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
@@ -1,186 +1,186 @@
1
- # UK Holidays
2
-
3
- import pandas as pd
4
- from pandas import DateOffset, Timestamp
5
- from pandas.tseries.holiday import Holiday, MO, previous_friday, weekend_to_monday
6
-
7
- from pandas_market_calendars.market_calendar import MONDAY, TUESDAY
8
-
9
- # New Year's Eve
10
- LSENewYearsEve = Holiday(
11
- "New Year's Eve",
12
- month=12,
13
- day=31,
14
- observance=previous_friday,
15
- )
16
-
17
- # New Year's Day
18
- LSENewYearsDay = Holiday(
19
- "New Year's Day",
20
- month=1,
21
- day=1,
22
- observance=weekend_to_monday,
23
- )
24
-
25
- # Early May bank holiday has two exceptions based on the 50th and 75th anniversary of VE-Day
26
- # 1995-05-01 Early May bank holiday removed for VE-day 50th anniversary
27
- # 2020-05-04 Early May bank holiday removed for VE-day 75th anniversary
28
-
29
- # Early May bank holiday pre-1995
30
- MayBank_pre_1995 = Holiday(
31
- "Early May Bank Holiday",
32
- month=5,
33
- offset=DateOffset(weekday=MO(1)),
34
- day=1,
35
- end_date=Timestamp("1994-12-31"),
36
- )
37
-
38
- # Early May bank holiday post-1995 and pre-2020
39
- MayBank_post_1995_pre_2020 = Holiday(
40
- "Early May Bank Holiday",
41
- month=5,
42
- offset=DateOffset(weekday=MO(1)),
43
- day=1,
44
- start_date=Timestamp("1996-01-01"),
45
- end_date=Timestamp("2019-12-31"),
46
- )
47
-
48
- # Early May bank holiday post 2020
49
- MayBank_post_2020 = Holiday(
50
- "Early May Bank Holiday",
51
- month=5,
52
- offset=DateOffset(weekday=MO(1)),
53
- day=1,
54
- start_date=Timestamp("2021-01-01"),
55
- )
56
-
57
- # Spring bank holiday has two exceptions based on the Golden & Diamond Jubilee
58
- # 2002-05-27 Spring bank holiday removed for Golden Jubilee
59
- # 2012-05-28 Spring bank holiday removed for Diamond Jubilee
60
- # 2022-05-31 Spring bank holiday removed for Platinum Jubilee
61
-
62
- # Spring bank holiday
63
- SpringBank_pre_2002 = Holiday(
64
- "Spring Bank Holiday",
65
- month=5,
66
- day=31,
67
- offset=DateOffset(weekday=MO(-1)),
68
- end_date=Timestamp("2001-12-31"),
69
- )
70
-
71
- SpringBank_post_2002_pre_2012 = Holiday(
72
- "Spring Bank Holiday",
73
- month=5,
74
- day=31,
75
- offset=DateOffset(weekday=MO(-1)),
76
- start_date=Timestamp("2003-01-01"),
77
- end_date=Timestamp("2011-12-31"),
78
- )
79
-
80
- SpringBank_post_2012_pre_2022 = Holiday(
81
- "Spring Bank Holiday",
82
- month=5,
83
- day=31,
84
- offset=DateOffset(weekday=MO(-1)),
85
- start_date=Timestamp("2013-01-01"),
86
- end_date=Timestamp("2021-12-31"),
87
- )
88
-
89
- SpringBank_post_2022 = Holiday(
90
- "Spring Bank Holiday",
91
- month=5,
92
- day=31,
93
- offset=DateOffset(weekday=MO(-1)),
94
- start_date=Timestamp("2022-01-01"),
95
- )
96
-
97
- # Summer bank holiday
98
- SummerBank = Holiday(
99
- "Summer Bank Holiday",
100
- month=8,
101
- day=31,
102
- offset=DateOffset(weekday=MO(-1)),
103
- )
104
-
105
- # Christmas Eve
106
- ChristmasEve = Holiday(
107
- "Christmas Eve",
108
- month=12,
109
- day=24,
110
- observance=previous_friday,
111
- )
112
-
113
- # Christmas
114
- Christmas = Holiday(
115
- "Christmas",
116
- month=12,
117
- day=25,
118
- )
119
-
120
- # If christmas day is Saturday Monday 27th is a holiday
121
- # If christmas day is sunday the Tuesday 27th is a holiday
122
- WeekendChristmas = Holiday(
123
- "Weekend Christmas",
124
- month=12,
125
- day=27,
126
- days_of_week=(MONDAY, TUESDAY),
127
- )
128
-
129
- # Boxing day
130
- BoxingDay = Holiday(
131
- "Boxing Day",
132
- month=12,
133
- day=26,
134
- )
135
-
136
- # If boxing day is saturday then Monday 28th is a holiday
137
- # If boxing day is sunday then Tuesday 28th is a holiday
138
- WeekendBoxingDay = Holiday(
139
- "Weekend Boxing Day",
140
- month=12,
141
- day=28,
142
- days_of_week=(MONDAY, TUESDAY),
143
- )
144
-
145
- # One-off holiday additions and removals in England
146
-
147
- UniqueCloses = []
148
- # VE-Day Anniversary
149
- UniqueCloses.append(pd.Timestamp("1995-05-08", tz="UTC")) # 50th Anniversary
150
- UniqueCloses.append(pd.Timestamp("2020-05-08", tz="UTC")) # 75th Anniversary
151
-
152
- # Queen Elizabeth II Jubilees
153
- # Silver Jubilee
154
- UniqueCloses.append(pd.Timestamp("1977-06-07", tz="UTC"))
155
-
156
- # Golden Jubilee
157
- UniqueCloses.append(pd.Timestamp("2002-06-03", tz="UTC"))
158
- UniqueCloses.append(pd.Timestamp("2002-06-04", tz="UTC"))
159
-
160
- # Diamond Jubilee
161
- UniqueCloses.append(pd.Timestamp("2012-06-04", tz="UTC"))
162
- UniqueCloses.append(pd.Timestamp("2012-06-05", tz="UTC"))
163
-
164
- # Platinum Jubilee
165
- UniqueCloses.append(pd.Timestamp("2022-06-02", tz="UTC"))
166
- UniqueCloses.append(pd.Timestamp("2022-06-03", tz="UTC"))
167
-
168
- # State Funeral of Queen Elizabeth II
169
- UniqueCloses.append(pd.Timestamp("2022-09-19", tz="UTC"))
170
-
171
- # Royal Weddings
172
- UniqueCloses.append(
173
- pd.Timestamp("1973-11-14", tz="UTC")
174
- ) # Wedding Day of Princess Anne and Mark Phillips
175
- UniqueCloses.append(
176
- pd.Timestamp("1981-07-29", tz="UTC")
177
- ) # Wedding Day of Prince Charles and Diana Spencer
178
- UniqueCloses.append(
179
- pd.Timestamp("2011-04-29", tz="UTC")
180
- ) # Wedding Day of Prince William and Catherine Middleton
181
-
182
- # Coronation of King Charles III
183
- UniqueCloses.append(pd.Timestamp("2023-05-08", tz="UTC"))
184
-
185
- # Miscellaneous
186
- UniqueCloses.append(pd.Timestamp("1999-12-31", tz="UTC")) # Eve of 3rd Millenium A.D.
1
+ # UK Holidays
2
+
3
+ import pandas as pd
4
+ from pandas import DateOffset, Timestamp
5
+ from pandas.tseries.holiday import Holiday, MO, previous_friday, weekend_to_monday
6
+
7
+ from pandas_market_calendars.market_calendar import MONDAY, TUESDAY
8
+
9
+ # New Year's Eve
10
+ LSENewYearsEve = Holiday(
11
+ "New Year's Eve",
12
+ month=12,
13
+ day=31,
14
+ observance=previous_friday,
15
+ )
16
+
17
+ # New Year's Day
18
+ LSENewYearsDay = Holiday(
19
+ "New Year's Day",
20
+ month=1,
21
+ day=1,
22
+ observance=weekend_to_monday,
23
+ )
24
+
25
+ # Early May bank holiday has two exceptions based on the 50th and 75th anniversary of VE-Day
26
+ # 1995-05-01 Early May bank holiday removed for VE-day 50th anniversary
27
+ # 2020-05-04 Early May bank holiday removed for VE-day 75th anniversary
28
+
29
+ # Early May bank holiday pre-1995
30
+ MayBank_pre_1995 = Holiday(
31
+ "Early May Bank Holiday",
32
+ month=5,
33
+ offset=DateOffset(weekday=MO(1)),
34
+ day=1,
35
+ end_date=Timestamp("1994-12-31"),
36
+ )
37
+
38
+ # Early May bank holiday post-1995 and pre-2020
39
+ MayBank_post_1995_pre_2020 = Holiday(
40
+ "Early May Bank Holiday",
41
+ month=5,
42
+ offset=DateOffset(weekday=MO(1)),
43
+ day=1,
44
+ start_date=Timestamp("1996-01-01"),
45
+ end_date=Timestamp("2019-12-31"),
46
+ )
47
+
48
+ # Early May bank holiday post 2020
49
+ MayBank_post_2020 = Holiday(
50
+ "Early May Bank Holiday",
51
+ month=5,
52
+ offset=DateOffset(weekday=MO(1)),
53
+ day=1,
54
+ start_date=Timestamp("2021-01-01"),
55
+ )
56
+
57
+ # Spring bank holiday has two exceptions based on the Golden & Diamond Jubilee
58
+ # 2002-05-27 Spring bank holiday removed for Golden Jubilee
59
+ # 2012-05-28 Spring bank holiday removed for Diamond Jubilee
60
+ # 2022-05-31 Spring bank holiday removed for Platinum Jubilee
61
+
62
+ # Spring bank holiday
63
+ SpringBank_pre_2002 = Holiday(
64
+ "Spring Bank Holiday",
65
+ month=5,
66
+ day=31,
67
+ offset=DateOffset(weekday=MO(-1)),
68
+ end_date=Timestamp("2001-12-31"),
69
+ )
70
+
71
+ SpringBank_post_2002_pre_2012 = Holiday(
72
+ "Spring Bank Holiday",
73
+ month=5,
74
+ day=31,
75
+ offset=DateOffset(weekday=MO(-1)),
76
+ start_date=Timestamp("2003-01-01"),
77
+ end_date=Timestamp("2011-12-31"),
78
+ )
79
+
80
+ SpringBank_post_2012_pre_2022 = Holiday(
81
+ "Spring Bank Holiday",
82
+ month=5,
83
+ day=31,
84
+ offset=DateOffset(weekday=MO(-1)),
85
+ start_date=Timestamp("2013-01-01"),
86
+ end_date=Timestamp("2021-12-31"),
87
+ )
88
+
89
+ SpringBank_post_2022 = Holiday(
90
+ "Spring Bank Holiday",
91
+ month=5,
92
+ day=31,
93
+ offset=DateOffset(weekday=MO(-1)),
94
+ start_date=Timestamp("2022-01-01"),
95
+ )
96
+
97
+ # Summer bank holiday
98
+ SummerBank = Holiday(
99
+ "Summer Bank Holiday",
100
+ month=8,
101
+ day=31,
102
+ offset=DateOffset(weekday=MO(-1)),
103
+ )
104
+
105
+ # Christmas Eve
106
+ ChristmasEve = Holiday(
107
+ "Christmas Eve",
108
+ month=12,
109
+ day=24,
110
+ observance=previous_friday,
111
+ )
112
+
113
+ # Christmas
114
+ Christmas = Holiday(
115
+ "Christmas",
116
+ month=12,
117
+ day=25,
118
+ )
119
+
120
+ # If christmas day is Saturday Monday 27th is a holiday
121
+ # If christmas day is sunday the Tuesday 27th is a holiday
122
+ WeekendChristmas = Holiday(
123
+ "Weekend Christmas",
124
+ month=12,
125
+ day=27,
126
+ days_of_week=(MONDAY, TUESDAY),
127
+ )
128
+
129
+ # Boxing day
130
+ BoxingDay = Holiday(
131
+ "Boxing Day",
132
+ month=12,
133
+ day=26,
134
+ )
135
+
136
+ # If boxing day is saturday then Monday 28th is a holiday
137
+ # If boxing day is sunday then Tuesday 28th is a holiday
138
+ WeekendBoxingDay = Holiday(
139
+ "Weekend Boxing Day",
140
+ month=12,
141
+ day=28,
142
+ days_of_week=(MONDAY, TUESDAY),
143
+ )
144
+
145
+ # One-off holiday additions and removals in England
146
+
147
+ UniqueCloses = []
148
+ # VE-Day Anniversary
149
+ UniqueCloses.append(pd.Timestamp("1995-05-08", tz="UTC")) # 50th Anniversary
150
+ UniqueCloses.append(pd.Timestamp("2020-05-08", tz="UTC")) # 75th Anniversary
151
+
152
+ # Queen Elizabeth II Jubilees
153
+ # Silver Jubilee
154
+ UniqueCloses.append(pd.Timestamp("1977-06-07", tz="UTC"))
155
+
156
+ # Golden Jubilee
157
+ UniqueCloses.append(pd.Timestamp("2002-06-03", tz="UTC"))
158
+ UniqueCloses.append(pd.Timestamp("2002-06-04", tz="UTC"))
159
+
160
+ # Diamond Jubilee
161
+ UniqueCloses.append(pd.Timestamp("2012-06-04", tz="UTC"))
162
+ UniqueCloses.append(pd.Timestamp("2012-06-05", tz="UTC"))
163
+
164
+ # Platinum Jubilee
165
+ UniqueCloses.append(pd.Timestamp("2022-06-02", tz="UTC"))
166
+ UniqueCloses.append(pd.Timestamp("2022-06-03", tz="UTC"))
167
+
168
+ # State Funeral of Queen Elizabeth II
169
+ UniqueCloses.append(pd.Timestamp("2022-09-19", tz="UTC"))
170
+
171
+ # Royal Weddings
172
+ UniqueCloses.append(
173
+ pd.Timestamp("1973-11-14", tz="UTC")
174
+ ) # Wedding Day of Princess Anne and Mark Phillips
175
+ UniqueCloses.append(
176
+ pd.Timestamp("1981-07-29", tz="UTC")
177
+ ) # Wedding Day of Prince Charles and Diana Spencer
178
+ UniqueCloses.append(
179
+ pd.Timestamp("2011-04-29", tz="UTC")
180
+ ) # Wedding Day of Prince William and Catherine Middleton
181
+
182
+ # Coronation of King Charles III
183
+ UniqueCloses.append(pd.Timestamp("2023-05-08", tz="UTC"))
184
+
185
+ # Miscellaneous
186
+ UniqueCloses.append(pd.Timestamp("1999-12-31", tz="UTC")) # Eve of 3rd Millenium A.D.