Merge pull request #36 from wilsonfreitas/feature/pmc

Added support to python_market_calendars

bizdays.py

@@ -3,6 +3,7 @@
 import re
 from datetime import datetime, date, timedelta
 from itertools import cycle
+from typing import TextIO
 
 PANDAS_INSTALLED = False
 
@@ -972,9 +973,22 @@ def load(cls, name=None, filename=None):
         """
         if filename:
             res = _checkfile(filename)
+            return cls._load_calendar_from_file(res)
         elif name:
-            res = _checklocalfile(name)
+            if name.startswith("PMC/"):
+                try:
+                    import pandas_market_calendars as mcal
+                except ImportError:
+                    raise Exception("pandas_market_calendars must be installed to use PMC calendars")
+                cal = mcal.get_calendar(name[4:])
+                hol = cal.holidays()
+                return Calendar((d.item() for d in hol.holidays), weekdays=("Saturday", "Sunday"), name=name)
+            else:
+                res = _checklocalfile(name)
+                return cls._load_calendar_from_file(res)
 
+    @classmethod
+    def _load_calendar_from_file(cls, res: dict[str, TextIO]) -> "Calendar":
         w = "|".join(w.lower() for w in cls._weekdays)
         wre = "^%s$" % w
         _holidays = []
@@ -1008,7 +1022,7 @@ def __str__(self):
     __repr__ = __str__
 
 
-def _checkfile(fname):
+def _checkfile(fname: str) -> dict[str, TextIO]:
     if not os.path.exists(fname):
         raise Exception(f"Invalid calendar: {fname}")
     name = os.path.split(fname)[-1]
@@ -1019,7 +1033,7 @@ def _checkfile(fname):
     return {"name": name, "iter": open(fname)}
 
 
-def _checklocalfile(name):
+def _checklocalfile(name: str) -> dict[str, TextIO]:
     dir = os.path.dirname(__file__)
     fname = f"{dir}/{name}.cal"
     if not os.path.exists(fname):

pyproject.toml

@@ -7,18 +7,21 @@ readme = "README.md"
 include = ["ANBIMA.cal", "B3.cal"]
 
 [tool.poetry.dependencies]
-python = "^3.7"
+python = "^3.8"
 
 [tool.poetry.group.dev.dependencies]
 pytest = "^7.1.3"
+pycodestyle = "^2.11.1"
+pandas-market-calendars = "4.3.1"
+ipykernel = "^6.26.0"
 
 [tool.poetry.group.docs.dependencies]
 Sphinx = "^5.1.1"
 nbsphinx = "^0.8.9"
 matplotlib = "^3.5.3"
 numpy = "^1.23.2"
 lxml = "^4.9.1"
-pandas = "^1.4.4"
+pandas = "^1.5.3"
 alabaster = "^0.7.12"
 ipywidgets = "^8.0.2"
 

test_calendar.py

@@ -12,3 +12,9 @@ def test_calendar_load():
 def test_calendar_load_invalid():
     with pytest.raises(Exception):
         cal = Calendar.load("B1")
+
+
+def test_calendar_load_pmc():
+    cal = Calendar.load("PMC/B3")
+    assert cal.name == "PMC/B3"
+    assert len(cal.holidays) > 4000