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437 lines
13 KiB
Python
437 lines
13 KiB
Python
#
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# Copyright 2019 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from datetime import time
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from itertools import chain
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from zoneinfo import ZoneInfo
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import pandas as pd
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from pandas.tseries.holiday import Holiday
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from .common_holidays import european_labour_day
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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class XKARExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Pakistan Stock Exchange (XKAR).
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https://www.psx.com.pk/psx/exchange/general/calendar-holidays
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Frequently abbreviated as 'PSX'; not to be confused with the
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the NASDAQ OMX PSX exchange, whose market identifier code is 'XPSX'.
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Open Time: 09:32 Monday-Thursday; 09:17 Friday
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Close Time: 15:30 Monday-Thursday; 16:30 Friday
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Regularly-Observed Holidays:
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- Kashmir Day (Feb 5)
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- Pakistan Day (Mar 23)
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- Labour Day (May 1)
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- Youm-e-Takbeer (May 28; observed from 2024)
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- Juma-Tul-Wida (last Friday of Ramadan)
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- Eil-ul-Fitr (1st-3rd Shawwal)
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- Eid-ul-Azha (10th-11th Zil-Hajj)
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- Independence Day (Aug 14)
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- Ashura (9th & 10th Muharram)
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- Eid Milad-un-Nabi (12th Rabi-ul-Awal)
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- Birthday of Quaid-e-Azam & Christmas (Dec 25)
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- Iqbal Day (Nov 9; ended in 2012 and resumed in 2022)
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Occasional election and bank holidays are also observed.
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"""
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name = "XKAR"
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tz = ZoneInfo("Asia/Karachi")
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# NOTE: The Pakistan Stock Exchange is open from 09:32-15:30
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# Monday-Thursday, and from 09:17-12:00 AND 14:32-16:30 on Friday
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# (which is less total trading time); however, the ExchangeCalendar
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# class does not currently model intra-day closures.
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#
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# See https://www.psx.com.pk/psx/exchange/general/trading-hours
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open_times = (
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(None, time(9, 32)),
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# TODO: 09:17 on Fridays
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)
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close_times = (
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(None, time(15, 30)),
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# TODO: 16:30 on Fridays
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)
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@property
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def regular_holidays(self):
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return HolidayCalendar(
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[
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Holiday(
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"Kashmir Day",
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month=2,
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day=5,
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),
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Holiday(
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"Pakistan Day",
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month=3,
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day=23,
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),
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european_labour_day(),
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Holiday(
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"Youm-e-Takbeer",
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month=5,
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day=28,
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start_date="2024",
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),
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Holiday(
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"Independence Day",
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month=8,
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day=14,
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),
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Holiday(
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"Iqbal Day",
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month=11,
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day=9,
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end_date="2013",
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),
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Holiday(
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"Iqbal Day",
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month=11,
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day=9,
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start_date="2022",
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),
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Holiday(
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"Birthday of Quaid-e-Azam & Christmas",
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month=12,
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day=25,
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),
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]
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)
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juma_tul_wida = pd.to_datetime(
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[
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# Juma-Tul-Wida (last Friday of Ramadan before Eid-ul-Fitr)
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"2002-12-06",
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# '2003-11-21', # NOTE: Apparently not observed in 2003.
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"2004-11-11", # NOTE: Observed on Thursday instead of Friday (??)
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"2005-10-28",
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"2006-10-20",
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"2007-10-12",
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"2008-09-26",
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# '2009-09-18', # NOTE: Apparently not observed in 2009.
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"2010-09-10",
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"2011-08-26",
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"2012-08-17",
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"2013-08-02",
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"2014-07-25",
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"2015-07-17",
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"2016-07-01",
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"2017-06-23",
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"2018-06-08",
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"2019-05-31",
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"2020-05-22",
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"2021-05-07",
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"2022-04-29",
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"2023-04-21",
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"2024-04-05",
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"2025-03-28",
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]
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)
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eid_ul_fitr = pd.to_datetime(
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[
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# Eid-ul-Fitr (Festival of Breaking the Fast, 1st-3rd Shawwal).
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"2002-12-03", # Tuesday (??)
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"2002-12-05", # Thursday
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"2003-11-26", # Wednesday
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"2003-11-27",
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"2003-11-28",
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"2004-11-15", # Monday
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"2004-11-16",
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"2004-11-17",
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"2005-11-03", # Thursday
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"2005-11-04",
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"2006-10-23", # Monday
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"2006-10-24",
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"2006-10-25",
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"2007-10-10", # Wednesday (??)
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"2007-10-15", # Monday
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"2007-10-16",
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"2008-10-01", # Wednesday
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"2008-10-02",
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"2008-10-03",
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"2009-09-21", # Monday
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"2009-09-22",
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"2009-09-23",
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"2010-09-13", # Monday
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"2011-08-31", # Wednesday
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"2011-09-01",
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"2011-09-02",
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"2012-08-20", # Monday
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"2012-08-21",
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"2012-08-22",
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"2013-08-08", # Thursday
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"2013-08-09",
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"2014-07-29", # Tuesday
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"2014-07-30",
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"2014-07-31",
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"2014-08-01",
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"2015-07-20", # Monday
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"2015-07-21",
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"2016-07-05", # Tuesday
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"2016-07-06",
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"2016-07-07",
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"2016-07-08",
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"2017-06-26", # Wednesday
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"2017-06-27",
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"2017-06-28",
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"2018-06-15", # Friday
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"2018-06-18", # Monday
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"2019-06-04", # Tuesday
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"2019-06-05",
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"2019-06-06",
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"2019-06-07",
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"2020-05-25", # Monday
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"2020-05-26",
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"2020-05-27",
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"2021-05-10", # Monday
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"2021-05-11",
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"2021-05-12",
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"2021-05-13",
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"2021-05-14",
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"2022-05-02", # Monday
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"2022-05-03",
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"2022-05-04",
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"2022-05-05",
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"2023-04-24", # Monday
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"2023-04-25",
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"2024-04-10",
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"2024-04-11",
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"2024-04-12",
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"2025-03-31", # Monday
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"2025-04-01",
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"2025-04-02",
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]
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)
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eid_ul_azha = pd.to_datetime(
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[
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# Eid-ul-Azha (Festival of the Sacrifice, 10th-11th Zil-Hajj).
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"2002-02-25",
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"2003-02-11",
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"2003-02-12",
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"2003-02-13",
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"2003-02-14",
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"2004-02-02",
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"2004-02-03",
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"2004-02-04",
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"2005-01-20",
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"2005-01-21",
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"2006-01-10",
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"2006-01-11",
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"2006-01-12",
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"2006-01-13",
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# NOTE: Some countries observed this occurrence of Eid-ul-Azha
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# at the end of December 2006.
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"2007-01-01", # NOTE: occurred on New Year's Day.
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"2007-01-02",
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"2007-12-20",
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"2007-12-21",
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"2008-12-08",
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"2008-12-09",
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"2008-12-10",
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"2008-12-11",
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"2009-11-27", # Friday
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"2009-11-30", # Monday
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"2010-11-17",
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"2010-11-18",
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"2010-11-19",
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"2011-11-07",
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"2011-11-08",
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"2012-10-26",
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"2013-10-15",
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"2013-10-16",
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"2013-10-17",
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"2013-10-18",
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"2014-10-06",
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"2014-10-07",
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"2014-10-08",
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"2015-09-24",
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"2015-09-25",
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"2016-09-12",
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"2016-09-13",
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"2016-09-14",
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"2017-09-01",
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"2017-09-04",
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"2018-08-21",
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"2018-08-22",
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"2018-08-23",
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"2019-08-12",
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"2019-08-13",
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"2019-08-15",
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"2020-07-31",
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"2021-07-20",
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"2021-07-21",
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"2021-07-22",
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"2022-07-08", # Friday
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"2022-07-11", # Monday
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"2022-07-12",
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"2023-06-28",
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"2023-06-29",
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"2023-06-30",
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"2024-06-17",
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"2024-06-18",
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"2024-06-19",
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"2025-06-07",
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"2025-06-08",
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"2025-06-09",
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]
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)
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ashura = pd.to_datetime(
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[
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# Ashura (9th & 10th Muharram)
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"2002-03-25", # Monday make-up?
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"2003-03-13",
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"2003-03-14",
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"2004-03-01",
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"2004-03-02",
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"2006-02-08",
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"2006-02-09",
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"2009-01-07",
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"2009-01-08",
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"2009-12-28",
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"2010-12-16",
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"2010-12-17",
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"2011-12-05",
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"2011-12-06",
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"2013-11-14",
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"2013-11-15",
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"2014-11-03",
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"2014-11-04",
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"2015-10-23",
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"2016-10-11",
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"2016-10-12",
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"2018-09-20",
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"2018-09-21",
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"2019-09-09",
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"2019-09-10",
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"2020-08-29",
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"2020-08-30",
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"2021-08-18",
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"2021-08-19",
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"2022-08-08",
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"2022-08-09",
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"2023-07-28",
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"2023-07-29",
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"2024-07-16",
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"2024-07-17",
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"2025-07-05",
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"2025-07-06",
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]
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)
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eid_milad_un_nabi = pd.to_datetime(
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[
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# Eid Milad-un-Nabi a.k.a. Mawlid (12th Rabi-ul-Awal)
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# Birth of the Prophet Muhammad
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"2002-05-23",
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"2003-05-15",
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"2005-04-22",
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"2006-04-11",
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"2008-03-21",
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"2009-03-10",
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"2011-02-16",
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"2013-01-25",
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"2014-01-14",
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"2015-12-24",
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"2016-12-12",
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"2017-12-01",
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"2018-11-21",
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"2020-10-30",
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"2021-10-19",
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"2022-10-09",
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"2023-09-29",
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"2024-09-17",
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"2025-09-05",
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"2025-09-06",
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]
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)
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new_years_day = pd.to_datetime(
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[
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# NOTE: New Year's Day is not included in the Pakistan Stock
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# Exchange's official list of holidays, although the exchange
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# has been closed on that date a few times.
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"2002-01-01", # (Tue): closed
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# 2003-01-01 (Wed): open
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"2004-01-01", # (Thu): closed
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# 2005-01-01 (Sat): closed for the weekend
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# 2006-01-01 (Sun): closed for the weekend
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# 2007-01-01 (Mon): closed for Eid-ul-Azha
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# 2008-01-01 (Tue): open
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# 2009-01-01 (Thu): open
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"2010-01-01", # (Fri): closed
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# 2011-01-01 (Sat): closed for the weekend
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# 2012-01-01 (Sun): closed for the weekend
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# 2013-01-01 (Tue): open
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# 2014-01-01 (Wed): open
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# 2015-01-01 (Thu): open
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# 2016-01-01 (Fri): open
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# 2017-01-01 (Sun): closed for the weekend
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# 2018-01-01 (Mon): open
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# 2019-01-01 (Tue): open
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# 2020-01-01 (Wed): open
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]
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)
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miscellaneous_closures = pd.to_datetime(
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[
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"2002-02-22", # Friday
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"2002-10-10", # Election day
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"2003-04-10", # Thursday
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"2004-05-03", # Monday (Labour Day make-up?)
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"2005-08-18", # Thursday
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"2005-11-01", # Tuesday
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"2006-04-12", # Wednesday
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"2006-10-26", # Thursday
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"2006-10-27", # Friday
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"2007-01-29", # Monday
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"2007-01-30", # Tuesday
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"2007-12-28", # Friday
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"2008-02-18", # Monday
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"2011-11-11", # Friday
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"2011-10-24", # Death of Begum Nusrat Bhutto
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"2012-10-29", # Birthday of Guru Balmik Sawami Ji
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"2012-09-21", # Day of Love for the Prophet Muhammad
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"2018-07-25", # Election day
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"2023-04-14", # Baisakhi
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"2024-02-08", # Election day
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]
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)
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@property
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def adhoc_holidays(self):
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return list(
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chain(
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self.new_years_day,
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self.juma_tul_wida,
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self.eid_ul_fitr,
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self.eid_ul_azha,
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self.ashura,
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self.eid_milad_un_nabi,
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self.miscellaneous_closures,
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)
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)
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