# # 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. # Useful source for the history of New Zealand public holidays: # Nancy Swarbrick, 'Public holidays', Te Ara - the Encyclopedia of New Zealand # http://www.TeAra.govt.nz/en/public-holidays/print (accessed 22 December 2019) from datetime import time from zoneinfo import ZoneInfo from pandas import Timestamp from pandas.tseries.holiday import ( MO, DateOffset, EasterMonday, GoodFriday, Holiday, next_monday, next_monday_or_tuesday, previous_workday, weekend_to_monday, ) from .common_holidays import anzac_day, boxing_day, christmas, new_years_day from .exchange_calendar import HolidayCalendar, ExchangeCalendar # Prior to 2015, Waitangi Day and Anzac Day are not "Mondayized", # that is, if they occur on the weekend, there is no make-up. MONDAYIZATION_START_DATE = "2015-01-01" # Regular Holidays # ---------------- NewYearsDay = new_years_day(observance=next_monday) DayAfterNewYearsDay = Holiday( "Day after New Year's Day", month=1, day=2, observance=next_monday_or_tuesday, ) WaitangiDayNonMondayized = Holiday( "Waitangi Day", month=2, day=6, end_date=MONDAYIZATION_START_DATE, ) WaitangiDay = Holiday( "Waitangi Day", month=2, day=6, observance=weekend_to_monday, start_date=MONDAYIZATION_START_DATE, ) AnzacDayNonMondayized = anzac_day(end_date=MONDAYIZATION_START_DATE) AnzacDay = anzac_day( observance=weekend_to_monday, start_date=MONDAYIZATION_START_DATE, ) QueensBirthday = Holiday( "Queen's Birthday", month=6, day=1, offset=DateOffset(weekday=MO(1)), ) LabourDay = Holiday( "Labour Day", month=10, day=1, offset=DateOffset(weekday=MO(4)), ) Christmas = christmas(observance=next_monday) BoxingDay = boxing_day(observance=next_monday_or_tuesday) # Early Closes # ------------ BusinessDayPriorToChristmasDay = Holiday( "Business Day prior to Christmas Day", month=12, day=25, observance=previous_workday, start_date="2011-01-01", ) BusinessDayPriorToNewYearsDay = Holiday( "Business Day prior to New Year's Day", month=1, day=1, observance=previous_workday, start_date="2011-01-01", ) # Further ad-hoc holidays and closures sourced from gaps in index series XMAS22DEC86 = Timestamp("1986-12-22") XMAS23DEC86 = Timestamp("1986-12-23") XMAS24DEC86 = Timestamp("1986-12-24") XMAS29DEC86 = Timestamp("1986-12-29") XMAS30DEC86 = Timestamp("1986-12-30") XMAS31DEC86 = Timestamp("1986-12-31") XMAS24DEC90 = Timestamp("1990-12-24") XMAS31DEC90 = Timestamp("1990-12-31") XMAS27DEC91 = Timestamp("1991-12-27") NYDX03JAN92 = Timestamp("1992-01-03") XMAS31DEC99 = Timestamp("1999-12-31") QueenMourning2022 = Timestamp("2022-09-26") # Matariki Day. Is set by Maori Lunar system which fluctuates relative to # Gregorian so no set date each year. # https://www.mbie.govt.nz/business-and-employment/employment-and-skills/employment-legislation-reviews/matariki/matariki-public-holiday/ MatarikiDayDates = {} MatarikiDayDates["2022"] = Timestamp("2022-06-24") MatarikiDayDates["2023"] = Timestamp("2023-07-14") MatarikiDayDates["2024"] = Timestamp("2024-06-28") MatarikiDayDates["2025"] = Timestamp("2025-06-20") MatarikiDayDates["2026"] = Timestamp("2026-07-10") MatarikiDayDates["2027"] = Timestamp("2027-06-25") MatarikiDayDates["2028"] = Timestamp("2028-07-14") MatarikiDayDates["2029"] = Timestamp("2029-07-06") MatarikiDayDates["2030"] = Timestamp("2030-06-21") MatarikiDayDates["2031"] = Timestamp("2031-07-11") MatarikiDayDates["2032"] = Timestamp("2032-07-02") MatarikiDayDates["2033"] = Timestamp("2033-06-24") MatarikiDayDates["2034"] = Timestamp("2034-07-07") MatarikiDayDates["2035"] = Timestamp("2035-06-29") MatarikiDayDates["2036"] = Timestamp("2036-07-21") MatarikiDayDates["2037"] = Timestamp("2037-07-10") MatarikiDayDates["2038"] = Timestamp("2038-06-25") MatarikiDayDates["2039"] = Timestamp("2039-07-15") MatarikiDayDates["2040"] = Timestamp("2040-07-06") MatarikiDayDates["2041"] = Timestamp("2041-07-19") MatarikiDayDates["2042"] = Timestamp("2042-07-11") MatarikiDayDates["2043"] = Timestamp("2043-07-03") MatarikiDayDates["2044"] = Timestamp("2044-06-24") MatarikiDayDates["2045"] = Timestamp("2045-07-07") MatarikiDayDates["2046"] = Timestamp("2046-06-29") MatarikiDayDates["2047"] = Timestamp("2047-07-19") MatarikiDayDates["2048"] = Timestamp("2048-07-03") MatarikiDayDates["2049"] = Timestamp("2049-06-25") class XNZEExchangeCalendar(ExchangeCalendar): """ Exchange calendar for the New Zealand Exchange (NZX). Open Time: 10:00 AM, NZ Close Time: 4:45 PM, NZ Regularly-Observed Holidays: - New Year's Day - Day after New Year's Day - Waitangi Day - Good Friday - Easter Monday - Anzac Day - Queen's Birthday - Labour Day - Christmas - Boxing Day Early Closes: - Business Day prior to Christmas Day - Business Day prior to New Year's Day """ regular_early_close = time(12, 45) name = "XNZE" tz = ZoneInfo("Pacific/Auckland") open_times = ((None, time(10)),) close_times = ((None, time(16, 45)),) @property def regular_holidays(self): return HolidayCalendar( [ NewYearsDay, DayAfterNewYearsDay, WaitangiDayNonMondayized, WaitangiDay, GoodFriday, EasterMonday, AnzacDayNonMondayized, AnzacDay, QueensBirthday, LabourDay, Christmas, BoxingDay, ] ) # add extra ad-hoc holidays @property def adhoc_holidays(self): dates = [ XMAS22DEC86, XMAS23DEC86, XMAS24DEC86, XMAS29DEC86, XMAS30DEC86, XMAS31DEC86, XMAS24DEC90, XMAS31DEC90, XMAS27DEC91, NYDX03JAN92, XMAS31DEC99, QueenMourning2022, ] dates += MatarikiDayDates.values() return dates @property def special_closes(self): return [ ( self.regular_early_close, HolidayCalendar( [BusinessDayPriorToChristmasDay, BusinessDayPriorToNewYearsDay] ), ) ]