pandas-market-calendars 5.1.1__tar.gz → 5.1.3__tar.gz

{pandas_market_calendars-5.1.1/pandas_market_calendars.egg-info → pandas_market_calendars-5.1.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pandas_market_calendars
-Version: 5.1.1
+Version: 5.1.3
 Summary: Market and exchange trading calendars for pandas
 Author-email: Ryan Sheftel <rsheftel@alumni.upenn.edu>
 License: MIT
@@ -20,14 +20,13 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
 Requires-Python: >=3.8
 Description-Content-Type: text/x-rst
 License-File: LICENSE
 License-File: NOTICE
-Requires-Dist: pandas>=1.1
-Requires-Dist: tzdata
-Requires-Dist: python-dateutil
 Requires-Dist: exchange-calendars>=3.3
+Requires-Dist: pandas>=1.1
 Provides-Extra: dev
 Requires-Dist: pytest; extra == "dev"
 Requires-Dist: black; extra == "dev"

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendar_registry.py

@@ -1,3 +1,4 @@
+# fmt: off
 from .market_calendar import MarketCalendar
 from .calendars.asx import ASXExchangeCalendar
 from .calendars.bmf import BMFExchangeCalendar
@@ -36,7 +37,7 @@ from .calendars.sse import SSEExchangeCalendar
 from .calendars.tase import TASEExchangeCalendar
 from .calendars.tsx import TSXExchangeCalendar
 from .calendars.mirror import *
-
+# fmt: on
 
 def get_calendar(name, open_time=None, close_time=None) -> MarketCalendar:
     """

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendar_utils.py

@@ -161,11 +161,11 @@ def merge_schedules(schedules, how="outer"):
     for schedule in schedules[1:]:
         result = result.merge(schedule, how=how, right_index=True, left_index=True)
         if how == "outer":
-            result["market_open"] = result.apply(lambda x: min(x.market_open_x, x.market_open_y), axis=1)
-            result["market_close"] = result.apply(lambda x: max(x.market_close_x, x.market_close_y), axis=1)
+            result["market_open"] = result[["market_open_x", "market_open_y"]].min(axis=1)
+            result["market_close"] = result[["market_close_x", "market_close_y"]].max(axis=1)
         elif how == "inner":
-            result["market_open"] = result.apply(lambda x: max(x.market_open_x, x.market_open_y), axis=1)
-            result["market_close"] = result.apply(lambda x: min(x.market_close_x, x.market_close_y), axis=1)
+            result["market_open"] = result[["market_open_x", "market_open_y"]].max(axis=1)
+            result["market_close"] = result[["market_close_x", "market_close_y"]].min(axis=1)
         else:
             raise ValueError('how argument must be "inner" or "outer"')
         result = result[["market_open", "market_close"]]

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/asx.py

@@ -1,7 +1,8 @@
 from datetime import time
 
 from pandas.tseries.holiday import AbstractHolidayCalendar, GoodFriday, EasterMonday
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -21,6 +22,7 @@ class ASXExchangeCalendar(MarketCalendar):
     Open Time: 10:00 AM, Australia/Sydney
     Close Time: 4:10 PM, Australia/Sydney
 
+    https://www.asx.com.au/markets/market-resources/trading-hours-calendar/cash-market-trading-hours/trading-calendar
 
     Regularly-Observed Holidays:
     - New Year's Day (observed on Monday when Jan 1 is a Saturday or Sunday)
@@ -75,3 +77,24 @@ class ASXExchangeCalendar(MarketCalendar):
     @property
     def adhoc_holidays(self):
         return UniqueCloses
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(hour=14, minute=10, tzinfo=self.tz),
+                AbstractHolidayCalendar(
+                    rules=[
+                        ChristmasEve,
+                    ]
+                ),
+            ),
+            (
+                time(hour=14, minute=10, tzinfo=self.tz),
+                AbstractHolidayCalendar(
+                    rules=[
+                        NewYearsEve,
+                    ]
+                ),
+            ),
+        ]

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/bmf.py

@@ -23,7 +23,8 @@ from pandas.tseries.holiday import (
     GoodFriday,
     Holiday,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -41,9 +42,7 @@ ConfUniversal = Holiday(
     day=1,
 )
 # Sao Paulo city birthday
-AniversarioSaoPaulo = Holiday(
-    "Aniversario de Sao Paulo", month=1, day=25, end_date="2021-12-31"
-)
+AniversarioSaoPaulo = Holiday("Aniversario de Sao Paulo", month=1, day=25, end_date="2021-12-31")
 # Carnival Monday
 CarnavalSegunda = Holiday("Carnaval Segunda", month=1, day=1, offset=[Easter(), Day(-48)])
 # Carnival Tuesday

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/bse.py

@@ -5,7 +5,8 @@ Bombay Stock Exchnage
 from datetime import time
 
 from pandas import Timestamp
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/cboe.py

@@ -10,7 +10,8 @@ from pandas.tseries.holiday import (
     USThanksgivingDay,
     Holiday,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -44,12 +45,8 @@ def good_friday_unless_christmas_nye_friday(dt):
         raise NotImplementedError()
 
     year = dt.year
-    christmas_weekday = Christmas.observance(
-        pd.Timestamp(year=year, month=12, day=25)
-    ).weekday()
-    nyd_weekday = USNewYearsDay.observance(
-        pd.Timestamp(year=year, month=1, day=1)
-    ).weekday()
+    christmas_weekday = Christmas.observance(pd.Timestamp(year=year, month=12, day=25)).weekday()
+    nyd_weekday = USNewYearsDay.observance(pd.Timestamp(year=year, month=1, day=1)).weekday()
     if christmas_weekday != 4 and nyd_weekday != 4:
         return GoodFriday.dates(
             pd.Timestamp(year=year, month=1, day=1),

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/cme.py

@@ -24,7 +24,8 @@ from pandas.tseries.holiday import (
     USPresidentsDay,
     USThanksgivingDay,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -46,6 +47,9 @@ from pandas_market_calendars.holidays.us import (
     USNewYearsDay,
 )
 from pandas_market_calendars.market_calendar import MarketCalendar
+from pandas_market_calendars.holidays.cme import (
+    USIndependenceDayBefore2022PreviousDay,
+)
 
 
 # Useful resources for making changes to this file: http://www.cmegroup.com/tools-information/holiday-calendar.html
@@ -108,6 +112,7 @@ class CMEEquityExchangeCalendar(MarketCalendar):
                         USLaborDay,
                         USJuneteenthAfter2022,
                         USIndependenceDay,
+                        USIndependenceDayBefore2022PreviousDay,
                         USThanksgivingDay,
                         USBlackFridayInOrAfter1993,
                         ChristmasEveBefore1993,

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/cme_globex_base.py

@@ -22,7 +22,8 @@ from pandas.tseries.holiday import (
     USPresidentsDay,
     USThanksgivingDay,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/cme_globex_crypto.py

@@ -1,6 +1,7 @@
 import datetime as dt
 
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/cme_globex_energy_and_metals.py

@@ -18,7 +18,8 @@ from datetime import time
 from pandas.tseries.holiday import (
     AbstractHolidayCalendar,
 )  # , GoodFriday, USLaborDay, USPresidentsDay, USThanksgivingDay
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/cme_globex_equities.py

@@ -1,7 +1,8 @@
 from datetime import time
 
 from pandas.tseries.holiday import AbstractHolidayCalendar
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/eurex.py

@@ -11,7 +11,8 @@ from pandas.tseries.holiday import (
     Holiday,
     previous_friday,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/eurex_fixed_income.py

@@ -6,7 +6,8 @@ from pandas.tseries.holiday import (
     GoodFriday,
     Holiday,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/hkex.py

@@ -10,7 +10,8 @@ from pandas.tseries.holiday import (
     sunday_to_monday,
 )
 from pandas.tseries.offsets import LastWeekOfMonth, WeekOfMonth
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -185,9 +186,7 @@ MidAutumnFestivalDayBefore1983 = Holiday(
     name="Mid-autumn Festival",  # 中秋节翌日
     month=9,
     day=7,
-    observance=partial(
-        process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday
-    ),
+    observance=partial(process_date, mapping=maf_mapping, delta=1, func=sunday_to_monday),
     start_date=Timestamp("1961-01-01"),
     end_date=Timestamp("1983-01-01"),
 )

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/ice.py

@@ -9,7 +9,8 @@ from pandas.tseries.holiday import (
     USPresidentsDay,
     USThanksgivingDay,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/iex.py

@@ -3,7 +3,8 @@ from itertools import chain
 
 from pandas import Timestamp, DatetimeIndex, Timedelta
 from pandas.tseries.holiday import AbstractHolidayCalendar
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/jpx.py

@@ -2,7 +2,8 @@ from datetime import time
 from itertools import chain
 
 from pandas.tseries.holiday import AbstractHolidayCalendar
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/lse.py

@@ -16,7 +16,8 @@
 from datetime import time
 
 from pandas.tseries.holiday import AbstractHolidayCalendar, EasterMonday, GoodFriday
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/nyse.py

@@ -16,7 +16,8 @@
 from datetime import time
 from itertools import chain
 from typing import Literal, Union
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -1135,19 +1136,12 @@ class NYSEExchangeCalendar(MarketCalendar):
             (
                 time(13, tzinfo=ZoneInfo("America/New_York")),
                 # DaysBeforeIndependenceDay1pmEarlyCloseAdhoc # list
-                ChristmasEve1pmEarlyCloseAdhoc
-                + DayAfterChristmas1pmEarlyCloseAdhoc
-                + BacklogRelief1pmEarlyClose1929,
+                ChristmasEve1pmEarlyCloseAdhoc + DayAfterChristmas1pmEarlyCloseAdhoc + BacklogRelief1pmEarlyClose1929,
             ),
             (
                 time(14, tzinfo=ZoneInfo("America/New_York")),
                 _union_many(
-                    [
-                        pd.DatetimeIndex(
-                            ChristmasEve2pmEarlyCloseAdhoc
-                            + HeavyVolume2pmEarlyClose1933
-                        )
-                    ]
+                    [pd.DatetimeIndex(ChristmasEve2pmEarlyCloseAdhoc + HeavyVolume2pmEarlyClose1933)]
                     + [
                         BacklogRelief2pmEarlyClose1928,
                         TransitStrike2pmEarlyClose1966,  # index
@@ -1160,15 +1154,11 @@ class NYSEExchangeCalendar(MarketCalendar):
             ),
             (
                 time(14, 30, tzinfo=ZoneInfo("America/New_York")),
-                _union_many(
-                    [PaperworkCrisis230pmEarlyCloses1969, Backlog230pmEarlyCloses1987]
-                ),  # index
+                _union_many([PaperworkCrisis230pmEarlyCloses1969, Backlog230pmEarlyCloses1987]),  # index
             ),
             (
                 time(15, tzinfo=ZoneInfo("America/New_York")),
-                _union_many(
-                    [PaperworkCrisis3pmEarlyCloses1969to1970, Backlog3pmEarlyCloses1987]
-                ),  # index
+                _union_many([PaperworkCrisis3pmEarlyCloses1969to1970, Backlog3pmEarlyCloses1987]),  # index
             ),
             (
                 time(15, 30, tzinfo=ZoneInfo("America/New_York")),

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/ose.py

@@ -7,7 +7,8 @@ from pandas.tseries.holiday import (
     Holiday,
 )
 from pandas.tseries.offsets import Day, Easter
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -20,9 +21,7 @@ from pandas_market_calendars.market_calendar import MarketCalendar
 
 OSENewYearsDay = Holiday("New Year's Day", month=1, day=1)
 
-OSEWednesdayBeforeEaster = Holiday(
-    "Wednesday before Easter", month=1, day=1, offset=[Easter(), Day(-4)]
-)
+OSEWednesdayBeforeEaster = Holiday("Wednesday before Easter", month=1, day=1, offset=[Easter(), Day(-4)])
 
 OSEMaundyThursday = Holiday("Maundy Thursday", month=1, day=1, offset=[Easter(), Day(-3)])
 

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/sifma.py

@@ -3,7 +3,8 @@ import functools
 
 import pandas as pd
 from pandas.tseries.holiday import AbstractHolidayCalendar
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -203,11 +204,11 @@ class SIFMAUSExchangeCalendar(MarketCalendar):
         _, gf_12pm_early_closes, thurs_before_gf_2pm_early_closes = self._get_dynamic_gf_rules()
         return [
             (
-                time(12), # SIFMA rule specifies 12:00 PM ET
+                time(12),  # SIFMA rule specifies 12:00 PM ET
                 gf_12pm_early_closes,
             ),
             (
-                time(14), # SIFMA rule specifies 2:00 PM ET
+                time(14),  # SIFMA rule specifies 2:00 PM ET
                 thurs_before_gf_2pm_early_closes,
             ),
         ]

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/six.py

@@ -9,7 +9,8 @@ from pandas.tseries.holiday import (
     Holiday,
     previous_friday,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/sse.py

@@ -2,7 +2,8 @@ from datetime import time, timedelta
 from functools import partial
 
 from pandas.tseries.holiday import AbstractHolidayCalendar, Holiday, next_monday
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly
@@ -152,81 +153,63 @@ class SSEExchangeCalendar(MarketCalendar):
                     name="Tomb-sweeping Day",
                     month=4,
                     day=4,
-                    observance=partial(
-                        lunisolar, mapping=tsd_mapping, func=next_monday
-                    ),
+                    observance=partial(lunisolar, mapping=tsd_mapping, func=next_monday),
                     start_date=Timestamp(start_year, 4, 4),
                 ),
                 Holiday(
                     name="Tomb-sweeping Day",
                     month=4,
                     day=5,
-                    observance=partial(
-                        lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1
-                    ),
+                    observance=partial(lunisolar, mapping=tsd_mapping, func=second_day_in_lieu, delta=1),
                     start_date=Timestamp(start_year, 4, 4),
                 ),
                 Holiday(
                     name="Tomb-sweeping Day",
                     month=4,
                     day=6,
-                    observance=partial(
-                        lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2
-                    ),
+                    observance=partial(lunisolar, mapping=tsd_mapping, func=third_day_in_lieu, delta=2),
                     start_date=Timestamp(start_year, 4, 4),
                 ),
                 Holiday(
                     name="Dragon Boat Festival",
                     month=5,
                     day=27,
-                    observance=partial(
-                        lunisolar, mapping=dbf_mapping, func=next_monday
-                    ),
+                    observance=partial(lunisolar, mapping=dbf_mapping, func=next_monday),
                     start_date=Timestamp(start_year, 5, 27),
                 ),
                 Holiday(
                     name="Dragon Boat Festival",
                     month=5,
                     day=28,
-                    observance=partial(
-                        lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1
-                    ),
+                    observance=partial(lunisolar, mapping=dbf_mapping, func=second_day_in_lieu, delta=1),
                     start_date=Timestamp(start_year, 5, 27),
                 ),
                 Holiday(
                     name="Dragon Boat Festival",
                     month=5,
                     day=29,
-                    observance=partial(
-                        lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2
-                    ),
+                    observance=partial(lunisolar, mapping=dbf_mapping, func=third_day_in_lieu, delta=2),
                     start_date=Timestamp(start_year, 5, 27),
                 ),
                 Holiday(
                     name="Mid-autumn Festival",
                     month=9,
                     day=7,
-                    observance=partial(
-                        lunisolar, mapping=maf_mapping, func=next_monday
-                    ),
+                    observance=partial(lunisolar, mapping=maf_mapping, func=next_monday),
                     start_date=Timestamp(start_year, 9, 7),
                 ),
                 Holiday(
                     name="Mid-autumn Festival",
                     month=9,
                     day=8,
-                    observance=partial(
-                        lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1
-                    ),
+                    observance=partial(lunisolar, mapping=maf_mapping, func=second_day_in_lieu, delta=1),
                     start_date=Timestamp(start_year, 9, 7),
                 ),
                 Holiday(
                     name="Mid-autumn Festival",
                     month=9,
                     day=9,
-                    observance=partial(
-                        lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2
-                    ),
+                    observance=partial(lunisolar, mapping=maf_mapping, func=third_day_in_lieu, delta=2),
                     start_date=Timestamp(start_year, 9, 7),
                 ),
                 Holiday(

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/tase.py

@@ -2,7 +2,8 @@ from datetime import time
 
 from typing import Literal, Union
 from pandas import Timestamp, Timedelta, DatetimeIndex
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/calendars/tsx.py

@@ -10,7 +10,8 @@ from pandas.tseries.holiday import (
     MO,
     weekend_to_monday,
 )
-import sys 
+import sys
+
 # check python versiOn aNd import accordingly
 if sys.version_info >= (3, 9):
     # For Python 3.9 and later, import directly

{pandas_market_calendars-5.1.1 → pandas_market_calendars-5.1.3}/pandas_market_calendars/holidays/oz.py

@@ -6,6 +6,7 @@ from pandas.tseries.holiday import (
     MO,
     next_monday_or_tuesday,
     weekend_to_monday,
+    previous_friday,
 )
 
 # New Year's Day
@@ -61,3 +62,21 @@ UniqueCloses = []
 
 # National Day of Mourning for Her Majesty the Queen
 UniqueCloses.append(Timestamp("2022-09-22", tz="UTC"))
+
+
+# Early closes
+# Christmas Eve
+ChristmasEve = Holiday(
+    "Christmas Eve",
+    month=12,
+    day=24,
+    observance=previous_friday,
+)
+
+# New Year's Eve
+NewYearsEve = Holiday(
+    "New Year's Eve",
+    month=12,
+    day=31,
+    observance=previous_friday,
+)