finance-dates 0.1.0

Standard financial dates

finance dates

Fast date ranges, holiday calendars, and trading hours for financial markets

Overview

finance-dates provides calendar-aware date utilities for the finance-* stack. The Rust core handles holiday-rule expansion, weekend observance, early closes, and DST-aware regular and extended trading sessions; the Python package exposes a compact API for date series, exchange calendars, and open/close timestamps.

The library is useful when you need to answer questions like:

• What are the valid trading dates for NYSE between two dates?
• Which dates in a range are holidays or otherwise invalid for a venue?
• Is a UTC timestamp inside a market session after DST and early closes?
• What are the UTC open/close datetimes for regular and extended trading windows?

Quick start

from datetime import date, datetime, timezone

from finance_dates import Calendar

c = Calendar.from_range(start=date(2024, 1, 1), end=date(2024, 1, 5))

# Inclusive plain calendar dates.
c.days()

# Mon-Fri only, holiday-blind.
c.business_days()

# Exchange-aware calendar with holidays, sessions, and early closes.
nyse = Calendar.from_exchange("XNYS")
nyse.business_days(date(2024, 7, 1), date(2024, 7, 5))
nyse.holidays(date(2024, 7, 1), date(2024, 9, 30))
nyse.sessions(date(2024, 7, 1), date(2024, 7, 5))
nyse.extended_sessions(date(2024, 7, 1), date(2024, 7, 5))
nyse.is_open(datetime(2024, 3, 11, 13, 30, tzinfo=timezone.utc))

For US equity calendars, regular_sessions contains the standard 09:30-16:00 New York session template, while extended_hours includes pre_open and after_close templates. On early-close days, the after-close window begins at the early close.

Exchange and region calendars

Calendars can be resolved by exchange/MIC code or by broad region code:

from finance_dates import Calendar, EXCHANGE_CODES, REGION_CODES

Calendar.from_exchange("XLON")   # London Stock Exchange
Calendar.from_exchange("XCME")   # CME futures-style overnight sessions
Calendar.from_exchange("FOREX")  # 24x5 FX family
Calendar.from_region("US")       # representative US equity calendar

"XNYS" in EXCHANGE_CODES
"BR" in REGION_CODES

EXCHANGE_CODES is sourced from finance-enums, so the enum package is the source of truth for supported exchange identifiers.

Documentation

See the Calendars page for supported concepts, market families, date-series patterns, and trading-hours conventions. See the API page for the public Python API and recipes.

Rust crate

The Rust library crate is published as finance-dates and imported as finance_dates in Rust code:

[dependencies]
finance-dates = "0.1.0"

use finance_dates::{calendar_for_exchange, date_range};

[!NOTE] This library was generated using copier from the Base Python Project Template repository.