pandas-market-calendars 5.1.0__py3-none-any.whl → 5.1.3__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 (49) hide show
  1. pandas_market_calendars/__init__.py +39 -39
  2. pandas_market_calendars/calendar_registry.py +58 -57
  3. pandas_market_calendars/calendar_utils.py +1151 -1151
  4. pandas_market_calendars/calendars/asx.py +100 -70
  5. pandas_market_calendars/calendars/bmf.py +225 -219
  6. pandas_market_calendars/calendars/bse.py +433 -425
  7. pandas_market_calendars/calendars/cboe.py +153 -149
  8. pandas_market_calendars/calendars/cme.py +417 -405
  9. pandas_market_calendars/calendars/cme_globex_agriculture.py +172 -172
  10. pandas_market_calendars/calendars/cme_globex_base.py +127 -119
  11. pandas_market_calendars/calendars/cme_globex_crypto.py +166 -158
  12. pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +224 -216
  13. pandas_market_calendars/calendars/cme_globex_equities.py +131 -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 +139 -131
  17. pandas_market_calendars/calendars/eurex_fixed_income.py +106 -98
  18. pandas_market_calendars/calendars/hkex.py +437 -431
  19. pandas_market_calendars/calendars/ice.py +89 -81
  20. pandas_market_calendars/calendars/iex.py +163 -155
  21. pandas_market_calendars/calendars/jpx.py +125 -117
  22. pandas_market_calendars/calendars/lse.py +126 -118
  23. pandas_market_calendars/calendars/mirror.py +144 -144
  24. pandas_market_calendars/calendars/nyse.py +1462 -1466
  25. pandas_market_calendars/calendars/ose.py +124 -118
  26. pandas_market_calendars/calendars/sifma.py +391 -383
  27. pandas_market_calendars/calendars/six.py +144 -136
  28. pandas_market_calendars/calendars/sse.py +305 -315
  29. pandas_market_calendars/calendars/tase.py +232 -224
  30. pandas_market_calendars/calendars/tsx.py +193 -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 +82 -63
  39. pandas_market_calendars/holidays/sifma.py +350 -350
  40. pandas_market_calendars/holidays/uk.py +186 -186
  41. pandas_market_calendars/holidays/us.py +376 -376
  42. pandas_market_calendars/market_calendar.py +1006 -1008
  43. {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.3.dist-info}/METADATA +5 -4
  44. pandas_market_calendars-5.1.3.dist-info/RECORD +50 -0
  45. {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.3.dist-info}/WHEEL +1 -1
  46. pandas_market_calendars-5.1.0.dist-info/RECORD +0 -50
  47. {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.3.dist-info}/licenses/LICENSE +0 -0
  48. {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.3.dist-info}/licenses/NOTICE +0 -0
  49. {pandas_market_calendars-5.1.0.dist-info → pandas_market_calendars-5.1.3.dist-info}/top_level.txt +0 -0
pandas_market_calendars/holidays/cme.py CHANGED
@@ -1,385 +1,385 @@
1
- import datetime
2
-
3
- from dateutil.relativedelta import MO, TH, FR
4
- from pandas import DateOffset, Timestamp
5
- from pandas.tseries.holiday import Holiday, Easter, nearest_workday
6
- from pandas.tseries.offsets import Day
7
-
8
- #########
9
- # Martin Luther King
10
- #########
11
- USMartinLutherKingJrAfter1998Before2022 = Holiday(
12
- "Dr. Martin Luther King Jr. Day",
13
- month=1,
14
- day=1,
15
- # The US markets didn't observe MLK day as a holiday until 1998.
16
- start_date=Timestamp("1998-01-01"),
17
- end_date=Timestamp("2021-12-31"),
18
- offset=DateOffset(weekday=MO(3)),
19
- )
20
-
21
- USMartinLutherKingJrAfter1998Before2015 = Holiday(
22
- "Dr. Martin Luther King Jr. Day",
23
- month=1,
24
- day=1,
25
- # The US markets didn't observe MLK day as a holiday until 1998.
26
- start_date=Timestamp("1998-01-01"),
27
- end_date=Timestamp("2014-12-31"),
28
- offset=DateOffset(weekday=MO(3)),
29
- )
30
-
31
- USMartinLutherKingJrAfter2015 = Holiday(
32
- "Dr. Martin Luther King Jr. Day",
33
- month=1,
34
- day=1,
35
- # The US markets didn't observe MLK day as a holiday until 1998.
36
- start_date=Timestamp("2015-01-01"),
37
- offset=DateOffset(weekday=MO(3)),
38
- )
39
-
40
- USMartinLutherKingJrAfter1998Before2016FridayBefore = Holiday(
41
- "Dr. Martin Luther King Jr. Day",
42
- month=1,
43
- day=1,
44
- start_date=Timestamp("1998-01-01"),
45
- end_date=Timestamp("2015-12-31"),
46
- offset=[DateOffset(weekday=MO(3)), DateOffset(weekday=FR(-1))],
47
- )
48
-
49
- #########
50
- # President's Day
51
- #########
52
- USPresidentsDayBefore2022 = Holiday(
53
- "President" "s Day",
54
- start_date=Timestamp("1971-01-01"),
55
- end_date=Timestamp("2021-12-31"),
56
- month=2,
57
- day=1,
58
- offset=DateOffset(weekday=MO(3)),
59
- )
60
- USPresidentsDayBefore2015 = Holiday(
61
- "President" "s Day",
62
- start_date=Timestamp("1971-01-01"),
63
- end_date=Timestamp("2014-12-31"),
64
- month=2,
65
- day=1,
66
- offset=DateOffset(weekday=MO(3)),
67
- )
68
-
69
- USPresidentsDayAfter2015 = Holiday(
70
- "President" "s Day",
71
- start_date=Timestamp("2015-01-01"),
72
- month=2,
73
- day=1,
74
- offset=DateOffset(weekday=MO(3)),
75
- )
76
-
77
- USPresidentsDayBefore2016FridayBefore = Holiday(
78
- "President" "s Day",
79
- start_date=Timestamp("1971-01-01"),
80
- end_date=Timestamp("2015-12-31"),
81
- month=2,
82
- day=1,
83
- offset=[DateOffset(weekday=MO(3)), DateOffset(weekday=FR(-1))],
84
- )
85
-
86
- #########
87
- # Good Friday
88
- #########
89
-
90
-
91
- GoodFridayBefore2021 = Holiday(
92
- "Good Friday",
93
- month=1,
94
- day=1,
95
- offset=[Easter(), Day(-2)],
96
- end_date=Timestamp("2020-12-31"),
97
- )
98
-
99
- # On some years (i.e. 2010,2012,2015) there is a special close for equities at 08:15
100
- # so here it is made sure that those are not full holidays
101
- easter = Easter()
102
- daymin2 = Day(-2)
103
-
104
-
105
- def not_0815_close(dt):
106
- if dt.year in (2010, 2012, 2015):
107
- return None
108
- else:
109
- return dt + easter + daymin2
110
-
111
-
112
- GoodFridayBefore2021NotEarlyClose = Holiday(
113
- "Good Friday",
114
- month=1,
115
- day=1,
116
- observance=not_0815_close,
117
- end_date=Timestamp("2020-12-31"),
118
- )
119
-
120
- # CME Interest Rate Products have this odd close
121
- GoodFriday2009 = Holiday(
122
- "Good Friday",
123
- month=1,
124
- day=1,
125
- offset=[Easter(), Day(-3)],
126
- start_date=Timestamp("2009-01-01"),
127
- end_date=Timestamp("2009-12-31"),
128
- )
129
-
130
- GoodFriday2021 = Holiday(
131
- "Good Friday",
132
- month=1,
133
- day=1,
134
- offset=[Easter(), Day(-2)],
135
- start_date=Timestamp("2021-01-01"),
136
- end_date=Timestamp("2021-12-31"),
137
- )
138
- GoodFridayAfter2021 = Holiday(
139
- "Good Friday",
140
- month=1,
141
- day=1,
142
- offset=[Easter(), Day(-2)],
143
- start_date=Timestamp("2022-01-01"),
144
- )
145
- GoodFriday2022 = Holiday(
146
- "Good Friday",
147
- month=1,
148
- day=1,
149
- offset=[Easter(), Day(-2)],
150
- start_date=Timestamp("2022-01-01"),
151
- end_date=Timestamp("2022-12-31"),
152
- )
153
- GoodFridayAfter2022 = Holiday(
154
- "Good Friday",
155
- month=1,
156
- day=1,
157
- offset=[Easter(), Day(-2)],
158
- start_date=Timestamp("2023-01-01"),
159
- )
160
- # Dates when equities closed at 08:15
161
- GoodFriday2010 = Holiday(
162
- "Good Friday",
163
- month=1,
164
- day=1,
165
- offset=[Easter(), Day(-2)],
166
- start_date=Timestamp("2010-01-01"),
167
- end_date=Timestamp("2010-12-31"),
168
- )
169
- GoodFriday2012 = Holiday(
170
- "Good Friday",
171
- month=1,
172
- day=1,
173
- offset=[Easter(), Day(-2)],
174
- start_date=Timestamp("2012-01-01"),
175
- end_date=Timestamp("2012-12-31"),
176
- )
177
-
178
- GoodFriday2015 = Holiday(
179
- "Good Friday",
180
- month=1,
181
- day=1,
182
- offset=[Easter(), Day(-2)],
183
- start_date=Timestamp("2015-01-01"),
184
- end_date=Timestamp("2015-12-31"),
185
- )
186
-
187
- #########
188
- # Memorial Day
189
- #########
190
-
191
- USMemorialDay2021AndPrior = Holiday(
192
- "Memorial Day",
193
- month=5,
194
- day=25,
195
- start_date=Timestamp("1971-01-01"),
196
- end_date=Timestamp("2021-12-31"),
197
- offset=DateOffset(weekday=MO(1)),
198
- ) # Equity Products
199
- USMemorialDay2013AndPrior = Holiday(
200
- "Memorial Day",
201
- month=5,
202
- day=25,
203
- start_date=Timestamp("1971-01-01"),
204
- end_date=Timestamp("2013-12-31"),
205
- offset=DateOffset(weekday=MO(1)),
206
- )
207
- USMemorialDayAfter2013 = Holiday(
208
- "Memorial Day",
209
- month=5,
210
- day=25,
211
- start_date=Timestamp("2014-01-01"),
212
- offset=DateOffset(weekday=MO(1)),
213
- )
214
- USMemorialDay2015AndPriorFridayBefore = Holiday(
215
- "Memorial Day",
216
- month=5,
217
- day=25,
218
- start_date=Timestamp("1971-01-01"),
219
- end_date=Timestamp("2015-12-31"),
220
- offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))],
221
- )
222
-
223
- #######
224
- # Independence Day
225
- #######
226
-
227
- USIndependenceDayBefore2022 = Holiday(
228
- "July 4th",
229
- month=7,
230
- day=4,
231
- start_date=Timestamp("1954-01-01"),
232
- end_date=Timestamp("2021-12-31"),
233
- observance=nearest_workday,
234
- )
235
- USIndependenceDayBefore2014 = Holiday(
236
- "July 4th",
237
- month=7,
238
- day=4,
239
- start_date=Timestamp("1954-01-01"),
240
- end_date=Timestamp("2013-12-31"),
241
- observance=nearest_workday,
242
- )
243
- USIndependenceDayAfter2014 = Holiday(
244
- "July 4th",
245
- month=7,
246
- day=4,
247
- start_date=Timestamp("2014-01-01"),
248
- observance=nearest_workday,
249
- )
250
-
251
-
252
- # Necessary for equities and crypto
253
- def previous_workday_if_july_4th_is_tue_to_fri(dt):
254
- july4th = datetime.datetime(dt.year, 7, 4)
255
- if july4th.weekday() in (1, 2, 3, 4):
256
- return july4th - datetime.timedelta(days=1)
257
- # else None
258
-
259
-
260
- USIndependenceDayBefore2022PreviousDay = Holiday(
261
- "July 4th",
262
- month=7,
263
- day=4,
264
- start_date=Timestamp("1954-01-01"),
265
- observance=previous_workday_if_july_4th_is_tue_to_fri,
266
- )
267
-
268
- #########
269
- # Labor Day
270
- #########
271
-
272
- USLaborDayStarting1887Before2022 = Holiday(
273
- "Labor Day",
274
- month=9,
275
- day=1,
276
- start_date=Timestamp("1887-01-01"),
277
- end_date=Timestamp("2021-12-31"),
278
- offset=DateOffset(weekday=MO(1)),
279
- )
280
- USLaborDayStarting1887Before2014 = Holiday(
281
- "Labor Day",
282
- month=9,
283
- day=1,
284
- start_date=Timestamp("1887-01-01"),
285
- end_date=Timestamp("2013-12-31"),
286
- offset=DateOffset(weekday=MO(1)),
287
- )
288
- USLaborDayStarting1887Before2015FridayBefore = Holiday(
289
- "Labor Day",
290
- month=9,
291
- day=1,
292
- start_date=Timestamp("1887-01-01"),
293
- end_date=Timestamp("2014-12-31"),
294
- offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))],
295
- )
296
- USLaborDayStarting1887After2014 = Holiday(
297
- "Labor Day",
298
- month=9,
299
- day=1,
300
- start_date=Timestamp("2014-01-01"),
301
- offset=DateOffset(weekday=MO(1)),
302
- )
303
-
304
- #########
305
- # Thanksgiving
306
- #########
307
-
308
- USThanksgivingBefore2022 = Holiday(
309
- "ThanksgivingFriday",
310
- start_date=Timestamp("1942-01-01"),
311
- end_date=Timestamp("2021-12-31"),
312
- month=11,
313
- day=1,
314
- offset=DateOffset(weekday=TH(4)),
315
- )
316
- USThanksgivingBefore2014 = Holiday(
317
- "ThanksgivingFriday",
318
- start_date=Timestamp("1942-01-01"),
319
- end_date=Timestamp("2013-12-31"),
320
- month=11,
321
- day=1,
322
- offset=DateOffset(weekday=TH(4)),
323
- )
324
- USThanksgivingAfter2014 = Holiday(
325
- "ThanksgivingFriday",
326
- start_date=Timestamp("2014-01-01"),
327
- month=11,
328
- day=1,
329
- offset=DateOffset(weekday=TH(4)),
330
- )
331
-
332
-
333
- # The following Holidays shouldn't be set with the FR offset
334
- # In 2013, Nov 1st is a friday, so the 4th Friday is before the 4th Thursday...
335
- # the observance rule defined herafter fixes this
336
-
337
- # USThanksgivingFridayBefore2022 = Holiday(
338
- # 'ThanksgivingFriday',
339
- # start_date=Timestamp('1942-01-01'),
340
- # end_date=Timestamp('2021-12-31'),
341
- # month=11, day=1,
342
- # offset=DateOffset(weekday=FR(4)),
343
- # )
344
- #
345
- # USThanksgivingFriday2022AndAfter = Holiday(
346
- # 'ThanksgivingFriday',
347
- # start_date=Timestamp('2022-01-01'),
348
- # month=11, day=1,
349
- # offset=DateOffset(weekday=FR(4)),
350
- # )
351
- # USThanksgivingFriday = Holiday(
352
- # 'ThanksgivingFriday',
353
- # month=11, day=1,
354
- # offset=DateOffset(weekday=FR(4)),
355
- # )
356
-
357
-
358
- def fri_after_4th_thu(dt):
359
- # dt will just be Nov 1st
360
- diff_to_thu = 3 - dt.weekday()
361
- if diff_to_thu < 0:
362
- diff_to_thu += 7
363
- return dt + datetime.timedelta(days=diff_to_thu + 22)
364
-
365
-
366
- USThanksgivingFriday = Holiday(
367
- "ThanksgivingFriday",
368
- start_date=Timestamp("1942-01-01"),
369
- month=11,
370
- day=1,
371
- observance=fri_after_4th_thu,
372
- )
373
-
374
- USThanksgivingFriday2022AndAfter = Holiday(
375
- "ThanksgivingFriday",
376
- start_date=Timestamp("2022-01-01"),
377
- month=11,
378
- day=1,
379
- observance=fri_after_4th_thu,
380
- )
381
- # USThanksgivingFriday = Holiday(
382
- # 'ThanksgivingFriday',
383
- # month=11, day=1,
384
- # observance= fri_after_4th_thu,
385
- # )
1
+ import datetime
2
+
3
+ from dateutil.relativedelta import MO, TH, FR
4
+ from pandas import DateOffset, Timestamp
5
+ from pandas.tseries.holiday import Holiday, Easter, nearest_workday
6
+ from pandas.tseries.offsets import Day
7
+
8
+ #########
9
+ # Martin Luther King
10
+ #########
11
+ USMartinLutherKingJrAfter1998Before2022 = Holiday(
12
+ "Dr. Martin Luther King Jr. Day",
13
+ month=1,
14
+ day=1,
15
+ # The US markets didn't observe MLK day as a holiday until 1998.
16
+ start_date=Timestamp("1998-01-01"),
17
+ end_date=Timestamp("2021-12-31"),
18
+ offset=DateOffset(weekday=MO(3)),
19
+ )
20
+
21
+ USMartinLutherKingJrAfter1998Before2015 = Holiday(
22
+ "Dr. Martin Luther King Jr. Day",
23
+ month=1,
24
+ day=1,
25
+ # The US markets didn't observe MLK day as a holiday until 1998.
26
+ start_date=Timestamp("1998-01-01"),
27
+ end_date=Timestamp("2014-12-31"),
28
+ offset=DateOffset(weekday=MO(3)),
29
+ )
30
+
31
+ USMartinLutherKingJrAfter2015 = Holiday(
32
+ "Dr. Martin Luther King Jr. Day",
33
+ month=1,
34
+ day=1,
35
+ # The US markets didn't observe MLK day as a holiday until 1998.
36
+ start_date=Timestamp("2015-01-01"),
37
+ offset=DateOffset(weekday=MO(3)),
38
+ )
39
+
40
+ USMartinLutherKingJrAfter1998Before2016FridayBefore = Holiday(
41
+ "Dr. Martin Luther King Jr. Day",
42
+ month=1,
43
+ day=1,
44
+ start_date=Timestamp("1998-01-01"),
45
+ end_date=Timestamp("2015-12-31"),
46
+ offset=[DateOffset(weekday=MO(3)), DateOffset(weekday=FR(-1))],
47
+ )
48
+
49
+ #########
50
+ # President's Day
51
+ #########
52
+ USPresidentsDayBefore2022 = Holiday(
53
+ "President" "s Day",
54
+ start_date=Timestamp("1971-01-01"),
55
+ end_date=Timestamp("2021-12-31"),
56
+ month=2,
57
+ day=1,
58
+ offset=DateOffset(weekday=MO(3)),
59
+ )
60
+ USPresidentsDayBefore2015 = Holiday(
61
+ "President" "s Day",
62
+ start_date=Timestamp("1971-01-01"),
63
+ end_date=Timestamp("2014-12-31"),
64
+ month=2,
65
+ day=1,
66
+ offset=DateOffset(weekday=MO(3)),
67
+ )
68
+
69
+ USPresidentsDayAfter2015 = Holiday(
70
+ "President" "s Day",
71
+ start_date=Timestamp("2015-01-01"),
72
+ month=2,
73
+ day=1,
74
+ offset=DateOffset(weekday=MO(3)),
75
+ )
76
+
77
+ USPresidentsDayBefore2016FridayBefore = Holiday(
78
+ "President" "s Day",
79
+ start_date=Timestamp("1971-01-01"),
80
+ end_date=Timestamp("2015-12-31"),
81
+ month=2,
82
+ day=1,
83
+ offset=[DateOffset(weekday=MO(3)), DateOffset(weekday=FR(-1))],
84
+ )
85
+
86
+ #########
87
+ # Good Friday
88
+ #########
89
+
90
+
91
+ GoodFridayBefore2021 = Holiday(
92
+ "Good Friday",
93
+ month=1,
94
+ day=1,
95
+ offset=[Easter(), Day(-2)],
96
+ end_date=Timestamp("2020-12-31"),
97
+ )
98
+
99
+ # On some years (i.e. 2010,2012,2015) there is a special close for equities at 08:15
100
+ # so here it is made sure that those are not full holidays
101
+ easter = Easter()
102
+ daymin2 = Day(-2)
103
+
104
+
105
+ def not_0815_close(dt):
106
+ if dt.year in (2010, 2012, 2015):
107
+ return None
108
+ else:
109
+ return dt + easter + daymin2
110
+
111
+
112
+ GoodFridayBefore2021NotEarlyClose = Holiday(
113
+ "Good Friday",
114
+ month=1,
115
+ day=1,
116
+ observance=not_0815_close,
117
+ end_date=Timestamp("2020-12-31"),
118
+ )
119
+
120
+ # CME Interest Rate Products have this odd close
121
+ GoodFriday2009 = Holiday(
122
+ "Good Friday",
123
+ month=1,
124
+ day=1,
125
+ offset=[Easter(), Day(-3)],
126
+ start_date=Timestamp("2009-01-01"),
127
+ end_date=Timestamp("2009-12-31"),
128
+ )
129
+
130
+ GoodFriday2021 = Holiday(
131
+ "Good Friday",
132
+ month=1,
133
+ day=1,
134
+ offset=[Easter(), Day(-2)],
135
+ start_date=Timestamp("2021-01-01"),
136
+ end_date=Timestamp("2021-12-31"),
137
+ )
138
+ GoodFridayAfter2021 = Holiday(
139
+ "Good Friday",
140
+ month=1,
141
+ day=1,
142
+ offset=[Easter(), Day(-2)],
143
+ start_date=Timestamp("2022-01-01"),
144
+ )
145
+ GoodFriday2022 = Holiday(
146
+ "Good Friday",
147
+ month=1,
148
+ day=1,
149
+ offset=[Easter(), Day(-2)],
150
+ start_date=Timestamp("2022-01-01"),
151
+ end_date=Timestamp("2022-12-31"),
152
+ )
153
+ GoodFridayAfter2022 = Holiday(
154
+ "Good Friday",
155
+ month=1,
156
+ day=1,
157
+ offset=[Easter(), Day(-2)],
158
+ start_date=Timestamp("2023-01-01"),
159
+ )
160
+ # Dates when equities closed at 08:15
161
+ GoodFriday2010 = Holiday(
162
+ "Good Friday",
163
+ month=1,
164
+ day=1,
165
+ offset=[Easter(), Day(-2)],
166
+ start_date=Timestamp("2010-01-01"),
167
+ end_date=Timestamp("2010-12-31"),
168
+ )
169
+ GoodFriday2012 = Holiday(
170
+ "Good Friday",
171
+ month=1,
172
+ day=1,
173
+ offset=[Easter(), Day(-2)],
174
+ start_date=Timestamp("2012-01-01"),
175
+ end_date=Timestamp("2012-12-31"),
176
+ )
177
+
178
+ GoodFriday2015 = Holiday(
179
+ "Good Friday",
180
+ month=1,
181
+ day=1,
182
+ offset=[Easter(), Day(-2)],
183
+ start_date=Timestamp("2015-01-01"),
184
+ end_date=Timestamp("2015-12-31"),
185
+ )
186
+
187
+ #########
188
+ # Memorial Day
189
+ #########
190
+
191
+ USMemorialDay2021AndPrior = Holiday(
192
+ "Memorial Day",
193
+ month=5,
194
+ day=25,
195
+ start_date=Timestamp("1971-01-01"),
196
+ end_date=Timestamp("2021-12-31"),
197
+ offset=DateOffset(weekday=MO(1)),
198
+ ) # Equity Products
199
+ USMemorialDay2013AndPrior = Holiday(
200
+ "Memorial Day",
201
+ month=5,
202
+ day=25,
203
+ start_date=Timestamp("1971-01-01"),
204
+ end_date=Timestamp("2013-12-31"),
205
+ offset=DateOffset(weekday=MO(1)),
206
+ )
207
+ USMemorialDayAfter2013 = Holiday(
208
+ "Memorial Day",
209
+ month=5,
210
+ day=25,
211
+ start_date=Timestamp("2014-01-01"),
212
+ offset=DateOffset(weekday=MO(1)),
213
+ )
214
+ USMemorialDay2015AndPriorFridayBefore = Holiday(
215
+ "Memorial Day",
216
+ month=5,
217
+ day=25,
218
+ start_date=Timestamp("1971-01-01"),
219
+ end_date=Timestamp("2015-12-31"),
220
+ offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))],
221
+ )
222
+
223
+ #######
224
+ # Independence Day
225
+ #######
226
+
227
+ USIndependenceDayBefore2022 = Holiday(
228
+ "July 4th",
229
+ month=7,
230
+ day=4,
231
+ start_date=Timestamp("1954-01-01"),
232
+ end_date=Timestamp("2021-12-31"),
233
+ observance=nearest_workday,
234
+ )
235
+ USIndependenceDayBefore2014 = Holiday(
236
+ "July 4th",
237
+ month=7,
238
+ day=4,
239
+ start_date=Timestamp("1954-01-01"),
240
+ end_date=Timestamp("2013-12-31"),
241
+ observance=nearest_workday,
242
+ )
243
+ USIndependenceDayAfter2014 = Holiday(
244
+ "July 4th",
245
+ month=7,
246
+ day=4,
247
+ start_date=Timestamp("2014-01-01"),
248
+ observance=nearest_workday,
249
+ )
250
+
251
+
252
+ # Necessary for equities and crypto
253
+ def previous_workday_if_july_4th_is_tue_to_fri(dt):
254
+ july4th = datetime.datetime(dt.year, 7, 4)
255
+ if july4th.weekday() in (1, 2, 3, 4):
256
+ return july4th - datetime.timedelta(days=1)
257
+ # else None
258
+
259
+
260
+ USIndependenceDayBefore2022PreviousDay = Holiday(
261
+ "July 4th",
262
+ month=7,
263
+ day=4,
264
+ start_date=Timestamp("1954-01-01"),
265
+ observance=previous_workday_if_july_4th_is_tue_to_fri,
266
+ )
267
+
268
+ #########
269
+ # Labor Day
270
+ #########
271
+
272
+ USLaborDayStarting1887Before2022 = Holiday(
273
+ "Labor Day",
274
+ month=9,
275
+ day=1,
276
+ start_date=Timestamp("1887-01-01"),
277
+ end_date=Timestamp("2021-12-31"),
278
+ offset=DateOffset(weekday=MO(1)),
279
+ )
280
+ USLaborDayStarting1887Before2014 = Holiday(
281
+ "Labor Day",
282
+ month=9,
283
+ day=1,
284
+ start_date=Timestamp("1887-01-01"),
285
+ end_date=Timestamp("2013-12-31"),
286
+ offset=DateOffset(weekday=MO(1)),
287
+ )
288
+ USLaborDayStarting1887Before2015FridayBefore = Holiday(
289
+ "Labor Day",
290
+ month=9,
291
+ day=1,
292
+ start_date=Timestamp("1887-01-01"),
293
+ end_date=Timestamp("2014-12-31"),
294
+ offset=[DateOffset(weekday=MO(1)), DateOffset(weekday=FR(-1))],
295
+ )
296
+ USLaborDayStarting1887After2014 = Holiday(
297
+ "Labor Day",
298
+ month=9,
299
+ day=1,
300
+ start_date=Timestamp("2014-01-01"),
301
+ offset=DateOffset(weekday=MO(1)),
302
+ )
303
+
304
+ #########
305
+ # Thanksgiving
306
+ #########
307
+
308
+ USThanksgivingBefore2022 = Holiday(
309
+ "ThanksgivingFriday",
310
+ start_date=Timestamp("1942-01-01"),
311
+ end_date=Timestamp("2021-12-31"),
312
+ month=11,
313
+ day=1,
314
+ offset=DateOffset(weekday=TH(4)),
315
+ )
316
+ USThanksgivingBefore2014 = Holiday(
317
+ "ThanksgivingFriday",
318
+ start_date=Timestamp("1942-01-01"),
319
+ end_date=Timestamp("2013-12-31"),
320
+ month=11,
321
+ day=1,
322
+ offset=DateOffset(weekday=TH(4)),
323
+ )
324
+ USThanksgivingAfter2014 = Holiday(
325
+ "ThanksgivingFriday",
326
+ start_date=Timestamp("2014-01-01"),
327
+ month=11,
328
+ day=1,
329
+ offset=DateOffset(weekday=TH(4)),
330
+ )
331
+
332
+
333
+ # The following Holidays shouldn't be set with the FR offset
334
+ # In 2013, Nov 1st is a friday, so the 4th Friday is before the 4th Thursday...
335
+ # the observance rule defined herafter fixes this
336
+
337
+ # USThanksgivingFridayBefore2022 = Holiday(
338
+ # 'ThanksgivingFriday',
339
+ # start_date=Timestamp('1942-01-01'),
340
+ # end_date=Timestamp('2021-12-31'),
341
+ # month=11, day=1,
342
+ # offset=DateOffset(weekday=FR(4)),
343
+ # )
344
+ #
345
+ # USThanksgivingFriday2022AndAfter = Holiday(
346
+ # 'ThanksgivingFriday',
347
+ # start_date=Timestamp('2022-01-01'),
348
+ # month=11, day=1,
349
+ # offset=DateOffset(weekday=FR(4)),
350
+ # )
351
+ # USThanksgivingFriday = Holiday(
352
+ # 'ThanksgivingFriday',
353
+ # month=11, day=1,
354
+ # offset=DateOffset(weekday=FR(4)),
355
+ # )
356
+
357
+
358
+ def fri_after_4th_thu(dt):
359
+ # dt will just be Nov 1st
360
+ diff_to_thu = 3 - dt.weekday()
361
+ if diff_to_thu < 0:
362
+ diff_to_thu += 7
363
+ return dt + datetime.timedelta(days=diff_to_thu + 22)
364
+
365
+
366
+ USThanksgivingFriday = Holiday(
367
+ "ThanksgivingFriday",
368
+ start_date=Timestamp("1942-01-01"),
369
+ month=11,
370
+ day=1,
371
+ observance=fri_after_4th_thu,
372
+ )
373
+
374
+ USThanksgivingFriday2022AndAfter = Holiday(
375
+ "ThanksgivingFriday",
376
+ start_date=Timestamp("2022-01-01"),
377
+ month=11,
378
+ day=1,
379
+ observance=fri_after_4th_thu,
380
+ )
381
+ # USThanksgivingFriday = Holiday(
382
+ # 'ThanksgivingFriday',
383
+ # month=11, day=1,
384
+ # observance= fri_after_4th_thu,
385
+ # )