Merge pull request #266 from rsheftel/dev

v4.2.0
rsheftel · Aug 21, 2023 · da74cde · da74cde
2 parents bc642ec + 691ccbe
commit da74cde
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diff --git a/.github/workflows/test_runner.yml b/.github/workflows/test_runner.yml
@@ -11,7 +11,7 @@ jobs:
     strategy:
       matrix:
         os: [ubuntu-latest, windows-latest, macos-latest]
-        python-version: ['3.8', '3.9', '3.10']
+        python-version: ['3.8', '3.9', '3.10', '3.11']
 
     env:
       GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

diff --git a/README.rst b/README.rst
@@ -17,7 +17,7 @@ Market calendars to use with pandas for trading applications.
 
 Documentation
 -------------
-http://pandas_market_calendars.readthedocs.io/en/latest/
+http://pandas-market-calendars.readthedocs.io/en/latest/
 
 Overview
 --------
@@ -159,3 +159,11 @@ Future
 ------
 This package is open sourced under the MIT license. Everyone is welcome to add more exchanges or OTC markets, confirm
 or correct the existing calendars, and generally do whatever they desire with this code.
+
+Sponsor
+-------
+.. image:: https://www.tradinghours.com/img/logo-with-words.png
+    :target: https://www.tradinghours.com/data
+    :alt: TradingHours.com
+
+`TradingHours.com <https://www.tradinghours.com>`_ provides the most accurate and comprehensive coverage of market holidays and trading hours data available. They cover over 900 markets around the world. Their data is continually monitored for changes and updated daily. `Learn more <https://www.tradinghours.com/data>`_
diff --git a/docs/change_log.rst b/docs/change_log.rst
@@ -3,6 +3,16 @@
 
 Updates
 -------
+4.2.0 (08/20/2023)
+~~~~~~~~~~~~~~
+- CBOE GoodFriday special close is broken, reverted back to standard GoodFriday logic PR #265
+- Fixed BSE Holiday PR #248 Issue #245
+- Updated TASE Holidays 2022-2025 PR #263
+- King Charles III's Coronation Day holiday to LSE calendar PR #255
+- Added NYSE tests for 2024 and 2025 PR #259
+- Deleted setup.cfg that was only used for flake8. Will move to Black in a future release
+- Moved all setuptools build workflows to pyproject.toml and deleted setup.py
+
 4.1.4 (02/04/2023)
 ~~~~~~~~~~~~~~
 - Updated TASE Holidays 2022-2025 

diff --git a/pandas_market_calendars/__init__.py b/pandas_market_calendars/__init__.py
@@ -14,7 +14,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-import pkg_resources
+from importlib import metadata
 
 from .calendar_registry import get_calendar, get_calendar_names
 from .calendar_utils import convert_freq, date_range, merge_schedules
@@ -23,8 +23,8 @@
 
 # if running in development there may not be a package
 try:
-    __version__ = pkg_resources.get_distribution('pandas_market_calendars').version
-except pkg_resources.DistributionNotFound:
+    __version__ = metadata.version('pandas_market_calendars')
+except metadata.PackageNotFoundError:
     __version__ = 'development'
 
 __all__ = [

diff --git a/pandas_market_calendars/calendar_registry.py b/pandas_market_calendars/calendar_registry.py
@@ -28,7 +28,7 @@
 from .exchange_calendars_mirror import *
 
 
-def get_calendar(name, open_time=None, close_time=None):
+def get_calendar(name, open_time=None, close_time=None) -> MarketCalendar:
     """
     Retrieves an instance of an MarketCalendar whose name is given.
 

diff --git a/pandas_market_calendars/exchange_calendar_bse.py b/pandas_market_calendars/exchange_calendar_bse.py
@@ -356,7 +356,7 @@
     Timestamp('2022-10-26', tz='UTC'),  # Diwali-Balipratipada
     Timestamp('2022-11-08', tz='UTC'),  # Guru Nanak Jayanti
     Timestamp('2023-01-26', tz='UTC'), # Thu, Republic Day
-    Timestamp('2023-03-08', tz='UTC'), # Wed, Holi
+    Timestamp('2023-03-07', tz='UTC'), # Wed, Holi
     Timestamp('2023-03-18', tz='UTC'), # Sat, Maha Shivaratri
     Timestamp('2023-03-30', tz='UTC'), # Thu, Ramanavami
     Timestamp('2023-04-04', tz='UTC'), # Tue, Mahavir Jayanthi

diff --git a/pandas_market_calendars/exchange_calendar_cboe.py b/pandas_market_calendars/exchange_calendar_cboe.py
@@ -11,22 +11,21 @@
 from .market_calendar import MarketCalendar
 
 
+# TODO: In pandas 2.0.3 this no longer works as the dt passed in is the entire matrix and not a single date
 def good_friday_unless_christmas_nye_friday(dt):
     """
     Good Friday is a valid trading day if Christmas Day or New Years Day fall
     on a Friday.
     """
-    year_str = str(dt.year)
+    year = dt.year
     christmas_weekday = Christmas.observance(
-        pd.Timestamp(year_str+"-12-25")
+        pd.Timestamp(year, 12, 25)
     ).weekday()
     nyd_weekday = USNewYearsDay.observance(
-        pd.Timestamp(year_str+"-01-01")
+        pd.Timestamp(year, 1, 1)
     ).weekday()
     if christmas_weekday != 4 and nyd_weekday != 4:
-        return GoodFriday._apply_rule(
-            pd.Timestamp(str(dt.year)+"-"+str(dt.month)+"-"+str(dt.day))
-        )
+        return GoodFriday._apply_rule(dt)
     else:
         # compatibility for pandas 0.18.1
         return pd.NaT
@@ -57,7 +56,6 @@ class CFEExchangeCalendar(MarketCalendar):
         "market_close": ((None, time(15, 15)),)
     }
 
-
     @property
     def name(self):
         return "CFE"
@@ -72,7 +70,8 @@ def regular_holidays(self):
             USNewYearsDay,
             USMartinLutherKingJrAfter1998,
             USPresidentsDay,
-            GoodFridayUnlessChristmasNYEFriday,
+            # GoodFridayUnlessChristmasNYEFriday, #TODO: When this is fixed can return to using it
+            GoodFriday,
             USIndependenceDay,
             USMemorialDay,
             USLaborDay,
@@ -96,6 +95,7 @@ def adhoc_holidays(self):
             USNationalDaysofMourning,
         ))
 
+
 class CBOEEquityOptionsExchangeCalendar(CFEExchangeCalendar):
     name = "CBOE_Equity_Options"
     aliases = [name]
@@ -104,6 +104,7 @@ class CBOEEquityOptionsExchangeCalendar(CFEExchangeCalendar):
         "market_close": ((None, time(15)),)
     }
 
+
 class CBOEIndexOptionsExchangeCalendar(CFEExchangeCalendar):
     name = "CBOE_Index_Options"
     aliases = [name]

diff --git a/pandas_market_calendars/exchange_calendar_jpx.py b/pandas_market_calendars/exchange_calendar_jpx.py
@@ -47,7 +47,8 @@ def adhoc_holidays(self):
             FuneralShowa,
             EnthronementDays,
             AutumnalCitizenDates,
-            NoN225IndexPrices
+            NoN225IndexPrices,
+            EquityTradingSystemFailure
         ))
 
     @property
@@ -74,9 +75,12 @@ def regular_holidays(self):
             JapanMarineDay1996To2002,
             JapanMarineDay2003To2019,
             JapanMarineDay2020,
+            JapanMarineDay2021,
             JapanMarineDay,
             JapanMountainDay2016to2019,
             JapanMountainDay2020,
+            JapanMountainDay2021,
+            JapanMountainDay2021NextDay,
             JapanMountainDay,
             JapanRespectForTheAgedDay1966To1972,
             JapanRespectForTheAgedDay1973To2002,
@@ -86,6 +90,7 @@ def regular_holidays(self):
             JapanHealthAndSportsDay1973To1999,
             JapanHealthAndSportsDay2000To2019,
             JapanSportsDay2020,
+            JapanSportsDay2021,
             JapanSportsDay,
             JapanCultureDayUntil1972,
             JapanCultureDay,