def test_special_holidays(name, kwargs):
base_date = [datetime(2012, 5, 28)]
holiday = Holiday(name, **kwargs)
start_date = datetime(2011, 1, 1)
end_date = datetime(2020, 12, 31)
assert base_date == holiday.dates(start_date, end_date)
class MyBirthdayCalendar(AbstractHolidayCalendar):
rules = [
Holiday('My Birthday', month=7, day=6, observance=nearest_workday),
Holiday('Dada'
's Birthday',
month=7,
day=8,
observance=nearest_workday)
]
def test_special_holidays(self):
base_date = [datetime(2012, 5, 28)]
holiday_1 = Holiday('One-Time', year=2012, month=5, day=28)
holiday_2 = Holiday('Range', month=5, day=28,
start_date=datetime(2012, 1, 1),
end_date=datetime(2012, 12, 31),
offset=DateOffset(weekday=MO(1)))
assert base_date == holiday_1.dates(self.start_date, self.end_date)
assert base_date == holiday_2.dates(self.start_date, self.end_date)
class MyCalendar(AbstractHolidayCalendar):
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
USMemorialDay,
Holiday('USIndependenceDay',
month=7,
day=4,
observance=nearest_workday), USLaborDay, USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=nearest_workday)
]
class USTradingCalendar(AbstractHolidayCalendar):
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay,
Holiday('USIndependenceDay',
month=7,
day=4,
observance=nearest_workday), USLaborDay, USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=nearest_workday)
]
class UsaWvCalendar(AbstractHolidayCalendar):
"""
All the US and WV holidays my transit agencies may observe.
"""
rules = [
Holiday('New Years Day', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
USMemorialDay,
Holiday('July 4th', month=7, day=4, observance=nearest_workday),
Holiday('Independence Day', month=7, day=4,
observance=nearest_workday),
USLaborDay,
USColumbusDay,
Holiday('Veterans Day', month=11, day=11, observance=nearest_workday),
USThanksgivingDay,
Holiday('Day After Thanksgiving Day',
month=11,
day=1,
offset=DateOffset(weekday=FR(4))),
Holiday('Christmas', month=12, day=25, observance=nearest_workday),
GoodFriday,
EasterMonday,
Holiday('US Election Day',
month=11,
day=1,
observance=election_observance),
Holiday('WV Primary Election Day',
month=5,
day=1,
observance=election_observance),
Holiday('WV Day', month=6, day=20),
#Holiday('Canada Thanksgiving Day', month=10, offset=DateOffset(weekday=MO(2))),
]
class FrBusinessCalendar(AbstractHolidayCalendar):
"""
- 1 Janvier: Jour de l'an
- Lundi de pâque (Monday after Easter Sunday)
- 1 Mai: Fête du travail
- 8 Mai: Victoire des alliés 1954
- Jeudi de l'Ascension (Thursday, 39 days after Easter Sunday)
- 14 Juillet: Fếte nationale
- 15 Août: Assomption
- 1 Novembre: Toussaint
- 11 Novembre: Armistice
- 25 Décembre: Noël
"""
rules = [
Holiday("Jour de l'an", month=1, day=1), EasterMonday,
Holiday('Fête du travail', month=5, day=1),
Holiday('Victoire des alliés 1954', month=5, day=8),
Holiday("Jeudi de l'Ascension",
month=1,
day=1,
offset=[Easter(), Day(39)]),
Holiday('Fếte nationale', month=7, day=14),
Holiday('Assomption', month=8, day=15),
Holiday('Toussaint', month=11, day=1),
Holiday('Armistice 1918', month=11, day=11),
Holiday('Noël', month=12, day=25)
]
class custom_calendar(AbstractHolidayCalendar):
new_rules = [
Holiday('Halloween', month=10, day=31),
Holiday('Christmas Eve', month=12, day=24),
Holiday('New Years Eve', month=12, day=31),
Holiday('DST time change',
month=3,
day=1,
offset=pd.DateOffset(weekday=SU(2)))
]
rules = calendar().rules + new_rules
class trading_calendar(AbstractHolidayCalendar):
rules = [
Holiday('New Years Day', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
GoodFriday,
Holiday('MemorialDay', month=5, day=25, offset=pd.DateOffset(weekday=MO(1))),
Holiday('July 4th', month=7, day=4, observance=nearest_workday),
USLaborDay,
USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=nearest_workday)]
class RussianHolidayCalendar(AbstractHolidayCalendar):
rules = [
Holiday("New Year", month=1, day=1), Holiday("New Year", month=1, day=2), Holiday("New Year", month=1, day=3),
Holiday("New Year", month=1, day=4), Holiday("New Year", month=1, day=5), Holiday("New Year", month=1, day=6),
Holiday("New Year", month=1, day=7),
Holiday("Men's Day", month=2, day=23),
Holiday("Women's Day", month=3, day=8),
]
def test_calendar_caching(self):
# Test for issue #9552
class TestCalendar(AbstractHolidayCalendar):
def __init__(self, name=None, rules=None):
super(TestCalendar, self).__init__(name=name, rules=rules)
jan1 = TestCalendar(rules=[Holiday('jan1', year=2015, month=1, day=1)])
jan2 = TestCalendar(rules=[Holiday('jan2', year=2015, month=1, day=2)])
tm.assert_index_equal(jan1.holidays(), DatetimeIndex(['01-Jan-2015']))
tm.assert_index_equal(jan2.holidays(), DatetimeIndex(['02-Jan-2015']))
def test_calendar_caching():
# see gh-9552.
class TestCalendar(AbstractHolidayCalendar):
def __init__(self, name=None, rules=None):
super().__init__(name=name, rules=rules)
jan1 = TestCalendar(rules=[Holiday("jan1", year=2015, month=1, day=1)])
jan2 = TestCalendar(rules=[Holiday("jan2", year=2015, month=1, day=2)])
# Getting holidays for Jan 1 should not alter results for Jan 2.
tm.assert_index_equal(jan1.holidays(), DatetimeIndex(["01-Jan-2015"]))
tm.assert_index_equal(jan2.holidays(), DatetimeIndex(["02-Jan-2015"]))
class USHolidayCalendar(AbstractHolidayCalendar):
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
USMemorialDay,
Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
USLaborDay,
USThanksgivingDay,
Holiday('DayAfterThanksgiving', month=11, day=1, offset=[DateOffset(weekday=TH(4)), DateOffset(1)]),
Holiday('ChristmasEve', month=12, day=24, observance=previous_friday),
Holiday('Christmas', month=12, day=25, observance=next_monday)
]
class USBusinessHolidayCalendar(AbstractHolidayCalendar):
"""
A US Holiday calendar with adjustments for Corporate-Honored Holidays.
"""
rules = [
Holiday('New Years Day', month=1, day=1),
Holiday('New Years Day Observed',
month=1,
day=1,
observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
USMemorialDay,
Holiday('July 4th', month=7, day=4),
Holiday('July 4th Observed',
month=7,
day=4,
observance=nearest_workday),
USLaborDay,
USColumbusDay,
Holiday('Veterans Day', month=11, day=11),
Holiday('Veterans Day Observed',
month=11,
day=11,
observance=nearest_workday),
USThanksgivingDay,
Holiday('Christmas', month=12, day=25),
Holiday('Christmas Observed',
month=12,
day=25,
observance=nearest_workday),
]
class USTradingCalendar(AbstractHolidayCalendar):
"""
This may not be constant.
This is the Stock Exchange Holidays (not the US Bank Holidays)
"""
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay,
Holiday('USIndependenceDay',
month=7,
day=4,
observance=nearest_workday), USLaborDay, USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=nearest_workday)
]
class NERCHolidayCalendar(AbstractHolidayCalendar):
"""
Creates a custom holiday calendar based on NERC schedule.
Defined at https://www.nerc.com/comm/OC/RS%20Agendas%20Highlights%20and%20Minutes%20DL/Additional_Off-peak_Days.pdf
"""
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=sunday_to_monday),
USMemorialDay,
Holiday('USIndependenceDay', month=7, day=4, observance=sunday_to_monday),
USLaborDay,
USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=sunday_to_monday)
]
class EsBusinessCalendar(AbstractHolidayCalendar):
rules = [
Holiday('Año Nuevo', month=1, day=1, observance=sunday_to_monday),
Holiday('Epifanía del Señor',
month=1,
day=6,
observance=sunday_to_monday),
Holiday('Viernes Santo', month=1, day=1, offset=[Easter(),
Day(-2)]),
Holiday('Día del Trabajador',
month=5,
day=1,
observance=sunday_to_monday),
Holiday('Asunción de la Virgen',
month=8,
day=15,
observance=sunday_to_monday),
Holiday('Día de la Hispanidad',
month=10,
day=12,
observance=sunday_to_monday),
#Holiday('Todos los Santos', month=11, day=1, observance=sunday_to_monday),
#Holiday('Día Constitución', month=12, day=6, observance=sunday_to_monday),
Holiday('Inmaculada Concepción',
month=12,
day=8,
observance=sunday_to_monday),
Holiday('Navidad', month=12, day=25, observance=sunday_to_monday)
]
def __init__(self, extra_rules):
self.rules.extend(extra_rules)
def test_special_holidays(self):
base_date = [datetime(2012, 5, 28)]
holiday_1 = Holiday("One-Time", year=2012, month=5, day=28)
holiday_2 = Holiday(
"Range",
month=5,
day=28,
start_date=datetime(2012, 1, 1),
end_date=datetime(2012, 12, 31),
offset=DateOffset(weekday=MO(1)),
)
self.assertEqual(base_date, holiday_1.dates(self.start_date, self.end_date))
self.assertEqual(base_date, holiday_2.dates(self.start_date, self.end_date))
def test_non_observed_holiday(self):
july_3rd = Holiday('July 4th Eve', month=7, day=3)
result = july_3rd.dates("2001-01-01", "2003-03-03")
expected = [Timestamp('2001-07-03 00:00:00'),
Timestamp('2002-07-03 00:00:00')]
self.assertEqual(list(result), expected)
july_3rd = Holiday('July 4th Eve', month=7, day=3,
days_of_week=(0, 1, 2, 3))
result = july_3rd.dates("2001-01-01", "2008-03-03")
expected = [Timestamp('2001-07-03 00:00:00'),
Timestamp('2002-07-03 00:00:00'),
Timestamp('2003-07-03 00:00:00'),
Timestamp('2006-07-03 00:00:00'),
Timestamp('2007-07-03 00:00:00')]
self.assertEqual(list(result), expected)
class USTradingCalendar(AbstractHolidayCalendar):
"""
The US trading day calendar behind the function :py:func:`tradedays`.
"""
rules = [
Holiday("NewYearsDay", month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
GoodFriday,
USMemorialDay,
Holiday("USIndependenceDay", month=7, day=4, observance=nearest_workday),
USLaborDay,
USThanksgivingDay,
Holiday("Christmas", month=12, day=25, observance=nearest_workday),
]
class USTradingCalendar(AbstractHolidayCalendar):
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay,
Holiday('USIndependenceDay',
month=7,
day=4,
observance=nearest_workday), USLaborDay, USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=nearest_workday)
]
LOCALTIME = pytz.timezone('US/Eastern')
# unix time 0
epoch = datetime.datetime.utcfromtimestamp(0)
# startdate, enddate format is 'YYYY-MM-DD'
@staticmethod
def get_trading_close_holidays(startdate: str, enddate: str):
inst = USTradingCalendar()
return inst.holidays(pd.to_datetime(startdate, format='%Y-%m-%d'),
pd.to_datetime(enddate, format='%Y-%m-%d'))
# date format is 'YYYY-MM-DD'
@staticmethod
def is_dst(date: str):
_date = pd.to_datetime(date, format='%Y-%m-%d')
_date = USTradingCalendar.LOCALTIME.localize(_date)
return bool(_date.dst())
# Convert datetime object to unix epoch nanoseconds
# @param dt The datetime object to convert
# @return Unix epoch nanoseconds form (as float)
@staticmethod
def unix_time_nanos(dt):
return (dt - USTradingCalendar.epoch).total_seconds() * 1000000000.0
# Convert unix epoch nanoseconds to datetime object
# @param timestamp The unix epoch nanoseconds to convert
# @return Equivalent datetime object
@staticmethod
def unix_time_nanos_to_datetime(unix_time):
return datetime.datetime.fromtimestamp((unix_time / 1000000000.0),
USTradingCalendar.LOCALTIME)
def test_both_offset_observance_raises():
# see gh-10217
msg = "Cannot use both offset and observance"
with pytest.raises(NotImplementedError, match=msg):
Holiday("Cyber Monday", month=11, day=1,
offset=[DateOffset(weekday=SA(4))],
observance=next_monday)
def test_both_offset_observance_raises(self):
with self.assertRaises(NotImplementedError):
Holiday("Cyber Monday",
month=11,
day=1,
offset=[DateOffset(weekday=SA(4))],
observance=next_monday)
class myBirthDayCalendar(AbstractHolidayCalendar):
"""
my calendar
"""
rules = [
Holiday('Joaco"s birthday', month=7, day=4)
]
class SCE_Holidays(AbstractHolidayCalendar):
"""
Southern California Edison Holidays from the tariff- TOU-GS-2
"""
rules = [
Holiday('New Years Day', month=1, day=1, observance=sunday_to_monday),
USPresidentsDay,
USMemorialDay,
Holiday('July 4th', month=7, day=4, observance=sunday_to_monday),
USLaborDay,
Holiday('Veterans Day', month=11, day=11, observance=sunday_to_monday),
USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=sunday_to_monday)
]
class KRTradingCalendar(AbstractHolidayCalendar):
rules = [
Holiday(holiday[2],
year=int(holiday[0]),
month=int(holiday[1]),
day=int(holiday[2])) for holiday in holidays
]
class RussianBusinessCalendar(AbstractHolidayCalendar):
start_date = datetime.datetime(1999, 1, 1)
end_date = datetime.datetime(2019, 12, 31)
rules = [
Holiday(name='Russian Day Off', year=d.year, month=d.month, day=d.day)
for d in holidays_from_prom_calendar['holidays']
]
def load_standard_holidays():
"""
Load in a list of standard holidays
"""
holidays = [
USMartinLutherKingJr,
USMemorialDay,
Holiday('July4', month=7, day=4),
USLaborDay,
# Holiday('Thanksgiving_1DB', month=11, day=1, offset=pd.DateOffset(weekday=WE(4))),
USThanksgivingDay,
# Holiday('Christmas_1DB', month=12, day=24),
Holiday('Christmas', month=12, day=25),
Holiday('New_Years_Eve', month=12, day=31),
]
return holidays
class USTradingCalendar(AbstractHolidayCalendar):
"""
!@brief This class is representing a US Calendar standard includes holidays.
@param self
"""
rules = [
Holiday('NewYearsDay', month=1, day=1, observance=nearest_workday),
USMartinLutherKingJr,
USPresidentsDay,
GoodFriday,
USMemorialDay,
Holiday('USIndependenceDay', month=7, day=4, observance=nearest_workday),
USLaborDay,
USThanksgivingDay,
Holiday('Christmas', month=12, day=25, observance=nearest_workday)
]
class USHolidayCalendar(AbstractHolidayCalendar):
"""
A US Holiday calendar to denote special days that don't affect working days.
"""
rules = [
# Holiday('Superbowl Sunday', month=2, day=1, observance=nearest_future('sunday')),
Holiday('New Years Eve', month=12, day=31)
]
class MontrealHolidayCalendar(AbstractHolidayCalendar):
rules = [
Holiday("New Year's Day", month=1, day=1, observance=next_monday),
GoodFriday,
EasterMonday,
Holiday("Jour des Patriotes",
month=5,
day=24,
offset=pd.DateOffset(weekday=MO(-1))),
Holiday("St. Jean Baptiste",
month=6,
day=24,
observance=nearest_workday),
Holiday("Canada Day", month=7, day=1, observance=nearest_workday),
Holiday("Labor Day",
month=9,
day=1,
offset=pd.DateOffset(weekday=MO(1))),
Holiday("Thanksgiving",
month=10,
day=1,
offset=pd.DateOffset(weekday=MO(2))),
Holiday("Christmas Day", month=12, day=25,
observance=sunday_to_monday),
]
def midsummer_eve(start_date=None, end_date=None):
return Holiday(
"Midsummer Eve",
month=6,
day=19,
offset=DateOffset(weekday=FR(1)),
start_date=start_date,
end_date=end_date,
)
def corpus_christi(start_date=None, end_date=None):
return Holiday(
"Corpus Christi",
month=1,
day=1,
offset=[Easter(), Day(60)],
start_date=start_date,
end_date=end_date,
)
def whit_monday(start_date=None, end_date=None):
return Holiday(
"Whit Monday",
month=1,
day=1,
offset=[Easter(), Day(50)],
start_date=start_date,
end_date=end_date,
)
