fix mid autumn & national day #413

.devcontainer/base.Dockerfile

@@ -24,7 +24,7 @@ ENV PIPX_HOME=/usr/local/py-utils \
     PIPX_BIN_DIR=/usr/local/py-utils/bin
 ENV PATH=${PATH}:${PIPX_BIN_DIR}
 COPY .devcontainer/library-scripts/python-debian.sh /tmp/library-scripts/
-RUN bash /tmp/library-scripts/python-debian.sh "none" "/usr/local" "${PIPX_HOME}" "${USERNAME}" "false" \ 
+RUN bash /tmp/library-scripts/python-debian.sh "none" "/usr/local" "${PIPX_HOME}" "${USERNAME}" "false" \
     && apt-get clean -y && rm -rf /tmp/library-scripts
 
 # [Option] Install Node.js

.devcontainer/devcontainer.json

@@ -5,7 +5,7 @@
 		"context": "..",
 		"args": {
 			// Update 'VARIANT' to pick a Python version: 3, 3.6, 3.7, 3.8
-			"VARIANT": "3.8",
+			"VARIANT": "3.9",
 			// Options
 			"INSTALL_NODE": "false",
 			"NODE_VERSION": "lts/*"

.devcontainer/library-scripts/README.md

@@ -2,4 +2,4 @@
 
 The contents of this folder will be automatically replaced with a file of the same name in the [vscode-dev-containers](https://github.com/microsoft/vscode-dev-containers) repository's [script-library folder](https://github.com/microsoft/vscode-dev-containers/tree/master/script-library) whenever the repository is packaged.
 
-To retain your edits, move the file to a different location. You may also delete the files if they are not needed.
+To retain your edits, move the file to a different location. You may also delete the files if they are not needed.

.devcontainer/library-scripts/common-debian.sh

@@ -106,7 +106,7 @@ if [ "${PACKAGES_ALREADY_INSTALLED}" != "true" ]; then
     if [[ ! -z $(apt-cache --names-only search ^libssl1.1$) ]]; then
         PACKAGE_LIST="${PACKAGE_LIST}       libssl1.1"
     fi
-    
+
     # Install appropriate version of libssl1.0.x if available
     LIBSSL=$(dpkg-query -f '${db:Status-Abbrev}\t${binary:Package}\n' -W 'libssl1\.0\.?' 2>&1 || echo '')
     if [ "$(echo "$LIBSSL" | grep -o 'libssl1\.0\.[0-9]:' | uniq | sort | wc -l)" -eq 0 ]; then
@@ -121,7 +121,7 @@ if [ "${PACKAGES_ALREADY_INSTALLED}" != "true" ]; then
 
     echo "Packages to verify are installed: ${PACKAGE_LIST}"
     apt-get -y install --no-install-recommends ${PACKAGE_LIST} 2> >( grep -v 'debconf: delaying package configuration, since apt-utils is not installed' >&2 )
-        
+
     PACKAGES_ALREADY_INSTALLED="true"
 fi
 
@@ -135,19 +135,19 @@ fi
 # Ensure at least the en_US.UTF-8 UTF-8 locale is available.
 # Common need for both applications and things like the agnoster ZSH theme.
 if [ "${LOCALE_ALREADY_SET}" != "true" ] && ! grep -o -E '^\s*en_US.UTF-8\s+UTF-8' /etc/locale.gen > /dev/null; then
-    echo "en_US.UTF-8 UTF-8" >> /etc/locale.gen 
+    echo "en_US.UTF-8 UTF-8" >> /etc/locale.gen
     locale-gen
     LOCALE_ALREADY_SET="true"
 fi
 
 # Create or update a non-root user to match UID/GID.
 if id -u ${USERNAME} > /dev/null 2>&1; then
     # User exists, update if needed
-    if [ "${USER_GID}" != "automatic" ] && [ "$USER_GID" != "$(id -G $USERNAME)" ]; then 
-        groupmod --gid $USER_GID $USERNAME 
+    if [ "${USER_GID}" != "automatic" ] && [ "$USER_GID" != "$(id -G $USERNAME)" ]; then
+        groupmod --gid $USER_GID $USERNAME
         usermod --gid $USER_GID $USERNAME
     fi
-    if [ "${USER_UID}" != "automatic" ] && [ "$USER_UID" != "$(id -u $USERNAME)" ]; then 
+    if [ "${USER_UID}" != "automatic" ] && [ "$USER_UID" != "$(id -u $USERNAME)" ]; then
         usermod --uid $USER_UID $USERNAME
     fi
 else
@@ -157,7 +157,7 @@ else
     else
         groupadd --gid $USER_GID $USERNAME
     fi
-    if [ "${USER_UID}" = "automatic" ]; then 
+    if [ "${USER_UID}" = "automatic" ]; then
         useradd -s /bin/bash --gid $USERNAME -m $USERNAME
     else
         useradd -s /bin/bash --uid $USER_UID --gid $USERNAME -m $USERNAME
@@ -172,7 +172,7 @@ if [ "${USERNAME}" != "root" ] && [ "${EXISTING_NON_ROOT_USER}" != "${USERNAME}"
 fi
 
 # ** Shell customization section **
-if [ "${USERNAME}" = "root" ]; then 
+if [ "${USERNAME}" = "root" ]; then
     USER_RC_PATH="/root"
 else
     USER_RC_PATH="/home/${USERNAME}"
@@ -286,7 +286,7 @@ install-oh-my()
         echo "${CODESPACES_ZSH}" > ${OH_MY_INSTALL_DIR}/custom/themes/codespaces.zsh-theme
     fi
     # Shrink git while still enabling updates
-    cd ${OH_MY_INSTALL_DIR} 
+    cd ${OH_MY_INSTALL_DIR}
     git repack -a -d -f --depth=1 --window=1
 
     if [ "${USERNAME}" != "root" ]; then

.devcontainer/library-scripts/node-debian.sh

@@ -81,12 +81,12 @@ su ${USERNAME} -c "$(cat << EOF
     # Do not update profile - we'll do this manually
     export PROFILE=/dev/null
 
-    curl -so- https://raw.githubusercontent.com/nvm-sh/nvm/v0.35.3/install.sh | bash 
+    curl -so- https://raw.githubusercontent.com/nvm-sh/nvm/v0.35.3/install.sh | bash
     source ${NVM_DIR}/nvm.sh
     if [ "${NODE_VERSION}" != "" ]; then
         nvm alias default ${NODE_VERSION}
     fi
-    nvm clear-cache 
+    nvm clear-cache
 EOF
 )" 2>&1
 
@@ -113,7 +113,7 @@ fi
 [ -s "\$NVM_DIR/nvm.sh" ] && . "\$NVM_DIR/nvm.sh"
 [ -s "\$NVM_DIR/bash_completion" ] && . "\$NVM_DIR/bash_completion"
 EOF
-) | tee -a /etc/bash.bashrc >> /etc/zsh/zshrc 
-fi 
+) | tee -a /etc/bash.bashrc >> /etc/zsh/zshrc
+fi
 
-echo "Done!"
+echo "Done!"

.gitattributes

@@ -1 +1,2 @@
 calendars/_version.py export-subst
+exchange_calendars/_version.py export-subst

.github/dependabot.yml

@@ -9,3 +9,8 @@ updates:
     directory: "/" # Location of package manifests
     schedule:
       interval: "daily"
+  # reverted because dependabot can't ignore files
+  # - package-ecosystem: "pip" # See documentation for possible values
+  #   directory: "/etc" # Location of package manifests
+  #   schedule:
+  #     interval: "daily"

.github/pull_request_template.md

@@ -0,0 +1,22 @@
+**Workflow to add a new Exchange Calendar**
+
+It's recommended that whilst working through the process reference be made to existing calendar and test classes.
+
+- [ ] Add calendar module `exchange_calendars/exchange_calendar_{Exchange MIC}.py`. Module should contain a subclass of the abstract base class `ExchangeCalendar` (in `exchange_calendars/exchange_calendar.py`).
+  - [ ] Name subclass `{Exchange MIC}ExchangeCalendar`.
+  - [ ] Override methods and properties as required, being guided by ExchangeCalendar documentation and in-code comments. All abstract properties must be overriden.
+  - [ ] Include references / links for holidays and timings (either to class documentation or as comments).
+- [ ] Import calendar class to `exchange_calendars/calendar_utils.py` and add class to `_default_calendar_factories`. 
+- [ ] Add calendar test module `tests/test_{Exchange MIC}_calendar.py` Module should contain a subclass of the test base class `ExchangeCalendarTestBase` (in `tests/test_exchange_calendars.py`).
+  - [ ] Name subclass `Test{Exchange MIC}Calendar`.
+  - [ ] Override fixtures as required, being guided by ExchangeCalendarTestBase documentation and in-code comments. The `calendar_cls` and `max_session_hours` fixtures must be overriden.
+- [ ] Add a .csv file containing expected timings to `tests/resources/{Exchange MIC}.csv`. This file be generated by executing `python etc/make_exchange_calendar_test_csv.py {Exchange MIC}`. See script's documentation.
+- [ ] Add new exchange to Calendars table of README.md.
+- [ ] PR it!
+
+**Workflow to modify an existing Exchange Calendar**
+
+- [ ] Modify calendar class as required. 
+- [ ] Modify the test resources file (e.g `tests/resources/{Exchange MIC}.csv`), either manually or by executing `python etc/make_exchange_calendar_test_csv.py {Exchange MIC}`.
+- [ ] Check if any of the fixtures in `tests/test_{Exchange MIC}_calendar.py` need updating to reflect your changes.
+- [ ] Add references to any new/modified holidays in `exchange_calendars/exchange_calendar_{Exchange MIC}.py`.

.github/release-drafter-config.yml

@@ -13,6 +13,9 @@ categories:
   - title: 'Bug Fixes'
     labels:
       - 'bug'
+  - title: 'Calendar Updates'
+    labels:
+      - 'calendar update'
   - title: 'Deprecation'
     labels:
       - 'deprecation'

.github/workflows/benchmark.yml

@@ -12,18 +12,18 @@ jobs:
     name: Performance regression check
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2.3.4
-    - uses: actions/setup-python@v2.2.1
+    - uses: actions/checkout@v4
+    - uses: actions/setup-python@v5
       with:
-        python-version: 3.8
+        python-version: "3.11"
     - name: Install dependencies
       run: |
-        pip install -e .[dev] -c etc/requirements_locked.txt
+        pip install -e .[dev] -c etc/requirements_dev.txt
     - name: Run benchmark
       run: |
         pytest etc/bench.py --benchmark-json output.json
     - name: Download previous benchmark data
-      uses: actions/cache@v2.1.3
+      uses: actions/cache@v4.0.2
       with:
         path: ./cache
         key: ${{ runner.os }}-benchmark
@@ -38,4 +38,4 @@ jobs:
         github-token: ${{ secrets.GITHUB_TOKEN }}
         # Enable alert commit comment
         comment-on-alert: true
-        alert-threshold: "110%"
+        alert-threshold: "150%"

.github/workflows/main.yml

@@ -15,42 +15,26 @@ jobs:
     strategy:
       matrix:
         os: [ubuntu-latest, windows-latest, macos-latest]
-        python-version: [2.7, 3.5, 3.8, 3.9]
+        python-version: ["3.9", "3.12"]
         include:
-          - python-version: 2.7
-            requirements_file: requirements_locked_old.txt
-          - python-version: 3.5
-            requirements_file: requirements_locked_old.txt
-          - python-version: 3.8
-            requirements_file: requirements_locked.txt
-          - python-version: 3.9
-            requirements_file: requirements_locked.txt
+          - python-version: "3.9"
+            requirements_file: requirements_dev.txt
+          - python-version: "3.12"
+            requirements_file: requirements_minpandas.txt
 
     steps:
-    - uses: actions/checkout@v2.3.4
+    - uses: actions/checkout@v4
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v2.2.1
+      uses: actions/setup-python@v5
       with:
         python-version: ${{ matrix.python-version }}
-    - name: Set Lockfile
-      run: |
-        echo "PIP_CONSTRAINT=etc/${{matrix.requirements_file}}" >> $GITHUB_ENV
-    - name: Get pip cache dir
-      id: pip-cache
-      run: |
-        echo "::set-output name=dir::$(pip cache dir)"
-    - name: pip cache
-      uses: actions/[email protected]
-      with:
-        path: ${{ steps.pip-cache.outputs.dir }}
-        key: ${{ runner.os }}-pip-py${{matrix.python-version}}-${{ hashFiles(env.PIP_CONSTRAINT) }}
-        restore-keys: |
-          ${{ runner.os }}-pip-py${{matrix.python-version}}-
+        cache: 'pip'
+        cache-dependency-path: 'etc/${{matrix.requirements_file}}'
     - name: Install dependencies
-      env:
-        PYTHONWARNINGS: ignore:DEPRECATION::pip._internal.cli.base_command
       run: |
-        pip install -e .[dev]
+        python -m pip install --upgrade pip
+        pip install -r etc/${{matrix.requirements_file}}
+        pip install -e .
     - name: Lint with flake8
       run: |
         flake8

.github/workflows/master-merge.yml

@@ -11,8 +11,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       # Drafts your next Release notes as Pull Requests are merged into "master"
-      - uses: release-drafter/release-drafter@v5
+      - uses: release-drafter/release-drafter@v6
         with:
           config-name: release-drafter-config.yml
         env:
-          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

.github/workflows/release.yml

@@ -6,37 +6,56 @@ on:
 jobs:
   build-n-publish:
     name: Build and publish Python 🐍 distributions 📦 to TestPyPI
-    runs-on: ubuntu-18.04
+    runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2.3.4
-    - name: Set up Python 3.7
-      uses: actions/setup-python@v2.2.1
+    - uses: actions/checkout@v4
+    - name: Set up Python 3.11
+      uses: actions/setup-python@v5
       with:
-        python-version: 3.7
+        python-version: "3.11"
 
-    - name: Build sdist
-      run: python setup.py sdist
+    - name: Install build dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install build
+
+    - name: Build package
+      run: python -m build
 
     - name: Publish distribution 📦 to Test PyPI
-      uses: pypa/gh-action-pypi-publish@master
+      uses: pypa/gh-action-pypi-publish@release/v1
       with:
+        user: __token__
         password: ${{ secrets.test_pypi_password }}
-        repository_url: https://test.pypi.org/legacy/
-        skip_existing: true
+        repository-url: https://test.pypi.org/legacy/
+        skip-existing: true
 
-    - name: Install from test and test running
+    - name: Install from testpypi and import
+      shell: bash
       run: |
-        python -m pip install --upgrade pip
-        pip install --extra-index-url https://test.pypi.org/simple trading-calendars
-        python -c 'import trading_calendars;print(trading_calendars.__version__)'
-        pip uninstall -y trading-calendars
+        sleep 5
+        while [ "${{ github.ref_name }}" != $(pip index versions -i https://test.pypi.org/simple --pre exchange_calendars | cut -d'(' -f2 | cut -d')' -f1 | sed 1q) ];\
+          do echo "waiting for package to appear in test index, sleeping 5s"; sleep 5s; echo "woken up"; done
+        pip install --index-url https://test.pypi.org/simple exchange_calendars==${{ github.ref_name }} --no-deps
+        pip install -r etc/requirements.txt
+        python -c 'import exchange_calendars;print(exchange_calendars.__version__)'
+
+    - name: Clean pip
+      run: |
+        pip uninstall -y exchange_calendars
+        pip cache purge
 
     - name: Publish distribution 📦 to PyPI
-      uses: pypa/gh-action-pypi-publish@master
+      uses: pypa/gh-action-pypi-publish@release/v1
       with:
+        user: __token__
         password: ${{ secrets.pypi_password }}
 
-    - name: Install and test running
+    - name: Install and import
+      shell: bash
       run: |
-        pip install trading-calendars
-        python -c 'import trading_calendars;print(trading_calendars.__version__)'
+        sleep 5
+        while [ "${{ github.ref_name }}" != $(pip index versions -i https://pypi.org/simple --pre exchange_calendars | cut -d'(' -f2 | cut -d')' -f1 | sed 1q) ];\
+          do echo "waiting for package to appear in index, sleeping 5s"; sleep 5s; echo "woken up"; done
+        pip install --index-url https://pypi.org/simple exchange_calendars==${{ github.ref_name }}
+        python -c 'import exchange_calendars;print(exchange_calendars.__version__)'