pandas-market-calendars 5.1.0__py3-none-any.whl → 5.1.1__py3-none-any.whl

pandas_market_calendars/holidays/sifma.py

@@ -1,350 +1,350 @@
-from dateutil.relativedelta import MO, TH
-from pandas import DateOffset, Timestamp
-from pandas.tseries.holiday import (
-    Holiday,
-    nearest_workday,
-    next_monday,
-    sunday_to_monday,
-    previous_workday,
-    Easter,
-)
-from pandas.tseries.offsets import Day
-
-from pandas_market_calendars.market_calendar import (
-    MONDAY,
-    TUESDAY,
-    WEDNESDAY,
-    THURSDAY,
-    FRIDAY,
-)
-
-####################################################
-# US New Years Day Jan 1
-# When Jan 1 is a Sunday, US markets observe the subsequent Monday.
-# When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
-#####################################################
-USNewYearsDay = Holiday(
-    "New Years Day US",
-    month=1,
-    day=1,
-    days_of_week=(
-        MONDAY,
-        TUESDAY,
-        WEDNESDAY,
-        THURSDAY,
-        FRIDAY,
-    ),
-    observance=sunday_to_monday,
-)
-
-USNewYearsEve2pmEarlyClose = Holiday(
-    "New Years Eve US",
-    month=1,
-    day=1,
-    days_of_week=(
-        MONDAY,
-        TUESDAY,
-        WEDNESDAY,
-        THURSDAY,
-        FRIDAY,
-    ),
-    observance=previous_workday,
-)
-
-#########################################################################
-# Martin Luther King Jr
-##########################################################################
-MartinLutherKingJr = Holiday(
-    "Dr. Martin Luther King Jr. Day",
-    month=1,
-    day=1,
-    days_of_week=(
-        MONDAY,
-        TUESDAY,
-        WEDNESDAY,
-        THURSDAY,
-        FRIDAY,
-    ),
-    offset=DateOffset(weekday=MO(3)),
-)
-
-#########################################################################
-# US Presidents Day Feb
-##########################################################################
-USPresidentsDay = Holiday(
-    "President" "s Day",
-    start_date=Timestamp("1971-01-01"),
-    month=2,
-    day=1,
-    days_of_week=(
-        MONDAY,
-        TUESDAY,
-        WEDNESDAY,
-        THURSDAY,
-        FRIDAY,
-    ),
-    offset=DateOffset(weekday=MO(3)),
-)
-
-############################################################
-# 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 Thru 2020",
-    end_date=Timestamp("2020-12-31"),
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-2)],
-)
-
-# 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",
-    end_date=Timestamp("2020-12-31"),
-    month=1,
-    day=1,
-    offset=[Easter(), Day(-3)],
-)
-
-# 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
-#    Closed every year since 1873
-#    Observed on Monday since 1971
-##################################################
-USMemorialDay = Holiday(
-    "Memorial Day",
-    month=5,
-    day=25,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    offset=DateOffset(weekday=MO(1)),
-)
-
-DayBeforeUSMemorialDay2pmEarlyClose = Holiday(
-    "Day Before Memorial Day",
-    month=5,
-    day=25,
-    offset=[DateOffset(weekday=MO(1)), Day(-3)],
-)
-
-#######################################
-# US Juneteenth (June 19th)
-#######################################
-USJuneteenthAfter2022 = Holiday(
-    "Juneteenth Starting at 2022",
-    start_date=Timestamp("2022-06-19"),
-    month=6,
-    day=19,
-    observance=nearest_workday,
-)
-
-#######################################
-# US Independence Day July 4
-#######################################
-USIndependenceDay = Holiday(
-    "July 4th",
-    month=7,
-    day=4,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    observance=nearest_workday,
-)
-
-# Day before Independence Day
-DayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
-    "Day Before Independence Day",
-    month=7,
-    day=4,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-    observance=previous_workday,
-)
-
-# When July 4th is a Saturday, the previous Friday is a holiday
-# and the previous Thursday is an early close
-ThursdayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
-    "Thursday Before Independence Day",
-    month=7,
-    day=2,
-    days_of_week=(THURSDAY,),
-)
-
-#################################################
-# US Labor Day
-#################################################
-USLaborDay = Holiday("Labor Day", month=9, day=1, offset=DateOffset(weekday=MO(1)))
-
-#################################################
-# Columbus Day
-#################################################
-USColumbusDay = Holiday(
-    "Columbus Day",
-    month=10,
-    day=1,
-    offset=DateOffset(weekday=MO(2)),
-)
-
-##########################################################
-# Armistice/Veterans day
-# When falls on Saturday, no holiday is observed.
-# When falls on Sunday, the Monday following is a holiday.
-##########################################################
-USVeteransDay = Holiday(
-    "Veterans Day",
-    month=11,
-    day=11,
-    # 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,
-)
-
-################################################
-# US Thanksgiving Nov 30
-################################################
-USThanksgivingDay = Holiday("Thanksgiving", month=11, day=1, offset=DateOffset(weekday=TH(4)))
-
-DayAfterThanksgiving2pmEarlyClose = Holiday(
-    "Black Friday",
-    month=11,
-    day=1,
-    offset=[DateOffset(weekday=TH(4)), Day(1)],
-)
-
-################################
-# Christmas Dec 25
-################################
-Christmas = Holiday(
-    "Christmas",
-    month=12,
-    day=25,
-    observance=nearest_workday,
-)
-
-ChristmasEve2pmEarlyClose = Holiday(
-    "Christmas Eve",
-    month=12,
-    day=25,
-    observance=previous_workday,
-)
-
-# When Christmas is on a Saturday it is observed on Friday the 24th
-# Early close on Thursday 23rd
-ChristmasEveThursday2pmEarlyClose = Holiday(
-    "Christmas Eve on Thursday",
-    month=12,
-    day=23,
-    days_of_week=(THURSDAY,),
-)
-
-############################################################################
-# UK Specific Holidays
-############################################################################
-
-# Remarkably, in 2022 SIFMA recommended NO new year's day observance in the US (Saturday)
-#             but in the UK it was observed on Monday requiring a different rule
-UKNewYearsDay = Holiday(
-    "New Years Day",
-    month=1,
-    day=1,
-    observance=next_monday,
-)
-
-UKGoodFriday = Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)])
-
-UKEasterMonday = Holiday("Easter Monday", month=1, day=1, offset=[Easter(), Day(+1)])
-
-# Observed first Monday in May
-UKMayDay = Holiday(
-    "May Day",
-    month=5,
-    day=1,
-    offset=DateOffset(weekday=MO(1)),
-)
-
-# Almost always follows US Memorial Day except for
-UKSpringBankAdHoc = [
-    Timestamp("2022-06-02", tz="UTC"),
-]
-
-UKPlatinumJubilee2022 = [
-    Timestamp("2022-06-03", tz="UTC"),
-]
-
-# Observed last Monday in August in England, Wales, and Northern Ireland
-# Observed first Monday in August in Scotland
-# Coded as last Monday
-# https://www.timeanddate.com/holidays/uk/summer-bank-holiday
-UKSummerBank = Holiday(
-    "Summer Bank Holiday",
-    month=8,
-    day=30,
-    offset=DateOffset(weekday=MO(-1)),
-)
-
-# UK observes Christmas on Tuesday when Boxing Day is on Monday
-# UK observes Christmas on Monday when Christmas is on Saturday
-UKChristmaEve = Holiday(
-    "Christmas",
-    month=12,
-    day=24,
-    days_of_week=(FRIDAY,),
-)
-
-UKChristmas = Holiday(
-    "Christmas",
-    month=12,
-    day=25,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-
-# If christmas day is Saturday Monday 27th is a holiday
-# If christmas day is sunday the Tuesday 27th is a holiday
-UKWeekendChristmas = Holiday(
-    "Weekend Christmas",
-    month=12,
-    day=27,
-    days_of_week=(MONDAY, TUESDAY),
-)
-
-# Boxing day
-UKBoxingDay = Holiday(
-    "Boxing Day",
-    month=12,
-    day=26,
-    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
-)
-
-# If boxing day is saturday then Monday 28th is a holiday
-# If boxing day is sunday then Tuesday 28th is a holiday
-UKWeekendBoxingDay = Holiday(
-    "Weekend Boxing Day",
-    month=12,
-    day=28,
-    days_of_week=(MONDAY, TUESDAY),
-)
+from dateutil.relativedelta import MO, TH
+from pandas import DateOffset, Timestamp
+from pandas.tseries.holiday import (
+    Holiday,
+    nearest_workday,
+    next_monday,
+    sunday_to_monday,
+    previous_workday,
+    Easter,
+)
+from pandas.tseries.offsets import Day
+
+from pandas_market_calendars.market_calendar import (
+    MONDAY,
+    TUESDAY,
+    WEDNESDAY,
+    THURSDAY,
+    FRIDAY,
+)
+
+####################################################
+# US New Years Day Jan 1
+# When Jan 1 is a Sunday, US markets observe the subsequent Monday.
+# When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
+#####################################################
+USNewYearsDay = Holiday(
+    "New Years Day US",
+    month=1,
+    day=1,
+    days_of_week=(
+        MONDAY,
+        TUESDAY,
+        WEDNESDAY,
+        THURSDAY,
+        FRIDAY,
+    ),
+    observance=sunday_to_monday,
+)
+
+USNewYearsEve2pmEarlyClose = Holiday(
+    "New Years Eve US",
+    month=1,
+    day=1,
+    days_of_week=(
+        MONDAY,
+        TUESDAY,
+        WEDNESDAY,
+        THURSDAY,
+        FRIDAY,
+    ),
+    observance=previous_workday,
+)
+
+#########################################################################
+# Martin Luther King Jr
+##########################################################################
+MartinLutherKingJr = Holiday(
+    "Dr. Martin Luther King Jr. Day",
+    month=1,
+    day=1,
+    days_of_week=(
+        MONDAY,
+        TUESDAY,
+        WEDNESDAY,
+        THURSDAY,
+        FRIDAY,
+    ),
+    offset=DateOffset(weekday=MO(3)),
+)
+
+#########################################################################
+# US Presidents Day Feb
+##########################################################################
+USPresidentsDay = Holiday(
+    "President" "s Day",
+    start_date=Timestamp("1971-01-01"),
+    month=2,
+    day=1,
+    days_of_week=(
+        MONDAY,
+        TUESDAY,
+        WEDNESDAY,
+        THURSDAY,
+        FRIDAY,
+    ),
+    offset=DateOffset(weekday=MO(3)),
+)
+
+############################################################
+# 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 Thru 2020",
+    end_date=Timestamp("2020-12-31"),
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-2)],
+)
+
+# 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",
+    end_date=Timestamp("2020-12-31"),
+    month=1,
+    day=1,
+    offset=[Easter(), Day(-3)],
+)
+
+# 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
+#    Closed every year since 1873
+#    Observed on Monday since 1971
+##################################################
+USMemorialDay = Holiday(
+    "Memorial Day",
+    month=5,
+    day=25,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    offset=DateOffset(weekday=MO(1)),
+)
+
+DayBeforeUSMemorialDay2pmEarlyClose = Holiday(
+    "Day Before Memorial Day",
+    month=5,
+    day=25,
+    offset=[DateOffset(weekday=MO(1)), Day(-3)],
+)
+
+#######################################
+# US Juneteenth (June 19th)
+#######################################
+USJuneteenthAfter2022 = Holiday(
+    "Juneteenth Starting at 2022",
+    start_date=Timestamp("2022-06-19"),
+    month=6,
+    day=19,
+    observance=nearest_workday,
+)
+
+#######################################
+# US Independence Day July 4
+#######################################
+USIndependenceDay = Holiday(
+    "July 4th",
+    month=7,
+    day=4,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    observance=nearest_workday,
+)
+
+# Day before Independence Day
+DayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
+    "Day Before Independence Day",
+    month=7,
+    day=4,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    observance=previous_workday,
+)
+
+# When July 4th is a Saturday, the previous Friday is a holiday
+# and the previous Thursday is an early close
+ThursdayBeforeUSIndependenceDay2pmEarlyClose = Holiday(
+    "Thursday Before Independence Day",
+    month=7,
+    day=2,
+    days_of_week=(THURSDAY,),
+)
+
+#################################################
+# US Labor Day
+#################################################
+USLaborDay = Holiday("Labor Day", month=9, day=1, offset=DateOffset(weekday=MO(1)))
+
+#################################################
+# Columbus Day
+#################################################
+USColumbusDay = Holiday(
+    "Columbus Day",
+    month=10,
+    day=1,
+    offset=DateOffset(weekday=MO(2)),
+)
+
+##########################################################
+# Armistice/Veterans day
+# When falls on Saturday, no holiday is observed.
+# When falls on Sunday, the Monday following is a holiday.
+##########################################################
+USVeteransDay = Holiday(
+    "Veterans Day",
+    month=11,
+    day=11,
+    # 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,
+)
+
+################################################
+# US Thanksgiving Nov 30
+################################################
+USThanksgivingDay = Holiday("Thanksgiving", month=11, day=1, offset=DateOffset(weekday=TH(4)))
+
+DayAfterThanksgiving2pmEarlyClose = Holiday(
+    "Black Friday",
+    month=11,
+    day=1,
+    offset=[DateOffset(weekday=TH(4)), Day(1)],
+)
+
+################################
+# Christmas Dec 25
+################################
+Christmas = Holiday(
+    "Christmas",
+    month=12,
+    day=25,
+    observance=nearest_workday,
+)
+
+ChristmasEve2pmEarlyClose = Holiday(
+    "Christmas Eve",
+    month=12,
+    day=25,
+    observance=previous_workday,
+)
+
+# When Christmas is on a Saturday it is observed on Friday the 24th
+# Early close on Thursday 23rd
+ChristmasEveThursday2pmEarlyClose = Holiday(
+    "Christmas Eve on Thursday",
+    month=12,
+    day=23,
+    days_of_week=(THURSDAY,),
+)
+
+############################################################################
+# UK Specific Holidays
+############################################################################
+
+# Remarkably, in 2022 SIFMA recommended NO new year's day observance in the US (Saturday)
+#             but in the UK it was observed on Monday requiring a different rule
+UKNewYearsDay = Holiday(
+    "New Years Day",
+    month=1,
+    day=1,
+    observance=next_monday,
+)
+
+UKGoodFriday = Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)])
+
+UKEasterMonday = Holiday("Easter Monday", month=1, day=1, offset=[Easter(), Day(+1)])
+
+# Observed first Monday in May
+UKMayDay = Holiday(
+    "May Day",
+    month=5,
+    day=1,
+    offset=DateOffset(weekday=MO(1)),
+)
+
+# Almost always follows US Memorial Day except for
+UKSpringBankAdHoc = [
+    Timestamp("2022-06-02", tz="UTC"),
+]
+
+UKPlatinumJubilee2022 = [
+    Timestamp("2022-06-03", tz="UTC"),
+]
+
+# Observed last Monday in August in England, Wales, and Northern Ireland
+# Observed first Monday in August in Scotland
+# Coded as last Monday
+# https://www.timeanddate.com/holidays/uk/summer-bank-holiday
+UKSummerBank = Holiday(
+    "Summer Bank Holiday",
+    month=8,
+    day=30,
+    offset=DateOffset(weekday=MO(-1)),
+)
+
+# UK observes Christmas on Tuesday when Boxing Day is on Monday
+# UK observes Christmas on Monday when Christmas is on Saturday
+UKChristmaEve = Holiday(
+    "Christmas",
+    month=12,
+    day=24,
+    days_of_week=(FRIDAY,),
+)
+
+UKChristmas = Holiday(
+    "Christmas",
+    month=12,
+    day=25,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+
+# If christmas day is Saturday Monday 27th is a holiday
+# If christmas day is sunday the Tuesday 27th is a holiday
+UKWeekendChristmas = Holiday(
+    "Weekend Christmas",
+    month=12,
+    day=27,
+    days_of_week=(MONDAY, TUESDAY),
+)
+
+# Boxing day
+UKBoxingDay = Holiday(
+    "Boxing Day",
+    month=12,
+    day=26,
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+)
+
+# If boxing day is saturday then Monday 28th is a holiday
+# If boxing day is sunday then Tuesday 28th is a holiday
+UKWeekendBoxingDay = Holiday(
+    "Weekend Boxing Day",
+    month=12,
+    day=28,
+    days_of_week=(MONDAY, TUESDAY),
+)