Change Log

Updates

1.6.1 (11/3/20)

  • Add trading breaks to the trading_calendars import mirror
  • Fix the CFE calendar for Good Friday #116
  • Renamed XBOM to BSE to avoid conflict with trading_calendars

1.6 (9/14/20)

This is the first version of the merge of this project with the quantopian trading-calendars.

  • Added the trading_calendars.py module that brings in all current and future calendars from the quantopian project
  • All calendars from trading-calendars are now available in pandas_market_calendars

1.5 (8/30/20)

  • Add the is_open_now() function
  • Add TASE calendar from #114
  • Holiday calendar is now cached to improve performance #117

1.4.2 (8/11/20)

  • Fixed for changes to pandas 1.1.0

1.4.1 (7/22/20)

  • Added CME_Bond calendar for bond and interest rate futures
  • Added futures specific items to the documentations along with examples with breaks

1.4 (7/11/20)

  • Add the concept of a break during the trading day. For example this can accommodate Asian markets that have a lunch break, or futures markets that are open 24 hours with a break in the day for trade processing.
  • Added product specific contract calendars for CME futures exchange. First calendars are the CME Agricultural and CME Equity calendars
  • Add ability to set time zone on schedule() function #42
  • Add the Bombay exchange (XBOM) from #96
  • Fixed Christmas holidays in SIX #100

1.3 (4/23/20)

  • Fixes to support Pandas v1.0
  • Remove support for Python 3.4 based on underlying packages removing support for v3.4
  • Added ASXExchangeCalendar from PR #85
  • Fixes to UK holidays in #84

1.2 (10/22/19)

  • Support calendars with valid business days on the weekend (PR #75)
  • Fixed SSE 2019 labour’s day holidays (PR #74)
  • Better JPX calendar support for the time period 1949-2099 (PR #72)
  • Reformat Japan’s Ascension days, removed duplicate days (PR #68)
  • Added German national holidays (PR #77)

1.1 (5/3/19)

  • add JPX Ascension Day holidays for 2019 from PR #64

1.0 (3/26/19)

  • Official move to Python3 only support
  • Version moved to 1.0 as the package has been around and stable long enough to warrant a 1.0

0.22 (3/25/19)

  • Added Shanghai Stock Exchange (SSE) calendar from PR #58
  • Added HKEX calendar from PR #61
  • Fixed tests for pandas v0.24 and higher

0.21 (12/2/18)

  • Added Oslo Stock Exchange (OSE) calendar
  • Added GW Bush Holiday to NYSE calendar from PR #53 and #54

0.20 (7/2/18)

  • Improvements in the internals for how calendars are registered and aliased thanks for PR #45

0.19 (7/2/18)

  • schedule() method no longer raises exception if there are no valid trading days between start_date and end_date, will now return an empty DataFrame

0.18 (6/8/18)

  • Changed NYSE holiday calendar to start 1/1/1900 (was previously 1/1/1970).
  • Fixed an error that schedule() method would fail if the end date was prior to 1993

0.17 (5/24/18)

  • Added SIX (Swiss Exchange) calendar, Pull Request #36

0.16 (5/12/18)

  • Fixed the equinox for Japanese calendar, Pull Request #33
  • Fixed Victoria Day for TSX, issue #34

0.15 (2/23/18)

  • Removed toolz as a required package and removed from the one test that required it
  • Added daily closes on NYSE back to 1928 from PR #30 thanks to @pldrouin

0.14 (1/7/18)

  • Made default open and close times time-zone aware

0.13 (1/5/18)

  • Corrected JPX calendar for issue #22

0.12 (12/10/17)

  • Added new JPX calendar thanks to gabalese from PR #21

0.11 (10/30/17)

  • Corrected the NYSE calendar for Independence Day on Thursday post 2013 to fix #20
  • Added new convert_freq() function to convert a date_range to a lower frequency to fix #19

0.10 (9/12/17)

  • Added open_time_default and close_time_default as abstract property methods to fix #17

0.9 (9/12/17)

  • Fix #12 to Eurex calendar

0.8 (8/24/17)

  • Fix #10 to make merge_schedules work properly for more than 2 markets

0.7 (5/30/17)

  • Fix a couple deprecated imports

0.6 (3/31/17)

  • Added coveralls.io test coverage

0.5 (3/27/17)

  • Added Python2.7 support

0.4

  • Fixed bug #5

0.3

  • Added Eurex calendar

0.2

  • Fix to allow start_date and end_date to be the same in schedule()

0.1

  • Initial version