Calendars for various securities exchanges.

Last update: Jan 07, 2023

Overview

IMPORTANT NOTE

This package is currently unmaintained as the sponsor, quantopian, is going through corporate changes. As such there is a fork of this project that will receive more active maintenance, https://github.com/gerrymanoim/trading_calendars, and the actively developed and maintained alternative implimentation here: https://github.com/rsheftel/pandas_market_calendars . The process to merge these implementations will continue in those two respective repos.

trading_calendars

A Python library of exchange calendars, frequently used with Zipline.

Installation

$ pip install trading-calendars

Quick Start

import trading_calendars as tc
import pandas as pd
import pytz

Get all registered calendars with get_calendar_names:

>>> tc.get_calendar_names()[:5]
['XPHS', 'FWB', 'CFE', 'CMES', 'XSGO']

Get a calendar with get_calendar:

>>> xnys = tc.get_calendar("XNYS")

Working with sessions:

>>> xnys.is_session(pd.Timestamp("2020-01-01"))
False

>>> xnys.next_open(pd.Timestamp("2020-01-01"))
Timestamp('2020-01-02 14:31:00+0000', tz='UTC')

>>> pd.Timestamp("2020-01-01", tz=pytz.UTC)+xnys.day
Timestamp('2020-01-02 00:00:00+0000', tz='UTC')

>>> xnys.previous_close(pd.Timestamp("2020-01-01"))
Timestamp('2019-12-31 21:00:00+0000', tz='UTC')

>>> xnys.sessions_in_range(
>>>     pd.Timestamp("2020-01-01", tz=pytz.UTC),
>>>     pd.Timestamp("2020-01-10", tz=pytz.UTC)
>>> )
DatetimeIndex(['2020-01-02 00:00:00+00:00', '2020-01-03 00:00:00+00:00',
                '2020-01-06 00:00:00+00:00', '2020-01-07 00:00:00+00:00',
                '2020-01-08 00:00:00+00:00', '2020-01-09 00:00:00+00:00',
                '2020-01-10 00:00:00+00:00'],
                dtype='datetime64[ns, UTC]', freq='C')

>>> xnys.sessions_window(
>>>     pd.Timestamp("2020-01-02", tz=pytz.UTC),
>>>     7
>>> )
DatetimeIndex(['2020-01-02 00:00:00+00:00', '2020-01-03 00:00:00+00:00',
                '2020-01-06 00:00:00+00:00', '2020-01-07 00:00:00+00:00',
                '2020-01-08 00:00:00+00:00', '2020-01-09 00:00:00+00:00',
                '2020-01-10 00:00:00+00:00', '2020-01-13 00:00:00+00:00'],
                dtype='datetime64[ns, UTC]', freq='C')

NOTE: see the TradingCalendar class for more advanced usage.

Trading calendars also supports command line usage, printing a unix-cal like calendar indicating which days are trading sessions or holidays.

tcal XNYS 2020

                                        2020
        January                        February                        March
Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa
            [ 1]  2   3 [ 4]                           [ 1]
[ 5]  6   7   8   9  10 [11]   [ 2]  3   4   5   6   7 [ 8]   [ 1]  2   3   4   5   6 [ 7]
[12] 13  14  15  16  17 [18]   [ 9] 10  11  12  13  14 [15]   [ 8]  9  10  11  12  13 [14]
[19][20] 21  22  23  24 [25]   [16][17] 18  19  20  21 [22]   [15] 16  17  18  19  20 [21]
[26] 27  28  29  30  31        [23] 24  25  26  27  28 [29]   [22] 23  24  25  26  27 [28]
                                                            [29] 30  31

        April                           May                            June
Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa
            1   2   3 [ 4]                         1 [ 2]         1   2   3   4   5 [ 6]
[ 5]  6   7   8   9 [10][11]   [ 3]  4   5   6   7   8 [ 9]   [ 7]  8   9  10  11  12 [13]
[12] 13  14  15  16  17 [18]   [10] 11  12  13  14  15 [16]   [14] 15  16  17  18  19 [20]
[19] 20  21  22  23  24 [25]   [17] 18  19  20  21  22 [23]   [21] 22  23  24  25  26 [27]
[26] 27  28  29  30            [24][25] 26  27  28  29 [30]   [28] 29  30
                               [31]

            July                          August                       September
Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa
            1   2 [ 3][ 4]                           [ 1]             1   2   3   4 [ 5]
[ 5]  6   7   8   9  10 [11]   [ 2]  3   4   5   6   7 [ 8]   [ 6][ 7]  8   9  10  11 [12]
[12] 13  14  15  16  17 [18]   [ 9] 10  11  12  13  14 [15]   [13] 14  15  16  17  18 [19]
[19] 20  21  22  23  24 [25]   [16] 17  18  19  20  21 [22]   [20] 21  22  23  24  25 [26]
[26] 27  28  29  30  31        [23] 24  25  26  27  28 [29]   [27] 28  29  30
                               [30] 31

        October                        November                       December
Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa     Su  Mo  Tu  We  Th  Fr  Sa
                1   2 [ 3]                                            1   2   3   4 [ 5]
[ 4]  5   6   7   8   9 [10]   [ 1]  2   3   4   5   6 [ 7]   [ 6]  7   8   9  10  11 [12]
[11] 12  13  14  15  16 [17]   [ 8]  9  10  11  12  13 [14]   [13] 14  15  16  17  18 [19]
[18] 19  20  21  22  23 [24]   [15] 16  17  18  19  20 [21]   [20] 21  22  23  24 [25][26]
[25] 26  27  28  29  30 [31]   [22] 23  24  25 [26] 27 [28]   [27] 28  29  30  31
                               [29] 30

tcal XNYS 1 2020

        January 2020
Su  Mo  Tu  We  Th  Fr  Sa
            [ 1]  2   3 [ 4]
[ 5]  6   7   8   9  10 [11]
[12] 13  14  15  16  17 [18]
[19][20] 21  22  23  24 [25]
[26] 27  28  29  30  31

Frequently Asked Questions

Why are open times one minute late?

Due to its historical use in the Zipline backtesting system, trading_calendars will only indicate a market is open upon the completion of the first minute bar in a day. Zipline uses minute bars labeled with the end of the bar, e.g. 9:31AM for 9:30-9:31AM. As an example, on a regular trading day for NYSE:

9:30:00 is treated as closed.
9:30:01 is treated as closed.
9:31:00 is the first time treated as open.
16:00:00 is treated as open
16:00:01 is treated as closed

This may change in the future.

Calendar Support

Exchange	ISO Code	Country	Version Added	Exchange Website (English)
New York Stock Exchange	XNYS	USA	1.0	https://www.nyse.com/index
CBOE Futures	XCBF	USA	1.0	https://markets.cboe.com/us/futures/overview/
Chicago Mercantile Exchange	CMES	USA	1.0	https://www.cmegroup.com/
ICE US	IEPA	USA	1.0	https://www.theice.com/index
Toronto Stock Exchange	XTSE	Canada	1.0	https://www.tsx.com/
BMF Bovespa	BVMF	Brazil	1.0	http://www.b3.com.br/en_us/
London Stock Exchange	XLON	England	1.0	https://www.londonstockexchange.com/home/homepage.htm
Euronext Amsterdam	XAMS	Netherlands	1.2	https://www.euronext.com/en/regulation/amsterdam
Euronext Brussels	XBRU	Belgium	1.2	https://www.euronext.com/en/regulation/brussels
Euronext Lisbon	XLIS	Portugal	1.2	https://www.euronext.com/en/regulation/lisbon
Euronext Paris	XPAR	France	1.2	https://www.euronext.com/en/regulation/paris
Frankfurt Stock Exchange	XFRA	Germany	1.2	http://en.boerse-frankfurt.de/
SIX Swiss Exchange	XSWX	Switzerland	1.2	https://www.six-group.com/exchanges/index.html
Tokyo Stock Exchange	XTKS	Japan	1.2	https://www.jpx.co.jp/english/
Austrialian Securities Exchange	XASX	Australia	1.3	https://www.asx.com.au/
Bolsa de Madrid	XMAD	Spain	1.3	http://www.bolsamadrid.es/ing/aspx/Portada/Portada.aspx
Borsa Italiana	XMIL	Italy	1.3	https://www.borsaitaliana.it/homepage/homepage.en.htm
New Zealand Exchange	XNZE	New Zealand	1.3	https://www.nzx.com/
Wiener Borse	XWBO	Austria	1.3	https://www.wienerborse.at/en/
Hong Kong Stock Exchange	XHKG	Hong Kong	1.3	https://www.hkex.com.hk/?sc_lang=en
Copenhagen Stock Exchange	XCSE	Denmark	1.4	http://www.nasdaqomxnordic.com/
Helsinki Stock Exchange	XHEL	Finland	1.4	http://www.nasdaqomxnordic.com/
Stockholm Stock Exchange	XSTO	Sweden	1.4	http://www.nasdaqomxnordic.com/
Oslo Stock Exchange	XOSL	Norway	1.4	https://www.oslobors.no/ob_eng/
Irish Stock Exchange	XDUB	Ireland	1.4	http://www.ise.ie/
Bombay Stock Exchange	XBOM	India	1.5	https://www.bseindia.com
Singapore Exchange	XSES	Singapore	1.5	https://www.sgx.com
Shanghai Stock Exchange	XSHG	China	1.5	http://english.sse.com.cn
Korea Exchange	XKRX	South Korea	1.6	http://global.krx.co.kr
Iceland Stock Exchange	XICE	Iceland	1.7	http://www.nasdaqomxnordic.com/
Poland Stock Exchange	XWAR	Poland	1.9	http://www.gpw.pl
Santiago Stock Exchange	XSGO	Chile	1.9	http://inter.bolsadesantiago.com/sitios/en/Paginas/home.aspx
Colombia Securities Exchange	XBOG	Colombia	1.9	https://www.bvc.com.co/nueva/index_en.html
Mexican Stock Exchange	XMEX	Mexico	1.9	https://www.bmv.com.mx
Lima Stock Exchange	XLIM	Peru	1.9	https://www.bvl.com.pe
Prague Stock Exchange	XPRA	Czech Republic	1.9	https://www.pse.cz/en/
Budapest Stock Exchange	XBUD	Hungary	1.10	https://bse.hu/
Athens Stock Exchange	ASEX	Greece	1.10	http://www.helex.gr/
Istanbul Stock Exchange	XIST	Turkey	1.10	https://www.borsaistanbul.com/en/
Johannesburg Stock Exchange	XJSE	South Africa	1.10	https://www.jse.co.za/z
Malaysia Stock Exchange	XKLS	Malaysia	1.11	http://www.bursamalaysia.com/market/
Moscow Exchange	XMOS	Russia	1.11	https://www.moex.com/en/
Philippine Stock Exchange	XPHS	Philippines	1.11	https://www.pse.com.ph/stockMarket/home.html
Stock Exchange of Thailand	XBKK	Thailand	1.11	https://www.set.or.th/set/mainpage.do?language=en&country=US
Indonesia Stock Exchange	XIDX	Indonesia	1.11	https://www.idx.co.id/
Taiwan Stock Exchange Corp.	XTAI	Taiwan	1.11	https://www.twse.com.tw/en/
Buenos Aires Stock Exchange	XBUE	Argentina	1.11	https://www.bcba.sba.com.ar/
Pakistan Stock Exchange	XKAR	Pakistan	1.11	https://www.psx.com.pk/

Note that exchange calendars are defined by their ISO-10383 market identifier code.

Comments

Data Differences Between `trading_calendars` and `pandas_market_calendars`
re https://github.com/rsheftel/pandas_market_calendars/issues/41

Summary status

[x] XHKG

https://github.com/quantopian/trading_calendars/issues/152#issuecomment-689799967

[x] CFE

https://github.com/quantopian/trading_calendars/issues/152#issuecomment-689812670

Note: We don't know what to do about 1994-04-27 in pmc but not in tc

[ ] XSWX

[X] LSE

Issue: https://github.com/quantopian/trading_calendars/issues/163

PR: https://github.com/quantopian/trading_calendars/pull/166

[ ] XSHG

[ ] XASX

[X] TSX

https://github.com/quantopian/trading_calendars/issues/152#issuecomment-689136700)

[ ] BMF

Extras not covered by diff below:

[x] Pre 1990 NYSE holidays

https://github.com/quantopian/trading_calendars/issues/162

Details

code generating the table below

from collections import namedtuple import pandas_market_calendars as pmc import trading_calendars as tc # todo port this back to trading calendars def get_tc_calendar_names(): return list(tc.calendar_utils._default_calendar_factories.keys())+list(tc.calendar_utils._default_calendar_aliases.keys()) tc.get_calendar_names = get_tc_calendar_names # end todo pmc_calendars = set(pmc.get_calendar_names()) tc_calendars = set(tc.get_calendar_names()) tc_to_pmc_mapping = { 'XASX': 'ASX', 'XHKG': 'HKEX', 'XTKS': 'JPX', 'XOSL': 'OSE', 'XSWX': 'SIX', 'XSHG': 'SSE', } in_both = (tc_calendars & pmc_calendars) | set(tc_to_pmc_mapping.keys()) CompareResult = namedtuple("Result", ["only_tc", "only_pmc"]) def compare_calendars(cal: str): tc_cal = tc.get_calendar(cal).all_sessions pmc_cal_name = tc_to_pmc_mapping.get(cal, cal) pmc_cal = pmc.get_calendar(pmc_cal_name).valid_days(min(tc_cal), max(tc_cal)) if not (tc_cal ^ pmc_cal).empty: return CompareResult out = {} for cal in in_both: diff = compare_calendars(cal) if diff: out[cal] = diff # everything below this is markdown formatting out_str = [] for cal, result in out.items(): out_str.append(f"## {cal} \n") out_str.append("Trading Days only in `trading_calendars` \n") out_str.extend([f"- {item} \n" for item in result.only_tc]) out_str.append("\n") out_str.append("Trading Days only in `pandas_market_calendars` \n") out_str.extend([f"- {item} \n" for item in result.only_pmc]) out_str.append("\n") md = "".join(out_str); print(md)

XHKG

Trading Days only in trading_calendars

1990-06-18 00:00:00+00:00

1990-08-27 00:00:00+00:00

1991-02-14 00:00:00+00:00

1991-06-18 00:00:00+00:00

1991-08-26 00:00:00+00:00

1992-06-15 00:00:00+00:00

1992-07-22 00:00:00+00:00

1992-08-31 00:00:00+00:00

1993-06-14 00:00:00+00:00

1993-08-30 00:00:00+00:00

1993-09-17 00:00:00+00:00

1994-06-14 00:00:00+00:00

1994-08-29 00:00:00+00:00

1995-06-19 00:00:00+00:00

1995-08-28 00:00:00+00:00

1996-06-17 00:00:00+00:00

1996-08-26 00:00:00+00:00

1997-02-06 00:00:00+00:00

1997-06-30 00:00:00+00:00

1997-07-02 00:00:00+00:00

1997-08-18 00:00:00+00:00

1997-10-02 00:00:00+00:00

1998-08-17 00:00:00+00:00

1998-10-02 00:00:00+00:00

1999-09-16 00:00:00+00:00

1999-12-31 00:00:00+00:00

2001-07-06 00:00:00+00:00

2001-07-25 00:00:00+00:00

Trading Days only in pandas_market_calendars

1990-05-01 00:00:00+00:00

1990-05-02 00:00:00+00:00

1990-07-02 00:00:00+00:00

1990-10-01 00:00:00+00:00

1991-05-01 00:00:00+00:00

1991-05-21 00:00:00+00:00

1991-07-01 00:00:00+00:00

1991-10-01 00:00:00+00:00

1992-05-01 00:00:00+00:00

1992-05-11 00:00:00+00:00

1992-07-01 00:00:00+00:00

1992-10-01 00:00:00+00:00

1993-05-28 00:00:00+00:00

1993-07-01 00:00:00+00:00

1994-05-02 00:00:00+00:00

1994-05-18 00:00:00+00:00

1994-07-01 00:00:00+00:00

1995-05-01 00:00:00+00:00

1995-05-08 00:00:00+00:00

1995-10-02 00:00:00+00:00

1996-05-01 00:00:00+00:00

1996-05-24 00:00:00+00:00

1996-07-01 00:00:00+00:00

1996-10-01 00:00:00+00:00

1997-05-01 00:00:00+00:00

1997-05-14 00:00:00+00:00

1998-05-01 00:00:00+00:00

1998-05-04 00:00:00+00:00

2021-04-06 00:00:00+00:00

CFE

Trading Days only in trading_calendars

Trading Days only in pandas_market_calendars

1994-04-27 00:00:00+00:00

2004-06-11 00:00:00+00:00

2007-01-02 00:00:00+00:00

2012-10-29 00:00:00+00:00

2012-10-30 00:00:00+00:00

2018-12-05 00:00:00+00:00

XSWX

Trading Days only in trading_calendars

1994-12-30 00:00:00+00:00

1995-12-29 00:00:00+00:00

2000-12-29 00:00:00+00:00

2005-12-30 00:00:00+00:00

2006-12-29 00:00:00+00:00

2011-12-30 00:00:00+00:00

2016-12-30 00:00:00+00:00

2017-12-29 00:00:00+00:00

Trading Days only in pandas_market_calendars

LSE

Trading Days only in trading_calendars

1995-05-08 00:00:00+00:00

1999-12-31 00:00:00+00:00

Trading Days only in pandas_market_calendars

1995-05-01 00:00:00+00:00

XSHG

Trading Days only in trading_calendars

2020-01-31 00:00:00+00:00

2022-01-31 00:00:00+00:00

2022-04-04 00:00:00+00:00

2022-05-02 00:00:00+00:00

2022-09-12 00:00:00+00:00

2022-10-06 00:00:00+00:00

2022-10-07 00:00:00+00:00

2023-06-23 00:00:00+00:00

2023-10-06 00:00:00+00:00

2024-02-09 00:00:00+00:00

2024-04-05 00:00:00+00:00

2024-09-16 00:00:00+00:00

2024-10-07 00:00:00+00:00

2025-01-28 00:00:00+00:00

2025-05-02 00:00:00+00:00

2025-06-02 00:00:00+00:00

2025-10-06 00:00:00+00:00

2025-10-07 00:00:00+00:00

Trading Days only in pandas_market_calendars

2020-10-08 00:00:00+00:00

XASX

Trading Days only in trading_calendars

1993-01-27 00:00:00+00:00

1994-01-27 00:00:00+00:00

1995-01-27 00:00:00+00:00

1996-01-29 00:00:00+00:00

1998-01-27 00:00:00+00:00

1999-01-27 00:00:00+00:00

2000-01-27 00:00:00+00:00

2001-01-29 00:00:00+00:00

2004-01-27 00:00:00+00:00

2005-01-27 00:00:00+00:00

2006-01-27 00:00:00+00:00

2007-01-29 00:00:00+00:00

2009-01-27 00:00:00+00:00

2010-01-27 00:00:00+00:00

2011-01-27 00:00:00+00:00

2012-01-27 00:00:00+00:00

2015-01-27 00:00:00+00:00

2016-01-27 00:00:00+00:00

2017-01-27 00:00:00+00:00

2018-01-29 00:00:00+00:00

2021-01-27 00:00:00+00:00

Trading Days only in pandas_market_calendars

1990-12-31 00:00:00+00:00

1994-01-26 00:00:00+00:00

1994-12-27 00:00:00+00:00

1995-01-26 00:00:00+00:00

1996-01-26 00:00:00+00:00

1998-01-26 00:00:00+00:00

1999-01-26 00:00:00+00:00

1999-12-31 00:00:00+00:00

2000-01-26 00:00:00+00:00

2001-01-26 00:00:00+00:00

2004-01-26 00:00:00+00:00

2005-01-26 00:00:00+00:00

2005-12-27 00:00:00+00:00

2006-01-26 00:00:00+00:00

2007-01-26 00:00:00+00:00

2009-01-26 00:00:00+00:00

2010-01-26 00:00:00+00:00

2010-04-26 00:00:00+00:00

2011-01-26 00:00:00+00:00

2011-04-26 00:00:00+00:00

2011-12-27 00:00:00+00:00

2012-01-26 00:00:00+00:00

2015-01-26 00:00:00+00:00

2016-01-26 00:00:00+00:00

2016-12-27 00:00:00+00:00

2017-01-26 00:00:00+00:00

2018-01-26 00:00:00+00:00

2021-01-26 00:00:00+00:00

TSX

Trading Days only in trading_calendars

1993-12-24 00:00:00+00:00

1999-12-24 00:00:00+00:00

2004-12-24 00:00:00+00:00

2010-12-24 00:00:00+00:00

Trading Days only in pandas_market_calendars

2001-09-11 00:00:00+00:00

2001-09-12 00:00:00+00:00

BMF

Trading Days only in trading_calendars

1997-07-09 00:00:00+00:00

2020-07-09 00:00:00+00:00

Trading Days only in pandas_market_calendars

1995-12-29 00:00:00+00:00

2000-12-29 00:00:00+00:00

2006-12-29 00:00:00+00:00

2014-06-12 00:00:00+00:00

2017-12-29 00:00:00+00:00

pandas_market_calendars
opened by gerrymanoim 8
Add calendar for Tel Aviv Stock Exchange (TASE)
This PR is to add a calendar for Tel Aviv Stock Exchange (TASE) under the operating MIC XTAE.

This is based on the respective calendar from pandas-market-calendars, but adding in holidays for 2022 and 2023 as well. I've reconciled the dates for 2019 to 2023 against the official list; see https://info.tase.co.il/eng/about_tase/corporate/pages/vacation_schedule.aspx.

Open points:

Unclear which times to use as opening and close times as they differ per market segment; see https://info.tase.co.il/eng/trading/trading_schedule/pages/trading_schedule.aspx. Please advise.

Different close time on Sundays not yet reflected.

Since I don't see how holiday rules could be handled with dates in the Hebrew calendar, all holidays are defined as ad-hoc holidays. Is there a way to assign them a name, too, like for regular holidays?

Unit tests currently only cover 2019, more should be added.
opened by jenskeiner 7
ENH: Update XLON calendars

Updates XLON to include holidays from pandas_market_calendars.

Closes https://github.com/quantopian/trading_calendars/issues/163.

See details from original PR: https://github.com/rsheftel/pandas_market_calendars/issues/84
enhancement

opened by gerrymanoim 7
ENH: Add rules for XTAE holidays.

This PR adds proper rules for regular XTAE holidays as opposed to just having everything defined as ad-hoc holidays.

I've done my best to cross-check this against the official information here: https://info.tase.co.il/eng/about_tase/corporate/pages/vacation_schedule.aspx

One open point is that it seems that Shushan Purim (which is one day after Purim and is typically not observed in Tel Aviv, but e.g. Jerusalem) will be observed from 2022 on, but wasn't observed before. I'm waiting for clarification back from TASE on this point.

Nevertheless, the current version of the code is consistent with what is currently listed on the website at least for 2020 - 2023. I also briefly manually checked a few years before, but no unit tests are there for these yet.

On a technical note, I've re-used Pandas Easter class -- which is a subclass of DateOffset -- for all holidays since they likewise fall on different Gregorian dates every year. To be able to do that, I had to import a few (internal) Cython functions and classes. A pure Python or even Cython re-implementation seemed to risky in terms of likely forgetting to handle this or that corner-case. We just have to be aware of these imports since they may introduce some more coupling on the specific Pandas version used.

Let me know your thoughts...
enhancement

opened by jenskeiner 6

XNYS - incorrect start/end times using '.is_open_on_minute' function?

Hi, I think I may have found an error with the start and end times for XNYS when using .is_open_on_minute to return a boolean.

Reading through the core trading session hours for the NYSE, it seems to me that on a regular trading day the market starts at exactly 9:30:00 EST (inclusive) and is closed at exactly 16:00:00 EST (inclusive). I wrote some code to test some times and I am getting conflicting answers.

Currently,

9:30:00 returns market closed. I think this should be open.
9:30:01 returns market closed. I think this should be open.
9:31:00 is the first time returned as open.
16:00:00 returns market open. I think this should be closed.

My code attached.

Thanks in advance.

import pandas as pd
import pytz
import trading_calendars

NY = 'America/New_York'
us_calendar = trading_calendars.get_calendar('XNYS')

#Market on Friday at 9:30:00 EST
pd_dt1 = pd.Timestamp(year=2020, month=10, day=9, hour=9, minute=30, second=0, tz=pytz.timezone(NY))
open_boolean1 = us_calendar.is_open_on_minute(pd_dt1)
print("Friday at {} EST. open_boolean should be True: {}".format(pd_dt1.strftime('%H:%M:%S'), open_boolean1))

#Market on Friday at 9:30:01 EST
pd_dt2 = pd.Timestamp(year=2020, month=10, day=9, hour=9, minute=30, second=1, tz=pytz.timezone(NY))
open_boolean2 = us_calendar.is_open_on_minute(pd_dt2)
print("Friday at {} EST. open_boolean should be True: {}".format(pd_dt2.strftime('%H:%M:%S'), open_boolean2))

#Market on Friday at 9:31:0 EST
pd_dt3 = pd.Timestamp(year=2020, month=10, day=9, hour=9, minute=31, second=0, tz=pytz.timezone(NY))
open_boolean3 = us_calendar.is_open_on_minute(pd_dt3)
print("Friday at {} EST. open_boolean should be True: {}".format(pd_dt3.strftime('%H:%M:%S'), open_boolean3))

#Market on Friday at 16:00:00 EST
pd_dt4 = pd.Timestamp(year=2020, month=10, day=9, hour=16, minute=0, second=0, tz=pytz.timezone(NY))
open_boolean4 = us_calendar.is_open_on_minute(pd_dt4)
print("Friday at {} EST. open_boolean should be False: {}".format(pd_dt4.strftime('%H:%M:%S'), open_boolean4))

#Market on Friday at 16:00:01 EST
pd_dt5 = pd.Timestamp(year=2020, month=10, day=9, hour=16, minute=0, second=1, tz=pytz.timezone(NY))
open_boolean5 = us_calendar.is_open_on_minute(pd_dt5)
print("Friday at {} EST. open_boolean should be False: {}".format(pd_dt5.strftime('%H:%M:%S'), open_boolean5))

#Market on Saturday at 9:30:00 EST - Should be closed
pd_dt6 = pd.Timestamp(year=2020, month=10, day=10, hour=9, minute=30, second=0, tz=pytz.timezone(NY))
open_boolean6 = us_calendar.is_open_on_minute(pd_dt6)
print("Saturday at {} EST. open_boolean should be False: {}".format(pd_dt6.strftime('%H:%M:%S'), open_boolean6))

opened by sher85 6

Exclude business day every week from the calendar
Hello, I'm trying to exclude a business day, any week, from a trading calendar.

Lets say I don't want to trade on any Friday, what I'm doing is changing the weekmask:

class CustomCalendar(IEPAExchangeCalendar): def __init__(self): super().__init__() @property def weekmask(self): return '111000' custom_calendar = CustomCalendar()

but I'm getting:

ValueError: Special dates [Timestamp('1992-07-03 17:00:00+0000', tz='UTC'), ..., ...] are not trading days.

What is the best way to exclude business day every week?
question
opened by ogenev 6

Slow load time for XTKS

I noticed that the load time for most all calendars are around 1.5 seconds, except the XTKS calendar which takes 12.2 seconds to load. Is there any particular reason for that?

This is the code and results I used:

from datetime import datetime
import trading_calendars as tc

def load_times():
    for name in tc.calendar_utils._default_calendar_factories:
        print(name, end='')
        start = datetime.now()
        _ = mcal.get_calendar(name)
        end = datetime.now()
        print(f': run time is {end - start}')

ASEX: run time is 0:00:01.462395
BVMF: run time is 0:00:01.608703
CMES: run time is 0:00:01.247221
IEPA: run time is 0:00:01.221055
XAMS: run time is 0:00:01.239995
XASX: run time is 0:00:01.405535
XBKK: run time is 0:00:01.483120
XBOG: run time is 0:00:01.902455
XBOM: run time is 0:00:00.635975
XBRU: run time is 0:00:01.259231
XBUD: run time is 0:00:01.545929
XBUE: run time is 0:00:01.647241
XCBF: run time is 0:00:01.397777
XCSE: run time is 0:00:01.523843
XDUB: run time is 0:00:01.301222
XFRA: run time is 0:00:01.396143
XHEL: run time is 0:00:01.423694
XHKG: run time is 0:00:01.365153
XICE: run time is 0:00:01.561660
XIDX: run time is 0:00:01.219812
XIST: run time is 0:00:01.244760
XJSE: run time is 0:00:01.435470
XKAR: run time is 0:00:01.075075
XKLS: run time is 0:00:01.191726
XKRX: run time is 0:00:00.940299
XLIM: run time is 0:00:01.465012
XLIS: run time is 0:00:01.357335
XLON: run time is 0:00:01.407390
XMAD: run time is 0:00:01.282585
XMEX: run time is 0:00:01.377445
XMIL: run time is 0:00:01.336494
XMOS: run time is 0:00:01.307830
XNYS: run time is 0:00:01.408174
XNZE: run time is 0:00:01.423343
XOSL: run time is 0:00:01.464810
XPAR: run time is 0:00:01.283910
XPHS: run time is 0:00:01.333504
XPRA: run time is 0:00:01.456183
XSES: run time is 0:00:00.961805
XSGO: run time is 0:00:01.739328
XSHG: run time is 0:00:00.709314
XSTO: run time is 0:00:01.572027
XSWX: run time is 0:00:01.435308
XTAI: run time is 0:00:01.137340
XTKS: run time is 0:00:12.211477
XTSE: run time is 0:00:01.481504
XWAR: run time is 0:00:01.544426
XWBO: run time is 0:00:01.442748
us_futures: run time is 0:00:00.859409
24/7: run time is 0:00:01.463259
24/5: run time is 0:00:01.034509

pandas_market_calendars

opened by rsheftel 6

ENH: Add breaks to TradingCalendar

Adds break_start_times and break_end_times to TradingCalendar to model intraday lunch breaks. These work as vectors of values, similarly to how open_times and close_times work so we can model break times changing over time.

Threads the breaks through necessary methods.

Adds breaks to XHKG.

Items with TODO I'd especially like feedback on
enhancement

opened by gerrymanoim 5
ENH: Update XHKG calendar
WIP PR for updating XHKG. See details here: https://github.com/quantopian/trading_calendars/issues/152#issuecomment-689799967.

Pausing for now as:

I need to do a bit more refactoring to get Buddha's birthday/other lunar holidays ported over correctly from pandas_market_calendars

I need clarification from @jmccorriston on Liberation Day (I can't see that in either calendar?)

I need some other clarification about whether we're pulling the rest of the missing holidays from PMC (which I believe to be the case, but I wanted to double check).

enhancement pandas_market_calendars
opened by gerrymanoim 4

Minor failures in all calendar tests

As the title suggests, there is always a minor failures in all calendar test tests\test_XXXX_calendar.py for all exchange code XXXX

For example, running nosetests tests\test_xnys_calendar.py yields

[success] 49.38% tests.test_xnys_calendar.XNYSCalendarTestCase.test_minute_to_session_label: 7.4921s
[success] 12.18% tests.test_xnys_calendar.XNYSCalendarTestCase.test_open_and_close_for_session: 1.8481s
[success] 11.56% tests.test_xnys_calendar.XNYSCalendarTestCase.test_next_prev_open_close: 1.7531s
[success] 11.36% tests.test_xnys_calendar.XNYSCalendarTestCase.test_next_prev_minute: 1.7233s
[success] 3.56% tests.test_xnys_calendar.XNYSCalendarTestCase.test_minute_index_to_session_labels_0: 0.5395s
[success] 3.05% tests.test_xnys_calendar.XNYSCalendarTestCase.test_next_prev_session: 0.4620s
[success] 2.26% tests.test_xnys_calendar.XNYSCalendarTestCase.test_sanity_check_session_lengths: 0.3434s
[success] 1.79% tests.test_xnys_calendar.XNYSCalendarTestCase.test_minute_index_to_session_labels_2: 0.2719s
[success] 1.78% tests.test_xnys_calendar.XNYSCalendarTestCase.test_is_open_on_minute: 0.2705s
[success] 1.73% tests.test_xnys_calendar.XNYSCalendarTestCase.test_minute_index_to_session_labels_1: 0.2623s
[success] 0.94% tests.test_xnys_calendar.XNYSCalendarTestCase.test_start_end: 0.1422s
[fail] 0.12% tests.test_xnys_calendar.XNYSCalendarTestCase.test_session_closes_in_range: 0.0187s
[success] 0.06% tests.test_xnys_calendar.XNYSCalendarTestCase.test_minutes_for_period: 0.0096s
[fail] 0.05% tests.test_xnys_calendar.XNYSCalendarTestCase.test_session_opens_in_range: 0.0069s
[success] 0.04% tests.test_xnys_calendar.XNYSCalendarTestCase.test_minutes_in_range: 0.0054s

Ran 27 tests in 15.773s

FAILED (failures=2)

opened by leonarduschen 4

ENH: Fix xses
Trading days fix:

Add 2018-02-19

Remove 2019-12-15

Add 2020-07-10

Add 2020-11-14

Source: https://www.tradinghours.com/exchanges/sgx/market-holidays/2018 https://www.tradinghours.com/exchanges/sgx/market-holidays/2019 https://www.tradinghours.com/exchanges/sgx/market-holidays/2020

Also changed closing time to the correct closing time from 15:00 to 17:00. This is consistent with the class' own documentation, as well as with this:

https://www.tradinghours.com/exchanges/sgx/trading-hours
opened by leonarduschen 4
Bump actions/checkout from 2.3.4 to 3.3.0
Bumps actions/checkout from 2.3.4 to 3.3.0.

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v3.3.0

What's Changed

Implement branch list using callbacks from exec function by @cory-miller in actions/checkout#1045

Add in explicit reference to private checkout options by @vanZeben in actions/checkout#1050

Fix comment typos (that got added in #770) by @lurch in actions/checkout#1057

New Contributors

@vanZeben made their first contribution in actions/checkout#1050

@lurch made their first contribution in actions/checkout#1057

Full Changelog: https://github.com/actions/checkout/compare/v3.2.0...v3.3.0

v3.2.0

What's Changed

Add GitHub Action to perform release by @rentziass in actions/checkout#942

Fix status badge by @ScottBrenner in actions/checkout#967

Replace datadog/squid with ubuntu/squid Docker image by @cory-miller in actions/checkout#1002

Wrap pipeline commands for submoduleForeach in quotes by @jokreliable in actions/checkout#964

Update @actions/io to 1.1.2 by @cory-miller in actions/checkout#1029

Upgrading version to 3.2.0 by @vmjoseph in actions/checkout#1039

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@cory-miller made their first contribution in actions/checkout#1002

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@vmjoseph made their first contribution in actions/checkout#1039

Full Changelog: https://github.com/actions/checkout/compare/v3.1.0...v3.2.0

v3.1.0

What's Changed

Inject GitHub host to be able to clone from another GitHub instance by @peter-murray in actions/checkout#922

Bump @actions/core to 1.10.0 by @rentziass in actions/checkout#939

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@peter-murray made their first contribution in actions/checkout#922

@rentziass made their first contribution in actions/checkout#939

Full Changelog: https://github.com/actions/checkout/compare/v3.0.2...v3.1.0

v3.0.2

What's Changed

Add set-safe-directory input to allow customers to take control. by @TingluoHuang in actions/checkout#770

Prepare changelog for v3.0.2. by @TingluoHuang in actions/checkout#777

Full Changelog: https://github.com/actions/checkout/compare/v3...v3.0.2

v3.0.1

Fixed an issue where checkout failed to run in container jobs due to the new git setting safe.directory

... (truncated)

Changelog

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Changelog

v3.1.0

Use @actions/core saveState and getState

Add github-server-url input

v3.0.2

Add input set-safe-directory

v3.0.1

Fixed an issue where checkout failed to run in container jobs due to the new git setting safe.directory

Bumped various npm package versions

v3.0.0

Update to node 16

v2.3.1

Fix default branch resolution for .wiki and when using SSH

v2.3.0

Fallback to the default branch

v2.2.0

Fetch all history for all tags and branches when fetch-depth=0

v2.1.1

Changes to support GHES (here and here)

v2.1.0

Group output

Changes to support GHES alpha release

Persist core.sshCommand for submodules

Add support ssh

Convert submodule SSH URL to HTTPS, when not using SSH

Add submodule support

Follow proxy settings

Fix ref for pr closed event when a pr is merged

Fix issue checking detached when git less than 2.22

v2.0.0

Do not pass cred on command line

Add input persist-credentials

Fallback to REST API to download repo

... (truncated)

Commits

ac59398 Fix comment typos (that got added in #770) (#1057)

3ba5ee6 Add in explicit reference to private checkout options (#1050)

8856415 Implement branch list using callbacks from exec function (#1045)

755da8c 3.2.0 (#1039)

26d48e8 Update @actions/io to 1.1.2 (#1029)

bf08527 wrap pipeline commands for submoduleForeach in quotes (#964)

5c3ccc2 Replace datadog/squid with ubuntu/squid Docker image (#1002)

1f9a0c2 README - fix status badge (#967)

8230315 Add workflow to update a main version (#942)

93ea575 Prepare release v3.1.0 (#940)

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dependencies github_actions
opened by dependabot[bot] 0
Bump actions/cache from 2.1.3 to 3.2.2
Bumps actions/cache from 2.1.3 to 3.2.2.

Release notes

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v3.2.2

What's Changed

Fix formatting error in restore/README.md by @me-and in actions/cache#1044

save/README.md: Fix typo in example by @mmuetzel in actions/cache#1040

README.md: remove outdated Windows cache tip link by @me-and in actions/cache#1042

Revert compression changes related to windows but keep version logging by @Phantsure in actions/cache#1049

New Contributors

@me-and made their first contribution in actions/cache#1044

@mmuetzel made their first contribution in actions/cache#1040

Full Changelog: https://github.com/actions/cache/compare/v3.2.1...v3.2.2

v3.2.1

What's Changed

Release compression related changes for windows by @Phantsure in actions/cache#1039

Upgrade codeql to v2 by @Phantsure in actions/cache#1023

Full Changelog: https://github.com/actions/cache/compare/v3.2.0...v3.2.1

v3.2.0

What's Changed

fix wrong timeout env var key in README.md by @walterddr in actions/cache#959

Updated release doc with correct env variable by @kotewar in actions/cache#960

Create pull_request_template.md by @pdotl in actions/cache#963

Update README with clearer info about cache-hit and its value by @kotewar in actions/cache#961

Change datadog/squid to Ubuntu/squid in CI check by @bishal-pdMSFT in actions/cache#976

Add more details to version section in readme by @bishal-pdMSFT in actions/cache#971

Update hashFiles documentation reference by @asaf400 in actions/cache#979

Updated link for cache segment download info by @kotewar in actions/cache#986

Readme update for deleting caches by @t-dedah in actions/cache#981

Add oncall logic to assign issues and PRs by @vsvipul in actions/cache#997

Bump minimatch from 3.0.4 to 3.1.2 by @dependabot in actions/cache#998

Revert "Bump minimatch from 3.0.4 to 3.1.2" by @vsvipul in actions/cache#1005

Fix npm vulnerability by @Phantsure in actions/cache#1007

refactor: Use early return pattern to avoid nested conditions by @jongwooo in actions/cache#1013

Use cache in check-dist.yml by @jongwooo in actions/cache#1004

chore: Use built-in cache action to cache dependencies by @jongwooo in actions/cache#1014

Updated node example by @t-dedah in actions/cache#1008

Fix: Node npm doc example by @apascualm in actions/cache#1026

docs: fix an invalid link in workarounds.md by @teatimeguest in actions/cache#929

General Availability release for granular cache by @kotewar in actions/cache#1035 More details here on beta release.

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@walterddr made their first contribution in actions/cache#959

@asaf400 made their first contribution in actions/cache#979

@jongwooo made their first contribution in actions/cache#1013

@apascualm made their first contribution in actions/cache#1026

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... (truncated)

Changelog

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3.2.2

Reverted the changes made in 3.2.1 to use gnu tar and zstd by default on windows.

Commits

4723a57 Revert compression changes related to windows but keep version logging (#1049)

d1507cc Merge pull request #1042 from me-and/correct-readme-re-windows

3337563 Merge branch 'main' into correct-readme-re-windows

60c7666 save/README.md: Fix typo in example (#1040)

b053f2b Fix formatting error in restore/README.md (#1044)

501277c README.md: remove outdated Windows cache tip link

c1a5de8 Upgrade codeql to v2 (#1023)

9b0be58 Release compression related changes for windows (#1039)

c17f4bf GA for granular cache (#1035)

ac25611 docs: fix an invalid link in workarounds.md (#929)

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dependencies github_actions
opened by dependabot[bot] 0
Bump actions/setup-python from 2.2.1 to 4.4.0
Bumps actions/setup-python from 2.2.1 to 4.4.0.

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Add support to install multiple python versions

In scope of this release we added support to install multiple python versions. For this you can try to use this snippet:

- uses: actions/[email protected] with: python-version: | 3.8 3.9 3.10

Besides, we changed logic with throwing the error for GHES if cache is unavailable to warn (actions/setup-python#566).

Improve error handling and messages

In scope of this release we added improved error message to put operating system and its version in the logs (actions/setup-python#559). Besides, the release

fixes issue about specifying architecture for pypy-nightly on Windows with related pull request.

improves error handling for Http Errors (actions/setup-python#511).

updates minimatch (actions/setup-python#558).

v4.3.0

Update @actions/core to 1.10.0 version #517

Update @actions/cache to 3.0.4 version #499

Only use github.token on github.com #443

Improvement of documentation #477 #479 #491 #492

Add check-latest input and bug fixes

In scope of this release we add the check-latest input. If check-latest is set to true, the action first checks if the cached version is the latest one. If the locally cached version is not the most up-to-date, the version will then be downloaded from python-versions repository. By default check-latest is set to false. For PyPy it will to try to reach https://downloads.python.org/pypy/versions.json

Example of usage:

steps: - uses: actions/[email protected] - uses: actions/[email protected] with: python-version: '3.9' check-latest: true - run: python --version

Besides, it includes such changes as

Resolved logs for python-version and file inputs: actions/setup-python#465

Added linux os release info to primary key: actions/setup-python#467

Added fix to change Python versions for poetry: actions/setup-python#445

Fix Tool Path handling for self-hosted runners: actions/setup-python#466

v4.1.0

In scope of this pull request we updated actions/cache package as the new version contains fixes for caching error handling. Moreover, we added a new input update-environment. This option allows to specify if the action shall update environment variables (default) or not.

Update-environment input

... (truncated)

Commits

5ccb29d Install multiple python versions (#567)

c3e0339 Update action to use reusable workflows (#569)

206e984 refactor: Use early return pattern to avoid nested conditions (#566)

2c3dd9e Add OS info to the error message (#559)

76bbdfa Update minimatch (#558)

1aafadc Caching projects that use setup.py (#549)

b80efd6 Update to latest actions/publish-action (#546)

5cddb27 Recommend setting python-version (#545)

47c4a7a fix(ci): run .github/workflows/workflow.yml on ubuntu-20.04 (#535)

af57b64 Extend docu regarding rate limit issues. (#510)

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dependencies github_actions
opened by dependabot[bot] 0
Can't import trading_calendars

TypeError Traceback (most recent call last) /var/folders/5z/nfxgl_ps6qlf5tvrct964q980000gn/T/ipykernel_864/56499229.py in ----> 1 import trading_calendars as tc

/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/trading_calendars/init.py in 14 # limitations under the License. 15 ---> 16 from .trading_calendar import TradingCalendar 17 from .calendar_utils import ( 18 clear_calendars,

/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/trading_calendars/trading_calendar.py in 31 import toolz 32 ---> 33 from .calendar_helpers import ( 34 NP_NAT, 35 compute_all_minutes,

/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/trading_calendars/calendar_helpers.py in 4 NANOSECONDS_PER_MINUTE = int(6e10) 5 ----> 6 NP_NAT = np.array([pd.NaT], dtype=np.int64)[0] 7 8

TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType'

opened by AwesomeCap 1

Releases(2.1.1)

2.1.1(Jan 5, 2021)
What’s Changed

Enhancements

ENH: Add 2021 holidays to xkrx calendar (#207) @sjquant

Source code(tar.gz)
Source code(zip)
2.1.0(Dec 22, 2020)
What’s Changed

Calendar updates

Add calendar for Tel Aviv Stock Exchange (TASE) (#200) @jenskeiner

Add XETR as a separate market. (#197) @jenskeiner

Bring special close day names in line with other calendars. (#198) @jenskeiner

Fix XTKS 2021 holidays according to JPX calendar (#199) @sercant

Benchmark Changes

BENCH: Add CI benchmarking and alerting on regressions (#184) @gerrymanoim

Build Changes

BLD: Run CI on master push as well (#187) @gerrymanoim

Bump actions/setup-python from v2.1.4 to v2.2.1 (#202) @dependabot

Bump actions/cache from v2.1.2 to v2.1.3 (#192) @dependabot

Bump actions/checkout from v2.3.3 to v2.3.4 (#191) @dependabot

Update actions/checkout requirement to v2.3.3 (#190) @dependabot

Update actions/setup-python requirement to v2.1.4 (#189) @dependabot

Update actions/cache requirement to v2.1.2 (#188) @dependabot

Documentation Updates

DOC: Expand usage examples in README (#177) @gerrymanoim

Test Changes

TST: Add py3.9 to test matrix (#173) @gerrymanoim

TST: Improve our CI tests speed (#186) @richafrank

TST: Lock requirements properly in tests (#183) @gerrymanoim

TST: Move off nose and on to pytest (#179) @gerrymanoim

Enhancements

Added missing direct dependencies to install_requires (#185) @richafrank

Source code(tar.gz)
Source code(zip)
2.0.0(Oct 9, 2020)
Highlights

This release packages a lot of the ongoing work to unify trading_calendars and pandas_market_calendars. We now have better holiday coverage (in XCBF, XLON, NYSE) and calendars support midday breaks (only implemented in XHKG).

Build Fixes

BLD: Add PR labeler, bump pandas/numpy in testing (#148) @gerrymanoim

Bug Fixes

BUG: Fix GoodFriday for XCBF (#171) @gerrymanoim

BUG: Do not loop-back when count is greater than historical dates (#125) @pavitrakumar78

Development Enhancements

DEV: Add a devcontainer to allow codespaces development (#174) @gerrymanoim

Enhancements

ENH: Add breaks to TradingCalendar (#154) @gerrymanoim

ENH: Update XHKG calendar (#165) @gerrymanoim

ENH: NYSE Calendar prior to 1990 (#169) @gerrymanoim

ENH: Update XLON calendars (#166) @gerrymanoim

ENH: add additional aliases (#161) @rsheftel

ENH: Add get_calendar_names (#153) @gerrymanoim

Maintenance

MAINT: Replace US/Eastern with America/New_York (#157) @gerrymanoim

Performance

PERF: Refactor next_non_holiday_weekday in XTKS (#159) @leonarduschen

Source code(tar.gz)
Source code(zip)
1.11.11(Aug 31, 2020)
What’s Changed

ENH: Fix xses (#142) @leonarduschen

BLD: Add test to extras_require (#144) @gerrymanoim

Source code(tar.gz)
Source code(zip)
1.11.10(Aug 14, 2020)
What’s Changed

Add temporary holiday to xkrx exchange (#141) @sjquant

Source code(tar.gz)
Source code(zip)
1.11.9(Aug 12, 2020)
What’s Changed

Update the Brazilian holidays' calendar (#140) @ucaiado

Source code(tar.gz)
Source code(zip)
1.11.8(Jul 7, 2020)
What’s Changed

BLD: improve release process by allowing republishes to test pypi if … (#137) @gerrymanoim

Fix early close time. (#136) @jenskeiner

Fix pandas DeprecationWarning for empty series (#133) @asweeney86

Source code(tar.gz)
Source code(zip)
1.11.7(Mar 31, 2020)
What’s Changed

Fix XTKS 2020 holidays according to JPX calendar (#131) Thanks @saubhik !

BLD: Fix final test install (#127) @gerrymanoim

Source code(tar.gz)
Source code(zip)
1.11.6(Feb 18, 2020)

Quick version bump to republish to PyPI with new package name.
Source code(tar.gz)
Source code(zip)
1.11.5(Feb 18, 2020)
What’s Changed

BLD: No prompt for pip uninstall in pypi publish

Source code(tar.gz)
Source code(zip)
1.11.4(Feb 18, 2020)
What’s Changed

Missed a , in setup.py which was failing PyPI uploads.

Source code(tar.gz)
Source code(zip)
1.11.3(Feb 18, 2020)
Lot's of build improvements and updated test coverage. Thanks @willianpaixao @peterhbromley

What’s Changed

MANT: Fix missing text (#126) @gerrymanoim

BLD/MANT: Update test coverage and fix build process (#123) @gerrymanoim

MAINT: Run GH actions on PRs as well (#122) @gerrymanoim

BLD: Replace status badge (#120) @gerrymanoim

BLD: Try traverse-namespace (#119) @gerrymanoim

Test out gh actions for CI testing (#102) @gerrymanoim

Introducing pre-commit hook (#117) @willianpaixao

Update setup.py (#116) @willianpaixao

Removed unused coveralls (#114) @gerrymanoim

Update README.md (#112) @willianpaixao

Source code(tar.gz)
Source code(zip)
1.11.2(Jan 8, 2020)
This release includes various maintenance commits/fixes as well as updates to numerous calendars for 2020.

Changes:

The BVMF close time was updated to reflect a recent change (thanks @willianpaixao)

Compatibility fix for Python 3.8 (thanks @pando85)

Holiday fixes for XASX, XNYS, and XNZE (thanks @savvyyabby)

2020 holidays for XBKK, XBOM, XBUE, XKAR, XKLS, XKRX (thanks @pkim81), XLON, XPHS, XSES, XSHG, XTAI, XTKS, XWBO

Source code(tar.gz)
Source code(zip)
1.11.1(Nov 6, 2019)
This release updates several trading calendars with trading holidays that have recently come to our attention. Holidays were added or amended in the following calendars:

Ireland (XDUB)

Singapore (XSES)

India (XBOM) - thanks @swapniljariwala for helping us add an election holiday to this calendar!

Source code(tar.gz)
Source code(zip)
1.11.0(Oct 17, 2019)
This release adds the following new calendars:

Buenos Aires Stock Exchange (XBUE)

Indonesia Stock Exchange (XIDX)

Malaysia Stock Exchange (XKLS)

Moscow Exchange (XMOS)

Pakistan Stock Exchange (XKAR)

Philippine Stock Exchange (XPHS)

Stock Exchange of Thailand (XBKK)

Taiwan Stock Exchange Corp. (XTAI)

Source code(tar.gz)
Source code(zip)
trading_calendars-1.11.0.tar.gz(94.40 KB)
1.10.0(Oct 1, 2019)
This release adds the following new calendars:

Budapest Stock Exchange (XBUD)

Athens Stock Exchange (ASEX)

Istanbul Stock Exchange (XIST)

Johannesburg Stock Exchange (XJSE)

Source code(tar.gz)
Source code(zip)
1.9.1(Sep 25, 2019)

This release updates the Poland calendar which was broken for many of its holidays. It also fixes a bug in which the Lima Stock Exchange open time was off by one.
Source code(tar.gz)
Source code(zip)
1.9.0(Sep 23, 2019)
This release adds the following new calendars:

Poland Stock Exchange (XWAR) - thanks @tymurbaniak!

Santiago Stock Exchange (XSGO)

Colombia Stock Exchange (XBOG)

Mexican Stock Exchange (XMEX)

Lima Stock Exchange (XLIM)

Prague Stock Exchange (XPRA)

It also includes various miscellaneous dev and build improvements.
Source code(tar.gz)
Source code(zip)
1.8.1(Jul 7, 2019)
Changes:

Bug Fix: July 3rd 2019 was a half day, July 5th 2019 was a full day.

Source code(tar.gz)
Source code(zip)
1.8.0(May 23, 2019)
Changes:

Fix UTC Bug (thanks @Froskekongen)

Error message typo fix (thanks @Swalloow )

Added holiday to XSHG holidays (thanks @txu2014)

Shanghai Stock Exchange Website (thanks @kuagtu)

Script to generate cal-like trading calendars (thanks @llllllllll )

Source code(tar.gz)
Source code(zip)
1.7.0(Jan 11, 2019)

This release adds the Nasdaq Nordic Iceland (XICE) exchange. Thanks @oyvindwe!
Source code(tar.gz)
Source code(zip)
1.6.1(Dec 3, 2018)

This release adds the George H.W. Bush Day of Mourning for US markets.
Source code(tar.gz)
Source code(zip)
1.6.0(Nov 27, 2018)

This release adds the Korea Exchange (XKRX) for South Korea
Source code(tar.gz)
Source code(zip)
1.5.1(Nov 2, 2018)

This release fixes a bug in the India calendar.
Source code(tar.gz)
Source code(zip)
1.5.0(Nov 1, 2018)
Calendars for the following exchanges were added:

Bombay Stock Exchange (XBOM)

Singapore Exchange (XSES)

Shanghai Stock Exchange (XSHG)

Source code(tar.gz)
Source code(zip)
1.4.2(Oct 25, 2018)

This release includes minor changes regarding the Brazil calendar.
Source code(tar.gz)
Source code(zip)
1.4.1(Oct 24, 2018)

This release adds updates and tests to the Brazil calendar.
Source code(tar.gz)
Source code(zip)
1.4.0(Oct 24, 2018)
Calendars for the following exchanges were added:

Copenhagen Stock Exchange (XCSE)

Helsinki Stock Exchange (XHEL)

Stockholm Stock Exchange (XSTO)

Oslo Stock Exchange (XOSL)

Irish Stock Exchange (XDUB)

Source code(tar.gz)
Source code(zip)
1.3.1(Oct 17, 2018)

This release fixes an issue introduced in version 1.3.0 where calendar initialization would fail on Python 3.6 when using pandas 0.18.1.
Source code(tar.gz)
Source code(zip)
1.3.0(Oct 17, 2018)
We have added utilities for computing the dates of holidays based on lunar or solar events. These live in etc/lunisolar.

Calendars for the following exchanges were also added:

Austrialian Securities Exchange (XASX)

Bolsa de Madrid (XMAD)

Borsa Italiana (XMIL)

New Zealand Exchange (XNZE)

Wiener Borse (XWBO)

Hong Kong Stock Exchange (XHKG)

Source code(tar.gz)
Source code(zip)

Calendars for various securities exchanges.

Related tags

Overview

IMPORTANT NOTE

trading_calendars

Installation

Quick Start

Frequently Asked Questions

Why are open times one minute late?

Calendar Support

Comments

Summary status

Extras not covered by diff below:

Details

XHKG

CFE

XSWX

LSE

XSHG

XASX

TSX

BMF

v3.3.0

What's Changed

New Contributors

v3.2.0

What's Changed

New Contributors

v3.1.0

What's Changed

New Contributors

v3.0.2

What's Changed

v3.0.1

Changelog

v3.1.0

v3.0.2

v3.0.1

v3.0.0

v2.3.1

v2.3.0

v2.2.0

v2.1.1

v2.1.0

v2.0.0

v3.2.2

What's Changed

New Contributors

v3.2.1

What's Changed

v3.2.0

What's Changed

New Contributors

3.2.2

Add support to install multiple python versions

Improve error handling and messages

v4.3.0

Add check-latest input and bug fixes

Example of usage:

v4.1.0

Update-environment input

Releases(2.1.1)

2.1.1(Jan 5, 2021)

What’s Changed

Enhancements

2.1.0(Dec 22, 2020)

What’s Changed

Calendar updates

Benchmark Changes

Build Changes

Documentation Updates

Test Changes

Enhancements

2.0.0(Oct 9, 2020)

Highlights

Build Fixes

Bug Fixes

Development Enhancements

Enhancements

Maintenance