pandas-market-calendars 5.0.0__py3-none-any.whl → 5.1.1__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 (48) hide show
  1. pandas_market_calendars/__init__.py +39 -39
  2. pandas_market_calendars/calendar_registry.py +57 -57
  3. pandas_market_calendars/calendar_utils.py +1151 -1147
  4. pandas_market_calendars/calendars/asx.py +77 -70
  5. pandas_market_calendars/calendars/bmf.py +226 -219
  6. pandas_market_calendars/calendars/bse.py +432 -425
  7. pandas_market_calendars/calendars/cboe.py +156 -149
  8. pandas_market_calendars/calendars/cme.py +412 -405
  9. pandas_market_calendars/calendars/cme_globex_agriculture.py +172 -172
  10. pandas_market_calendars/calendars/cme_globex_base.py +126 -119
  11. pandas_market_calendars/calendars/cme_globex_crypto.py +165 -158
  12. pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +223 -216
  13. pandas_market_calendars/calendars/cme_globex_equities.py +130 -123
  14. pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -136
  15. pandas_market_calendars/calendars/cme_globex_fx.py +101 -101
  16. pandas_market_calendars/calendars/eurex.py +138 -131
  17. pandas_market_calendars/calendars/eurex_fixed_income.py +105 -98
  18. pandas_market_calendars/calendars/hkex.py +438 -431
  19. pandas_market_calendars/calendars/ice.py +88 -81
  20. pandas_market_calendars/calendars/iex.py +162 -155
  21. pandas_market_calendars/calendars/jpx.py +124 -117
  22. pandas_market_calendars/calendars/lse.py +125 -118
  23. pandas_market_calendars/calendars/mirror.py +144 -144
  24. pandas_market_calendars/calendars/nyse.py +1472 -1466
  25. pandas_market_calendars/calendars/ose.py +125 -118
  26. pandas_market_calendars/calendars/sifma.py +390 -356
  27. pandas_market_calendars/calendars/six.py +143 -136
  28. pandas_market_calendars/calendars/sse.py +322 -315
  29. pandas_market_calendars/calendars/tase.py +231 -224
  30. pandas_market_calendars/calendars/tsx.py +192 -185
  31. pandas_market_calendars/class_registry.py +115 -115
  32. pandas_market_calendars/holidays/cme.py +385 -385
  33. pandas_market_calendars/holidays/cme_globex.py +214 -214
  34. pandas_market_calendars/holidays/cn.py +1476 -1476
  35. pandas_market_calendars/holidays/jp.py +401 -401
  36. pandas_market_calendars/holidays/jpx_equinox.py +506 -506
  37. pandas_market_calendars/holidays/nyse.py +1536 -1536
  38. pandas_market_calendars/holidays/oz.py +63 -63
  39. pandas_market_calendars/holidays/sifma.py +350 -350
  40. pandas_market_calendars/holidays/us.py +376 -376
  41. pandas_market_calendars/market_calendar.py +1008 -1008
  42. {pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/METADATA +3 -1
  43. pandas_market_calendars-5.1.1.dist-info/RECORD +50 -0
  44. {pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/WHEEL +1 -1
  45. pandas_market_calendars-5.0.0.dist-info/RECORD +0 -50
  46. {pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/licenses/LICENSE +0 -0
  47. {pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/licenses/NOTICE +0 -0
  48. {pandas_market_calendars-5.0.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/top_level.txt +0 -0
pandas_market_calendars/holidays/cme_globex.py CHANGED
@@ -1,214 +1,214 @@
1
- from dateutil.relativedelta import MO, TH
2
- from pandas import DateOffset, Timestamp
3
- from pandas.tseries.holiday import Holiday, nearest_workday, Easter
4
- from pandas.tseries.offsets import Day
5
-
6
- from pandas_market_calendars.market_calendar import (
7
- MONDAY,
8
- TUESDAY,
9
- WEDNESDAY,
10
- THURSDAY,
11
- FRIDAY,
12
- )
13
-
14
- ####################################################
15
- # US New Years Day Jan 1
16
- #####################################################
17
- USNewYearsDay = Holiday(
18
- "New Years Day",
19
- month=1,
20
- day=1,
21
- start_date=Timestamp("1952-09-29"),
22
- # observance=sunday_to_monday,
23
- days_of_week=(
24
- MONDAY,
25
- TUESDAY,
26
- WEDNESDAY,
27
- THURSDAY,
28
- FRIDAY,
29
- ),
30
- )
31
-
32
- #########################################################################
33
- # Martin Luther King Jr.
34
- # Starting 1998
35
- ##########################################################################
36
- USMartinLutherKingJrFrom2022 = Holiday(
37
- "Dr. Martin Luther King Jr. Day",
38
- month=1,
39
- day=1,
40
- start_date=Timestamp("2022-01-01"),
41
- days_of_week=(
42
- MONDAY,
43
- TUESDAY,
44
- WEDNESDAY,
45
- THURSDAY,
46
- FRIDAY,
47
- ),
48
- offset=DateOffset(weekday=MO(3)),
49
- )
50
-
51
- USMartinLutherKingJrPre2022 = Holiday(
52
- "Dr. Martin Luther King Jr. Day",
53
- month=1,
54
- day=1,
55
- start_date=Timestamp("1998-01-01"),
56
- end_date=Timestamp("2021-12-31"),
57
- offset=DateOffset(weekday=MO(3)),
58
- )
59
-
60
- #########################################################################
61
- # US Presidents Day Feb
62
- ##########################################################################
63
- USPresidentsDayFrom2022 = Holiday(
64
- "President" "s Day",
65
- start_date=Timestamp("2022-01-01"),
66
- month=2,
67
- day=1,
68
- offset=DateOffset(weekday=MO(3)),
69
- )
70
-
71
- USPresidentsDayPre2022 = Holiday(
72
- "President" "s Day",
73
- end_date=Timestamp("2021-12-31"),
74
- month=2,
75
- day=1,
76
- offset=DateOffset(weekday=MO(3)),
77
- )
78
-
79
- ############################################################
80
- # Good Friday
81
- ############################################################
82
- GoodFriday = Holiday(
83
- "Good Friday 1908+",
84
- start_date=Timestamp("1908-01-01"),
85
- month=1,
86
- day=1,
87
- offset=[Easter(), Day(-2)],
88
- )
89
-
90
- ##################################################
91
- # US Memorial Day (Decoration Day) May 30
92
- ##################################################
93
- USMemorialDayFrom2022 = Holiday(
94
- "Memorial Day",
95
- month=5,
96
- day=25,
97
- start_date=Timestamp("2022-01-01"),
98
- offset=DateOffset(weekday=MO(1)),
99
- )
100
-
101
- USMemorialDayPre2022 = Holiday(
102
- "Memorial Day",
103
- month=5,
104
- day=25,
105
- end_date=Timestamp("2021-12-31"),
106
- offset=DateOffset(weekday=MO(1)),
107
- )
108
-
109
- #######################################
110
- # US Juneteenth (June 19th)
111
- #######################################
112
- USJuneteenthFrom2022 = Holiday(
113
- "Juneteenth Starting at 2022",
114
- start_date=Timestamp("2022-06-19"),
115
- month=6,
116
- day=19,
117
- observance=nearest_workday,
118
- )
119
-
120
- #######################################
121
- # US Independence Day July 4
122
- #######################################
123
- USIndependenceDayFrom2022 = Holiday(
124
- "July 4th",
125
- month=7,
126
- day=4,
127
- start_date=Timestamp("2022-01-01"),
128
- observance=nearest_workday,
129
- )
130
- USIndependenceDayPre2022 = Holiday(
131
- "July 4th",
132
- month=7,
133
- day=4,
134
- end_date=Timestamp("2021-12-31"),
135
- observance=nearest_workday,
136
- )
137
-
138
- #################################################
139
- # US Labor Day Starting 1887
140
- #################################################
141
- USLaborDayFrom2022 = Holiday(
142
- "Labor Day",
143
- month=9,
144
- day=1,
145
- start_date=Timestamp("2022-01-01"),
146
- offset=DateOffset(weekday=MO(1)),
147
- )
148
- USLaborDayPre2022 = Holiday(
149
- "Labor Day",
150
- month=9,
151
- day=1,
152
- end_date=Timestamp("2021-12-31"),
153
- offset=DateOffset(weekday=MO(1)),
154
- )
155
- USLaborDay = Holiday(
156
- "Labor Day",
157
- month=9,
158
- day=1,
159
- start_date=Timestamp("1887-01-01"),
160
- offset=DateOffset(weekday=MO(1)),
161
- )
162
-
163
- ################################################
164
- # US Thanksgiving Nov 30
165
- ################################################
166
- USThanksgivingDayFrom2022 = Holiday(
167
- "Thanksgiving",
168
- start_date=Timestamp("2022-01-01"),
169
- month=11,
170
- day=1,
171
- offset=DateOffset(weekday=TH(4)),
172
- )
173
-
174
- USThanksgivingDayPre2022 = Holiday(
175
- "Thanksgiving",
176
- end_date=Timestamp("2021-12-31"),
177
- month=11,
178
- day=1,
179
- offset=DateOffset(weekday=TH(4)),
180
- )
181
-
182
- FridayAfterThanksgiving = Holiday(
183
- "Friday after Thanksgiving",
184
- month=11,
185
- day=1,
186
- offset=[DateOffset(weekday=TH(4)), Day(1)],
187
- )
188
-
189
- USThanksgivingFridayFrom2021 = Holiday(
190
- "Thanksgiving Friday",
191
- month=11,
192
- day=1,
193
- offset=[DateOffset(weekday=TH(4)), Day(1)],
194
- start_date=Timestamp("2021-01-01"),
195
- )
196
-
197
- USThanksgivingFridayPre2021 = Holiday(
198
- "Thanksgiving Friday",
199
- month=11,
200
- day=1,
201
- offset=[DateOffset(weekday=TH(4)), Day(1)],
202
- end_date=Timestamp("2020-12-31"),
203
- )
204
-
205
- ################################
206
- # Christmas Dec 25
207
- ################################
208
- ChristmasCME = Holiday(
209
- "Christmas",
210
- month=12,
211
- day=25,
212
- start_date=Timestamp("1999-01-01"),
213
- observance=nearest_workday,
214
- )
1
+ from dateutil.relativedelta import MO, TH
2
+ from pandas import DateOffset, Timestamp
3
+ from pandas.tseries.holiday import Holiday, nearest_workday, Easter
4
+ from pandas.tseries.offsets import Day
5
+
6
+ from pandas_market_calendars.market_calendar import (
7
+ MONDAY,
8
+ TUESDAY,
9
+ WEDNESDAY,
10
+ THURSDAY,
11
+ FRIDAY,
12
+ )
13
+
14
+ ####################################################
15
+ # US New Years Day Jan 1
16
+ #####################################################
17
+ USNewYearsDay = Holiday(
18
+ "New Years Day",
19
+ month=1,
20
+ day=1,
21
+ start_date=Timestamp("1952-09-29"),
22
+ # observance=sunday_to_monday,
23
+ days_of_week=(
24
+ MONDAY,
25
+ TUESDAY,
26
+ WEDNESDAY,
27
+ THURSDAY,
28
+ FRIDAY,
29
+ ),
30
+ )
31
+
32
+ #########################################################################
33
+ # Martin Luther King Jr.
34
+ # Starting 1998
35
+ ##########################################################################
36
+ USMartinLutherKingJrFrom2022 = Holiday(
37
+ "Dr. Martin Luther King Jr. Day",
38
+ month=1,
39
+ day=1,
40
+ start_date=Timestamp("2022-01-01"),
41
+ days_of_week=(
42
+ MONDAY,
43
+ TUESDAY,
44
+ WEDNESDAY,
45
+ THURSDAY,
46
+ FRIDAY,
47
+ ),
48
+ offset=DateOffset(weekday=MO(3)),
49
+ )
50
+
51
+ USMartinLutherKingJrPre2022 = Holiday(
52
+ "Dr. Martin Luther King Jr. Day",
53
+ month=1,
54
+ day=1,
55
+ start_date=Timestamp("1998-01-01"),
56
+ end_date=Timestamp("2021-12-31"),
57
+ offset=DateOffset(weekday=MO(3)),
58
+ )
59
+
60
+ #########################################################################
61
+ # US Presidents Day Feb
62
+ ##########################################################################
63
+ USPresidentsDayFrom2022 = Holiday(
64
+ "President" "s Day",
65
+ start_date=Timestamp("2022-01-01"),
66
+ month=2,
67
+ day=1,
68
+ offset=DateOffset(weekday=MO(3)),
69
+ )
70
+
71
+ USPresidentsDayPre2022 = Holiday(
72
+ "President" "s Day",
73
+ end_date=Timestamp("2021-12-31"),
74
+ month=2,
75
+ day=1,
76
+ offset=DateOffset(weekday=MO(3)),
77
+ )
78
+
79
+ ############################################################
80
+ # Good Friday
81
+ ############################################################
82
+ GoodFriday = Holiday(
83
+ "Good Friday 1908+",
84
+ start_date=Timestamp("1908-01-01"),
85
+ month=1,
86
+ day=1,
87
+ offset=[Easter(), Day(-2)],
88
+ )
89
+
90
+ ##################################################
91
+ # US Memorial Day (Decoration Day) May 30
92
+ ##################################################
93
+ USMemorialDayFrom2022 = Holiday(
94
+ "Memorial Day",
95
+ month=5,
96
+ day=25,
97
+ start_date=Timestamp("2022-01-01"),
98
+ offset=DateOffset(weekday=MO(1)),
99
+ )
100
+
101
+ USMemorialDayPre2022 = Holiday(
102
+ "Memorial Day",
103
+ month=5,
104
+ day=25,
105
+ end_date=Timestamp("2021-12-31"),
106
+ offset=DateOffset(weekday=MO(1)),
107
+ )
108
+
109
+ #######################################
110
+ # US Juneteenth (June 19th)
111
+ #######################################
112
+ USJuneteenthFrom2022 = Holiday(
113
+ "Juneteenth Starting at 2022",
114
+ start_date=Timestamp("2022-06-19"),
115
+ month=6,
116
+ day=19,
117
+ observance=nearest_workday,
118
+ )
119
+
120
+ #######################################
121
+ # US Independence Day July 4
122
+ #######################################
123
+ USIndependenceDayFrom2022 = Holiday(
124
+ "July 4th",
125
+ month=7,
126
+ day=4,
127
+ start_date=Timestamp("2022-01-01"),
128
+ observance=nearest_workday,
129
+ )
130
+ USIndependenceDayPre2022 = Holiday(
131
+ "July 4th",
132
+ month=7,
133
+ day=4,
134
+ end_date=Timestamp("2021-12-31"),
135
+ observance=nearest_workday,
136
+ )
137
+
138
+ #################################################
139
+ # US Labor Day Starting 1887
140
+ #################################################
141
+ USLaborDayFrom2022 = Holiday(
142
+ "Labor Day",
143
+ month=9,
144
+ day=1,
145
+ start_date=Timestamp("2022-01-01"),
146
+ offset=DateOffset(weekday=MO(1)),
147
+ )
148
+ USLaborDayPre2022 = Holiday(
149
+ "Labor Day",
150
+ month=9,
151
+ day=1,
152
+ end_date=Timestamp("2021-12-31"),
153
+ offset=DateOffset(weekday=MO(1)),
154
+ )
155
+ USLaborDay = Holiday(
156
+ "Labor Day",
157
+ month=9,
158
+ day=1,
159
+ start_date=Timestamp("1887-01-01"),
160
+ offset=DateOffset(weekday=MO(1)),
161
+ )
162
+
163
+ ################################################
164
+ # US Thanksgiving Nov 30
165
+ ################################################
166
+ USThanksgivingDayFrom2022 = Holiday(
167
+ "Thanksgiving",
168
+ start_date=Timestamp("2022-01-01"),
169
+ month=11,
170
+ day=1,
171
+ offset=DateOffset(weekday=TH(4)),
172
+ )
173
+
174
+ USThanksgivingDayPre2022 = Holiday(
175
+ "Thanksgiving",
176
+ end_date=Timestamp("2021-12-31"),
177
+ month=11,
178
+ day=1,
179
+ offset=DateOffset(weekday=TH(4)),
180
+ )
181
+
182
+ FridayAfterThanksgiving = Holiday(
183
+ "Friday after Thanksgiving",
184
+ month=11,
185
+ day=1,
186
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
187
+ )
188
+
189
+ USThanksgivingFridayFrom2021 = Holiday(
190
+ "Thanksgiving Friday",
191
+ month=11,
192
+ day=1,
193
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
194
+ start_date=Timestamp("2021-01-01"),
195
+ )
196
+
197
+ USThanksgivingFridayPre2021 = Holiday(
198
+ "Thanksgiving Friday",
199
+ month=11,
200
+ day=1,
201
+ offset=[DateOffset(weekday=TH(4)), Day(1)],
202
+ end_date=Timestamp("2020-12-31"),
203
+ )
204
+
205
+ ################################
206
+ # Christmas Dec 25
207
+ ################################
208
+ ChristmasCME = Holiday(
209
+ "Christmas",
210
+ month=12,
211
+ day=25,
212
+ start_date=Timestamp("1999-01-01"),
213
+ observance=nearest_workday,
214
+ )