pandas-market-calendars 5.1.0__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.
- pandas_market_calendars/__init__.py +39 -39
- pandas_market_calendars/calendar_registry.py +57 -57
- pandas_market_calendars/calendar_utils.py +1151 -1151
- pandas_market_calendars/calendars/asx.py +77 -70
- pandas_market_calendars/calendars/bmf.py +226 -219
- pandas_market_calendars/calendars/bse.py +432 -425
- pandas_market_calendars/calendars/cboe.py +156 -149
- pandas_market_calendars/calendars/cme.py +412 -405
- pandas_market_calendars/calendars/cme_globex_agriculture.py +172 -172
- pandas_market_calendars/calendars/cme_globex_base.py +126 -119
- pandas_market_calendars/calendars/cme_globex_crypto.py +165 -158
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +223 -216
- pandas_market_calendars/calendars/cme_globex_equities.py +130 -123
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -136
- pandas_market_calendars/calendars/cme_globex_fx.py +101 -101
- pandas_market_calendars/calendars/eurex.py +138 -131
- pandas_market_calendars/calendars/eurex_fixed_income.py +105 -98
- pandas_market_calendars/calendars/hkex.py +438 -431
- pandas_market_calendars/calendars/ice.py +88 -81
- pandas_market_calendars/calendars/iex.py +162 -155
- pandas_market_calendars/calendars/jpx.py +124 -117
- pandas_market_calendars/calendars/lse.py +125 -118
- pandas_market_calendars/calendars/mirror.py +144 -144
- pandas_market_calendars/calendars/nyse.py +1472 -1466
- pandas_market_calendars/calendars/ose.py +125 -118
- pandas_market_calendars/calendars/sifma.py +390 -383
- pandas_market_calendars/calendars/six.py +143 -136
- pandas_market_calendars/calendars/sse.py +322 -315
- pandas_market_calendars/calendars/tase.py +231 -224
- pandas_market_calendars/calendars/tsx.py +192 -185
- pandas_market_calendars/class_registry.py +115 -115
- pandas_market_calendars/holidays/cme.py +385 -385
- pandas_market_calendars/holidays/cme_globex.py +214 -214
- pandas_market_calendars/holidays/cn.py +1476 -1476
- pandas_market_calendars/holidays/jp.py +401 -401
- pandas_market_calendars/holidays/jpx_equinox.py +506 -506
- pandas_market_calendars/holidays/nyse.py +1536 -1536
- pandas_market_calendars/holidays/oz.py +63 -63
- pandas_market_calendars/holidays/sifma.py +350 -350
- pandas_market_calendars/holidays/us.py +376 -376
- pandas_market_calendars/market_calendar.py +1008 -1008
- {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/METADATA +3 -1
- pandas_market_calendars-5.1.1.dist-info/RECORD +50 -0
- {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/WHEEL +1 -1
- pandas_market_calendars-5.1.0.dist-info/RECORD +0 -50
- {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/licenses/LICENSE +0 -0
- {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/licenses/NOTICE +0 -0
- {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.1.dist-info}/top_level.txt +0 -0
@@ -1,144 +1,144 @@
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"""
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Imported calendars from the exchange_calendars project
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GitHub: https://github.com/gerrymanoim/exchange_calendars
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"""
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import exchange_calendars
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from pandas_market_calendars.market_calendar import MarketCalendar
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DAYMASKS = ["Mon", "Tue", "Wed", "Thu", "Fri", "Sat", "Sun"]
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class TradingCalendar(MarketCalendar):
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"""
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This class provides access to all the information on opens, breaks and closes that are available
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in the exchange_calendars package, it will receive the correctly formatted regular_market_times
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dictionary in the for-loop below.
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The initialization of calendars from exchange_calendars, is bypassed until the `.ec` property is used,
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which returns the initialized exchange_calendar calendar, which is only initialized the first time.
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"""
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# flag indicating that offset still needs to be checked.
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# A class attribute so we only do this once per class and not per instance
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_FINALIZE_TRADING_CALENDAR = True
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def __new__(cls, *args, **kwargs):
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self = super().__new__(cls)
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self._ec = super().__new__(cls._ec_class)
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# flag indicating that mirrored class is not initialized yet, which we only want to do
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# once per instance, if and only if the public `.ec` property is used.
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self._EC_NOT_INITIALIZED = True
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# offsets of exchange_calendar_mirrors are only available through the instance
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if cls._FINALIZE_TRADING_CALENDAR:
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if self._ec.open_offset:
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cls.regular_market_times._set(
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"market_open",
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tuple(
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(t[0], t[1], self._ec.open_offset)
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for t in cls.regular_market_times["market_open"]
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),
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)
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if self._ec.close_offset:
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cls.regular_market_times._set(
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"market_close",
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tuple((t[0], t[1], self._ec.close_offset) for t in cls.regular_market_times["market_close"]),
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)
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cls._FINALIZE_TRADING_CALENDAR = False
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self.__init__(*args, **kwargs)
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return self
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def __init__(self, open_time=None, close_time=None):
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super().__init__(open_time, close_time)
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@property
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def ec(self):
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if self._EC_NOT_INITIALIZED:
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self._ec.__init__()
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self._EC_NOT_INITIALIZED = False
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return self._ec
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@property
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def name(self):
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return self._ec.name
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@property
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def full_name(self):
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return self._ec.name
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@property
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def tz(self):
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return self._ec.tz
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@property
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def regular_holidays(self):
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return self._ec.regular_holidays
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@property
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def adhoc_holidays(self):
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return self._ec.adhoc_holidays
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@property
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def special_opens(self):
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return self._ec.special_opens
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@property
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def special_opens_adhoc(self):
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return self._ec.special_opens_adhoc
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@property
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def special_closes(self):
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return self._ec.special_closes
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@property
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def special_closes_adhoc(self):
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return self._ec.special_closes_adhoc
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@property
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def weekmask(self):
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if hasattr(self._ec, "weekmask"):
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if "1" in self._ec.weekmask or "0" in self._ec.weekmask:
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# Convert 1s & 0s to Day Abbreviations
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return " ".join([DAYMASKS[i] for i, val in enumerate(self._ec.weekmask) if val == "1"])
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else:
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return self._ec.weekmask
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else:
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return "Mon Tue Wed Thu Fri"
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calendars = exchange_calendars.calendar_utils._default_calendar_factories # noqa
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time_props = dict(
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open_times="market_open",
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close_times="market_close",
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break_start_times="break_start",
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break_end_times="break_end",
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)
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for exchange in calendars:
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cal = calendars[exchange]
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# this loop will set up the newly required regular_market_times dictionary
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regular_market_times = {}
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for prop, new in time_props.items():
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times = getattr(cal, prop)
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if times is None or isinstance(times, property):
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continue
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regular_market_times[new] = times
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cal = type(
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exchange,
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(TradingCalendar,),
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{
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"_ec_class": calendars[exchange],
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"alias": [exchange],
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"regular_market_times": regular_market_times,
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},
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)
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locals()[f"{exchange}ExchangeCalendar"] = cal
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"""
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Imported calendars from the exchange_calendars project
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GitHub: https://github.com/gerrymanoim/exchange_calendars
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"""
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import exchange_calendars
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from pandas_market_calendars.market_calendar import MarketCalendar
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DAYMASKS = ["Mon", "Tue", "Wed", "Thu", "Fri", "Sat", "Sun"]
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class TradingCalendar(MarketCalendar):
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"""
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This class provides access to all the information on opens, breaks and closes that are available
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in the exchange_calendars package, it will receive the correctly formatted regular_market_times
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dictionary in the for-loop below.
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The initialization of calendars from exchange_calendars, is bypassed until the `.ec` property is used,
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which returns the initialized exchange_calendar calendar, which is only initialized the first time.
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"""
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# flag indicating that offset still needs to be checked.
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# A class attribute so we only do this once per class and not per instance
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_FINALIZE_TRADING_CALENDAR = True
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def __new__(cls, *args, **kwargs):
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self = super().__new__(cls)
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self._ec = super().__new__(cls._ec_class)
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# flag indicating that mirrored class is not initialized yet, which we only want to do
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# once per instance, if and only if the public `.ec` property is used.
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self._EC_NOT_INITIALIZED = True
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# offsets of exchange_calendar_mirrors are only available through the instance
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if cls._FINALIZE_TRADING_CALENDAR:
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if self._ec.open_offset:
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cls.regular_market_times._set(
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"market_open",
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tuple(
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(t[0], t[1], self._ec.open_offset)
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for t in cls.regular_market_times["market_open"]
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),
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)
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if self._ec.close_offset:
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cls.regular_market_times._set(
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"market_close",
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tuple((t[0], t[1], self._ec.close_offset) for t in cls.regular_market_times["market_close"]),
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)
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cls._FINALIZE_TRADING_CALENDAR = False
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self.__init__(*args, **kwargs)
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return self
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def __init__(self, open_time=None, close_time=None):
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super().__init__(open_time, close_time)
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@property
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def ec(self):
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if self._EC_NOT_INITIALIZED:
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self._ec.__init__()
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self._EC_NOT_INITIALIZED = False
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return self._ec
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@property
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def name(self):
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return self._ec.name
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@property
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def full_name(self):
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return self._ec.name
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@property
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def tz(self):
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return self._ec.tz
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@property
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def regular_holidays(self):
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return self._ec.regular_holidays
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@property
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def adhoc_holidays(self):
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return self._ec.adhoc_holidays
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@property
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def special_opens(self):
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return self._ec.special_opens
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@property
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def special_opens_adhoc(self):
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return self._ec.special_opens_adhoc
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@property
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def special_closes(self):
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return self._ec.special_closes
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@property
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def special_closes_adhoc(self):
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return self._ec.special_closes_adhoc
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@property
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def weekmask(self):
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if hasattr(self._ec, "weekmask"):
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if "1" in self._ec.weekmask or "0" in self._ec.weekmask:
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# Convert 1s & 0s to Day Abbreviations
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return " ".join([DAYMASKS[i] for i, val in enumerate(self._ec.weekmask) if val == "1"])
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else:
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return self._ec.weekmask
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else:
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return "Mon Tue Wed Thu Fri"
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calendars = exchange_calendars.calendar_utils._default_calendar_factories # noqa
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time_props = dict(
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open_times="market_open",
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close_times="market_close",
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break_start_times="break_start",
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break_end_times="break_end",
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)
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for exchange in calendars:
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cal = calendars[exchange]
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# this loop will set up the newly required regular_market_times dictionary
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regular_market_times = {}
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for prop, new in time_props.items():
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times = getattr(cal, prop)
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if times is None or isinstance(times, property):
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continue
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regular_market_times[new] = times
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cal = type(
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exchange,
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(TradingCalendar,),
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{
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"_ec_class": calendars[exchange],
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"alias": [exchange],
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"regular_market_times": regular_market_times,
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},
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)
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locals()[f"{exchange}ExchangeCalendar"] = cal
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