sifma.py,sha256=gELES9-NeV3QNGE4JpsVfmcs1-jtYQrLxjnG4B-4RmM,8754
+pandas_market_calendars/holidays/sifma.py,sha256=PsGYHMHD5fH02o7UUuDB4yadUWawUXRUHH7UDO5GZvc,9183
 pandas_market_calendars/holidays/uk.py,sha256=dt5TNONlDMXPw8wjyyPBYNnLO5Yz6Mht8VrPUrNqy-M,4719
 pandas_market_calendars/holidays/us.py,sha256=OBBMMKTRzghD-b9CmPRe5zBh7zQYjWl4-9SogT6ZnBo,11515
-pandas_market_calendars-5.0.0.dist-info/licenses/LICENSE,sha256=qW51_A-I7YutlB-s8VSKeOP-aL83T-Lb8LqqU1x1ilw,1065
-pandas_market_calendars-5.0.0.dist-info/licenses/NOTICE,sha256=mmH7c9aF5FsELh1OHXloXw1TajLD_mWDKO4dsVf43_E,11693
-pandas_market_calendars-5.0.0.dist-info/METADATA,sha256=63lMywzh2v3ev1v0ubNeTtRCKD4I1UnOV998FvMFf14,9641
-pandas_market_calendars-5.0.0.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-pandas_market_calendars-5.0.0.dist-info/top_level.txt,sha256=_4cUEFr07SuEAzZMT-5p0lJGXxO9imVbEK9_5oqcopQ,24
-pandas_market_calendars-5.0.0.dist-info/RECORD,,
+pandas_market_calendars-5.1.0.dist-info/licenses/LICENSE,sha256=qW51_A-I7YutlB-s8VSKeOP-aL83T-Lb8LqqU1x1ilw,1065
+pandas_market_calendars-5.1.0.dist-info/licenses/NOTICE,sha256=mmH7c9aF5FsELh1OHXloXw1TajLD_mWDKO4dsVf43_E,11693
+pandas_market_calendars-5.1.0.dist-info/METADATA,sha256=b9voNNgwPUyYYTXbUDmFrQmUyCOG3pkBfEgtFB49x7k,9641
+pandas_market_calendars-5.1.0.dist-info/WHEEL,sha256=SmOxYU7pzNKBqASvQJ7DjX3XGUF92lrGhMb3R6_iiqI,91
+pandas_market_calendars-5.1.0.dist-info/top_level.txt,sha256=_4cUEFr07SuEAzZMT-5p0lJGXxO9imVbEK9_5oqcopQ,24
+pandas_market_calendars-5.1.0.dist-info/RECORD,,

{pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.0.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (78.1.0)
+Generator: setuptools (79.0.1)
 Root-Is-Purelib: true
 Tag: py3-none-any