MoFin/venv/lib/python3.12/site-packages/exchange_calendars/exchange_calendar_bvmf.py

#
# 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

import pandas as pd
from pandas.tseries.holiday import (
    Day,
    Easter,
    GoodFriday,
    Holiday,
    previous_friday,
)

from .common_holidays import corpus_christi
from .exchange_calendar import HolidayCalendar, ExchangeCalendar

# Universal Confraternization (new years day)
ConfUniversal = Holiday(
    "Dia da Confraternizacao Universal",
    month=1,
    day=1,
)
# Sao Paulo city birthday
AniversarioSaoPaulo = Holiday(
    "Aniversario de Sao Paulo",
    month=1,
    day=25,
    # in 2022, BVMF was opened on this day
    end_date="2022-01-01",
)
# Carnival Monday
CarnavalSegunda = Holiday(
    "Carnaval Segunda", month=1, day=1, offset=[Easter(), Day(-48)]
)
# Carnival Tuesday
CarnavalTerca = Holiday("Carnaval Terca", month=1, day=1, offset=[Easter(), Day(-47)])
# Ash Wednesday (short day)
QuartaCinzas = Holiday(
    "Quarta Cinzas",
    month=1,
    day=1,
    offset=[Easter(), Day(-46)],
    start_date="2016-01-01",
)
# Good Friday
SextaPaixao = GoodFriday
# Feast of the Most Holy Body of Christ
CorpusChristi = corpus_christi()
# Tiradentes Memorial
Tiradentes = Holiday(
    "Tiradentes",
    month=4,
    day=21,
)
# Labor Day
DiaTrabalho = Holiday(
    "Dia Trabalho",
    month=5,
    day=1,
)
# Constitutionalist Revolution
Constitucionalista_prepandemic = Holiday(
    "Constitucionalista pre-pandemia",
    month=7,
    day=9,
    start_date="1998-01-01",
    end_date="2020-01-01",
)
Constitucionalista_pospandemic = Holiday(
    "Constitucionalista pos-pandemia",
    month=7,
    day=9,
    start_date="2021-01-01",
    end_date="2022-01-01",
)
# Independence Day
Independencia = Holiday(
    "Independencia",
    month=9,
    day=7,
)
# Our Lady of Aparecida
Aparecida = Holiday(
    "Nossa Senhora de Aparecida",
    month=10,
    day=12,
)
# All Souls' Day
Finados = Holiday(
    "Dia dos Finados",
    month=11,
    day=2,
)
# Proclamation of the Republic
ProclamacaoRepublica = Holiday(
    "Proclamacao da Republica",
    month=11,
    day=15,
)
# Day of Black Awareness
ConscienciaNegra = Holiday(
    "Dia da Consciencia Negra",
    month=11,
    day=20,
    start_date="2004-01-01",
    end_date="2020-01-01",
)
# Day of Black Awareness is now a national holiday, starting 2024
ConscienciaNegraNacional = Holiday(
    "Dia Nacional de Zumbi e da Consciencia Negra",
    month=11,
    day=20,
    start_date="2024-01-01",
)
# Christmas Eve
VesperaNatal = Holiday(
    "Vespera Natal",
    month=12,
    day=24,
)
# Christmas
Natal = Holiday(
    "Natal",
    month=12,
    day=25,
)
# New Year's Eve
AnoNovo = Holiday(
    "Ano Novo",
    month=12,
    day=31,
    observance=previous_friday,
)


class BVMFExchangeCalendar(ExchangeCalendar):
    """
    Exchange calendar for BM&F BOVESPA (BVMF).

    Open Time: 10:00 AM, Brazil/Sao Paulo
    Close Time:
    - Until 2019-11-01: 5:00 PM, Brazil/Sao Paulo
    - Starting from 2019-11-04: 6:00 PM, Brazil/Sao Paulo

    Regularly-Observed Holidays:
    - Universal Confraternization (New year's day, Jan 1)
    - Sao Paulo City Anniversary (Jan 25)
    - Carnaval Monday (48 days before Easter)
    - Carnaval Tuesday (47 days before Easter)
    - Ash Wednesday (short day / half day trading) (46 days before Easter)
    - Passion of the Christ (Good Friday, 2 days before Easter)
    - Corpus Christi (60 days after Easter)
    - Tiradentes (April 21)
    - Labor day (May 1)
    - Constitutionalist Revolution (July 9 after 1997)
    - Independence Day (September 7)
    - Our Lady of Aparecida Feast (October 12)
    - All Souls' Day (November 2)
    - Proclamation of the Republic (November 15)
    - Day of Black Awareness (November 20 after 2004)
    - Christmas (December 24 and 25)
    - Business day before New Year's Day
        - December 29 if NYE falls on a Sunday
        - December 30 if NYE falls on a Saturday
        - December 31 if NYE falls on Monday-Friday
    """

    name = "BVMF"

    tz = ZoneInfo("America/Sao_Paulo")

    regular_late_open = time(13)

    open_times = ((None, time(10)),)

    close_times = (
        (None, time(17, 0)),
        (pd.Timestamp("2019-11-04"), time(18, 0)),
    )

    @property
    def adhoc_holidays(self):
        # CopaDoMundo2014 Brazil hosted World Cup and played Croatia (and won 3-1!)
        return [pd.Timestamp("2014-06-12")]

    @property
    def regular_holidays(self):
        return HolidayCalendar(
            [
                ConfUniversal,
                AniversarioSaoPaulo,
                CarnavalSegunda,
                CarnavalTerca,
                SextaPaixao,
                CorpusChristi,
                Tiradentes,
                DiaTrabalho,
                Constitucionalista_prepandemic,
                Constitucionalista_pospandemic,
                Independencia,
                Aparecida,
                Finados,
                ProclamacaoRepublica,
                ConscienciaNegra,
                ConscienciaNegraNacional,
                VesperaNatal,
                Natal,
                AnoNovo,
            ]
        )

    @property
    def special_opens(self):
        return [
            (
                self.regular_late_open,
                HolidayCalendar([QuartaCinzas]),
            ),
        ]