diff --git a/_sources/calendars.ipynb.txt b/_sources/calendars.ipynb.txt index eb13783..99a61e8 100644 --- a/_sources/calendars.ipynb.txt +++ b/_sources/calendars.ipynb.txt @@ -9,9 +9,11 @@ "The `Calendar` can be built in three ways:\n", "\n", "- using the constructor `Calendar` passing the arguments\n", - "- with the `Calendar.load(name=\"\")` passing the name of a calendar delivered with the package (`B3` or `ANBIMA`)\n", + "- with the `Calendar.load(name=\"\")` passing the name of a calendar delivered with the package (`B3`, `ANBIMA`, `Actual`) or calendars from `pandas_market_calendar` package\n", "- with the `Calendar.load(filename=\"\")` passing a file that describes a valid calendar\n", "\n", + "## Calendars from file\n", + "\n", "The file describing the calendar is a text file with the weekdays and holidays that represents the nonworking days." ] }, @@ -71,6 +73,17 @@ "Calendar.load(filename='Test.cal')" ] }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Predefined Calendars\n", + "\n", + "`bizdays` comes with some predefined calendars: `ANBIMA`, `B3`, `Actual`, that can be directly loaded by its names.\n", + "\n", + "`ANBIMA` is the standard calendar used in the brazilian fixed income markets." + ] + }, { "cell_type": "code", "execution_count": 3, @@ -100,6 +113,287 @@ "cell_type": "markdown", "metadata": {}, "source": [ + "`Actual` is a calendar with no holiday and nonworking days." + ] + }, + { + "cell_type": "code", + "execution_count": 4, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Calendar: Actual\n", + "Start: 1970-01-01\n", + "End: 2071-01-01\n", + "Weekdays: \n", + "Holidays: 0\n", + "Financial: True" + ] + }, + "execution_count": 4, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "Calendar.load(\"Actual\")" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Calendars from `pandas_market_calendars`\n", + "\n", + "The package [`pandas_market_calendars`](https://github.com/rsheftel/pandas_market_calendars) comes with many predefined calendars." + ] + }, + { + "cell_type": "code", + "execution_count": 5, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "['ASX',\n", + " 'BMF',\n", + " 'B3',\n", + " 'BSE',\n", + " 'NSE',\n", + " 'CFE',\n", + " 'CBOE_Futures',\n", + " 'CBOE_Equity_Options',\n", + " 'CBOE_Index_Options',\n", + " 'CME_Equity',\n", + " 'CBOT_Equity',\n", + " 'CME_Agriculture',\n", + " 'CBOT_Agriculture',\n", + " 'COMEX_Agriculture',\n", + " 'NYMEX_Agriculture',\n", + " 'CME_Rate',\n", + " 'CBOT_Rate',\n", + " 'CME_InterestRate',\n", + " 'CBOT_InterestRate',\n", + " 'CME_Bond',\n", + " 'CBOT_Bond',\n", + " 'CMEGlobex_Livestock',\n", + " 'CMEGlobex_Live_Cattle',\n", + " 'CMEGlobex_Feeder_Cattle',\n", + " 'CMEGlobex_Lean_Hog',\n", + " 'CMEGlobex_Port_Cutout',\n", + " 'CME Globex Cryptocurrencies',\n", + " 'CME Globex Crypto',\n", + " 'CMEGlobex_EnergyAndMetals',\n", + " 'CMEGlobex_Energy',\n", + " 'CMEGlobex_CrudeAndRefined',\n", + " 'CMEGlobex_NYHarbor',\n", + " 'CMEGlobex_HO',\n", + " 'HO',\n", + " 'CMEGlobex_Crude',\n", + " 'CMEGlobex_CL',\n", + " 'CL',\n", + " 'CMEGlobex_Gas',\n", + " 'CMEGlobex_RB',\n", + " 'RB',\n", + " 'CMEGlobex_MicroCrude',\n", + " 'CMEGlobex_MCL',\n", + " 'MCL',\n", + " 'CMEGlobex_NatGas',\n", + " 'CMEGlobex_NG',\n", + " 'NG',\n", + " 'CMEGlobex_Dutch_NatGas',\n", + " 'CMEGlobex_TTF',\n", + " 'TTF',\n", + " 'CMEGlobex_LastDay_NatGas',\n", + " 'CMEGlobex_NN',\n", + " 'NN',\n", + " 'CMEGlobex_CarbonOffset',\n", + " 'CMEGlobex_CGO',\n", + " 'CGO',\n", + " 'C-GEO',\n", + " 'CMEGlobex_NGO',\n", + " 'NGO',\n", + " 'CMEGlobex_GEO',\n", + " 'GEO',\n", + " 'CMEGlobex_Metals',\n", + " 'CMEGlobex_PreciousMetals',\n", + " 'CMEGlobex_Gold',\n", + " 'CMEGlobex_GC',\n", + " 'GC',\n", + " 'CMEGlobex_SilverCMEGlobex_SI',\n", + " 'SI',\n", + " 'CMEGlobex_Platinum',\n", + " 'CMEGlobex_PL',\n", + " 'PL',\n", + " 'CMEGlobex_BaseMetals',\n", + " 'CMEGlobex_Copper',\n", + " 'CMEGlobex_HG',\n", + " 'HG',\n", + " 'CMEGlobex_Aluminum',\n", + " 'CMEGlobex_ALI',\n", + " 'ALI',\n", + " 'CMEGlobex_QC',\n", + " 'QC',\n", + " 'CMEGlobex_FerrousMetals',\n", + " 'CMEGlobex_HRC',\n", + " 'HRC',\n", + " 'CMEGlobex_BUS',\n", + " 'BUS',\n", + " 'CMEGlobex_TIO',\n", + " 'TIO',\n", + " 'CME Globex Equity',\n", + " 'CMEGlobex_FX',\n", + " 'CME_FX',\n", + " 'CME_Currency',\n", + " 'CME Globex Fixed Income',\n", + " 'CME Globex Interest Rate Products',\n", + " 'EUREX',\n", + " 'HKEX',\n", + " 'ICE',\n", + " 'ICEUS',\n", + " 'NYFE',\n", + " 'NYSE',\n", + " 'stock',\n", + " 'NASDAQ',\n", + " 'BATS',\n", + " 'DJIA',\n", + " 'DOW',\n", + " 'IEX',\n", + " 'Investors_Exchange',\n", + " 'JPX',\n", + " 'LSE',\n", + " 'OSE',\n", + " 'SIFMAUS',\n", + " 'SIFMA_US',\n", + " 'Capital_Markets_US',\n", + " 'Financial_Markets_US',\n", + " 'Bond_Markets_US',\n", + " 'SIFMAUK',\n", + " 'SIFMA_UK',\n", + " 'Capital_Markets_UK',\n", + " 'Financial_Markets_UK',\n", + " 'Bond_Markets_UK',\n", + " 'SIFMAJP',\n", + " 'SIFMA_JP',\n", + " 'Capital_Markets_JP',\n", + " 'Financial_Markets_JP',\n", + " 'Bond_Markets_JP',\n", + " 'SIX',\n", + " 'SSE',\n", + " 'TASE',\n", + " 'TSX',\n", + " 'TSXV',\n", + " 'AIXK',\n", + " 'ASEX',\n", + " 'BVMF',\n", + " 'CMES',\n", + " 'IEPA',\n", + " 'XAMS',\n", + " 'XASX',\n", + " 'XBKK',\n", + " 'XBOG',\n", + " 'XBOM',\n", + " 'XBRU',\n", + " 'XBSE',\n", + " 'XBUD',\n", + " 'XBUE',\n", + " 'XCBF',\n", + " 'XCSE',\n", + " 'XDUB',\n", + " 'XFRA',\n", + " 'XETR',\n", + " 'XHEL',\n", + " 'XHKG',\n", + " 'XICE',\n", + " 'XIDX',\n", + " 'XIST',\n", + " 'XJSE',\n", + " 'XKAR',\n", + " 'XKLS',\n", + " 'XKRX',\n", + " 'XLIM',\n", + " 'XLIS',\n", + " 'XLON',\n", + " 'XMAD',\n", + " 'XMEX',\n", + " 'XMIL',\n", + " 'XMOS',\n", + " 'XNYS',\n", + " 'XNZE',\n", + " 'XOSL',\n", + " 'XPAR',\n", + " 'XPHS',\n", + " 'XPRA',\n", + " 'XSAU',\n", + " 'XSES',\n", + " 'XSGO',\n", + " 'XSHG',\n", + " 'XSTO',\n", + " 'XSWX',\n", + " 'XTAE',\n", + " 'XTAI',\n", + " 'XTKS',\n", + " 'XTSE',\n", + " 'XWAR',\n", + " 'XWBO',\n", + " 'us_futures',\n", + " '24/7',\n", + " '24/5']" + ] + }, + "execution_count": 5, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "import pandas_market_calendars as mcal\n", + "\n", + "mcal.get_calendar_names()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "These calendars can be loaded in bizdays with the prefix `PMC/` in its name.\n", + "For example, use `PMC/NYSE` to load the NYSE calendar." + ] + }, + { + "cell_type": "code", + "execution_count": 6, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Calendar: PMC/NYSE\n", + "Start: 1885-01-01\n", + "End: 2200-12-25\n", + "Weekdays: Saturday, Sunday\n", + "Holidays: 3552\n", + "Financial: True" + ] + }, + "execution_count": 6, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "Calendar.load(\"PMC/NYSE\")" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Create your own Calendars\n", + "\n", "`Calendar` can be called with no arguments and it returns a calendar without nonworking days." ] }, @@ -241,7 +535,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.11" + "version": "3.10.11" }, "vscode": { "interpreter": { diff --git a/calendars.html b/calendars.html index 0935f8b..f42029a 100644 --- a/calendars.html +++ b/calendars.html @@ -53,6 +53,10 @@

Navigation

  • Quickstart
  • pandas Integration
  • Calendars
  • @@ -100,9 +104,11 @@

    CalendarsCalendar can be built in three ways:

    • using the constructor Calendar passing the arguments

    • -
    • with the Calendar.load(name="<calendar name>") passing the name of a calendar delivered with the package (B3 or ANBIMA)

    • +
    • with the Calendar.load(name="<calendar name>") passing the name of a calendar delivered with the package (B3, ANBIMA, Actual) or calendars from pandas_market_calendar package

    • with the Calendar.load(filename="<calendar filename>") passing a file that describes a valid calendar

    +
    +

    Calendars from file

    The file describing the calendar is a text file with the weekdays and holidays that represents the nonworking days.

    [1]:
    @@ -150,6 +156,11 @@ 

    Calendars +

    Predefined Calendars

    +

    bizdays comes with some predefined calendars: ANBIMA, B3, Actual, that can be directly loaded by its names.

    +

    ANBIMA is the standard calendar used in the brazilian fixed income markets.

    +
    +

    Calendars from pandas_market_calendars

    +

    The package `pandas_market_calendars <https://github.com/rsheftel/pandas_market_calendars>`__ comes with many predefined calendars.

    +
    +
    [5]:
    +
    +
    +
    import pandas_market_calendars as mcal
    +
    +mcal.get_calendar_names()
    +
    +
    +
    +
    +
    [5]:
    +
    +
    +
    +
    +['ASX',
    + 'BMF',
    + 'B3',
    + 'BSE',
    + 'NSE',
    + 'CFE',
    + 'CBOE_Futures',
    + 'CBOE_Equity_Options',
    + 'CBOE_Index_Options',
    + 'CME_Equity',
    + 'CBOT_Equity',
    + 'CME_Agriculture',
    + 'CBOT_Agriculture',
    + 'COMEX_Agriculture',
    + 'NYMEX_Agriculture',
    + 'CME_Rate',
    + 'CBOT_Rate',
    + 'CME_InterestRate',
    + 'CBOT_InterestRate',
    + 'CME_Bond',
    + 'CBOT_Bond',
    + 'CMEGlobex_Livestock',
    + 'CMEGlobex_Live_Cattle',
    + 'CMEGlobex_Feeder_Cattle',
    + 'CMEGlobex_Lean_Hog',
    + 'CMEGlobex_Port_Cutout',
    + 'CME Globex Cryptocurrencies',
    + 'CME Globex Crypto',
    + 'CMEGlobex_EnergyAndMetals',
    + 'CMEGlobex_Energy',
    + 'CMEGlobex_CrudeAndRefined',
    + 'CMEGlobex_NYHarbor',
    + 'CMEGlobex_HO',
    + 'HO',
    + 'CMEGlobex_Crude',
    + 'CMEGlobex_CL',
    + 'CL',
    + 'CMEGlobex_Gas',
    + 'CMEGlobex_RB',
    + 'RB',
    + 'CMEGlobex_MicroCrude',
    + 'CMEGlobex_MCL',
    + 'MCL',
    + 'CMEGlobex_NatGas',
    + 'CMEGlobex_NG',
    + 'NG',
    + 'CMEGlobex_Dutch_NatGas',
    + 'CMEGlobex_TTF',
    + 'TTF',
    + 'CMEGlobex_LastDay_NatGas',
    + 'CMEGlobex_NN',
    + 'NN',
    + 'CMEGlobex_CarbonOffset',
    + 'CMEGlobex_CGO',
    + 'CGO',
    + 'C-GEO',
    + 'CMEGlobex_NGO',
    + 'NGO',
    + 'CMEGlobex_GEO',
    + 'GEO',
    + 'CMEGlobex_Metals',
    + 'CMEGlobex_PreciousMetals',
    + 'CMEGlobex_Gold',
    + 'CMEGlobex_GC',
    + 'GC',
    + 'CMEGlobex_SilverCMEGlobex_SI',
    + 'SI',
    + 'CMEGlobex_Platinum',
    + 'CMEGlobex_PL',
    + 'PL',
    + 'CMEGlobex_BaseMetals',
    + 'CMEGlobex_Copper',
    + 'CMEGlobex_HG',
    + 'HG',
    + 'CMEGlobex_Aluminum',
    + 'CMEGlobex_ALI',
    + 'ALI',
    + 'CMEGlobex_QC',
    + 'QC',
    + 'CMEGlobex_FerrousMetals',
    + 'CMEGlobex_HRC',
    + 'HRC',
    + 'CMEGlobex_BUS',
    + 'BUS',
    + 'CMEGlobex_TIO',
    + 'TIO',
    + 'CME Globex Equity',
    + 'CMEGlobex_FX',
    + 'CME_FX',
    + 'CME_Currency',
    + 'CME Globex Fixed Income',
    + 'CME Globex Interest Rate Products',
    + 'EUREX',
    + 'HKEX',
    + 'ICE',
    + 'ICEUS',
    + 'NYFE',
    + 'NYSE',
    + 'stock',
    + 'NASDAQ',
    + 'BATS',
    + 'DJIA',
    + 'DOW',
    + 'IEX',
    + 'Investors_Exchange',
    + 'JPX',
    + 'LSE',
    + 'OSE',
    + 'SIFMAUS',
    + 'SIFMA_US',
    + 'Capital_Markets_US',
    + 'Financial_Markets_US',
    + 'Bond_Markets_US',
    + 'SIFMAUK',
    + 'SIFMA_UK',
    + 'Capital_Markets_UK',
    + 'Financial_Markets_UK',
    + 'Bond_Markets_UK',
    + 'SIFMAJP',
    + 'SIFMA_JP',
    + 'Capital_Markets_JP',
    + 'Financial_Markets_JP',
    + 'Bond_Markets_JP',
    + 'SIX',
    + 'SSE',
    + 'TASE',
    + 'TSX',
    + 'TSXV',
    + 'AIXK',
    + 'ASEX',
    + 'BVMF',
    + 'CMES',
    + 'IEPA',
    + 'XAMS',
    + 'XASX',
    + 'XBKK',
    + 'XBOG',
    + 'XBOM',
    + 'XBRU',
    + 'XBSE',
    + 'XBUD',
    + 'XBUE',
    + 'XCBF',
    + 'XCSE',
    + 'XDUB',
    + 'XFRA',
    + 'XETR',
    + 'XHEL',
    + 'XHKG',
    + 'XICE',
    + 'XIDX',
    + 'XIST',
    + 'XJSE',
    + 'XKAR',
    + 'XKLS',
    + 'XKRX',
    + 'XLIM',
    + 'XLIS',
    + 'XLON',
    + 'XMAD',
    + 'XMEX',
    + 'XMIL',
    + 'XMOS',
    + 'XNYS',
    + 'XNZE',
    + 'XOSL',
    + 'XPAR',
    + 'XPHS',
    + 'XPRA',
    + 'XSAU',
    + 'XSES',
    + 'XSGO',
    + 'XSHG',
    + 'XSTO',
    + 'XSWX',
    + 'XTAE',
    + 'XTAI',
    + 'XTKS',
    + 'XTSE',
    + 'XWAR',
    + 'XWBO',
    + 'us_futures',
    + '24/7',
    + '24/5']
    +
    +
    +

    These calendars can be loaded in bizdays with the prefix PMC/ in its name. For example, use PMC/NYSE to load the NYSE calendar.

    +
    +
    [6]:
    +
    +
    +
    Calendar.load("PMC/NYSE")
    +
    +
    +
    +
    +
    [6]:
    +
    +
    +
    +
    +Calendar: PMC/NYSE
    +Start: 1885-01-01
    +End: 2200-12-25
    +Weekdays: Saturday, Sunday
    +Holidays: 3552
    +Financial: True
    +
    +
    +
    +
    +

    Create your own Calendars

    Calendar can be called with no arguments and it returns a calendar without nonworking days.

    [4]:
    @@ -218,6 +484,7 @@ 

    Calendars

    Financial Calendars

    bizdays was designed to be used with financial calculations, for this reason all calendars are financial by default.

    diff --git a/calendars.ipynb b/calendars.ipynb index eb13783..99a61e8 100644 --- a/calendars.ipynb +++ b/calendars.ipynb @@ -9,9 +9,11 @@ "The `Calendar` can be built in three ways:\n", "\n", "- using the constructor `Calendar` passing the arguments\n", - "- with the `Calendar.load(name=\"\")` passing the name of a calendar delivered with the package (`B3` or `ANBIMA`)\n", + "- with the `Calendar.load(name=\"\")` passing the name of a calendar delivered with the package (`B3`, `ANBIMA`, `Actual`) or calendars from `pandas_market_calendar` package\n", "- with the `Calendar.load(filename=\"\")` passing a file that describes a valid calendar\n", "\n", + "## Calendars from file\n", + "\n", "The file describing the calendar is a text file with the weekdays and holidays that represents the nonworking days." ] }, @@ -71,6 +73,17 @@ "Calendar.load(filename='Test.cal')" ] }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Predefined Calendars\n", + "\n", + "`bizdays` comes with some predefined calendars: `ANBIMA`, `B3`, `Actual`, that can be directly loaded by its names.\n", + "\n", + "`ANBIMA` is the standard calendar used in the brazilian fixed income markets." + ] + }, { "cell_type": "code", "execution_count": 3, @@ -100,6 +113,287 @@ "cell_type": "markdown", "metadata": {}, "source": [ + "`Actual` is a calendar with no holiday and nonworking days." + ] + }, + { + "cell_type": "code", + "execution_count": 4, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Calendar: Actual\n", + "Start: 1970-01-01\n", + "End: 2071-01-01\n", + "Weekdays: \n", + "Holidays: 0\n", + "Financial: True" + ] + }, + "execution_count": 4, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "Calendar.load(\"Actual\")" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Calendars from `pandas_market_calendars`\n", + "\n", + "The package [`pandas_market_calendars`](https://github.com/rsheftel/pandas_market_calendars) comes with many predefined calendars." + ] + }, + { + "cell_type": "code", + "execution_count": 5, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "['ASX',\n", + " 'BMF',\n", + " 'B3',\n", + " 'BSE',\n", + " 'NSE',\n", + " 'CFE',\n", + " 'CBOE_Futures',\n", + " 'CBOE_Equity_Options',\n", + " 'CBOE_Index_Options',\n", + " 'CME_Equity',\n", + " 'CBOT_Equity',\n", + " 'CME_Agriculture',\n", + " 'CBOT_Agriculture',\n", + " 'COMEX_Agriculture',\n", + " 'NYMEX_Agriculture',\n", + " 'CME_Rate',\n", + " 'CBOT_Rate',\n", + " 'CME_InterestRate',\n", + " 'CBOT_InterestRate',\n", + " 'CME_Bond',\n", + " 'CBOT_Bond',\n", + " 'CMEGlobex_Livestock',\n", + " 'CMEGlobex_Live_Cattle',\n", + " 'CMEGlobex_Feeder_Cattle',\n", + " 'CMEGlobex_Lean_Hog',\n", + " 'CMEGlobex_Port_Cutout',\n", + " 'CME Globex Cryptocurrencies',\n", + " 'CME Globex Crypto',\n", + " 'CMEGlobex_EnergyAndMetals',\n", + " 'CMEGlobex_Energy',\n", + " 'CMEGlobex_CrudeAndRefined',\n", + " 'CMEGlobex_NYHarbor',\n", + " 'CMEGlobex_HO',\n", + " 'HO',\n", + " 'CMEGlobex_Crude',\n", + " 'CMEGlobex_CL',\n", + " 'CL',\n", + " 'CMEGlobex_Gas',\n", + " 'CMEGlobex_RB',\n", + " 'RB',\n", + " 'CMEGlobex_MicroCrude',\n", + " 'CMEGlobex_MCL',\n", + " 'MCL',\n", + " 'CMEGlobex_NatGas',\n", + " 'CMEGlobex_NG',\n", + " 'NG',\n", + " 'CMEGlobex_Dutch_NatGas',\n", + " 'CMEGlobex_TTF',\n", + " 'TTF',\n", + " 'CMEGlobex_LastDay_NatGas',\n", + " 'CMEGlobex_NN',\n", + " 'NN',\n", + " 'CMEGlobex_CarbonOffset',\n", + " 'CMEGlobex_CGO',\n", + " 'CGO',\n", + " 'C-GEO',\n", + " 'CMEGlobex_NGO',\n", + " 'NGO',\n", + " 'CMEGlobex_GEO',\n", + " 'GEO',\n", + " 'CMEGlobex_Metals',\n", + " 'CMEGlobex_PreciousMetals',\n", + " 'CMEGlobex_Gold',\n", + " 'CMEGlobex_GC',\n", + " 'GC',\n", + " 'CMEGlobex_SilverCMEGlobex_SI',\n", + " 'SI',\n", + " 'CMEGlobex_Platinum',\n", + " 'CMEGlobex_PL',\n", + " 'PL',\n", + " 'CMEGlobex_BaseMetals',\n", + " 'CMEGlobex_Copper',\n", + " 'CMEGlobex_HG',\n", + " 'HG',\n", + " 'CMEGlobex_Aluminum',\n", + " 'CMEGlobex_ALI',\n", + " 'ALI',\n", + " 'CMEGlobex_QC',\n", + " 'QC',\n", + " 'CMEGlobex_FerrousMetals',\n", + " 'CMEGlobex_HRC',\n", + " 'HRC',\n", + " 'CMEGlobex_BUS',\n", + " 'BUS',\n", + " 'CMEGlobex_TIO',\n", + " 'TIO',\n", + " 'CME Globex Equity',\n", + " 'CMEGlobex_FX',\n", + " 'CME_FX',\n", + " 'CME_Currency',\n", + " 'CME Globex Fixed Income',\n", + " 'CME Globex Interest Rate Products',\n", + " 'EUREX',\n", + " 'HKEX',\n", + " 'ICE',\n", + " 'ICEUS',\n", + " 'NYFE',\n", + " 'NYSE',\n", + " 'stock',\n", + " 'NASDAQ',\n", + " 'BATS',\n", + " 'DJIA',\n", + " 'DOW',\n", + " 'IEX',\n", + " 'Investors_Exchange',\n", + " 'JPX',\n", + " 'LSE',\n", + " 'OSE',\n", + " 'SIFMAUS',\n", + " 'SIFMA_US',\n", + " 'Capital_Markets_US',\n", + " 'Financial_Markets_US',\n", + " 'Bond_Markets_US',\n", + " 'SIFMAUK',\n", + " 'SIFMA_UK',\n", + " 'Capital_Markets_UK',\n", + " 'Financial_Markets_UK',\n", + " 'Bond_Markets_UK',\n", + " 'SIFMAJP',\n", + " 'SIFMA_JP',\n", + " 'Capital_Markets_JP',\n", + " 'Financial_Markets_JP',\n", + " 'Bond_Markets_JP',\n", + " 'SIX',\n", + " 'SSE',\n", + " 'TASE',\n", + " 'TSX',\n", + " 'TSXV',\n", + " 'AIXK',\n", + " 'ASEX',\n", + " 'BVMF',\n", + " 'CMES',\n", + " 'IEPA',\n", + " 'XAMS',\n", + " 'XASX',\n", + " 'XBKK',\n", + " 'XBOG',\n", + " 'XBOM',\n", + " 'XBRU',\n", + " 'XBSE',\n", + " 'XBUD',\n", + " 'XBUE',\n", + " 'XCBF',\n", + " 'XCSE',\n", + " 'XDUB',\n", + " 'XFRA',\n", + " 'XETR',\n", + " 'XHEL',\n", + " 'XHKG',\n", + " 'XICE',\n", + " 'XIDX',\n", + " 'XIST',\n", + " 'XJSE',\n", + " 'XKAR',\n", + " 'XKLS',\n", + " 'XKRX',\n", + " 'XLIM',\n", + " 'XLIS',\n", + " 'XLON',\n", + " 'XMAD',\n", + " 'XMEX',\n", + " 'XMIL',\n", + " 'XMOS',\n", + " 'XNYS',\n", + " 'XNZE',\n", + " 'XOSL',\n", + " 'XPAR',\n", + " 'XPHS',\n", + " 'XPRA',\n", + " 'XSAU',\n", + " 'XSES',\n", + " 'XSGO',\n", + " 'XSHG',\n", + " 'XSTO',\n", + " 'XSWX',\n", + " 'XTAE',\n", + " 'XTAI',\n", + " 'XTKS',\n", + " 'XTSE',\n", + " 'XWAR',\n", + " 'XWBO',\n", + " 'us_futures',\n", + " '24/7',\n", + " '24/5']" + ] + }, + "execution_count": 5, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "import pandas_market_calendars as mcal\n", + "\n", + "mcal.get_calendar_names()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "These calendars can be loaded in bizdays with the prefix `PMC/` in its name.\n", + "For example, use `PMC/NYSE` to load the NYSE calendar." + ] + }, + { + "cell_type": "code", + "execution_count": 6, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Calendar: PMC/NYSE\n", + "Start: 1885-01-01\n", + "End: 2200-12-25\n", + "Weekdays: Saturday, Sunday\n", + "Holidays: 3552\n", + "Financial: True" + ] + }, + "execution_count": 6, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "Calendar.load(\"PMC/NYSE\")" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Create your own Calendars\n", + "\n", "`Calendar` can be called with no arguments and it returns a calendar without nonworking days." ] }, @@ -241,7 +535,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.11" + "version": "3.10.11" }, "vscode": { "interpreter": { diff --git a/index.html b/index.html index 56f0cdf..59d5eee 100644 --- a/index.html +++ b/index.html @@ -127,6 +127,10 @@

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