def main():
args = sys.argv
start = date.today()
try:
start = parse_date(args[1]).date()
except:
pass
end = date.today()
try:
end = parse_date(args[2]).date()
except:
pass
if (start.year > end.year):
start, end = end, start
holidays = filter(lambda holiday: start <= holiday[0].date() <= end,
CountryHolidays.between('JP', start.year, end.year))
dom = xml.dom.minidom.Document()
root = dom.createElement('holidays')
root.setAttribute('start', start.strftime('%Y/%m/%d'))
root.setAttribute('end', end.strftime('%Y/%m/%d'))
dom.appendChild(root)
for holiday in holidays:
node = dom.createElement('holiday')
node.setAttribute('date', holiday[0].strftime('%Y/%m/%d'))
node.setAttribute('name', holiday[1])
root.appendChild(node)
print(dom.toprettyxml())
def testJP2015(self):
from holidays_jp import CountryHolidays
holidays = CountryHolidays.get('JP', 2015)
self.assertEqual(len(holidays), 17)
self.assertHoliday(holidays[0], datetime.datetime(2015, 1, 1), '元日')
self.assertHoliday(holidays[1], datetime.datetime(2015, 1, 12), '成人の日')
self.assertHoliday(holidays[2], datetime.datetime(2015, 2, 11),
'建国記念の日')
self.assertHoliday(holidays[3], datetime.datetime(2015, 3, 21), '春分の日')
self.assertHoliday(holidays[4], datetime.datetime(2015, 4, 29), '昭和の日')
self.assertHoliday(holidays[5], datetime.datetime(2015, 5, 3), '憲法記念日')
self.assertHoliday(holidays[6], datetime.datetime(2015, 5, 4), 'みどりの日')
self.assertHoliday(holidays[7], datetime.datetime(2015, 5, 5), 'こどもの日')
self.assertHoliday(holidays[8], datetime.datetime(2015, 5, 6), '振替休日')
self.assertHoliday(holidays[9], datetime.datetime(2015, 7, 20), '海の日')
self.assertHoliday(holidays[10], datetime.datetime(2015, 9, 21),
'敬老の日')
self.assertHoliday(holidays[11], datetime.datetime(2015, 9, 22),
'国民の休日')
self.assertHoliday(holidays[12], datetime.datetime(2015, 9, 23),
'秋分の日')
self.assertHoliday(holidays[13], datetime.datetime(2015, 10, 12),
'体育の日')
self.assertHoliday(holidays[14], datetime.datetime(2015, 11, 3),
'文化の日')
self.assertHoliday(holidays[15], datetime.datetime(2015, 11, 23),
'勤労感謝の日')
self.assertHoliday(holidays[16], datetime.datetime(2015, 12, 23),
'天皇誕生日')
def bbg_volcurve(ind, event, edate, numdays, interval, fld_lst):
sec_list = blp.get_index(ind)
volcurves = pd.DataFrame()
fmt = "%Y-%m-%d" + 'T' + "%H:%M:%S" #Assumes no milliseconds
endDateTime = dt.datetime.strptime(edate, fmt)
bday_jp = CustomBusinessDay(holidays=zip(
*CountryHolidays.get('JP', int(edate[0:4])))[0])
startDateTime = endDateTime.replace(hour=9) - numdays * BDay()
timedelta = pd.date_range(startDateTime, endDateTime,
freq=bday_jp).nunique()
sdate = startDateTime.strftime(fmt)
for stock in sec_list:
output = get_Bars(stock, event, sdate, edate, interval, fld_lst)
output.rename(columns={'VOLUME': stock}, inplace=True)
volcurves = volcurves.join(output, how="outer")
#process the raw data into historical averages
volcurves.rename(columns=lambda x: x[:4], inplace=True)
timevect = pd.Series(volcurves.index.values)
timeframet = timevect.to_frame()
timeframet.columns = ['date']
timeframet.set_index(timevect, inplace="True")
timeframet['bucket'] = timeframet['date'].apply(
lambda x: dt.datetime.strftime(x, '%H:%M:%S'))
timeframet = timeframet.join(volcurves)
volcurvesum = timeframet.groupby(['bucket']).sum()
adv = volcurvesum.sum() / timedelta
volcurves = volcurvesum / volcurvesum.sum()
volcurves = volcurves.cumsum()
volcurves = volcurves.interpolate()
volcurvesum = volcurvesum.interpolate()
return adv, volcurvesum.fillna(method=bfill), volcurves.fillna(
method=bfill)
def testJP2021(self):
from holidays_jp import CountryHolidays
holidays = CountryHolidays.get('JP', 2021)
self.assertEqual(len(holidays), 15)
self.assertHoliday(holidays[0], datetime.datetime(2021, 1, 1), '元日')
self.assertHoliday(holidays[1], datetime.datetime(2021, 1, 11), '成人の日')
self.assertHoliday(holidays[2], datetime.datetime(2021, 2, 11),
'建国記念の日')
self.assertHoliday(holidays[3], datetime.datetime(2021, 3, 20), '春分の日')
self.assertHoliday(holidays[4], datetime.datetime(2021, 4, 29), '昭和の日')
self.assertHoliday(holidays[5], datetime.datetime(2021, 5, 3), '憲法記念日')
self.assertHoliday(holidays[6], datetime.datetime(2021, 5, 4), 'みどりの日')
self.assertHoliday(holidays[7], datetime.datetime(2021, 5, 5), 'こどもの日')
self.assertHoliday(holidays[8], datetime.datetime(2021, 7, 19), '海の日')
self.assertHoliday(holidays[9], datetime.datetime(2021, 8, 11), '山の日')
self.assertHoliday(holidays[10], datetime.datetime(2021, 9, 20),
'敬老の日')
self.assertHoliday(holidays[11], datetime.datetime(2021, 9, 23),
'秋分の日')
self.assertHoliday(holidays[12], datetime.datetime(2021, 10, 11),
'スポーツの日')
self.assertHoliday(holidays[13], datetime.datetime(2021, 11, 3),
'文化の日')
self.assertHoliday(holidays[14], datetime.datetime(2021, 11, 23),
'勤労感謝の日')
def testJPBetween(self):
from holidays_jp import CountryHolidays
holidays = CountryHolidays.between('JP', 1948, 2015)
year_count = {}
for holiday in holidays:
if holiday[0].year not in year_count:
year_count[holiday[0].year] = 0
year_count[holiday[0].year] += 1
for year in year_count:
self.assertTrue(year_count[year] > 1)
def holidaysList(year):
"""
input 4 digit in year
"""
holidays = CountryHolidays.get('JP',int(year))
return_list = []
for i in holidays:
return_list.append(i[0].strftime("%Y-%m-%d"))
return(return_list)
def testJP2019(self):
from holidays_jp import CountryHolidays
holidays = CountryHolidays.get('JP', 2019)
self.assertEqual(len(holidays), 22)
self.assertHoliday(holidays[0], datetime.datetime(2019, 1, 1), '元日')
self.assertHoliday(holidays[1], datetime.datetime(2019, 1, 14), '成人の日')
self.assertHoliday(holidays[2], datetime.datetime(2019, 2, 11),
'建国記念の日')
self.assertHoliday(holidays[3], datetime.datetime(2019, 3, 21), '春分の日')
self.assertHoliday(holidays[4], datetime.datetime(2019, 4, 29), '昭和の日')
self.assertHoliday(holidays[5], datetime.datetime(2019, 4, 30),
'国民の休日')
self.assertHoliday(holidays[6], datetime.datetime(2019, 5, 1),
'天皇の即位の日')
self.assertHoliday(holidays[7], datetime.datetime(2019, 5, 2), '国民の休日')
self.assertHoliday(holidays[8], datetime.datetime(2019, 5, 3), '憲法記念日')
self.assertHoliday(holidays[9], datetime.datetime(2019, 5, 4), 'みどりの日')
self.assertHoliday(holidays[10], datetime.datetime(2019, 5, 5),
'こどもの日')
self.assertHoliday(holidays[11], datetime.datetime(2019, 5, 6), '振替休日')
self.assertHoliday(holidays[12], datetime.datetime(2019, 7, 15), '海の日')
self.assertHoliday(holidays[13], datetime.datetime(2019, 8, 11), '山の日')
self.assertHoliday(holidays[14], datetime.datetime(2019, 8, 12),
'振替休日')
self.assertHoliday(holidays[15], datetime.datetime(2019, 9, 16),
'敬老の日')
self.assertHoliday(holidays[16], datetime.datetime(2019, 9, 23),
'秋分の日')
self.assertHoliday(holidays[17], datetime.datetime(2019, 10, 14),
'体育の日')
self.assertHoliday(holidays[18], datetime.datetime(2019, 10, 22),
'即位礼正殿の儀の行われる日')
self.assertHoliday(holidays[19], datetime.datetime(2019, 11, 3),
'文化の日')
self.assertHoliday(holidays[20], datetime.datetime(2019, 11, 4),
'振替休日')
self.assertHoliday(holidays[21], datetime.datetime(2019, 11, 23),
'勤労感謝の日')
#main
parser = argparse.ArgumentParser()
parser.add_argument("start_year",
type=int,
help="year, from which to generate table (inclusive)")
parser.add_argument("end_year",
type=int,
help="year, till which to generate table (inclusive)")
parser.add_argument("--dry_run",
help="dry run (default: false)",
action="store_true")
args = parser.parse_args()
holidays = CountryHolidays.between("JP", args.start_year, args.end_year)
cal = calendar.Calendar()
#行 date year month day weekday holiday holiday_name week_name week
#1 2018-01-01 2018 1 1 1 1 元旦 月 W02
with open(TMP_FILE_NAME, "w") as calfile:
#calfile.write("date,year,month,day,weekday,holiday,holiday_name,week_name,week\n");
for year, month in product(range(args.start_year, args.end_year + 1),
range(1, 13)):
myiter = list(cal.itermonthdays(year, month))
for date in range(1, max(myiter) + 1):
match = [
x for x in enumerate(holidays)
if x[1][0] == datetime.datetime(year, month, date)
]
calfile.write(
#LOADING the data
"""
This is the file holding the market data. Unfortunately, I cannot make the data set public.
The structure of the excel file is prettu basic: column A holds the dates, and then each column after B holds a stock
"""
t = 'path_to_market_data_file_name.xlsx' #use YOUR own file here
bb = proc(t)
#GETTING RID of the JAPANESE holidays from the data. You can use, add or subtract the relevant years for your data in the list below
years = [2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020]
hol = []
for k in years:
holidays = CountryHolidays.get('JP', k)
for j in holidays:
hol.append(j[0])
def elim_holidays(bb, hol):
for k in range(len(bb) - 1, 0, -1):
if bb.index[k] in hol: #to py_datetime() when we have a Timestamp
bb = bb.drop(bb.index[k])
return bb
bb = elim_holidays(bb, hol)
bb = bb[-400:]
CountryHolidays([
Holiday(
'New Year\'s Day',
rrule(
YEARLY, dtstart=datetime(2000, 1,
1), bymonth=1, bymonthday=1)),
Holiday(
'Martin Luther King Jr.\'S Birthday',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=1,
byweekday=MO,
bysetpos=3)),
Holiday(
'Washington\'s Birthday',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=2,
byweekday=MO,
bysetpos=3)),
Holiday(
'Memorial Day',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=5,
byweekday=MO,
bysetpos=-1)),
Holiday(
'Independence Day',
rrule(
YEARLY, dtstart=datetime(2000, 1,
1), bymonth=7, bymonthday=4)),
Holiday(
'Labor Day',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=9,
byweekday=MO,
bysetpos=1)),
Holiday(
'Columbus Day',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=10,
byweekday=MO,
bysetpos=2)),
Holiday(
'Veterans Day',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=11,
bymonthday=11)),
Holiday(
'Thanksgiving Day',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=11,
byweekday=TH,
bysetpos=4)),
Holiday(
'Christmas Day',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=12,
bymonthday=25)),
], [
Substitute(None, None, None, US_substitute),
]))
CountryHolidays([
Holiday(
'元日',
rrule(
YEARLY, dtstart=datetime(1948, 7,
20), bymonth=1, bymonthday=1)),
Holiday(
'成人の日',
rrule(YEARLY,
dtstart=datetime(1948, 7, 20),
until=datetime(1999, 12, 31),
bymonth=1,
bymonthday=15)),
Holiday(
'成人の日',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
bymonth=1,
byweekday=MO,
bysetpos=2)),
Holiday(
'建国記念の日',
rrule(YEARLY,
dtstart=datetime(1966, 6, 25),
bymonth=2,
bymonthday=11)),
Holiday(
'春分の日',
rrule(YEARLY,
dtstart=datetime(1948, 7, 20),
bymonth=3,
bymonthday=(20, 21)), JP_vernal_equinox_day),
Holiday(
'昭和の日',
rrule(
YEARLY, dtstart=datetime(2007, 1,
1), bymonth=4, bymonthday=29)),
Holiday(
'みどりの日',
rrule(YEARLY,
dtstart=datetime(1989, 2, 17),
until=datetime(2006, 12, 31),
bymonth=4,
bymonthday=29)),
Holiday(
'憲法記念日',
rrule(
YEARLY, dtstart=datetime(1948, 7,
20), bymonth=5, bymonthday=3)),
Holiday(
'国民の休日',
rrule(YEARLY,
dtstart=datetime(1985, 12, 27),
until=datetime(2006, 12, 31),
bymonth=5,
bymonthday=4), JP_national_holiday_1985),
Holiday(
'みどりの日',
rrule(
YEARLY, dtstart=datetime(2007, 1,
1), bymonth=5, bymonthday=4)),
Holiday(
'こどもの日',
rrule(
YEARLY, dtstart=datetime(1948, 7,
20), bymonth=5, bymonthday=5)),
Holiday(
'海の日',
rrule(YEARLY,
dtstart=datetime(1996, 1, 1),
until=datetime(2002, 12, 31),
bymonth=7,
bymonthday=20)),
Holiday(
'海の日',
rrule(YEARLY,
dtstart=datetime(2003, 1, 1),
until=datetime(2019, 12, 31),
bymonth=7,
byweekday=MO,
bysetpos=3)),
Holiday(
'海の日',
rrule(YEARLY,
dtstart=datetime(2020, 7, 23),
until=datetime(2020, 7, 23),
bymonth=7,
bymonthday=23)),
Holiday(
'海の日',
rrule(YEARLY,
dtstart=datetime(2021, 1, 1),
bymonth=7,
byweekday=MO,
bysetpos=3)),
Holiday(
'山の日',
rrule(YEARLY,
dtstart=datetime(2016, 1, 1),
until=datetime(2019, 12, 31),
bymonth=8,
bymonthday=11)),
Holiday(
'山の日',
rrule(YEARLY,
dtstart=datetime(2020, 8, 10),
until=datetime(2020, 8, 10),
bymonth=8,
bymonthday=10)),
Holiday(
'山の日',
rrule(
YEARLY, dtstart=datetime(2021, 1,
1), bymonth=8, bymonthday=11)),
Holiday(
'敬老の日',
rrule(YEARLY,
dtstart=datetime(1966, 6, 25),
until=datetime(2002, 12, 31),
bymonth=9,
bymonthday=15)),
Holiday(
'敬老の日',
rrule(YEARLY,
dtstart=datetime(2003, 1, 1),
bymonth=9,
byweekday=MO,
bysetpos=3)),
Holiday(
'秋分の日',
rrule(YEARLY,
dtstart=datetime(1948, 7, 20),
bymonth=9,
bymonthday=(22, 23, 24)), JP_autumnal_equinox_day),
Holiday(
'体育の日',
rrule(YEARLY,
dtstart=datetime(1966, 6, 25),
until=datetime(1999, 12, 31),
bymonth=10,
bymonthday=10)),
Holiday(
'体育の日',
rrule(YEARLY,
dtstart=datetime(2000, 1, 1),
until=datetime(2019, 12, 31),
bymonth=10,
byweekday=MO,
bysetpos=2)),
Holiday(
'スポーツの日',
rrule(YEARLY,
dtstart=datetime(2020, 7, 24),
until=datetime(2020, 7, 24),
bymonth=7,
bymonthday=24)),
Holiday(
'スポーツの日',
rrule(YEARLY,
dtstart=datetime(2021, 1, 1),
bymonth=10,
byweekday=MO,
bysetpos=2)),
Holiday(
'文化の日',
rrule(YEARLY,
dtstart=datetime(1948, 7, 20),
bymonth=11,
bymonthday=3)),
Holiday(
'勤労感謝の日',
rrule(YEARLY,
dtstart=datetime(1948, 7, 20),
bymonth=11,
bymonthday=23)),
Holiday(
'天皇誕生日',
rrule(YEARLY,
dtstart=datetime(1948, 7, 20),
until=datetime(1989, 2, 16),
bymonth=4,
bymonthday=29)),
Holiday(
'天皇誕生日',
rrule(YEARLY,
dtstart=datetime(1989, 2, 17),
until=datetime(2018, 12, 31),
bymonth=12,
bymonthday=23)),
Holiday(
'皇太子明仁親王の結婚の儀',
rrule(YEARLY,
dtstart=datetime(1959, 4, 10),
until=datetime(1959, 4, 10),
bymonth=4,
bymonthday=10)),
Holiday(
'昭和天皇の大喪の礼',
rrule(YEARLY,
dtstart=datetime(1989, 2, 24),
until=datetime(1989, 2, 24),
bymonth=2,
bymonthday=24)),
Holiday(
'即位礼正殿の儀',
rrule(YEARLY,
dtstart=datetime(1990, 11, 12),
until=datetime(1990, 11, 12),
bymonth=11,
bymonthday=12)),
Holiday(
'皇太子徳仁親王の結婚の儀',
rrule(YEARLY,
dtstart=datetime(1993, 6, 9),
until=datetime(1993, 6, 9),
bymonth=6,
bymonthday=9)),
Holiday(
'国民の休日',
rrule(YEARLY,
dtstart=datetime(2019, 4, 30),
until=datetime(2019, 4, 30),
bymonth=4,
bymonthday=30)),
Holiday(
'天皇の即位の日',
rrule(YEARLY,
dtstart=datetime(2019, 5, 1),
until=datetime(2019, 5, 1),
bymonth=5,
bymonthday=1)),
Holiday(
'国民の休日',
rrule(YEARLY,
dtstart=datetime(2019, 5, 2),
until=datetime(2019, 5, 2),
bymonth=5,
bymonthday=2)),
Holiday(
'即位礼正殿の儀の行われる日',
rrule(YEARLY,
dtstart=datetime(2019, 10, 22),
until=datetime(2019, 10, 22),
bymonth=10,
bymonthday=22)),
], [
Substitute('国民の休日', datetime(2007, 1, 1), None, JP_national_holiday),
Substitute('振替休日', datetime(1973, 4, 12), datetime(2006, 12, 31),
JP_substitute_1973),
Substitute('振替休日', datetime(2007, 1, 1), None, JP_substitute),
]))