Calendar functions¶
Contains exchange-business calendar utility functions:
calendarGen : generate an exchange-business calendar
NYSEgen : generate NYSE business calendar (scheduled for deprecation)
gen_calendar_names : generate a list of valid exchange-business calendar names
- azapy.MkT.MkTcalendar.NYSEgen(sdate='1980-01-01', edate='2050-12-31')¶
Returns the NYSE business calendar between sdate and edate.
To be deprecated in future versions. Instead, please use calendarGen(name=”NYSE”, sdate=sdate, edate=edate).
- Parameters:
- sdatedate like, optional
Calendar start date. The default is ‘1980-01-01’.
- edatedate like, optional
Calendar end date. The default is ‘2050-12-31’.
- Returns:
- `numpy.busdaycalendar`NYSE business calendar.
- azapy.MkT.MkTcalendar.calendarGen(name='NYSE', sdate='1980-01-01', edate='2050-12-31')¶
Returns exchange business calendar
- Parameters:
- namestr, optional
The exchange name. A valid exchange name is listed
get_calendar_names()
Default value is ‘NYSE’ - i.e. New York Stock Exchange.
- sdatedate like, optional
Calendar start date. The default is ‘1980-01-01’.
- edatedate like, optional
Calendar end date. The default is ‘2050-12-31’.
- Returns:
- `numpy.busdaycalendar`NYSE business calendar.
- azapy.MkT.MkTcalendar.get_calendar_names()¶
Returns calendar exchange names.
Examples of exchange-business calendar generation¶
import azapy as az
# New York Stock Exchange business calendar
bcal = az.calendarGen()
# Stockholm Stock Exchange (aka Nasdaq Stockholm)
bcal = az.calendarGen(name='XSTO')
# Paris Stock Exchange
bcal = az.calendarGen(name='XPAR')
# Tokyo Stock exchange
bcal = az.calendarGen(name='XTKS')
# London Stock Exchange
bcal = az.calendarGen(name='XLON')
# Singapore Stock Exchange
bcal = az.calendarGen(name='XSES')
# Shanghai Stock Exchange
bcal = az.calendarGen(name='XSHG')
# Hong Kong Stock Exchange
bcal = az.calendarGen(name='XHKG')
# The following are the valid names for exchange calendars
print(az.get_calendar_names())