| Name | exchange-calendars JSON |
| Version |
4.5.3
JSON |
| download |
| home_page | |
| Summary | Calendars for securities exchanges |
| upload_time | 2024-02-15 17:42:45 |
| maintainer | |
| docs_url | None |
| author | Gerry Manoim |
| requires_python | ~=3.9 |
| license | Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. Definitions. "License" shall mean the terms and conditions for use, reproduction, and distribution as defined by Sections 1 through 9 of this document. "Licensor" shall mean the copyright owner or entity authorized by the copyright owner that is granting the License. "Legal Entity" shall mean the union of the acting entity and all other entities that control, are controlled by, or are under common control with that entity. For the purposes of this definition, "control" means (i) the power, direct or indirect, to cause the direction or management of such entity, whether by contract or otherwise, or (ii) ownership of fifty percent (50%) or more of the outstanding shares, or (iii) beneficial ownership of such entity. "You" (or "Your") shall mean an individual or Legal Entity exercising permissions granted by this License. "Source" form shall mean the preferred form for making modifications, including but not limited to software source code, documentation source, and configuration files. "Object" form shall mean any form resulting from mechanical transformation or translation of a Source form, including but not limited to compiled object code, generated documentation, and conversions to other media types. "Work" shall mean the work of authorship, whether in Source or Object form, made available under the License, as indicated by a copyright notice that is included in or attached to the work (an example is provided in the Appendix below). "Derivative Works" shall mean any work, whether in Source or Object form, that is based on (or derived from) the Work and for which the editorial revisions, annotations, elaborations, or other modifications represent, as a whole, an original work of authorship. For the purposes of this License, Derivative Works shall not include works that remain separable from, or merely link (or bind by name) to the interfaces of, the Work and Derivative Works thereof. "Contribution" shall mean any work of authorship, including the original version of the Work and any modifications or additions to that Work or Derivative Works thereof, that is intentionally submitted to Licensor for inclusion in the Work by the copyright owner or by an individual or Legal Entity authorized to submit on behalf of the copyright owner. For the purposes of this definition, "submitted" means any form of electronic, verbal, or written communication sent to the Licensor or its representatives, including but not limited to communication on electronic mailing lists, source code control systems, and issue tracking systems that are managed by, or on behalf of, the Licensor for the purpose of discussing and improving the Work, but excluding communication that is conspicuously marked or otherwise designated in writing by the copyright owner as "Not a Contribution." "Contributor" shall mean Licensor and any individual or Legal Entity on behalf of whom a Contribution has been received by Licensor and subsequently incorporated within the Work. 2. Grant of Copyright License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable copyright license to reproduce, prepare Derivative Works of, publicly display, publicly perform, sublicense, and distribute the Work and such Derivative Works in Source or Object form. 3. Grant of Patent License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable (except as stated in this section) patent license to make, have made, use, offer to sell, sell, import, and otherwise transfer the Work, where such license applies only to those patent claims licensable by such Contributor that are necessarily infringed by their Contribution(s) alone or by combination of their Contribution(s) with the Work to which such Contribution(s) was submitted. If You institute patent litigation against any entity (including a cross-claim or counterclaim in a lawsuit) alleging that the Work or a Contribution incorporated within the Work constitutes direct or contributory patent infringement, then any patent licenses granted to You under this License for that Work shall terminate as of the date such litigation is filed. 4. Redistribution. You may reproduce and distribute copies of the Work or Derivative Works thereof in any medium, with or without modifications, and in Source or Object form, provided that You meet the following conditions: (a) You must give any other recipients of the Work or Derivative Works a copy of this License; and (b) You must cause any modified files to carry prominent notices stating that You changed the files; and (c) You must retain, in the Source form of any Derivative Works that You distribute, all copyright, patent, trademark, and attribution notices from the Source form of the Work, excluding those notices that do not pertain to any part of the Derivative Works; and (d) If the Work includes a "NOTICE" text file as part of its distribution, then any Derivative Works that You distribute must include a readable copy of the attribution notices contained within such NOTICE file, excluding those notices that do not pertain to any part of the Derivative Works, in at least one of the following places: within a NOTICE text file distributed as part of the Derivative Works; within the Source form or documentation, if provided along with the Derivative Works; or, within a display generated by the Derivative Works, if and wherever such third-party notices normally appear. The contents of the NOTICE file are for informational purposes only and do not modify the License. You may add Your own attribution notices within Derivative Works that You distribute, alongside or as an addendum to the NOTICE text from the Work, provided that such additional attribution notices cannot be construed as modifying the License. You may add Your own copyright statement to Your modifications and may provide additional or different license terms and conditions for use, reproduction, or distribution of Your modifications, or for any such Derivative Works as a whole, provided Your use, reproduction, and distribution of the Work otherwise complies with the conditions stated in this License. 5. Submission of Contributions. Unless You explicitly state otherwise, any Contribution intentionally submitted for inclusion in the Work by You to the Licensor shall be under the terms and conditions of this License, without any additional terms or conditions. Notwithstanding the above, nothing herein shall supersede or modify the terms of any separate license agreement you may have executed with Licensor regarding such Contributions. 6. Trademarks. This License does not grant permission to use the trade names, trademarks, service marks, or product names of the Licensor, except as required for reasonable and customary use in describing the origin of the Work and reproducing the content of the NOTICE file. 7. Disclaimer of Warranty. Unless required by applicable law or agreed to in writing, Licensor provides the Work (and each Contributor provides its Contributions) on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied, including, without limitation, any warranties or conditions of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A PARTICULAR PURPOSE. You are solely responsible for determining the appropriateness of using or redistributing the Work and assume any risks associated with Your exercise of permissions under this License. 8. Limitation of Liability. In no event and under no legal theory, whether in tort (including negligence), contract, or otherwise, unless required by applicable law (such as deliberate and grossly negligent acts) or agreed to in writing, shall any Contributor be liable to You for damages, including any direct, indirect, special, incidental, or consequential damages of any character arising as a result of this License or out of the use or inability to use the Work (including but not limited to damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses), even if such Contributor has been advised of the possibility of such damages. 9. Accepting Warranty or Additional Liability. While redistributing the Work or Derivative Works thereof, You may choose to offer, and charge a fee for, acceptance of support, warranty, indemnity, or other liability obligations and/or rights consistent with this License. However, in accepting such obligations, You may act only on Your own behalf and on Your sole responsibility, not on behalf of any other Contributor, and only if You agree to indemnify, defend, and hold each Contributor harmless for any liability incurred by, or claims asserted against, such Contributor by reason of your accepting any such warranty or additional liability. END OF TERMS AND CONDITIONS APPENDIX: How to apply the Apache License to your work. To apply the Apache License to your work, attach the following boilerplate notice, with the fields enclosed by brackets "[]" replaced with your own identifying information. (Don't include the brackets!) The text should be enclosed in the appropriate comment syntax for the file format. We also recommend that a file or class name and description of purpose be included on the same "printed page" as the copyright notice for easier identification within third-party archives. Copyright 2018 Quantopian, Inc. Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. |
| keywords |
finance
security
calendar
exchange
|
| VCS |
 |
| bugtrack_url |
|
| requirements |
No requirements were recorded.
|
| Travis-CI |
No Travis.
|
| coveralls test coverage |
No coveralls.
|
# exchange_calendars
[](https://pypi.org/project/exchange-calendars/)   [](https://github.com/psf/black)
A Python library for defining and querying calendars for security exchanges.
Calendars for more than [50 exchanges](#Calendars) available out-the-box! If you still can't find the calendar you're looking for, [create a new one](#How-can-I-create-a-new-calendar)!
## Installation
```bash
$ pip install exchange_calendars
```
## Quick Start
```python
import exchange_calendars as xcals
```
Get a list of available calendars:
```python
>>> xcals.get_calendar_names(include_aliases=False)[5:10]
['CMES', 'IEPA', 'XAMS', 'XASX', 'XBKK']
```
Get a calendar:
```python
>>> xnys = xcals.get_calendar("XNYS") # New York Stock Exchange
>>> xhkg = xcals.get_calendar("XHKG") # Hong Kong Stock Exchange
```
Query the schedule:
```python
>>> xhkg.schedule.loc["2021-12-29":"2022-01-04"]
```
<!-- base of output from `xhkg.schedule.loc["2021-12-29":"2022-01-04"].to_html()` -->
<table border="1" class="dataframe" style="width: 100%">
<colgroup>
<col span="1" style="width: 20%;">
<col span="1" style="width: 20%;">
<col span="1" style="width: 20%;">
<col span="1" style="width: 20%;">
<col span="1" style="width: 20%;">
</colgroup>
<thead> <tr style="text-align: right; font-size: 13px"> <th></th> <th>open</th> <th>break_start</th> <th>break_end</th> <th>close</th> </tr> </thead> <tbody style="text-align: right; font-size: 11px"> <tr> <th>2021-12-29</th> <td>2021-12-29 01:30:00+00:00</td> <td>2021-12-29 04:00:00+00:00</td> <td>2021-12-29 05:00:00+00:00</td> <td>2021-12-29 08:00:00+00:00</td> </tr> <tr> <th>2021-12-30</th> <td>2021-12-30 01:30:00+00:00</td> <td>2021-12-30 04:00:00+00:00</td> <td>2021-12-30 05:00:00+00:00</td> <td>2021-12-30 08:00:00+00:00</td> </tr> <tr> <th>2021-12-31</th> <td>2021-12-31 01:30:00+00:00</td> <td>NaT</td> <td>NaT</td> <td>2021-12-31 04:00:00+00:00</td> </tr> <tr> <th>2022-01-03</th> <td>2022-01-03 01:30:00+00:00</td> <td>2022-01-03 04:00:00+00:00</td> <td>2022-01-03 05:00:00+00:00</td> <td>2022-01-03 08:00:00+00:00</td> </tr> <tr> <th>2022-01-04</th> <td>2022-01-04 01:30:00+00:00</td> <td>2022-01-04 04:00:00+00:00</td> <td>2022-01-04 05:00:00+00:00</td> <td>2022-01-04 08:00:00+00:00</td> </tr> </tbody>
</table>
### Working with **sessions**
```python
>>> xnys.is_session("2022-01-01")
False
>>> xnys.sessions_in_range("2022-01-01", "2022-01-11")
DatetimeIndex(['2022-01-03', '2022-01-04', '2022-01-05', '2022-01-06',
'2022-01-07', '2022-01-10', '2022-01-11'],
dtype='datetime64[ns]', freq='C')
>>> xnys.sessions_window("2022-01-03", 7)
DatetimeIndex(['2022-01-03', '2022-01-04', '2022-01-05', '2022-01-06',
'2022-01-07', '2022-01-10', '2022-01-11'],
dtype='datetime64[ns]', freq='C')
>>> xnys.date_to_session("2022-01-01", direction="next")
Timestamp('2022-01-03 00:00:00', freq='C')
>>> xnys.previous_session("2022-01-11")
Timestamp('2022-01-10 00:00:00', freq='C')
>>> xhkg.trading_index(
... "2021-12-30", "2021-12-31", period="90min", force=True
... )
IntervalIndex([[2021-12-30 01:30:00, 2021-12-30 03:00:00), [2021-12-30 03:00:00, 2021-12-30 04:00:00), [2021-12-30 05:00:00, 2021-12-30 06:30:00), [2021-12-30 06:30:00, 2021-12-30 08:00:00), [2021-12-31 01:30:00, 2021-12-31 03:00:00), [2021-12-31 03:00:00, 2021-12-31 04:00:00)], dtype='interval[datetime64[ns, UTC], left]')
```
See the [sessions tutorial](docs/tutorials/sessions.ipynb) for a deeper dive into sessions.
### Working with **minutes**
```python
>>> xhkg.session_minutes("2022-01-03")
DatetimeIndex(['2022-01-03 01:30:00+00:00', '2022-01-03 01:31:00+00:00',
'2022-01-03 01:32:00+00:00', '2022-01-03 01:33:00+00:00',
'2022-01-03 01:34:00+00:00', '2022-01-03 01:35:00+00:00',
'2022-01-03 01:36:00+00:00', '2022-01-03 01:37:00+00:00',
'2022-01-03 01:38:00+00:00', '2022-01-03 01:39:00+00:00',
...
'2022-01-03 07:50:00+00:00', '2022-01-03 07:51:00+00:00',
'2022-01-03 07:52:00+00:00', '2022-01-03 07:53:00+00:00',
'2022-01-03 07:54:00+00:00', '2022-01-03 07:55:00+00:00',
'2022-01-03 07:56:00+00:00', '2022-01-03 07:57:00+00:00',
'2022-01-03 07:58:00+00:00', '2022-01-03 07:59:00+00:00'],
dtype='datetime64[ns, UTC]', length=330, freq=None)
>>> mins = [ "2022-01-03 " + tm for tm in ["01:29", "01:30", "04:20", "07:59", "08:00"] ]
>>> [ xhkg.is_trading_minute(minute) for minute in mins ]
[False, True, False, True, False] # by default minutes are closed on the left side
>>> xhkg.is_break_minute("2022-01-03 04:20")
True
>>> xhkg.previous_close("2022-01-03 08:10")
Timestamp('2022-01-03 08:00:00+0000', tz='UTC')
>>> xhkg.previous_minute("2022-01-03 08:10")
Timestamp('2022-01-03 07:59:00+0000', tz='UTC')
```
Check out the [minutes tutorial](docs/tutorials/minutes.ipynb) for a deeper dive that includes an explanation of the concept of 'minutes' and how the "side" option determines which minutes are treated as trading minutes.
## Tutorials
* [sessions.ipynb](docs/tutorials/sessions.ipynb) - all things [sessions](#Working-with-sessions).
* [minutes.ipynb](docs/tutorials/minutes.ipynb) - all things [minutes](#Working-with-minutes). Don't miss this one!
* [calendar_properties.ipynb](docs/tutorials/calendar_properties.ipynb) - calendar constrution and a walk through the schedule and all other calendar properties.
* [calendar_methods.ipynb](docs/tutorials/calendar_methods.ipynb) - a walk through all the methods available to interrogate a calendar.
* [trading_index.ipynb](docs/tutorials/trading_index.ipynb) - a method that warrants a tutorial all of its own.
Hopefully you'll find that `exchange_calendars` has the method you need to get the information you want. If it doesn't, either [PR](https://github.com/gerrymanoim/exchange_calendars/pulls) it or [raise an issue](https://github.com/gerrymanoim/exchange_calendars/issues) and let us know!
## Command Line Usage
Print a unix-cal like calendar straight from the command line (holidays are indicated by brackets)...
```bash
ecal XNYS 2020
```
2020
January February March
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
[ 1] 2 3 [ 4] [ 1]
[ 5] 6 7 8 9 10 [11] [ 2] 3 4 5 6 7 [ 8] [ 1] 2 3 4 5 6 [ 7]
[12] 13 14 15 16 17 [18] [ 9] 10 11 12 13 14 [15] [ 8] 9 10 11 12 13 [14]
[19][20] 21 22 23 24 [25] [16][17] 18 19 20 21 [22] [15] 16 17 18 19 20 [21]
[26] 27 28 29 30 31 [23] 24 25 26 27 28 [29] [22] 23 24 25 26 27 [28]
[29] 30 31
April May June
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
1 2 3 [ 4] 1 [ 2] 1 2 3 4 5 [ 6]
[ 5] 6 7 8 9 [10][11] [ 3] 4 5 6 7 8 [ 9] [ 7] 8 9 10 11 12 [13]
[12] 13 14 15 16 17 [18] [10] 11 12 13 14 15 [16] [14] 15 16 17 18 19 [20]
[19] 20 21 22 23 24 [25] [17] 18 19 20 21 22 [23] [21] 22 23 24 25 26 [27]
[26] 27 28 29 30 [24][25] 26 27 28 29 [30] [28] 29 30
[31]
July August September
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
1 2 [ 3][ 4] [ 1] 1 2 3 4 [ 5]
[ 5] 6 7 8 9 10 [11] [ 2] 3 4 5 6 7 [ 8] [ 6][ 7] 8 9 10 11 [12]
[12] 13 14 15 16 17 [18] [ 9] 10 11 12 13 14 [15] [13] 14 15 16 17 18 [19]
[19] 20 21 22 23 24 [25] [16] 17 18 19 20 21 [22] [20] 21 22 23 24 25 [26]
[26] 27 28 29 30 31 [23] 24 25 26 27 28 [29] [27] 28 29 30
[30] 31
October November December
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
1 2 [ 3] 1 2 3 4 [ 5]
[ 4] 5 6 7 8 9 [10] [ 1] 2 3 4 5 6 [ 7] [ 6] 7 8 9 10 11 [12]
[11] 12 13 14 15 16 [17] [ 8] 9 10 11 12 13 [14] [13] 14 15 16 17 18 [19]
[18] 19 20 21 22 23 [24] [15] 16 17 18 19 20 [21] [20] 21 22 23 24 [25][26]
[25] 26 27 28 29 30 [31] [22] 23 24 25 [26] 27 [28] [27] 28 29 30 31
[29] 30
```bash
ecal XNYS 1 2020
```
January 2020
Su Mo Tu We Th Fr Sa
[ 1] 2 3 [ 4]
[ 5] 6 7 8 9 10 [11]
[12] 13 14 15 16 17 [18]
[19][20] 21 22 23 24 [25]
[26] 27 28 29 30 31
## Frequently Asked Questions
### **How can I create a new calendar?**
First off, make sure the calendar you're after hasn't already been defined; exchange calendars comes with over [50 pre-defined calendars](#Calendars), including major security exchanges.
If you can't find what you're after, a custom calendar can be created as a subclass of [ExchangeCalendar](exchange_calendars/exchange_calendar.py). [This workflow](.github/pull_request_template.md) describes the process to add a new calendar to `exchange_calendars`. Just follow the relevant parts.
To access the new calendar via `get_calendar` call either `xcals.register_calendar` or `xcals.register_calendar_type` to register, respectively, a specific calendar instance or a calendar factory (i.e. the subclass).
### **Can I contribute a new calendar to exchange calendars?**
Yes please! The workflow can be found [here](.github/pull_request_template.md).
### **`<calendar>` is missing a holiday, has a wrong time, should have a break etc...**
**All** of the exchange calendars are maintained by user contributions. If a calendar you care about needs revising, please open a [PR](https://github.com/gerrymanoim/exchange_calendars/pulls) - that's how this thing works! (Never contributed to a project before and it all seems a bit daunting? Check [this out](https://github.com/firstcontributions/first-contributions/blob/main/README.md) and don't look back!)
You'll find the workflow to modify an existing calendar [here](.github/pull_request_template.md).
### **What times are considered open and closed?**
`exchange_calendars` attempts to be broadly useful by considering an exchange to be open only during periods of regular trading. During any pre-trading, post-trading or auction period the exchange is treated as closed. An exchange is also treated as closed during any observed lunch break.
See the [minutes tutorial](docs/tutorials/minutes.ipynb) for a detailed explanation of which minutes an exchange is considered open over. If you previously used `trading_calendars`, or `exchange_calendars` prior to release 3.4, then this is the place to look for answers to questions of how the definition of trading minutes has changed over time (and is now stable and flexible!).
## Calendars
| Exchange | ISO Code | Country | Version Added | Exchange Website (English) |
|---------------------------------|----------| -------------- |---------------| ------------------------------------------------------------ |
| New York Stock Exchange | XNYS | USA | 1.0 | https://www.nyse.com/index |
| CBOE Futures | XCBF | USA | 1.0 | https://markets.cboe.com/us/futures/overview/ |
| Chicago Mercantile Exchange | CMES | USA | 1.0 | https://www.cmegroup.com/ |
| ICE US | IEPA | USA | 1.0 | https://www.theice.com/index |
| Toronto Stock Exchange | XTSE | Canada | 1.0 | https://www.tsx.com/ |
| BMF Bovespa | BVMF | Brazil | 1.0 | http://www.b3.com.br/en_us/ |
| London Stock Exchange | XLON | England | 1.0 | https://www.londonstockexchange.com/ |
| Euronext Amsterdam | XAMS | Netherlands | 1.2 | https://www.euronext.com/en/regulation/amsterdam |
| Euronext Brussels | XBRU | Belgium | 1.2 | https://www.euronext.com/en/regulation/brussels |
| Euronext Lisbon | XLIS | Portugal | 1.2 | https://www.euronext.com/en/regulation/lisbon |
| Euronext Paris | XPAR | France | 1.2 | https://www.euronext.com/en/regulation/paris |
| Frankfurt Stock Exchange | XFRA | Germany | 1.2 | http://en.boerse-frankfurt.de/ |
| SIX Swiss Exchange | XSWX | Switzerland | 1.2 | https://www.six-group.com/en/home.html |
| Tokyo Stock Exchange | XTKS | Japan | 1.2 | https://www.jpx.co.jp/english/ |
| Australian Securities Exchange | XASX | Australia | 1.3 | https://www.asx.com.au/ |
| Bolsa de Madrid | XMAD | Spain | 1.3 | https://www.bolsamadrid.es |
| Borsa Italiana | XMIL | Italy | 1.3 | https://www.borsaitaliana.it |
| New Zealand Exchange | XNZE | New Zealand | 1.3 | https://www.nzx.com/ |
| Wiener Borse | XWBO | Austria | 1.3 | https://www.wienerborse.at/en/ |
| Hong Kong Stock Exchange | XHKG | Hong Kong | 1.3 | https://www.hkex.com.hk/?sc_lang=en |
| Copenhagen Stock Exchange | XCSE | Denmark | 1.4 | http://www.nasdaqomxnordic.com/ |
| Helsinki Stock Exchange | XHEL | Finland | 1.4 | http://www.nasdaqomxnordic.com/ |
| Stockholm Stock Exchange | XSTO | Sweden | 1.4 | http://www.nasdaqomxnordic.com/ |
| Oslo Stock Exchange | XOSL | Norway | 1.4 | https://www.oslobors.no/ob_eng/ |
| Irish Stock Exchange | XDUB | Ireland | 1.4 | http://www.ise.ie/ |
| Bombay Stock Exchange | XBOM | India | 1.5 | https://www.bseindia.com |
| Singapore Exchange | XSES | Singapore | 1.5 | https://www.sgx.com |
| Shanghai Stock Exchange | XSHG | China | 1.5 | http://english.sse.com.cn |
| Korea Exchange | XKRX | South Korea | 1.6 | http://global.krx.co.kr |
| Iceland Stock Exchange | XICE | Iceland | 1.7 | http://www.nasdaqomxnordic.com/ |
| Poland Stock Exchange | XWAR | Poland | 1.9 | http://www.gpw.pl |
| Santiago Stock Exchange | XSGO | Chile | 1.9 | https://www.bolsadesantiago.com/ |
| Colombia Securities Exchange | XBOG | Colombia | 1.9 | https://www.bvc.com.co/nueva/https://www.bvc.com.co/nueva/ |
| Mexican Stock Exchange | XMEX | Mexico | 1.9 | https://www.bmv.com.mx |
| Lima Stock Exchange | XLIM | Peru | 1.9 | https://www.bvl.com.pe |
| Prague Stock Exchange | XPRA | Czech Republic | 1.9 | https://www.pse.cz/en/ |
| Budapest Stock Exchange | XBUD | Hungary | 1.10 | https://bse.hu/ |
| Athens Stock Exchange | ASEX | Greece | 1.10 | http://www.helex.gr/ |
| Istanbul Stock Exchange | XIST | Turkey | 1.10 | https://www.borsaistanbul.com/en/ |
| Johannesburg Stock Exchange | XJSE | South Africa | 1.10 | https://www.jse.co.za/z |
| Malaysia Stock Exchange | XKLS | Malaysia | 1.11 | http://www.bursamalaysia.com/market/ |
| Moscow Exchange | XMOS | Russia | 1.11 | https://www.moex.com/en/ |
| Philippine Stock Exchange | XPHS | Philippines | 1.11 | https://www.pse.com.ph/ |
| Stock Exchange of Thailand | XBKK | Thailand | 1.11 | https://www.set.or.th/set/mainpage.do?language=en&country=US |
| Indonesia Stock Exchange | XIDX | Indonesia | 1.11 | https://www.idx.co.id/ |
| Taiwan Stock Exchange Corp. | XTAI | Taiwan | 1.11 | https://www.twse.com.tw/en/ |
| Buenos Aires Stock Exchange | XBUE | Argentina | 1.11 | https://www.bcba.sba.com.ar/ |
| Pakistan Stock Exchange | XKAR | Pakistan | 1.11 | https://www.psx.com.pk/ |
| Xetra | XETR | Germany | 2.1 | https://www.xetra.com/ |
| Tel Aviv Stock Exchange | XTAE | Israel | 2.1 | https://www.tase.co.il/ |
| Astana International Exchange | AIXK | Kazakhstan | 3.2 | https://www.aix.kz/ |
| Bucharest Stock Exchange | XBSE | Romania | 3.2 | https://www.bvb.ro/ |
| Saudi Stock Exchange | XSAU | Saudi Arabia | 4.2 | https://www.saudiexchange.sa/ |
> Note that exchange calendars are defined by their [ISO-10383](https://www.iso20022.org/10383/iso-10383-market-identifier-codes) market identifier code.
## [`market-prices`](https://github.com/maread99/market_prices)
Much of the post v3 development of `exchange_calendars` has been driven by the [`market_prices`](https://github.com/maread99/market_prices) library. Check it out if you like the idea of using `exchange_calendars` to create meaningful OHLCV datasets. It works out-the-box with freely available data!
## Deprecations and Renaming
### Methods renamed in version 4.0.3 and removed in 4.3
| Previous name | New name |
| ------------- | -------- |
| bound_start | bound_min |
| bound_end | bound_max |
### Methods deprecated in 4.0 and removed in 4.3
| Deprecated method | Reason |
| ----------------- | ------ |
| sessions_closes | use `.closes[start:end]` |
| sessions_opens | use `.opens[start:end]` |
### Methods with a parameter renamed in 4.0
| Method
| ------
| is_session |
| is_open_on_minute |
| minutes_in_range |
| minutes_window |
| next_close |
| next_minute |
| next_open |
| previous_close |
| previous_minute |
| previous_open |
| session_break_end |
| session_break_start |
| session_close |
| session_open |
| sessions_in_range |
| sessions_window |
### Methods renamed in version 3.4 and removed in 4.0
| Previous name | New name |
| ------------- | -------- |
| all_minutes | minutes |
| all_minutes_nanos | minutes_nanos |
| all_sessions | sessions |
| break_start_and_end_for_session | session_break_start_end |
| date_to_session_label | date_to_session |
| first_trading_minute | first_minute |
| first_trading_session | first_session |
| has_breaks | sessions_has_break |
| last_trading_minute | last_minute |
| last_trading_session | last_session |
| next_session_label | next_session |
| open_and_close_for_session | session_open_close |
| previous_session_label | previous_session |
| market_break_ends_nanos | break_ends_nanos |
| market_break_starts_nanos | break_starts_nanos |
| market_closes_nanos | closes_nanos |
| market_opens_nanos | opens_nanos |
| minute_index_to_session_labels | minutes_to_sessions |
| minute_to_session_label | minute_to_session |
| minutes_count_for_sessions_in_range | sessions_minutes_count |
| minutes_for_session | session_minutes |
| minutes_for_sessions_in_range | sessions_minutes |
| session_closes_in_range | sessions_closes |
| session_distance | sessions_distance |
| session_opens_in_range | sessions_opens |
### Other methods deprecated in 3.4 and removed in 4.0
| Removed Method
| -----------------
| execution_minute_for_session
| execution_minute_for_sessions_in_range
| execution_time_from_close
| execution_time_from_open
Raw data
{
"_id": null,
"home_page": "",
"name": "exchange-calendars",
"maintainer": "",
"docs_url": null,
"requires_python": "~=3.9",
"maintainer_email": "",
"keywords": "finance,security,calendar,exchange",
"author": "Gerry Manoim",
"author_email": "gerrymanoim@gmail.com",
"download_url": "https://files.pythonhosted.org/packages/c6/39/616cb3b7126141f4ba0a9415255958e1f1462deb41fc81d308f11be6ea5c/exchange_calendars-4.5.3.tar.gz",
"platform": null,
"description": "# exchange_calendars\n\n[](https://pypi.org/project/exchange-calendars/)   [](https://github.com/psf/black)\n\nA Python library for defining and querying calendars for security exchanges.\n\nCalendars for more than [50 exchanges](#Calendars) available out-the-box! If you still can't find the calendar you're looking for, [create a new one](#How-can-I-create-a-new-calendar)!\n\n## Installation\n\n```bash\n$ pip install exchange_calendars\n```\n\n## Quick Start\n\n```python\nimport exchange_calendars as xcals\n```\n\nGet a list of available calendars:\n\n```python\n>>> xcals.get_calendar_names(include_aliases=False)[5:10]\n['CMES', 'IEPA', 'XAMS', 'XASX', 'XBKK']\n```\n\nGet a calendar:\n\n```python\n>>> xnys = xcals.get_calendar(\"XNYS\") # New York Stock Exchange\n>>> xhkg = xcals.get_calendar(\"XHKG\") # Hong Kong Stock Exchange\n```\nQuery the schedule:\n\n```python\n>>> xhkg.schedule.loc[\"2021-12-29\":\"2022-01-04\"]\n```\n<!-- base of output from `xhkg.schedule.loc[\"2021-12-29\":\"2022-01-04\"].to_html()` -->\n<table border=\"1\" class=\"dataframe\" style=\"width: 100%\">\n <colgroup>\n <col span=\"1\" style=\"width: 20%;\">\n <col span=\"1\" style=\"width: 20%;\">\n <col span=\"1\" style=\"width: 20%;\">\n <col span=\"1\" style=\"width: 20%;\">\n <col span=\"1\" style=\"width: 20%;\">\n </colgroup>\n <thead> <tr style=\"text-align: right; font-size: 13px\"> <th></th> <th>open</th> <th>break_start</th> <th>break_end</th> <th>close</th> </tr> </thead> <tbody style=\"text-align: right; font-size: 11px\"> <tr> <th>2021-12-29</th> <td>2021-12-29 01:30:00+00:00</td> <td>2021-12-29 04:00:00+00:00</td> <td>2021-12-29 05:00:00+00:00</td> <td>2021-12-29 08:00:00+00:00</td> </tr> <tr> <th>2021-12-30</th> <td>2021-12-30 01:30:00+00:00</td> <td>2021-12-30 04:00:00+00:00</td> <td>2021-12-30 05:00:00+00:00</td> <td>2021-12-30 08:00:00+00:00</td> </tr> <tr> <th>2021-12-31</th> <td>2021-12-31 01:30:00+00:00</td> <td>NaT</td> <td>NaT</td> <td>2021-12-31 04:00:00+00:00</td> </tr> <tr> <th>2022-01-03</th> <td>2022-01-03 01:30:00+00:00</td> <td>2022-01-03 04:00:00+00:00</td> <td>2022-01-03 05:00:00+00:00</td> <td>2022-01-03 08:00:00+00:00</td> </tr> <tr> <th>2022-01-04</th> <td>2022-01-04 01:30:00+00:00</td> <td>2022-01-04 04:00:00+00:00</td> <td>2022-01-04 05:00:00+00:00</td> <td>2022-01-04 08:00:00+00:00</td> </tr> </tbody>\n</table>\n\n### Working with **sessions**\n```python\n>>> xnys.is_session(\"2022-01-01\")\nFalse\n\n>>> xnys.sessions_in_range(\"2022-01-01\", \"2022-01-11\")\nDatetimeIndex(['2022-01-03', '2022-01-04', '2022-01-05', '2022-01-06',\n '2022-01-07', '2022-01-10', '2022-01-11'],\n dtype='datetime64[ns]', freq='C')\n\n>>> xnys.sessions_window(\"2022-01-03\", 7)\nDatetimeIndex(['2022-01-03', '2022-01-04', '2022-01-05', '2022-01-06',\n '2022-01-07', '2022-01-10', '2022-01-11'],\n dtype='datetime64[ns]', freq='C')\n\n>>> xnys.date_to_session(\"2022-01-01\", direction=\"next\")\nTimestamp('2022-01-03 00:00:00', freq='C')\n\n>>> xnys.previous_session(\"2022-01-11\")\nTimestamp('2022-01-10 00:00:00', freq='C')\n\n>>> xhkg.trading_index(\n... \"2021-12-30\", \"2021-12-31\", period=\"90min\", force=True\n... )\nIntervalIndex([[2021-12-30 01:30:00, 2021-12-30 03:00:00), [2021-12-30 03:00:00, 2021-12-30 04:00:00), [2021-12-30 05:00:00, 2021-12-30 06:30:00), [2021-12-30 06:30:00, 2021-12-30 08:00:00), [2021-12-31 01:30:00, 2021-12-31 03:00:00), [2021-12-31 03:00:00, 2021-12-31 04:00:00)], dtype='interval[datetime64[ns, UTC], left]')\n```\nSee the [sessions tutorial](docs/tutorials/sessions.ipynb) for a deeper dive into sessions.\n\n### Working with **minutes**\n```python\n>>> xhkg.session_minutes(\"2022-01-03\")\nDatetimeIndex(['2022-01-03 01:30:00+00:00', '2022-01-03 01:31:00+00:00',\n '2022-01-03 01:32:00+00:00', '2022-01-03 01:33:00+00:00',\n '2022-01-03 01:34:00+00:00', '2022-01-03 01:35:00+00:00',\n '2022-01-03 01:36:00+00:00', '2022-01-03 01:37:00+00:00',\n '2022-01-03 01:38:00+00:00', '2022-01-03 01:39:00+00:00',\n ...\n '2022-01-03 07:50:00+00:00', '2022-01-03 07:51:00+00:00',\n '2022-01-03 07:52:00+00:00', '2022-01-03 07:53:00+00:00',\n '2022-01-03 07:54:00+00:00', '2022-01-03 07:55:00+00:00',\n '2022-01-03 07:56:00+00:00', '2022-01-03 07:57:00+00:00',\n '2022-01-03 07:58:00+00:00', '2022-01-03 07:59:00+00:00'],\n dtype='datetime64[ns, UTC]', length=330, freq=None)\n\n>>> mins = [ \"2022-01-03 \" + tm for tm in [\"01:29\", \"01:30\", \"04:20\", \"07:59\", \"08:00\"] ]\n>>> [ xhkg.is_trading_minute(minute) for minute in mins ]\n[False, True, False, True, False] # by default minutes are closed on the left side\n\n>>> xhkg.is_break_minute(\"2022-01-03 04:20\")\nTrue\n\n>>> xhkg.previous_close(\"2022-01-03 08:10\")\nTimestamp('2022-01-03 08:00:00+0000', tz='UTC')\n\n>>> xhkg.previous_minute(\"2022-01-03 08:10\")\nTimestamp('2022-01-03 07:59:00+0000', tz='UTC')\n```\nCheck out the [minutes tutorial](docs/tutorials/minutes.ipynb) for a deeper dive that includes an explanation of the concept of 'minutes' and how the \"side\" option determines which minutes are treated as trading minutes.\n\n## Tutorials\n* [sessions.ipynb](docs/tutorials/sessions.ipynb) - all things [sessions](#Working-with-sessions).\n* [minutes.ipynb](docs/tutorials/minutes.ipynb) - all things [minutes](#Working-with-minutes). Don't miss this one!\n* [calendar_properties.ipynb](docs/tutorials/calendar_properties.ipynb) - calendar constrution and a walk through the schedule and all other calendar properties.\n* [calendar_methods.ipynb](docs/tutorials/calendar_methods.ipynb) - a walk through all the methods available to interrogate a calendar.\n* [trading_index.ipynb](docs/tutorials/trading_index.ipynb) - a method that warrants a tutorial all of its own.\n\nHopefully you'll find that `exchange_calendars` has the method you need to get the information you want. If it doesn't, either [PR](https://github.com/gerrymanoim/exchange_calendars/pulls) it or [raise an issue](https://github.com/gerrymanoim/exchange_calendars/issues) and let us know!\n\n## Command Line Usage\nPrint a unix-cal like calendar straight from the command line (holidays are indicated by brackets)...\n\n```bash\necal XNYS 2020\n```\n 2020\n January February March\n Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa\n [ 1] 2 3 [ 4] [ 1]\n [ 5] 6 7 8 9 10 [11] [ 2] 3 4 5 6 7 [ 8] [ 1] 2 3 4 5 6 [ 7]\n [12] 13 14 15 16 17 [18] [ 9] 10 11 12 13 14 [15] [ 8] 9 10 11 12 13 [14]\n [19][20] 21 22 23 24 [25] [16][17] 18 19 20 21 [22] [15] 16 17 18 19 20 [21]\n [26] 27 28 29 30 31 [23] 24 25 26 27 28 [29] [22] 23 24 25 26 27 [28]\n [29] 30 31\n\n April May June\n Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa\n 1 2 3 [ 4] 1 [ 2] 1 2 3 4 5 [ 6]\n [ 5] 6 7 8 9 [10][11] [ 3] 4 5 6 7 8 [ 9] [ 7] 8 9 10 11 12 [13]\n [12] 13 14 15 16 17 [18] [10] 11 12 13 14 15 [16] [14] 15 16 17 18 19 [20]\n [19] 20 21 22 23 24 [25] [17] 18 19 20 21 22 [23] [21] 22 23 24 25 26 [27]\n [26] 27 28 29 30 [24][25] 26 27 28 29 [30] [28] 29 30\n [31]\n\n July August September\n Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa\n 1 2 [ 3][ 4] [ 1] 1 2 3 4 [ 5]\n [ 5] 6 7 8 9 10 [11] [ 2] 3 4 5 6 7 [ 8] [ 6][ 7] 8 9 10 11 [12]\n [12] 13 14 15 16 17 [18] [ 9] 10 11 12 13 14 [15] [13] 14 15 16 17 18 [19]\n [19] 20 21 22 23 24 [25] [16] 17 18 19 20 21 [22] [20] 21 22 23 24 25 [26]\n [26] 27 28 29 30 31 [23] 24 25 26 27 28 [29] [27] 28 29 30\n [30] 31\n\n October November December\n Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa\n 1 2 [ 3] 1 2 3 4 [ 5]\n [ 4] 5 6 7 8 9 [10] [ 1] 2 3 4 5 6 [ 7] [ 6] 7 8 9 10 11 [12]\n [11] 12 13 14 15 16 [17] [ 8] 9 10 11 12 13 [14] [13] 14 15 16 17 18 [19]\n [18] 19 20 21 22 23 [24] [15] 16 17 18 19 20 [21] [20] 21 22 23 24 [25][26]\n [25] 26 27 28 29 30 [31] [22] 23 24 25 [26] 27 [28] [27] 28 29 30 31\n [29] 30\n\n```bash\necal XNYS 1 2020\n```\n\n January 2020\n Su Mo Tu We Th Fr Sa\n [ 1] 2 3 [ 4]\n [ 5] 6 7 8 9 10 [11]\n [12] 13 14 15 16 17 [18]\n [19][20] 21 22 23 24 [25]\n [26] 27 28 29 30 31\n\n## Frequently Asked Questions\n\n### **How can I create a new calendar?**\n\nFirst off, make sure the calendar you're after hasn't already been defined; exchange calendars comes with over [50 pre-defined calendars](#Calendars), including major security exchanges.\n\nIf you can't find what you're after, a custom calendar can be created as a subclass of [ExchangeCalendar](exchange_calendars/exchange_calendar.py). [This workflow](.github/pull_request_template.md) describes the process to add a new calendar to `exchange_calendars`. Just follow the relevant parts.\n\nTo access the new calendar via `get_calendar` call either `xcals.register_calendar` or `xcals.register_calendar_type` to register, respectively, a specific calendar instance or a calendar factory (i.e. the subclass).\n\n### **Can I contribute a new calendar to exchange calendars?**\n\nYes please! The workflow can be found [here](.github/pull_request_template.md).\n\n### **`<calendar>` is missing a holiday, has a wrong time, should have a break etc...**\n\n**All** of the exchange calendars are maintained by user contributions. If a calendar you care about needs revising, please open a [PR](https://github.com/gerrymanoim/exchange_calendars/pulls) - that's how this thing works! (Never contributed to a project before and it all seems a bit daunting? Check [this out](https://github.com/firstcontributions/first-contributions/blob/main/README.md) and don't look back!)\n\nYou'll find the workflow to modify an existing calendar [here](.github/pull_request_template.md).\n\n### **What times are considered open and closed?**\n\n`exchange_calendars` attempts to be broadly useful by considering an exchange to be open only during periods of regular trading. During any pre-trading, post-trading or auction period the exchange is treated as closed. An exchange is also treated as closed during any observed lunch break.\n\nSee the [minutes tutorial](docs/tutorials/minutes.ipynb) for a detailed explanation of which minutes an exchange is considered open over. If you previously used `trading_calendars`, or `exchange_calendars` prior to release 3.4, then this is the place to look for answers to questions of how the definition of trading minutes has changed over time (and is now stable and flexible!).\n\n## Calendars\n\n| Exchange | ISO Code | Country | Version Added | Exchange Website (English) |\n|---------------------------------|----------| -------------- |---------------| ------------------------------------------------------------ |\n| New York Stock Exchange | XNYS | USA | 1.0 | https://www.nyse.com/index |\n| CBOE Futures | XCBF | USA | 1.0 | https://markets.cboe.com/us/futures/overview/ |\n| Chicago Mercantile Exchange | CMES | USA | 1.0 | https://www.cmegroup.com/ |\n| ICE US | IEPA | USA | 1.0 | https://www.theice.com/index |\n| Toronto Stock Exchange | XTSE | Canada | 1.0 | https://www.tsx.com/ |\n| BMF Bovespa | BVMF | Brazil | 1.0 | http://www.b3.com.br/en_us/ |\n| London Stock Exchange | XLON | England | 1.0 | https://www.londonstockexchange.com/ |\n| Euronext Amsterdam | XAMS | Netherlands | 1.2 | https://www.euronext.com/en/regulation/amsterdam |\n| Euronext Brussels | XBRU | Belgium | 1.2 | https://www.euronext.com/en/regulation/brussels |\n| Euronext Lisbon | XLIS | Portugal | 1.2 | https://www.euronext.com/en/regulation/lisbon |\n| Euronext Paris | XPAR | France | 1.2 | https://www.euronext.com/en/regulation/paris |\n| Frankfurt Stock Exchange | XFRA | Germany | 1.2 | http://en.boerse-frankfurt.de/ |\n| SIX Swiss Exchange | XSWX | Switzerland | 1.2 | https://www.six-group.com/en/home.html |\n| Tokyo Stock Exchange | XTKS | Japan | 1.2 | https://www.jpx.co.jp/english/ |\n| Australian Securities Exchange | XASX | Australia | 1.3 | https://www.asx.com.au/ |\n| Bolsa de Madrid | XMAD | Spain | 1.3 | https://www.bolsamadrid.es |\n| Borsa Italiana | XMIL | Italy | 1.3 | https://www.borsaitaliana.it |\n| New Zealand Exchange | XNZE | New Zealand | 1.3 | https://www.nzx.com/ |\n| Wiener Borse | XWBO | Austria | 1.3 | https://www.wienerborse.at/en/ |\n| Hong Kong Stock Exchange | XHKG | Hong Kong | 1.3 | https://www.hkex.com.hk/?sc_lang=en |\n| Copenhagen Stock Exchange | XCSE | Denmark | 1.4 | http://www.nasdaqomxnordic.com/ |\n| Helsinki Stock Exchange | XHEL | Finland | 1.4 | http://www.nasdaqomxnordic.com/ |\n| Stockholm Stock Exchange | XSTO | Sweden | 1.4 | http://www.nasdaqomxnordic.com/ |\n| Oslo Stock Exchange | XOSL | Norway | 1.4 | https://www.oslobors.no/ob_eng/ |\n| Irish Stock Exchange | XDUB | Ireland | 1.4 | http://www.ise.ie/ |\n| Bombay Stock Exchange | XBOM | India | 1.5 | https://www.bseindia.com |\n| Singapore Exchange | XSES | Singapore | 1.5 | https://www.sgx.com |\n| Shanghai Stock Exchange | XSHG | China | 1.5 | http://english.sse.com.cn |\n| Korea Exchange | XKRX | South Korea | 1.6 | http://global.krx.co.kr |\n| Iceland Stock Exchange | XICE | Iceland | 1.7 | http://www.nasdaqomxnordic.com/ |\n| Poland Stock Exchange | XWAR | Poland | 1.9 | http://www.gpw.pl |\n| Santiago Stock Exchange | XSGO | Chile | 1.9 | https://www.bolsadesantiago.com/ |\n| Colombia Securities Exchange | XBOG | Colombia | 1.9 | https://www.bvc.com.co/nueva/https://www.bvc.com.co/nueva/ |\n| Mexican Stock Exchange | XMEX | Mexico | 1.9 | https://www.bmv.com.mx |\n| Lima Stock Exchange | XLIM | Peru | 1.9 | https://www.bvl.com.pe |\n| Prague Stock Exchange | XPRA | Czech Republic | 1.9 | https://www.pse.cz/en/ |\n| Budapest Stock Exchange | XBUD | Hungary | 1.10 | https://bse.hu/ |\n| Athens Stock Exchange | ASEX | Greece | 1.10 | http://www.helex.gr/ |\n| Istanbul Stock Exchange | XIST | Turkey | 1.10 | https://www.borsaistanbul.com/en/ |\n| Johannesburg Stock Exchange | XJSE | South Africa | 1.10 | https://www.jse.co.za/z |\n| Malaysia Stock Exchange | XKLS | Malaysia | 1.11 | http://www.bursamalaysia.com/market/ |\n| Moscow Exchange | XMOS | Russia | 1.11 | https://www.moex.com/en/ |\n| Philippine Stock Exchange | XPHS | Philippines | 1.11 | https://www.pse.com.ph/ |\n| Stock Exchange of Thailand | XBKK | Thailand | 1.11 | https://www.set.or.th/set/mainpage.do?language=en&country=US |\n| Indonesia Stock Exchange | XIDX | Indonesia | 1.11 | https://www.idx.co.id/ |\n| Taiwan Stock Exchange Corp. | XTAI | Taiwan | 1.11 | https://www.twse.com.tw/en/ |\n| Buenos Aires Stock Exchange | XBUE | Argentina | 1.11 | https://www.bcba.sba.com.ar/ |\n| Pakistan Stock Exchange | XKAR | Pakistan | 1.11 | https://www.psx.com.pk/ |\n| Xetra | XETR | Germany | 2.1 | https://www.xetra.com/ |\n| Tel Aviv Stock Exchange | XTAE | Israel | 2.1 | https://www.tase.co.il/ |\n| Astana International Exchange | AIXK | Kazakhstan | 3.2 | https://www.aix.kz/ |\n| Bucharest Stock Exchange | XBSE | Romania | 3.2 | https://www.bvb.ro/ |\n| Saudi Stock Exchange | XSAU | Saudi Arabia | 4.2 | https://www.saudiexchange.sa/ |\n\n> Note that exchange calendars are defined by their [ISO-10383](https://www.iso20022.org/10383/iso-10383-market-identifier-codes) market identifier code.\n\n## [`market-prices`](https://github.com/maread99/market_prices)\nMuch of the post v3 development of `exchange_calendars` has been driven by the [`market_prices`](https://github.com/maread99/market_prices) library. Check it out if you like the idea of using `exchange_calendars` to create meaningful OHLCV datasets. It works out-the-box with freely available data!\n\n## Deprecations and Renaming\n\n### Methods renamed in version 4.0.3 and removed in 4.3\n| Previous name | New name |\n| ------------- | -------- |\n| bound_start | bound_min |\n| bound_end | bound_max |\n\n### Methods deprecated in 4.0 and removed in 4.3\n| Deprecated method | Reason |\n| ----------------- | ------ |\n| sessions_closes | use `.closes[start:end]` |\n| sessions_opens | use `.opens[start:end]` |\n\n### Methods with a parameter renamed in 4.0\n| Method\n| ------\n| is_session |\n| is_open_on_minute |\n| minutes_in_range |\n| minutes_window |\n| next_close |\n| next_minute |\n| next_open |\n| previous_close |\n| previous_minute |\n| previous_open |\n| session_break_end |\n| session_break_start |\n| session_close |\n| session_open |\n| sessions_in_range |\n| sessions_window |\n\n### Methods renamed in version 3.4 and removed in 4.0\n| Previous name | New name |\n| ------------- | -------- |\n| all_minutes | minutes |\n| all_minutes_nanos | minutes_nanos |\n| all_sessions | sessions |\n| break_start_and_end_for_session | session_break_start_end |\n| date_to_session_label | date_to_session |\n| first_trading_minute | first_minute |\n| first_trading_session | first_session |\n| has_breaks | sessions_has_break |\n| last_trading_minute | last_minute |\n| last_trading_session | last_session |\n| next_session_label | next_session |\n| open_and_close_for_session | session_open_close |\n| previous_session_label | previous_session |\n| market_break_ends_nanos | break_ends_nanos |\n| market_break_starts_nanos | break_starts_nanos |\n| market_closes_nanos | closes_nanos |\n| market_opens_nanos | opens_nanos |\n| minute_index_to_session_labels | minutes_to_sessions |\n| minute_to_session_label | minute_to_session |\n| minutes_count_for_sessions_in_range | sessions_minutes_count |\n| minutes_for_session | session_minutes |\n| minutes_for_sessions_in_range | sessions_minutes |\n| session_closes_in_range | sessions_closes |\n| session_distance | sessions_distance |\n| session_opens_in_range | sessions_opens |\n\n### Other methods deprecated in 3.4 and removed in 4.0\n| Removed Method\n| -----------------\n| execution_minute_for_session\n| execution_minute_for_sessions_in_range\n| execution_time_from_close\n| execution_time_from_open\n",
"bugtrack_url": null,
"license": " Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. Definitions. \"License\" shall mean the terms and conditions for use, reproduction, and distribution as defined by Sections 1 through 9 of this document. \"Licensor\" shall mean the copyright owner or entity authorized by the copyright owner that is granting the License. \"Legal Entity\" shall mean the union of the acting entity and all other entities that control, are controlled by, or are under common control with that entity. For the purposes of this definition, \"control\" means (i) the power, direct or indirect, to cause the direction or management of such entity, whether by contract or otherwise, or (ii) ownership of fifty percent (50%) or more of the outstanding shares, or (iii) beneficial ownership of such entity. \"You\" (or \"Your\") shall mean an individual or Legal Entity exercising permissions granted by this License. \"Source\" form shall mean the preferred form for making modifications, including but not limited to software source code, documentation source, and configuration files. \"Object\" form shall mean any form resulting from mechanical transformation or translation of a Source form, including but not limited to compiled object code, generated documentation, and conversions to other media types. \"Work\" shall mean the work of authorship, whether in Source or Object form, made available under the License, as indicated by a copyright notice that is included in or attached to the work (an example is provided in the Appendix below). \"Derivative Works\" shall mean any work, whether in Source or Object form, that is based on (or derived from) the Work and for which the editorial revisions, annotations, elaborations, or other modifications represent, as a whole, an original work of authorship. For the purposes of this License, Derivative Works shall not include works that remain separable from, or merely link (or bind by name) to the interfaces of, the Work and Derivative Works thereof. \"Contribution\" shall mean any work of authorship, including the original version of the Work and any modifications or additions to that Work or Derivative Works thereof, that is intentionally submitted to Licensor for inclusion in the Work by the copyright owner or by an individual or Legal Entity authorized to submit on behalf of the copyright owner. For the purposes of this definition, \"submitted\" means any form of electronic, verbal, or written communication sent to the Licensor or its representatives, including but not limited to communication on electronic mailing lists, source code control systems, and issue tracking systems that are managed by, or on behalf of, the Licensor for the purpose of discussing and improving the Work, but excluding communication that is conspicuously marked or otherwise designated in writing by the copyright owner as \"Not a Contribution.\" \"Contributor\" shall mean Licensor and any individual or Legal Entity on behalf of whom a Contribution has been received by Licensor and subsequently incorporated within the Work. 2. Grant of Copyright License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable copyright license to reproduce, prepare Derivative Works of, publicly display, publicly perform, sublicense, and distribute the Work and such Derivative Works in Source or Object form. 3. Grant of Patent License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable (except as stated in this section) patent license to make, have made, use, offer to sell, sell, import, and otherwise transfer the Work, where such license applies only to those patent claims licensable by such Contributor that are necessarily infringed by their Contribution(s) alone or by combination of their Contribution(s) with the Work to which such Contribution(s) was submitted. If You institute patent litigation against any entity (including a cross-claim or counterclaim in a lawsuit) alleging that the Work or a Contribution incorporated within the Work constitutes direct or contributory patent infringement, then any patent licenses granted to You under this License for that Work shall terminate as of the date such litigation is filed. 4. Redistribution. You may reproduce and distribute copies of the Work or Derivative Works thereof in any medium, with or without modifications, and in Source or Object form, provided that You meet the following conditions: (a) You must give any other recipients of the Work or Derivative Works a copy of this License; and (b) You must cause any modified files to carry prominent notices stating that You changed the files; and (c) You must retain, in the Source form of any Derivative Works that You distribute, all copyright, patent, trademark, and attribution notices from the Source form of the Work, excluding those notices that do not pertain to any part of the Derivative Works; and (d) If the Work includes a \"NOTICE\" text file as part of its distribution, then any Derivative Works that You distribute must include a readable copy of the attribution notices contained within such NOTICE file, excluding those notices that do not pertain to any part of the Derivative Works, in at least one of the following places: within a NOTICE text file distributed as part of the Derivative Works; within the Source form or documentation, if provided along with the Derivative Works; or, within a display generated by the Derivative Works, if and wherever such third-party notices normally appear. The contents of the NOTICE file are for informational purposes only and do not modify the License. You may add Your own attribution notices within Derivative Works that You distribute, alongside or as an addendum to the NOTICE text from the Work, provided that such additional attribution notices cannot be construed as modifying the License. You may add Your own copyright statement to Your modifications and may provide additional or different license terms and conditions for use, reproduction, or distribution of Your modifications, or for any such Derivative Works as a whole, provided Your use, reproduction, and distribution of the Work otherwise complies with the conditions stated in this License. 5. Submission of Contributions. Unless You explicitly state otherwise, any Contribution intentionally submitted for inclusion in the Work by You to the Licensor shall be under the terms and conditions of this License, without any additional terms or conditions. Notwithstanding the above, nothing herein shall supersede or modify the terms of any separate license agreement you may have executed with Licensor regarding such Contributions. 6. Trademarks. This License does not grant permission to use the trade names, trademarks, service marks, or product names of the Licensor, except as required for reasonable and customary use in describing the origin of the Work and reproducing the content of the NOTICE file. 7. Disclaimer of Warranty. Unless required by applicable law or agreed to in writing, Licensor provides the Work (and each Contributor provides its Contributions) on an \"AS IS\" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied, including, without limitation, any warranties or conditions of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A PARTICULAR PURPOSE. You are solely responsible for determining the appropriateness of using or redistributing the Work and assume any risks associated with Your exercise of permissions under this License. 8. Limitation of Liability. In no event and under no legal theory, whether in tort (including negligence), contract, or otherwise, unless required by applicable law (such as deliberate and grossly negligent acts) or agreed to in writing, shall any Contributor be liable to You for damages, including any direct, indirect, special, incidental, or consequential damages of any character arising as a result of this License or out of the use or inability to use the Work (including but not limited to damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses), even if such Contributor has been advised of the possibility of such damages. 9. Accepting Warranty or Additional Liability. While redistributing the Work or Derivative Works thereof, You may choose to offer, and charge a fee for, acceptance of support, warranty, indemnity, or other liability obligations and/or rights consistent with this License. However, in accepting such obligations, You may act only on Your own behalf and on Your sole responsibility, not on behalf of any other Contributor, and only if You agree to indemnify, defend, and hold each Contributor harmless for any liability incurred by, or claims asserted against, such Contributor by reason of your accepting any such warranty or additional liability. END OF TERMS AND CONDITIONS APPENDIX: How to apply the Apache License to your work. To apply the Apache License to your work, attach the following boilerplate notice, with the fields enclosed by brackets \"[]\" replaced with your own identifying information. (Don't include the brackets!) The text should be enclosed in the appropriate comment syntax for the file format. We also recommend that a file or class name and description of purpose be included on the same \"printed page\" as the copyright notice for easier identification within third-party archives. Copyright 2018 Quantopian, Inc. Licensed under the Apache License, Version 2.0 (the \"License\"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an \"AS IS\" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. ",
"summary": "Calendars for securities exchanges",
"version": "4.5.3",
"project_urls": {
"Issue Tracker": "https://github.com/gerrymanoim/exchange_calendars/issues",
"Source Code": "https://github.com/gerrymanoim/exchange_calendars",
"documentation": "https://github.com/gerrymanoim/exchange_calendars/tree/master/docs",
"homepage": "https://github.com/gerrymanoim/exchange_calendars"
},
"split_keywords": [
"finance",
"security",
"calendar",
"exchange"
],
"urls": [
{
"comment_text": "",
"digests": {
"blake2b_256": "fa5d5c47adbb22a2c2669139421ce9c9f0b27e9592983dd8b4b0260507aa5d8c",
"md5": "296fce2f7eeadd76a344ef0ae479f014",
"sha256": "f07b8ec6056adc27813fb864d7bcbff9235fa62e9edc5c306e7c1f7e3d32d748"
},
"downloads": -1,
"filename": "exchange_calendars-4.5.3-py3-none-any.whl",
"has_sig": false,
"md5_digest": "296fce2f7eeadd76a344ef0ae479f014",
"packagetype": "bdist_wheel",
"python_version": "py3",
"requires_python": "~=3.9",
"size": 191710,
"upload_time": "2024-02-15T17:42:42",
"upload_time_iso_8601": "2024-02-15T17:42:42.722344Z",
"url": "https://files.pythonhosted.org/packages/fa/5d/5c47adbb22a2c2669139421ce9c9f0b27e9592983dd8b4b0260507aa5d8c/exchange_calendars-4.5.3-py3-none-any.whl",
"yanked": false,
"yanked_reason": null
},
{
"comment_text": "",
"digests": {
"blake2b_256": "c639616cb3b7126141f4ba0a9415255958e1f1462deb41fc81d308f11be6ea5c",
"md5": "6a47a4d7882e37afe4c18e2766e0dc1c",
"sha256": "d4f950cfe62812fc53462379dc88e0b670128d32852d40503edf5320d3097e85"
},
"downloads": -1,
"filename": "exchange_calendars-4.5.3.tar.gz",
"has_sig": false,
"md5_digest": "6a47a4d7882e37afe4c18e2766e0dc1c",
"packagetype": "sdist",
"python_version": "source",
"requires_python": "~=3.9",
"size": 3435065,
"upload_time": "2024-02-15T17:42:45",
"upload_time_iso_8601": "2024-02-15T17:42:45.683990Z",
"url": "https://files.pythonhosted.org/packages/c6/39/616cb3b7126141f4ba0a9415255958e1f1462deb41fc81d308f11be6ea5c/exchange_calendars-4.5.3.tar.gz",
"yanked": false,
"yanked_reason": null
}
],
"upload_time": "2024-02-15 17:42:45",
"github": true,
"gitlab": false,
"bitbucket": false,
"codeberg": false,
"github_user": "gerrymanoim",
"github_project": "exchange_calendars",
"travis_ci": false,
"coveralls": false,
"github_actions": true,
"lcname": "exchange-calendars"
}
