Merge pull request rsheftel#114 from gabglus/gabglus-patch-1

Add TASE Calendar

pandas_market_calendars/exchange_calendar_tase.py

@@ -0,0 +1,122 @@
+from datetime import time
+from pandas import Timestamp
+from pytz import timezone
+from pandas_market_calendars import MarketCalendar
+
+TASEClosedDay = [
+    # 2019
+    Timestamp('2019-03-21', tz='Asia/Jerusalem'),
+    Timestamp('2019-04-09', tz='Asia/Jerusalem'),
+    Timestamp('2019-04-25', tz='Asia/Jerusalem'),
+    Timestamp('2019-04-26', tz='Asia/Jerusalem'),
+    Timestamp('2019-05-08', tz='Asia/Jerusalem'),
+    Timestamp('2019-05-09', tz='Asia/Jerusalem'),
+    Timestamp('2019-06-09', tz='Asia/Jerusalem'),
+    Timestamp('2019-08-11', tz='Asia/Jerusalem'),
+    Timestamp('2019-09-17', tz='Asia/Jerusalem'),
+    Timestamp('2019-09-29', tz='Asia/Jerusalem'),
+    Timestamp('2019-09-30', tz='Asia/Jerusalem'),
+    Timestamp('2019-10-01', tz='Asia/Jerusalem'),
+    Timestamp('2019-10-08', tz='Asia/Jerusalem'),
+    Timestamp('2019-10-09', tz='Asia/Jerusalem'),
+    Timestamp('2019-10-13', tz='Asia/Jerusalem'),
+    Timestamp('2019-10-14', tz='Asia/Jerusalem'),
+    Timestamp('2019-10-20', tz='Asia/Jerusalem'),
+    Timestamp('2019-10-21', tz='Asia/Jerusalem'),
+    # 2020
+    Timestamp('2020-03-02', tz='Asia/Jerusalem'),
+    Timestamp('2020-03-10', tz='Asia/Jerusalem'),
+    Timestamp('2020-04-08', tz='Asia/Jerusalem'),
+    Timestamp('2020-04-09', tz='Asia/Jerusalem'),
+    Timestamp('2020-04-14', tz='Asia/Jerusalem'),
+    Timestamp('2020-04-15', tz='Asia/Jerusalem'),
+    Timestamp('2020-04-28', tz='Asia/Jerusalem'),
+    Timestamp('2020-04-29', tz='Asia/Jerusalem'),
+    Timestamp('2020-05-28', tz='Asia/Jerusalem'),
+    Timestamp('2020-05-29', tz='Asia/Jerusalem'),
+    Timestamp('2020-07-30', tz='Asia/Jerusalem'),
+    Timestamp('2020-09-20', tz='Asia/Jerusalem'),
+    Timestamp('2020-09-27', tz='Asia/Jerusalem'),
+    Timestamp('2020-09-28', tz='Asia/Jerusalem'),
+    # 2021
+    Timestamp('2021-02-26', tz='Asia/Jerusalem'),
+    Timestamp('2021-03-28', tz='Asia/Jerusalem'),
+    Timestamp('2021-04-02', tz='Asia/Jerusalem'),
+    Timestamp('2021-04-14', tz='Asia/Jerusalem'),
+    Timestamp('2021-04-15', tz='Asia/Jerusalem'),
+    Timestamp('2021-05-16', tz='Asia/Jerusalem'),
+    Timestamp('2021-05-17', tz='Asia/Jerusalem'),
+    Timestamp('2021-07-18', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-06', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-07', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-08', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-15', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-16', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-20', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-21', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-27', tz='Asia/Jerusalem'),
+    Timestamp('2021-09-28', tz='Asia/Jerusalem'),
+]
+
+
+class TASEExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for TASE Stock Exchange
+
+    Note these dates are only checked against 2020 and 2021
+    https://info.tase.co.il/Eng/about_tase/corporate/Pages/vacation_schedule.aspx
+
+    Opening times for the regular trading of equities (not including closing auction call)
+    Open Time: 10:00 AM Asia/Jerusalem
+    Close Time: 3:59 PM Asia/Jerusalem
+
+    Daylight Saving Time in Israel comes into effect on the Friday before the last Sunday in March, and lasts until the last Sunday in October.
+    During the Daylight Saving time period the clock will be UTC+3, and for the rest of the year UTC+2.
+
+    Regularly-Observed Holidays (not necessarily in order):
+    - Purim
+    - Passover_I_Eve
+    - Passover_I
+    - Passover_II_Eve
+    - Passover_II
+    - Independence_Day
+    - Yom_HaZikaron
+    - Shavuot_Eve
+    - Shavuot
+    - Tisha_beAv
+    - Jewish_New_Year_Eve
+    - Jewish_New_Year_I
+    - Jewish_New_Year_II
+    - Yom_Kippur_Eve
+    - Yom_Kippur
+    - Sukkoth_Eve
+    - Sukkoth
+    - Simchat_Tora_Eve
+    - Simchat_Tora
+    """
+
+    aliases = ['TASE']
+
+    @property
+    def name(self):
+        return "TASE"
+
+    @property
+    def tz(self):
+        return timezone("Asia/Jerusalem")
+
+    @property
+    def open_time_default(self):
+        return time(10, 0, tzinfo=self.tz)
+
+    @property
+    def close_time_default(self):
+        return time(15, 59, tzinfo=self.tz)
+
+    @property
+    def adhoc_holidays(self):
+        return TASEClosedDay
+
+    @property
+    def weekmask(self):
+        return "Sun Mon Tue Wed Thu"