Merge pull request #327 from rsheftel/dev

v4.4.0

.github/config_new_release.yml

@@ -1,8 +1,7 @@
-new_version: '4.3.2'
+new_version: '4.4.0'
 
 change_log: |
-  - Reformat all code using Black and make black a standard PR #290
-  - Add XNSE as a name for BSE calendar # 277
+  - Now works with pandas 2.2.0
 
 release_body: |
 

.github/workflows/releaser.yml

@@ -64,7 +64,7 @@ jobs:
       - name: Set up Python
         uses: actions/setup-python@v4
         with:
-          python-version: "3.10"
+          python-version: "3.12"
 
       - name: install dependencies
         run: |

.github/workflows/test_release.yml

@@ -61,7 +61,7 @@ jobs:
       - name: Set up Python
         uses: actions/setup-python@v4
         with:
-          python-version: "3.10"
+          python-version: "3.12"
 
       - name: Install dependencies
         run: |

.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', '3.11' ]
+        python-version: [ '3.9', '3.10', '3.11', '3.12']
 
     env:
       GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
@@ -25,7 +25,7 @@ jobs:
       - name: install dependencies
         run: |
           python -m pip install --upgrade pip
-          pip install pytest coveralls black===23.7.0
+          pip install pytest coveralls black===24.1.1
           pip install .
 
       - name: ensure black format

.pre-commit-config.yaml

@@ -2,11 +2,11 @@
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
   - repo: https://github.com/psf/black
-    rev: 23.7.0
+    rev: 24.1.1
     hooks:
       - id: black
         # It is recommended to specify the latest version of Python
         # supported by your project here, or alternatively use
         # pre-commit's default_language_version, see
         # https://pre-commit.com/#top_level-default_language_version
-        language_version: python3.8
+        language_version: python3.12

docs/change_log.rst

@@ -3,6 +3,15 @@ Change Log
 
 Updates
 -------
+4.4.0 (02/10/2024)
+~~~~~~~~~~~~~~~~~~
+- Verified to work on pandas 2.2.0, max version changed in pyproject.toml
+- Updated minimum version of Python to 3.9
+- Corrected 2024 us sifma holidays & early closes #326
+- Added national holiday for BMF calendar (Black Awareness Day, Nov 20th) #321
+- Added BMF calendar holiday for New Year's Eve on Sunday #318
+- BSE/NSE trading holidays 2024 updated #316
+
 4.3.3 (12/30/2023)
 ~~~~~~~~~~~~~~~~~~
 - PR #310 to add EUREX Fixed Income calendars

pandas_market_calendars/calendars/bmf.py

@@ -89,14 +89,21 @@
     month=11,
     day=15,
 )
-# Day of Black Awareness
+# Day of Black Awareness (municipal holiday for the city of São Paulo)
 ConscienciaNegra = Holiday(
     "Dia da Consciencia Negra",
     month=11,
     day=20,
     start_date="2004-01-01",
     end_date="2019-12-31",
 )
+# Day of Black Awareness (national holiday)
+ConscienciaNegraNacional = Holiday(
+    "Dia da Consciencia Negra",
+    month=11,
+    day=20,
+    start_date="2023-12-22",
+)
 # Christmas Eve
 VesperaNatal = Holiday(
     "Vespera Natal",
@@ -122,6 +129,13 @@
     day=30,
     days_of_week=(FRIDAY,),
 )
+# New Year's Eve falls on Sunday
+AnoNovoDomingo = Holiday(
+    "Ano Novo Domingo",
+    month=12,
+    day=29,
+    days_of_week=(FRIDAY,),
+)
 
 ##########################
 # Non-recurring holidays
@@ -147,14 +161,15 @@ class BMFExchangeCalendar(MarketCalendar):
     - Corpus Christi (60 days after Easter)
     - Tiradentes (April 21)
     - Labor day (May 1)
-    - Constitutionalist Revolution (July 9 after 1997 until 2021, skipping 2020)
+    - Constitutionalist Revolution (July 9 from 1997 until 2021, skipping 2020)
     - Independence Day (September 7)
     - Our Lady of Aparecida Feast (October 12)
     - All Souls' Day (November 2)
     - Proclamation of the Republic (November 15)
-    - Day of Black Awareness (November 20 after 2004 until 2021, skipping 2020)
+    - Day of Black Awareness, municipal holiday for the city of São Paulo (November 20 from 2004 until 2021, skipping 2020)
+    - Day of Black Awareness, national holiday (November 20 starting in 2024)
     - Christmas (December 24 and 25)
-    - Day before New Year's Eve (December 30 if NYE falls on a Saturday)
+    - Friday before New Year's Eve (December 30 or 29 if NYE falls on a Saturday or Sunday, respectively)
     - New Year's Eve (December 31)
     """
 
@@ -190,10 +205,12 @@ def regular_holidays(self):
                 Finados,
                 ProclamacaoRepublica,
                 ConscienciaNegra,
+                ConscienciaNegraNacional,
                 VesperaNatal,
                 Natal,
                 AnoNovo,
                 AnoNovoSabado,
+                AnoNovoDomingo,
             ]
         )
 

pandas_market_calendars/calendars/bse.py

@@ -374,6 +374,20 @@
     Timestamp("2023-11-14", tz="UTC"),  # Tue, Diwali
     Timestamp("2023-11-27", tz="UTC"),  # Mon, Guru Nanak's Birthday
     Timestamp("2023-12-25", tz="UTC"),  # Mon, Christmas
+    Timestamp("2024-01-26", tz="UTC"),  # Fri, Republic Day
+    Timestamp("2024-03-08", tz="UTC"),  # Fri, Mahashivratri
+    Timestamp("2024-03-25", tz="UTC"),  # Mon, Holi
+    Timestamp("2024-03-29", tz="UTC"),  # Fri, Good Friday
+    Timestamp("2024-04-11", tz="UTC"),  # Thu, Id-Ul-Fitr (Ramadan Eid)
+    Timestamp("2024-04-17", tz="UTC"),  # Wed, Shri Ram Navmi
+    Timestamp("2024-05-01", tz="UTC"),  # Wed, Maharashtra Din
+    Timestamp("2024-06-17", tz="UTC"),  # Mon, Bakri Id / Eid ul-Adha
+    Timestamp("2024-07-17", tz="UTC"),  # Wed, Moharram
+    Timestamp("2024-08-15", tz="UTC"),  # Thu, Independence Day
+    Timestamp("2024-10-02", tz="UTC"),  # Wed, Mahatma Gandhi Jayanti
+    Timestamp("2024-11-01", tz="UTC"),  # Fri, Diwali
+    Timestamp("2024-11-15", tz="UTC"),  # Fri, Guru Nanak's Birthday
+    Timestamp("2024-12-25", tz="UTC"),  # Wed, Christmas
 ]
 
 

pandas_market_calendars/calendars/sifma.py

@@ -39,6 +39,7 @@
     ThursdayBeforeUSIndependenceDay2pmEarlyClose,
     USLaborDay,
     USColumbusDay,
+    USVeteransDay2022,
     USVeteransDay,
     USThanksgivingDay,
     DayAfterThanksgiving2pmEarlyClose,
@@ -126,6 +127,7 @@ def regular_holidays(self):
                 USIndependenceDay,
                 USLaborDay,
                 USColumbusDay,
+                USVeteransDay2022,
                 USVeteransDay,
                 USThanksgivingDay,
                 Christmas,
@@ -221,6 +223,7 @@ def regular_holidays(self):
                 UKSummerBank,
                 USLaborDay,
                 USColumbusDay,
+                USVeteransDay2022,
                 USVeteransDay,
                 USThanksgivingDay,
                 UKChristmas,
@@ -324,6 +327,7 @@ def regular_holidays(self):
                 JapanSportsDay2020,
                 JapanHealthAndSportsDay2000To2019,
                 JapanCultureDay,
+                USVeteransDay2022,
                 USVeteransDay,
                 JapanLaborThanksgivingDay,
                 USThanksgivingDay,

pandas_market_calendars/holidays/jp.py

@@ -112,7 +112,10 @@
 )
 
 JapanShowaDayUntil1972 = Holiday(
-    name="Showa Day", month=4, day=29, end_date=Timestamp(1972, 12, 31)  # 1965
+    name="Showa Day",
+    month=4,
+    day=29,
+    end_date=Timestamp(1972, 12, 31),  # 1965
 )
 
 JapanShowaDay = Holiday(

pandas_market_calendars/holidays/sifma.py

@@ -100,8 +100,10 @@
 # 2021 is early close.
 # 2022 is a full holiday.
 # 2023 is early close.
+# 2024 is a full holiday
 GoodFridayAdHoc = [
     Timestamp("2022-04-15", tz="UTC"),
+    Timestamp("2024-03-29", tz="UTC"),
 ]
 
 GoodFriday2pmEarlyCloseAdHoc = [
@@ -119,6 +121,7 @@
 
 DayBeforeGoodFriday2pmEarlyCloseAdHoc = [
     Timestamp("2022-04-14", tz="UTC"),
+    Timestamp("2024-03-28", tz="UTC"),
 ]
 
 ##################################################
@@ -201,11 +204,20 @@
 # When falls on Saturday, no holiday is observed.
 # When falls on Sunday, the Monday following is a holiday.
 ##########################################################
+USVeteransDay2022 = Holiday(
+    "Veterans Day Prior to 2023",
+    month=11,
+    day=11,
+    end_date=Timestamp("2022-12-31"),
+    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
+    observance=sunday_to_monday,
+)
+
 USVeteransDay = Holiday(
     "Veterans Day",
     month=11,
     day=11,
-    end_date=Timestamp("2022-12-31"),
+    start_date=Timestamp("2023-12-31"),
     days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
     observance=sunday_to_monday,
 )

pyproject.toml

@@ -1,12 +1,12 @@
 [project]
 name = "pandas_market_calendars"
-version = "4.3.3"
+version = "4.4.0"
 authors = [
     { name = "Ryan Sheftel", email = "rsheftel@alumni.upenn.edu" },
 ]
 description = "Market and exchange trading calendars for pandas"
 readme = "README.rst"
-requires-python = ">=3.8"
+requires-python = ">=3.9"
 keywords = ["trading", "exchanges", "markets", "OTC", "datetime", "holiday", "business days"]
 license = { text = "MIT" }
 classifiers = [
@@ -17,15 +17,15 @@ classifiers = [
     # Pick your license as you wish (should match "license" above)
     'License :: OSI Approved :: MIT License',
     # Specify the Python versions you support here.
-    'Programming Language :: Python :: 3.8',
     'Programming Language :: Python :: 3.9',
     'Programming Language :: Python :: 3.10',
     'Programming Language :: Python :: 3.11',
+    'Programming Language :: Python :: 3.12',
 ]
-dependencies = ['pandas>=1.1, <2.0', 'pytz', 'python-dateutil', 'exchange-calendars>=3.3']
+dependencies = ['pandas>=1.1', 'pytz', 'python-dateutil', 'exchange-calendars>=3.3']
 
 [project.optional-dependencies]
-dev = ['pytest', 'black==23.7.0', 'pre-commit']
+dev = ['pytest', 'black', 'pre-commit']
 
 [build-system]
 requires = ["setuptools>=61.0", "wheel"]

tests/test_XNYS_calendar.py

@@ -3,7 +3,7 @@
 """
 
 import pandas as pd
-import pytz
+from zoneinfo import ZoneInfo
 from pandas.testing import assert_index_equal
 
 import pandas_market_calendars as mcal
@@ -16,7 +16,7 @@ def test_weekmask():
 
 
 def test_time_zone():
-    assert xnys_cal.tz == pytz.timezone("America/New_York")
+    assert xnys_cal.tz == ZoneInfo("America/New_York")
     assert xnys_cal.name == "XNYS"
 
 

tests/test_bmf_calendar.py

@@ -13,6 +13,7 @@ def test_time_zone():
 def test_2020_holidays_skip():
     # 2020-07-09 - skipped due to covid
     # 2020-11-20 - skipped due to covid
+
     holidays = BMFExchangeCalendar().holidays().holidays
     for date in ["2019-07-09", "2019-11-20", "2021-07-09", "2021-11-20"]:
         assert pd.Timestamp(date, tz="UTC").to_datetime64() in holidays
@@ -22,6 +23,8 @@ def test_2020_holidays_skip():
 
 def test_post_2022_regulation_change():
     # Regional holidays no longer observed: January 25th, July 9th, November 20th
+    # November 20th was reinstated as a national holiday starting in 2024
+
     holidays = BMFExchangeCalendar().holidays().holidays
 
     for year in [2017, 2018, 2019, 2021]:  # skip 2020 due to test above
@@ -30,10 +33,40 @@ def test_post_2022_regulation_change():
                 pd.Timestamp(datetime.date(year, month, day), tz="UTC").to_datetime64()
                 in holidays
             )
-
     for year in range(2022, 2040):
-        for month, day in [(1, 25), (7, 9), (11, 20)]:
+        for month, day in [(1, 25), (7, 9)]:
+            assert (
+                pd.Timestamp(datetime.date(year, month, day), tz="UTC").to_datetime64()
+                not in holidays
+            )
+    for year in range(2022, 2024):
+        for month, day in [(11, 20)]:
             assert (
                 pd.Timestamp(datetime.date(year, month, day), tz="UTC").to_datetime64()
                 not in holidays
             )
+
+
+def test_sunday_new_years_eve():
+    # All instances of December 29th on a Friday should be holidays
+
+    holidays = BMFExchangeCalendar().holidays().holidays
+
+    for year in range(1994, 2040):
+        date = pd.Timestamp(datetime.date(year, 12, 29), tz="UTC")
+        if date.day_of_week == 4:
+            # December 29th on a Friday
+
+            assert date.to_datetime64() in holidays
+
+
+def test_post_2022_nov20():
+    # November 20th national holiday should be present from 2024
+
+    holidays = BMFExchangeCalendar().holidays().holidays
+
+    for year in range(2024, 2040):
+        assert (
+            pd.Timestamp(datetime.date(year, 11, 20), tz="UTC").to_datetime64()
+            in holidays
+        )

tests/test_market_calendar.py

@@ -23,6 +23,7 @@
 from pandas.testing import assert_frame_equal, assert_index_equal, assert_series_equal
 from pandas.tseries.holiday import AbstractHolidayCalendar
 from pytz import timezone
+from zoneinfo import ZoneInfo
 
 from pandas_market_calendars import get_calendar, get_calendar_names
 from pandas_market_calendars.calendars.mirror import TradingCalendar
@@ -1586,7 +1587,7 @@ def test_mirror():
 
 def test_basic_information():
     assert mcal_iepa._EC_NOT_INITIALIZED
-    assert mcal_iepa.tz == timezone("America/New_York") == ecal_iepa.tz
+    assert mcal_iepa.tz == ZoneInfo("America/New_York") == ecal_iepa.tz
     assert mcal_iepa.open_offset == -1 == ecal_iepa.open_offset
     assert mcal_iepa.open_time == time(20)
     assert mcal_iepa.close_time == time(18)