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