# # Copyright 2018 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from datetime import time from zoneinfo import ZoneInfo from pandas.tseries.holiday import EasterMonday, GoodFriday, Holiday from .common_holidays import ( boxing_day, christmas, christmas_eve, european_labour_day, new_years_day, new_years_eve, ) from .exchange_calendar import HolidayCalendar, ExchangeCalendar NewYearsDay = new_years_day() LabourDay = european_labour_day() Ferragosto = Holiday("Ferragosto", month=8, day=15) ChristmasEve = christmas_eve() Christmas = christmas() BoxingDay = boxing_day() NewYearsEve = new_years_eve() class XMILExchangeCalendar(ExchangeCalendar): """ Calendar for the Borsa Italiana in Milan, Italy. Open Time: 9:00 AM, CET (Central European Time) Close Time: 5:30 PM, CET (Central European Time) Regularly-Observed Holidays: - New Year's Day - Good Friday - Easter Monday - Labour Day - Ferragosto - Christmas Eve - Christmas Day - Boxing Day - New Year's Eve Early Closes: - None """ name = "XMIL" # Rome is the same timezone as Milan. tz = ZoneInfo("Europe/Rome") open_times = ((None, time(9)),) close_times = ((None, time(17, 30)),) @property def regular_holidays(self): return HolidayCalendar( [ NewYearsDay, GoodFriday, EasterMonday, LabourDay, Ferragosto, ChristmasEve, Christmas, BoxingDay, NewYearsEve, ] )