def us_market_holidays(years) -> list:
"""Get US market holidays"""
if isinstance(years, int):
years = [
years,
]
# https://www.nyse.com/markets/hours-calendars
market_holidays = [
"Martin Luther King Jr. Day",
"Washington's Birthday",
"Memorial Day",
"Independence Day",
"Labor Day",
"Thanksgiving",
"Christmas Day",
]
# http://www.maa.clell.de/StarDate/publ_holidays.html
good_fridays = {
2010: "2010-04-02",
2011: "2011-04-22",
2012: "2012-04-06",
2013: "2013-03-29",
2014: "2014-04-18",
2015: "2015-04-03",
2016: "2016-03-25",
2017: "2017-04-14",
2018: "2018-03-30",
2019: "2019-04-19",
2020: "2020-04-10",
2021: "2021-04-02",
2022: "2022-04-15",
2023: "2023-04-07",
2024: "2024-03-29",
2025: "2025-04-18",
2026: "2026-04-03",
2027: "2027-03-26",
2028: "2028-04-14",
2029: "2029-03-30",
2030: "2030-04-19",
}
market_and_observed_holidays = market_holidays + [
holiday + " (Observed)" for holiday in market_holidays
]
all_holidays = us_holidays(years=years)
valid_holidays = []
for date in list(all_holidays):
if all_holidays[date] in market_and_observed_holidays:
valid_holidays.append(date)
for year in years:
new_Year = datetime.strptime(f"{year}-01-01", "%Y-%m-%d")
if new_Year.weekday() != 5: # ignore saturday
valid_holidays.append(new_Year.date())
if new_Year.weekday() == 6: # add monday for Sunday
valid_holidays.append(new_Year.date() + timedelta(1))
for year in years:
valid_holidays.append(
datetime.strptime(good_fridays[year], "%Y-%m-%d").date())
return valid_holidays
def get_last_time_market_was_open(dt):
"""Get last time the US market was open"""
# Check if it is a weekend
if dt.date().weekday() > 4:
dt = get_last_time_market_was_open(dt - timedelta(hours=24))
# Check if it is a holiday
if dt.strftime("%Y-%m-%d") in us_holidays():
dt = get_last_time_market_was_open(dt - timedelta(hours=24))
dt = dt.replace(hour=21, minute=0, second=0)
return dt