pandas-market-calendars 5.0.0__tar.gz → 5.1.0__tar.gz

{pandas_market_calendars-5.0.0/pandas_market_calendars.egg-info → pandas_market_calendars-5.1.0}/PKG-INFO

@@ -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 → pandas_market_calendars-5.1.0}/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-5.0.0 → pandas_market_calendars-5.1.0}/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-5.0.0 → pandas_market_calendars-5.1.0}/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 → pandas_market_calendars-5.1.0/pandas_market_calendars.egg-info}/PKG-INFO

@@ -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 → pandas_market_calendars-5.1.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "pandas_market_calendars"
-version = "5.0.0"
+version = "5.1.0"
 authors = [
     { name = "Ryan Sheftel", email = "rsheftel@alumni.upenn.edu" },
 ]

{pandas_market_calendars-5.0.0 → pandas_market_calendars-5.1.0}/tests/test_sifma_calendars.py

@@ -93,6 +93,40 @@ def test_us_weekmask():
     assert sifma_us.weekmask == "Mon Tue Wed Thu Fri"
 
 
+def test_us_2025():
+    start = "2025-01-01"
+    end = "2025-12-31"
+    holidays = [
+        pd.Timestamp("2025-01-01", tz="UTC"),  # New Year's Day
+        pd.Timestamp("2025-01-20", tz="UTC"),  # MLK
+        pd.Timestamp("2025-02-17", tz="UTC"),  # Presidents Day
+        pd.Timestamp("2025-04-18", tz="UTC"),  # Good Friday (NOT first Friday)
+        pd.Timestamp("2025-05-26", tz="UTC"),  # Memorial Day
+        pd.Timestamp("2025-06-19", tz="UTC"),  # Juneteenth
+        pd.Timestamp("2025-07-04", tz="UTC"),  # Independence Day
+        pd.Timestamp("2025-09-01", tz="UTC"),  # Labor Day
+        pd.Timestamp("2025-10-13", tz="UTC"),  # Columbus Day
+        pd.Timestamp("2025-11-11", tz="UTC"),  # Veterans Day
+        pd.Timestamp("2025-11-27", tz="UTC"),  # Thanksgiving
+        pd.Timestamp("2025-12-25", tz="UTC"),  # Christmas
+    ]
+    _test_holidays(sifma_us, holidays, start, end)
+    _test_no_special_opens(sifma_us, start, end)
+
+    # early closes we expect:
+    early_closes = [
+        pd.Timestamp(
+            "2025-04-17 2:00PM", tz="America/New_York"
+        ),  # Day before Good Friday (2pm because GF is full holiday)
+        pd.Timestamp("2025-05-23 2:00PM", tz="America/New_York"),  # Day before Memorial Day
+        pd.Timestamp("2025-07-03 2:00PM", tz="America/New_York"),  # Day before Independence Day
+        pd.Timestamp("2025-11-28 2:00PM", tz="America/New_York"),  # Day after Thanksgiving
+        pd.Timestamp("2025-12-24 2:00PM", tz="America/New_York"),  # Day before Christmas
+        pd.Timestamp("2025-12-31 2:00PM", tz="America/New_York"),  # New Year's Eve
+    ]
+    _test_has_early_closes(sifma_us, early_closes, start, end)
+
+
 def test_us_2024():
     start = "2024-01-01"
     end = "2024-12-31"
@@ -100,7 +134,7 @@ def test_us_2024():
         pd.Timestamp("2024-01-01", tz="UTC"),  # New Year's Day
         pd.Timestamp("2024-01-15", tz="UTC"),  # MLK
         pd.Timestamp("2024-02-19", tz="UTC"),  # Presidents Day
-        pd.Timestamp("2024-03-29", tz="UTC"),  # Good Friday
+        pd.Timestamp("2024-03-29", tz="UTC"),  # Good Friday (NOT first Friday)
         pd.Timestamp("2024-05-27", tz="UTC"),  # Memorial Day
         pd.Timestamp("2024-06-19", tz="UTC"),  # Juneteenth
         pd.Timestamp("2024-07-04", tz="UTC"),  # Independence Day
@@ -115,19 +149,13 @@ def test_us_2024():
 
     # early closes we expect:
     early_closes = [
-        pd.Timestamp("2024-03-28 2:00PM", tz="America/New_York"),  # Good Friday
-        pd.Timestamp(
-            "2024-05-24 2:00PM", tz="America/New_York"
-        ),  # Day before Memorial Day
-        pd.Timestamp(
-            "2024-07-03 2:00PM", tz="America/New_York"
-        ),  # Day before Independence Day
-        pd.Timestamp(
-            "2024-11-29 2:00PM", tz="America/New_York"
-        ),  # Day after Thanksgiving
         pd.Timestamp(
-            "2024-12-24 2:00PM", tz="America/New_York"
-        ),  # Day before Christmas
+            "2024-03-28 2:00PM", tz="America/New_York"
+        ),  # Day before Good Friday (2pm because GF is full holiday)
+        pd.Timestamp("2024-05-24 2:00PM", tz="America/New_York"),  # Day before Memorial Day
+        pd.Timestamp("2024-07-03 2:00PM", tz="America/New_York"),  # Day before Independence Day
+        pd.Timestamp("2024-11-29 2:00PM", tz="America/New_York"),  # Day after Thanksgiving
+        pd.Timestamp("2024-12-24 2:00PM", tz="America/New_York"),  # Day before Christmas
         pd.Timestamp("2024-12-31 2:00PM", tz="America/New_York"),  # New Year's Eve
     ]
     _test_has_early_closes(sifma_us, early_closes, start, end)
@@ -136,10 +164,12 @@ def test_us_2024():
 def test_us_2023():
     start = "2023-01-01"
     end = "2023-12-31"
+    # Note: Good Friday 2023-04-07 IS the first Friday -> 12pm early close
     holidays = [
         pd.Timestamp("2023-01-02", tz="UTC"),  # New Year's Day
         pd.Timestamp("2023-01-16", tz="UTC"),  # MLK
         pd.Timestamp("2023-02-20", tz="UTC"),  # Presidents Day
+        # Good Friday is NOT a full holiday
         pd.Timestamp("2023-05-29", tz="UTC"),  # Memorial Day
         pd.Timestamp("2023-06-19", tz="UTC"),  # Juneteenth
         pd.Timestamp("2023-07-04", tz="UTC"),  # Independence Day
@@ -153,7 +183,8 @@ def test_us_2023():
 
     # early closes we expect:
     early_closes = [
-        pd.Timestamp("2023-04-07 2:00PM", tz="America/New_York"),  # Good Friday
+        pd.Timestamp("2023-04-07 12:00PM", tz="America/New_York"),  # Good Friday (12pm because it's the first Friday)
+        # No early close the day before Good Friday
         pd.Timestamp("2023-05-26 2:00PM", tz="America/New_York"),  # Day before Memorial Day
         pd.Timestamp("2023-07-03 2:00PM", tz="America/New_York"),  # Day before Independence Day
         pd.Timestamp("2023-11-24 2:00PM", tz="America/New_York"),  # Day after Thanksgiving
@@ -166,10 +197,11 @@ def test_us_2023():
 def test_us_2022():
     start = "2022-01-01"
     end = "2022-12-31"
+    # Note: Good Friday 2022-04-15 is NOT the first Friday -> full holiday
     holidays = [
         pd.Timestamp("2022-01-17", tz="UTC"),  # MLK
         pd.Timestamp("2022-02-21", tz="UTC"),  # Presidents Day
-        pd.Timestamp("2022-04-15", tz="UTC"),  # Good Friday
+        pd.Timestamp("2022-04-15", tz="UTC"),  # Good Friday (Full Holiday)
         pd.Timestamp("2022-05-30", tz="UTC"),  # Memorial Day
         pd.Timestamp("2022-06-20", tz="UTC"),  # Juneteenth
         pd.Timestamp("2022-07-04", tz="UTC"),  # Independence Day
@@ -184,7 +216,9 @@ def test_us_2022():
 
     # early closes we expect:
     early_closes = [
-        pd.Timestamp("2022-04-14 2:00PM", tz="America/New_York"),  # Day before Good Friday
+        pd.Timestamp(
+            "2022-04-14 2:00PM", tz="America/New_York"
+        ),  # Day before Good Friday (2pm because GF is full holiday)
         pd.Timestamp("2022-05-27 2:00PM", tz="America/New_York"),  # Day before Memorial Day
         pd.Timestamp("2022-07-01 2:00PM", tz="America/New_York"),  # Day before Independence Day
         pd.Timestamp("2022-11-25 2:00PM", tz="America/New_York"),  # Day after Thanksgiving
@@ -197,24 +231,28 @@ def test_us_2022():
 def test_us_2021():
     start = "2021-01-01"
     end = "2021-12-31"
+    # Note: Good Friday 2021-04-02 IS the first Friday -> 12pm early close
     holidays = [
         pd.Timestamp("2021-01-01", tz="UTC"),  # New Year's Day
         pd.Timestamp("2021-01-18", tz="UTC"),  # MLK
         pd.Timestamp("2021-02-15", tz="UTC"),  # Presidents Day
+        # Good Friday is NOT a full holiday
         pd.Timestamp("2021-05-31", tz="UTC"),  # Memorial Day
-        pd.Timestamp("2021-07-05", tz="UTC"),  # Independence Day
+        # Juneteenth not observed by SIFMA in 2021
+        pd.Timestamp("2021-07-05", tz="UTC"),  # Independence Day observed
         pd.Timestamp("2021-09-06", tz="UTC"),  # Labor Day
         pd.Timestamp("2021-10-11", tz="UTC"),  # Columbus Day
         pd.Timestamp("2021-11-11", tz="UTC"),  # Veterans Day
         pd.Timestamp("2021-11-25", tz="UTC"),  # Thanksgiving
-        pd.Timestamp("2021-12-24", tz="UTC"),  # Christmas
+        pd.Timestamp("2021-12-24", tz="UTC"),  # Christmas observed
     ]
     _test_holidays(sifma_us, holidays, start, end)
     _test_no_special_opens(sifma_us, start, end)
 
     # early closes we expect:
     early_closes = [
-        pd.Timestamp("2021-04-02 2:00PM", tz="America/New_York"),  # Day before Good Friday
+        pd.Timestamp("2021-04-02 12:00PM", tz="America/New_York"),  # Good Friday (12pm because it's the first Friday)
+        # No early close the day before Good Friday
         pd.Timestamp("2021-05-28 2:00PM", tz="America/New_York"),  # Day before Memorial Day
         pd.Timestamp("2021-07-02 2:00PM", tz="America/New_York"),  # Day before Independence Day
         pd.Timestamp("2021-11-26 2:00PM", tz="America/New_York"),  # Day after Thanksgiving
@@ -286,6 +324,75 @@ def test_us_2019():
     _test_has_early_closes(sifma_us, early_closes, start, end)
 
 
+def test_us_2026():
+    start = "2026-01-01"
+    end = "2026-12-31"
+    # Note: Good Friday 2026-04-03 IS the first Friday -> 12pm early close
+    holidays = [
+        pd.Timestamp("2026-01-01", tz="UTC"),  # New Year's Day
+        pd.Timestamp("2026-01-19", tz="UTC"),  # MLK
+        pd.Timestamp("2026-02-16", tz="UTC"),  # Presidents Day
+        # Good Friday is NOT a full holiday
+        pd.Timestamp("2026-05-25", tz="UTC"),  # Memorial Day
+        pd.Timestamp("2026-06-19", tz="UTC"),  # Juneteenth
+        pd.Timestamp("2026-07-03", tz="UTC"),  # Independence Day observed
+        pd.Timestamp("2026-09-07", tz="UTC"),  # Labor Day
+        pd.Timestamp("2026-10-12", tz="UTC"),  # Columbus Day
+        pd.Timestamp("2026-11-11", tz="UTC"),  # Veterans Day
+        pd.Timestamp("2026-11-26", tz="UTC"),  # Thanksgiving
+        pd.Timestamp("2026-12-25", tz="UTC"),  # Christmas
+    ]
+    _test_holidays(sifma_us, holidays, start, end)
+    _test_no_special_opens(sifma_us, start, end)
+
+    # early closes we expect:
+    early_closes = [
+        pd.Timestamp("2026-04-03 12:00PM", tz="America/New_York"),  # Good Friday (12pm because it's the first Friday)
+        # No early close the day before Good Friday
+        pd.Timestamp("2026-05-22 2:00PM", tz="America/New_York"),  # Day before Memorial Day
+        pd.Timestamp("2026-07-02 2:00PM", tz="America/New_York"),  # Day before Independence Day
+        pd.Timestamp("2026-11-27 2:00PM", tz="America/New_York"),  # Day after Thanksgiving
+        pd.Timestamp("2026-12-24 2:00PM", tz="America/New_York"),  # Day before Christmas
+        pd.Timestamp("2026-12-31 2:00PM", tz="America/New_York"),  # New Year's Eve
+    ]
+    _test_has_early_closes(sifma_us, early_closes, start, end)
+
+
+def test_us_2027():
+    start = "2027-01-01"
+    end = "2027-12-31"
+    # Note: Good Friday 2027-03-26 is NOT the first Friday -> full holiday
+    holidays = [
+        pd.Timestamp("2027-01-01", tz="UTC"),  # New Year's Day
+        pd.Timestamp("2027-01-18", tz="UTC"),  # MLK
+        pd.Timestamp("2027-02-15", tz="UTC"),  # Presidents Day
+        pd.Timestamp("2027-03-26", tz="UTC"),  # Good Friday (Full Holiday)
+        pd.Timestamp("2027-05-31", tz="UTC"),  # Memorial Day
+        pd.Timestamp("2027-06-18", tz="UTC"),  # Juneteenth observed
+        pd.Timestamp("2027-07-05", tz="UTC"),  # Independence Day observed
+        pd.Timestamp("2027-09-06", tz="UTC"),  # Labor Day
+        pd.Timestamp("2027-10-11", tz="UTC"),  # Columbus Day
+        pd.Timestamp("2027-11-11", tz="UTC"),  # Veterans Day
+        pd.Timestamp("2027-11-25", tz="UTC"),  # Thanksgiving
+        pd.Timestamp("2027-12-24", tz="UTC"),  # Christmas observed
+    ]
+    _test_holidays(sifma_us, holidays, start, end)
+    _test_no_special_opens(sifma_us, start, end)
+
+    # early closes we expect:
+    early_closes = [
+        pd.Timestamp(
+            "2027-03-25 2:00PM", tz="America/New_York"
+        ),  # Day before Good Friday (2pm because GF is full holiday)
+        pd.Timestamp("2027-05-28 2:00PM", tz="America/New_York"),  # Day before Memorial Day
+        pd.Timestamp("2027-07-02 2:00PM", tz="America/New_York"),  # Day before Independence Day
+        pd.Timestamp("2027-11-26 2:00PM", tz="America/New_York"),  # Day after Thanksgiving
+        pd.Timestamp("2027-12-23 2:00PM", tz="America/New_York"),  # Day before Christmas
+        pd.Timestamp("2027-12-31 2:00PM", tz="America/New_York"),  # New Year's Eve
+    ]
+    _test_has_early_closes(sifma_us, early_closes, start, end)
+
+
 #########################################################################
 # UK TESTS
 #########################################################################

{pandas_market_calendars-5.0.0 → pandas_market_calendars-5.1.0}/tests/test_utils.py

@@ -56,9 +56,7 @@ def test_merge_schedules():
             ],
         },
         columns=["market_open", "market_close"],
-        index=pd.DatetimeIndex(
-            ["2016-07-01", "2016-07-04", "2016-07-05", "2016-07-06"]
-        ),
+        index=pd.DatetimeIndex(["2016-07-01", "2016-07-04", "2016-07-05", "2016-07-06"]),
     )
     actual = mcal.merge_schedules([sch1, sch2], how="outer")
     assert_frame_equal(actual, expected)
@@ -230,7 +228,7 @@ def test_mark_session():
                 ],
                 dtype="datetime64[ns, UTC]",
             ),
-            dtype=pd.CategoricalDtype(categories=["closed", "rth"], ordered=False),
+            dtype=pd.CategoricalDtype(categories=["break", "closed", "rth"], ordered=False),
         ),
         mcal.mark_session(
             sched,
@@ -264,3 +262,28 @@ def test_mark_session():
             closed="left",
         ),
     )
+
+
+def test_mark_session_edge_case():
+    # Edge case test where mark_session needs an additional schedule row because the first
+    # timestamp of a given date range lands in the post market session of the day prior
+    NYSE = mcal.get_calendar("NYSE")
+    sched = NYSE.schedule("2015-12-25", "2016-01-05", market_times="all", tz="UTC")
+    dt = pd.date_range("2015-12-31T23:00", "2016-01-01T02:00", freq="30min", tz="UTC")
+
+    assert_series_equal(
+        pd.Series(
+            [
+                "post",
+                "post",
+                "post",
+                "post",
+                "closed",
+                "closed",
+                "closed",
+            ],
+            index=dt,
+            dtype=pd.CategoricalDtype(["closed", "post", "pre", "rth"], ordered=False),
+        ),
+        mcal.mark_session(sched, dt, closed="left"),
+    )