ilgaz/Time-Series-Analysis
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

some new features

Browse Source
This commit is contained in:
ilgazca
2025-07-30 18:53:50 +03:00
parent 8019bd3b7c
commit 079804a0fc
2118 changed files with 297840 additions and 502 deletions
Download Patch File Download Diff File Expand all files Collapse all files

287
.venv/lib/python3.12/site-packages/holidays/financial/ny_stock_exchange.py Normal file
View File

@ -0,0 +1,287 @@
# holidays
# --------
# A fast, efficient Python library for generating country, province and state
# specific sets of holidays on the fly. It aims to make determining whether a
# specific date is a holiday as fast and flexible as possible.
#
# Authors: Vacanza Team and individual contributors (see CONTRIBUTORS file)
# dr-prodigy <dr.prodigy.github@gmail.com> (c) 2017-2023
# ryanss <ryanssdev@icloud.com> (c) 2014-2017
# Website: https://github.com/vacanza/holidays
# License: MIT (see LICENSE file)
from datetime import date
from holidays.calendars.gregorian import (
JAN,
FEB,
MAR,
APR,
MAY,
JUN,
JUL,
AUG,
SEP,
OCT,
NOV,
DEC,
_timedelta,
)
from holidays.groups import ChristianHolidays, InternationalHolidays, StaticHolidays
from holidays.observed_holiday_base import ObservedHolidayBase, SAT_TO_PREV_FRI, SUN_TO_NEXT_MON
class NewYorkStockExchange(
ObservedHolidayBase, ChristianHolidays, InternationalHolidays, StaticHolidays
):
"""New York Stock Exchange holidays.
References:
* <https://web.archive.org/web/20240118104341/https://www.nyse.com/publicdocs/nyse/regulation/nyse/NYSE_Rules.pdf>
Historical data:
* <https://web.archive.org/web/20221206064307/https://s3.amazonaws.com/armstrongeconomics-wp/2013/07/NYSE-Closings.pdf>
* <https://web.archive.org/web/20211101162021/https://www.nyse.com/markets/hours-calendars>
"""
market = "XNYS"
observed_label = "%s (observed)"
start_year = 1863
def __init__(self, *args, **kwargs):
ChristianHolidays.__init__(self)
InternationalHolidays.__init__(self)
StaticHolidays.__init__(self, NewYorkStockExchangeStaticHolidays)
kwargs.setdefault("observed_rule", SAT_TO_PREV_FRI + SUN_TO_NEXT_MON)
super().__init__(*args, **kwargs)
def _populate_public_holidays(self):
# New Year's Day.
name = "New Year's Day"
self._move_holiday(self._add_new_years_day(name))
# MLK, 3rd Monday of January.
if self._year >= 1998:
self._add_holiday_3rd_mon_of_jan("Martin Luther King Jr. Day")
# LINCOLN BIRTHDAY: observed 1896 - 1953 and 1968, Feb 12 (observed)
if 1896 <= self._year <= 1953 or self._year == 1968:
self._move_holiday(self._add_holiday_feb_12("Lincoln's Birthday"))
# WASHINGTON'S BIRTHDAY: Feb 22 (obs) until 1971, then 3rd Mon of Feb
name = "Washington's Birthday"
if self._year <= 1970:
self._move_holiday(self._add_holiday_feb_22(name))
else:
self._add_holiday_3rd_mon_of_feb(name)
# GOOD FRIDAY - closed every year except 1898, 1906, and 1907
if self._year not in {1898, 1906, 1907}:
self._add_good_friday("Good Friday")
# MEM DAY (May 30) - closed every year since 1873
# last Mon in May since 1971
if self._year >= 1873:
name = "Memorial Day"
if self._year <= 1970:
self._move_holiday(self._add_holiday_may_30(name))
else:
self._add_holiday_last_mon_of_may(name)
# FLAG DAY: June 14th 1916 - 1953
if 1916 <= self._year <= 1953:
self._move_holiday(self._add_holiday_jun_14("Flag Day"))
# JUNETEENTH: since 2022
if self._year >= 2022:
self._move_holiday(self._add_holiday_jun_19("Juneteenth National Independence Day"))
# INDEPENDENCE DAY (July 4) - history suggests closed every year
self._move_holiday(self._add_holiday_jul_4("Independence Day"))
# LABOR DAY - first mon in Sept, since 1887
if self._year >= 1887:
self._add_holiday_1st_mon_of_sep("Labor Day")
# COLUMBUS DAY/INDIGENOUS PPL DAY: Oct 12 - closed 1909-1953
if 1909 <= self._year <= 1953:
self._move_holiday(self._add_columbus_day("Columbus Day"))
# ELECTION DAY: Tuesday after first Monday in November (2 U.S. Code §7)
# closed until 1969, then closed pres years 1972-80
if self._year <= 1968 or self._year in {1972, 1976, 1980}:
self._add_holiday_1_day_past_1st_mon_of_nov("Election Day")
# VETERAN'S DAY: Nov 11 - closed 1918, 1921, 1934-1953
if self._year in {1918, 1921} or 1934 <= self._year <= 1953:
self._move_holiday(self._add_remembrance_day("Veteran's Day"))
# THXGIVING DAY: 4th Thurs in Nov - closed every year
self._add_holiday_4th_thu_of_nov("Thanksgiving Day")
# XMAS DAY: Dec 25th - every year
self._move_holiday(self._add_christmas_day("Christmas Day"))
# Special holidays.
if self._year == 1914:
# Beginning of WWI.
begin = date(self._year, JUL, 31)
end = date(self._year, NOV, 27)
for dt in (_timedelta(begin, n) for n in range((end - begin).days + 1)):
if self._is_weekend(dt) or dt in self:
continue
self._add_holiday("World War I", dt)
elif self._year == 1968:
begin = date(self._year, JUN, 12)
end = date(self._year, DEC, 24)
# Wednesday special holiday.
for dt in (_timedelta(begin, n) for n in range(0, (end - begin).days + 1, 7)):
self._add_holiday("Paper Crisis", dt)
class XNYS(NewYorkStockExchange):
pass
class NYSE(NewYorkStockExchange):
pass
class NewYorkStockExchangeStaticHolidays:
"""New York Stock Exchange special holidays.
References:
* <https://web.archive.org/web/20250421093104/https://guides.loc.gov/presidents-portraits/chronological>
* <https://web.archive.org/web/20250208135423/https://www.presidency.ucsb.edu/documents/proclamation-3561-national-day-mourning-for-president-kennedy>
"""
# Blizzard of 1888.
name_blizard_1888 = "Blizzard of 1888"
# Centennial of George Washington's Inauguration.
name_george_washington_centennial = "Centennial of George Washington's Inauguration"
# Columbian Celebration.
name_columbian_celebration = "Columbian Celebration"
# Heatless Day.
name_heatless_day = "Heatless Day"
# Catch Up Day.
name_catch_up_day = "Catch Up Day"
# Special Bank Holiday.
name_special_bank_holiday = "Special Bank Holiday"
# V-J Day (WWII).
name_vj_day_wwii = "V-J Day (WWII)"
# Christmas Eve.
name_christmas_eve = "Christmas Eve"
# Closed for Sept 11, 2001 Attacks.
name_sept11_attacks = "Closed for Sept 11, 2001 Attacks"
# Hurricane Sandy.
name_hurricane_sandy = "Hurricane Sandy"
special_public_holidays = {
1888: (
(MAR, 12, name_blizard_1888),
(MAR, 13, name_blizard_1888),
(NOV, 30, "Thanksgiving Friday 1888"),
),
1889: (
(APR, 29, name_george_washington_centennial),
(APR, 30, name_george_washington_centennial),
(MAY, 1, name_george_washington_centennial),
),
1892: (
(OCT, 12, name_columbian_celebration),
(OCT, 21, name_columbian_celebration),
),
1893: (APR, 27, name_columbian_celebration),
1897: (APR, 27, "Grant's Birthday"),
1898: (MAY, 4, "Charter Day"),
1899: (
(MAY, 29, "Monday before Decoration Day"),
(JUL, 3, "Monday before Independence Day"),
(SEP, 29, "Admiral Dewey Celebration"),
),
1900: (DEC, 24, name_christmas_eve),
1901: (
(JUL, 5, "Friday after Independence Day"),
(SEP, 19, "National Day of Mourning for President WIlliam McKinley"),
),
1903: (APR, 22, "Opening of new NYSE building"),
1917: (JUN, 5, "Draft Registration Day"),
1918: (
(JAN, 28, name_heatless_day),
(FEB, 4, name_heatless_day),
(FEB, 11, name_heatless_day),
(SEP, 12, "Draft Registration Day"),
(NOV, 11, "Armistice Day"),
),
1919: (
(MAR, 25, "Homecoming Day for 27th Division"),
(MAY, 6, "Parade Day for 77th Division"),
(SEP, 10, "Return of General Pershing"),
),
1923: (
(AUG, 3, "Death of President Warren G. Harding"),
(AUG, 10, "National Day of Mourning for President Warren G. Harding"),
),
1927: (JUN, 13, "Parade for Colonel Charles Lindbergh"),
1929: (
(NOV, 1, name_catch_up_day),
(NOV, 29, name_catch_up_day),
),
1933: (
(MAR, 6, name_special_bank_holiday),
(MAR, 7, name_special_bank_holiday),
(MAR, 8, name_special_bank_holiday),
(MAR, 9, name_special_bank_holiday),
(MAR, 10, name_special_bank_holiday),
(MAR, 13, name_special_bank_holiday),
(MAR, 14, name_special_bank_holiday),
),
1945: (
(AUG, 15, name_vj_day_wwii),
(AUG, 16, name_vj_day_wwii),
(DEC, 24, name_christmas_eve),
),
1954: (DEC, 24, name_christmas_eve),
1956: (DEC, 24, name_christmas_eve),
1958: (DEC, 26, "Day after Christmas"),
1961: (MAY, 29, "Day before Decoration Day"),
1963: (NOV, 25, "National Day of Mourning for President John F. Kennedy"),
1965: (DEC, 24, name_christmas_eve),
1968: (
(APR, 9, "National Day of Mourning for Martin Luther King Jr."),
(JUL, 5, "Day after Independence Day"),
),
1969: (
(FEB, 10, "Heavy Snow"),
(MAR, 31, "National Day of Mourning for former President Dwight D. Eisenhower"),
(JUL, 21, "National Participation in Lunar Exploration"),
),
1972: (DEC, 28, "National Day of Mourning for former President Harry S. Truman"),
1973: (JAN, 25, "National Day of Mourning for former President Lyndon B. Johnson"),
1977: (JUL, 14, "Blackout in New York City"),
1985: (SEP, 27, "Hurricane Gloria"),
1994: (APR, 27, "National Day of Mourning for former President Richard M. Nixon"),
2001: (
(SEP, 11, name_sept11_attacks),
(SEP, 12, name_sept11_attacks),
(SEP, 13, name_sept11_attacks),
(SEP, 14, name_sept11_attacks),
),
2004: (JUN, 11, "National Day of Mourning for former President Ronald Reagan"),
2007: (JAN, 2, "National Day of Mourning for former President Gerald R. Ford"),
2012: (
(OCT, 29, name_hurricane_sandy),
(OCT, 30, name_hurricane_sandy),
),
2018: (DEC, 5, "National Day of Mourning for former President George H. W. Bush"),
2025: (JAN, 9, "National Day of Mourning for former President Jimmy Carter"),
}