From d445c68eee33cc97a91383f211032e3ac2d98578 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Aug 2023 14:24:07 +0000 Subject: [PATCH 01/16] Bump pydantic from 2.2.0 to 2.2.1 Bumps [pydantic](https://github.com/pydantic/pydantic) from 2.2.0 to 2.2.1. - [Release notes](https://github.com/pydantic/pydantic/releases) - [Changelog](https://github.com/pydantic/pydantic/blob/main/HISTORY.md) - [Commits](https://github.com/pydantic/pydantic/compare/v2.2.0...v2.2.1) --- updated-dependencies: - dependency-name: pydantic dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- poetry.lock | 222 ++++++++++++++++++++++++++-------------------------- 1 file changed, 111 insertions(+), 111 deletions(-) diff --git a/poetry.lock b/poetry.lock index 02f1f58..63c1677 100644 --- a/poetry.lock +++ b/poetry.lock @@ -397,18 +397,18 @@ virtualenv = ">=20.10.0" [[package]] name = "pydantic" -version = "2.2.0" +version = "2.2.1" description = "Data validation using Python type hints" optional = false python-versions = ">=3.7" files = [ - {file = "pydantic-2.2.0-py3-none-any.whl", hash = "sha256:a479d511d1337ad091bd1ef90a7aaf707326968cff78a579108bc289b7f5ecdd"}, - {file = "pydantic-2.2.0.tar.gz", hash = "sha256:5f30f37a75bca15930e256da6a401f1cb953eb3bc578d454c0876f4e1459a7fa"}, + {file = "pydantic-2.2.1-py3-none-any.whl", hash = "sha256:0c88bd2b63ed7a5109c75ab180d55f58f80a4b559682406812d0684d3f4b9192"}, + {file = "pydantic-2.2.1.tar.gz", hash = "sha256:31b5cada74b2320999fb2577e6df80332a200ff92e7775a52448b6b036fce24a"}, ] 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[Changelog](https://github.com/pydantic/pydantic/blob/main/HISTORY.md) - [Commits](https://github.com/pydantic/pydantic/compare/v2.2.1...v2.3.0) --- updated-dependencies: - dependency-name: pydantic dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- poetry.lock | 226 ++++++++++++++++++++++++++-------------------------- 1 file changed, 113 insertions(+), 113 deletions(-) diff --git a/poetry.lock b/poetry.lock index 63c1677..afed6af 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.6.1 and should not be changed by hand. 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4. - [Release notes](https://github.com/actions/checkout/releases) - [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md) - [Commits](https://github.com/actions/checkout/compare/v3...v4) --- updated-dependencies: - dependency-name: actions/checkout dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] --- .github/workflows/ci.yml | 2 +- .github/workflows/publish-rc.yml | 2 +- .github/workflows/publish.yml | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index ce5b639..889e60e 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -21,7 +21,7 @@ jobs: os: [ubuntu-latest, windows-latest, macos-latest] python-version: ["3.8", "3.9", "3.10", "3.11"] steps: - - uses: actions/checkout@v3 + - uses: actions/checkout@v4 - name: Install poetry run: pipx install poetry - name: Set up Python ${{ matrix.python-version }} diff --git a/.github/workflows/publish-rc.yml b/.github/workflows/publish-rc.yml index 1ddac49..eafdcbb 100644 --- a/.github/workflows/publish-rc.yml +++ b/.github/workflows/publish-rc.yml @@ -18,7 +18,7 @@ jobs: permissions: id-token: write steps: - - uses: actions/checkout@v3 + - uses: actions/checkout@v4 - name: Install poetry. run: pipx install poetry - name: Set up Python. diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml index 2b71ee4..76e1eb0 100644 --- a/.github/workflows/publish.yml +++ b/.github/workflows/publish.yml @@ -15,7 +15,7 @@ jobs: permissions: id-token: write steps: - - uses: actions/checkout@v3 + - uses: actions/checkout@v4 - name: Install poetry. run: pipx install poetry - name: Set up Python. 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diff --git a/pyproject.toml b/pyproject.toml index 009507e..74ea87e 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -42,7 +42,7 @@ pydantic = ">=2.0,<3" [tool.poetry.group.dev.dependencies] pytest = ">=7.3.1,<7.5.0" pytest-cov = "~=4.1.0" -pre-commit = "~=3.3.3" +pre-commit = ">=3.3.3,<3.6.0" [tool.pytest.ini_options] addopts = "--cov=exchange_calendars_extensions --cov-report=term-missing" From 4b13b65c6f7abfe10f8298e2d7c64775c18c9062 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 25 Oct 2023 14:44:28 +0000 Subject: [PATCH 06/16] Bump pytest from 7.4.0 to 7.4.3 Bumps [pytest](https://github.com/pytest-dev/pytest) from 7.4.0 to 7.4.3. - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/7.4.0...7.4.3) --- updated-dependencies: - dependency-name: pytest dependency-type: direct:development update-type: version-update:semver-patch ... 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[Commits](https://github.com/pydantic/pydantic/compare/v2.3.0...v2.5.2) --- updated-dependencies: - dependency-name: pydantic dependency-type: direct:production update-type: version-update:semver-minor ... 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file mode 100644 index 0000000..e47ce21 --- /dev/null +++ b/docs/_index.md @@ -0,0 +1,65 @@ +--- +title: "Introduction" +draft: false +type: docs +layout: "single" + +menu: + docs_extensions: + weight: 0 +--- +# Introduction +The `exchange-calendars-extensions` Python package transparently adds some features to the `exchange-calendars` package. +It can be used without any changes to existing code that already uses [`exchange-calendars`](https://example.com). + +## System requirements +The package requires Python 3.8 or later. + +## Installation +The package is available on [PyPI](https://pypi.org/project/exchange-calendars-extensions/) and can be installed via +[pip](https://pip.pypa.io/en/stable/) or any other suitable package/dependency management tool, e.g. +[Poetry](https://python-poetry.org/). + +{{< tabs tabTotal="2" tabID1="installing-with-pip" tabID2="installing-with-poetry" tabName1="With pip" tabName2="With Poetry">}} + +{{< tab tabID="installing-with-pip" >}} + +{{< steps >}} +{{< step >}} +**Install** + +```bash +pip install exchange-calendars-extensions +``` +{{< /step >}} +{{< step >}} +**Install (advanced)** + +You can pin to a specific package version. For example, to install version 1.0: + +```bash +pip install exchange-calendars-extensions==1.0 +``` +{{< /step >}} +{{< step >}} +**Uninstall** + +```bash +pip uninstall exchange-calendars-extensions +``` +{{< /step >}} +{{< /steps >}} + +{{< /tab >}} +{{< tab tabID="installing-with-poetry" >}} +To add the package to a project managed with Poetry, add it to the project's `pyproject.toml` file: + +```toml +[tool.poetry.dependencies] +exchange-calendars-extensions = "^1.0" +``` + +Then, run `poetry install` to install the package. + +{{< /tab >}} +{{< /tabs >}} diff --git a/docs/additional_calendars.md b/docs/additional_calendars.md new file mode 100644 index 0000000..5395ae5 --- /dev/null +++ b/docs/additional_calendars.md @@ -0,0 +1,85 @@ +--- +title: "Additional Calendars" +draft: false +type: docs +layout: "single" + +menu: + docs_extensions: + weight: 40 +--- +# Additional Calendars + +Extended exchange calendars provide additional calendars for special trading sessions and non-business days. + +## Quarterly Expiry Days + +Quarterly expiry days are also known as *triple* or *quadruple witching* days. They represent special trading sessions +when stock index futures, stock index options, stock options and single stock futures expire. + +On many exchanges, these sessions take place on the third Friday in March, June, September and December. However, some +exchanges deviate from this pattern. For example, Johannesburg Stock Exchange (XJSE) has quarterly expiry days on the +third Thursday in those months. Also, quarterly expiry days are currently only supported for a limited number of +exchanges. + +{{% note title="Supported exchanges for expiry day sessions" collapsible="true" %}} +Calendars for expiry day sessions are currently only available for the following exchanges: +{{% autocolumns %}} +- ASEX +- BMEX +- XAMS +- XBRU +- XBUD +- XCSE +- XDUB +- XETR +- XHEL +- XIST +- XJSE +- XLIS +- XLON +- XMAD +- XMIL +- XNAS +- XNYS +- XOSL +- XPAR +- XPRA +- XSTO +- XSWX +- XTAE +- XTSE +- XWAR +- XWBO +{{% /autocolumns %}} +{{% /note %}} + +Quarterly expiry trading sessions often differ from regular trading sessions owing to increased volatility and trading +volume. Many exchanges have their own specific rules for these sessions, so some characteristics of these sessions may +be different. For example, the London Stock Exchange (XLON) uses an additional *Exchange Delivery Settlement Price +(EDSP)* auction to determine the reference price for the settlement of derivatives contracts. Other exchanges may use +regular scheduled opening or closing auctions for the same purpose. + +{{% note %}} +Modelling the precise characteristics of quarterly expiry trading sessions, beyond providing a calendar, is beyond the +scope of `exchange-calendars-extensions`. +{{% /note %}} + +Here is an example for the quarterly expiry days of the London Stock Exchange (XLON): +```python +import exchange_calendars_extensions.core as ecx +import exchange_calendars as ec + +ecx.apply_extensions() + +calendar = ec.get_calendar('XLON') +print(calendar.quarterly_expiries.holidays(start='2023-01-01', end='2023-12-31', return_name=True)) +``` +This gives the following output: +```text +2023-03-17 quarterly expiry +2023-06-16 quarterly expiry +2023-09-15 quarterly expiry +2023-12-15 quarterly expiry +dtype: object +``` diff --git a/docs/basic_usage.md b/docs/basic_usage.md new file mode 100644 index 0000000..89ab47c --- /dev/null +++ b/docs/basic_usage.md @@ -0,0 +1,71 @@ +--- +title: "Basic Usage" +draft: false +type: docs +layout: "single" + +menu: + docs_extensions: + weight: 20 +--- +# Basic Usage +To use the extensions, import the top-level module and register the extended exchange calendar classes. +```python +import exchange_calendars_extensions.core as ecx + +# Apply extensions. +ecx.apply_extensions() +``` +This replaces the default calendar classes in `exchange_calendars` with the extended versions. You can now use these +extended classes while existing code should continue to work as before. + +## Extended Exchange Calendars + +```python +import exchange_calendars_extensions.core as ecx +import exchange_calendars as ec + +ecx.apply_extensions() + +# Get an exchange calendar instance. +calendar = ec.get_calendar('XLON') + +# It's still a regular exchange calendar. +assert isinstance(calendar, ec.ExchangeCalendar) + +# But it's also an extended exchange calendar... +assert isinstance(calendar, ecx.ExtendedExchangeCalendar) + +# ...that implements a protocol that defines additional properties. +assert isinstance(calendar, ecx.ExchangeCalendarExtensions) +``` + +{{% note %}} +The class `ecx.ExtendedExchangeCalendar` is an abstract base class that inherits from `ec.ExchangeCalendar` and the +protocol class `ecx.ExchangeCalendarExtensions` which defines the extended properties. +{{% /note %}} + + +## Removing Extensions + +In the unlikely case that you later need to re-instate the original classes, you can do so: + +```python +import exchange_calendars_extensions.core as ecx +import exchange_calendars as ec + +ecx.apply_extensions() + +... + +ecx.remove_extensions() + +calendar = ec.get_calendar('XLON') + +# It's a regular exchange calendar. +assert isinstance(calendar, ec.ExchangeCalendar) + +# But it's not an extended exchange calendar anymore. +assert not isinstance(calendar, ecx.ExtendedExchangeCalendar) +assert not isinstance(calendar, ecx.ExchangeCalendarExtensions) +``` diff --git a/docs/calendar_modifications.md b/docs/calendar_modifications.md new file mode 100644 index 0000000..fed42bb --- /dev/null +++ b/docs/calendar_modifications.md @@ -0,0 +1,356 @@ +--- +title: "Calendar Modifications" +draft: false +type: docs +layout: "single" + +menu: + docs_extensions: + weight: 50 +--- +# Calendar Modifications + +Extended exchange calendars provide an API to support modifications at runtime. + +## Adding Special Days + +The `exchange_calendars_extensions` module provides the following methods for adding special days: + +- `add_holiday`: Adds a single regular holiday. +- `add_special_open`: Adds a single special open day. +- `add_special_close`: Adds a single special close day. +- `add_monthly_expiry`: Adds a single monthly expiry day. +- `add_quarterly_expiry`: Adds a single quarterly expiry day. + +For example, +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.add_holiday('XLON', date='2022-12-28', name='Holiday') + +calendar = ec.get_calendar('XLON') + +assert '2022-12-28' in calendar.regular_holidays.holidays() +assert '2022-12-28' in calendar.holidays_all.holidays() +``` +will add a new holiday named `Holiday` to the calendar for the London Stock Exchange on 28 December 2022. Holidays are +always added as regular holidays, not as ad-hoc holidays, to allow for an individual name. + +Adding special open or close days works similarly, but needs the respective special open or close time: +```python +import exchange_calendars_extensions as ecx + +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.add_special_open('XLON', date='2022-12-28', time='11:00', name='Special Open') + +calendar = ec.get_calendar('XLON') + +assert '2022-12-28' in calendar.special_opens_all.holidays() +``` + +A more generic way to add a special day is via `add_day(...)` which takes either a `DaySpec` (holidays, +monthly/quarterly expiries) or `DaySpecWithTime` (special open/close days) Pydantic model: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.add_day('XLON', ecx.DaySpec(date='2022-12-27', type=ecx.DayType.HOLIDAY, name='Holiday')) +ecx.add_day('XLON', ecx.DaySpecWithTime(date='2022-12-28', type=ecx.DayType.SPECIAL_OPEN, name='Special Open', time='11:00')) + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' in calendar.regular_holidays.holidays() +assert '2022-12-27' in calendar.holidays_all.holidays() +assert '2022-12-28' in calendar.special_opens_all.holidays() +``` + +The `DayType` enum enumerates all supported special day types. + +Thanks to Pydantic, an even easier way just uses suitable dictionaries: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.add_day('XLON', {'date': '2022-12-27', 'type': 'holiday', 'name': 'Holiday'}) +ecx.add_day('XLON', {'date': '2022-12-28', 'type': 'special_open', 'name': 'Special Open', 'time': '11:00'}) + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' in calendar.regular_holidays.holidays() +assert '2022-12-27' in calendar.holidays_all.holidays() +assert '2022-12-28' in calendar.special_opens_all.holidays() +``` +The dictionary format makes it particularly easy to read in changes from an external source like a file. + +## Removing Special Sessions + +To remove a day as a special day (of any type) from a calendar, use `remove_day`. For example, +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.remove_day('XLON', '2022-12-27') + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' not in calendar.regular_holidays.holidays() +assert '2022-12-27' not in calendar.holidays_all.holidays() +``` +will remove the holiday on 27 December 2022 from the calendar, thus turning this day into a regular trading day. + +Removing a day via `remove_day(...)` that is not actually a special day, results in no change and does not throw an +exception. + +## Dates, Times, and Day Types +Thanks to Pydantic, dates, times, and the type of a special day can typically be specified in different formats and will +safely be parsed into the correct data type that is used internally. + +For example, wherever the API expects a date, you may pass in a `pandas.Timestamp`, a `datetime.date` object, or simply +a string in ISO format `YYYY-MM-DD`. Similarly, wall clock times can be passed as `datetime.time` objects or as strings +in the format `HH:MM:SS` or `HH:MM`. + +The enumeration type `ecx.DayType` represents types of special days, API calls accept either enumeration members or +their string value. For example, `ecx.DayType.HOLIDAY` and `'holiday'` can be used equivalently. + +## Visibility of Changes +Whenever a calendar has been modified programmatically, the changes are only reflected after obtaining a new exchange +calendar instance. +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +calendar = ec.get_calendar('XLON') + +# Unchanged calendar. +assert '2022-12-27' in calendar.holidays_all.holidays() +assert '2022-12-28' not in calendar.holidays_all.holidays() + +# Modify calendar. This clears the cache, so ec.get_calendar('XLON') will return a new instance next time. +ecx.add_holiday('XLON', '2022-12-28', 'Holiday') +ecx.remove_day('XLON', '2022-12-27') + +# Changes not reflected in existing instance. +assert '2022-12-27' in calendar.holidays_all.holidays() +assert '2022-12-28' not in calendar.holidays_all.holidays() + +# Get new instance. +calendar = ec.get_calendar('XLON') + +# Changes reflected in new instance. +assert '2022-12-27' not in calendar.holidays_all.holidays() +assert '2022-12-28' in calendar.holidays_all.holidays() + +# Revert the changes. +ecx.reset_calendar('XLON') + +# Get new instance. +calendar = ec.get_calendar('XLON') + +# Changes reverted in new instance. +assert '2022-12-27' in calendar.holidays_all.holidays() +assert '2022-12-28' not in calendar.holidays_all.holidays() +``` + +## Changesets +When modifying an exchange calendar, the changes are recorded in an `ecx.ChangeSet` associated with the corresponding +exchange. When a new calendar instance is created, the changes are applied to the calendar, as seen above. + +It is also possible to create a changeset separately and then associate it with a particular exchange: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +changeset: ecx.ChangeSet = ecx.ChangeSet() +changeset.add_day({'date': '2022-12-28', 'type': 'holiday', 'name': 'Holiday'}) +changeset.remove_day('2022-12-27') + +ecx.update_calendar('XLON', changeset) + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' not in calendar.holidays_all.holidays() +assert '2022-12-28' in calendar.holidays_all.holidays() +``` +Again, an entire changeset can also be created from a suitably formatted dictionary, making it particularly easy to read +in and apply changes from an external source like a file. +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +changeset: ecx.ChangeSet = ecx.ChangeSet(**{ + 'add': [{'date': '2022-12-28', 'type': 'holiday', 'name': 'Holiday'}], + 'remove': ['2022-12-27']}) + +ecx.update_calendar('XLON', changeset) + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' not in calendar.holidays_all.holidays() +assert '2022-12-28' in calendar.holidays_all.holidays() +``` + +## Adding and Removing the Same Day + +The API permits to add and remove the same day as a special day. For example, the following code will add a holiday on +28 December 2022 to the calendar, and then remove the same day as well. +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.add_holiday('XLON', date='2022-12-28', name='Holiday') +ecx.remove_day('XLON', date='2022-12-28') + +calendar = ec.get_calendar('XLON') + +assert '2022-12-28' in calendar.holidays_all.holidays() +``` +The result is that the day is a holiday in the changed calendar. These semantics of the API may be surprising, but make +more sense in a case where a day is added to change its type of special day. Consider the date `2022-12-27` which is a +holiday for the calendar `XLON` in the original version of the calendar. The following code will change the type of +special day to a special open by first removing the day (as a holiday), and then adding it back as a special open day: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.remove_day('XLON', date='2022-12-27') +ecx.add_special_open('XLON', date='2022-12-27', name='Special Open', time='11:00') + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' not in calendar.holidays_all.holidays() +assert '2022-12-27' in calendar.special_opens_all.holidays() +``` +Removing a day does not consider the type of special day and thus will convert any type of special day into a regular +trading day (if the weekmask permits). Adding a day will add it as the specified type of special day. Together, this +allows to change the type of special day in an existing calendar from one to another. + +In fact, internally, each added days is always implicitly also removed from the calendar first, so that it strictly is +not necessary (but allowed) to explicitly remove a day, and then adding it back as a different type of special day: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +# It is enough to add an existing special day with a new type to change the type of special day. +ecx.add_special_open('XLON', date='2022-12-27', name='Special Open', time='11:00') + +calendar = ec.get_calendar('XLON') + +# No longer a holiday. +assert '2022-12-27' not in calendar.holidays_all.holidays() +# Now a special open. +assert '2022-12-27' in calendar.special_opens_all.holidays() +``` + +## Changeset Consistency +As seen above, changesets may contain the same day both in the list of days to add and in the list of days to remove. +However, changesets enforce consistency and will raise an exception if the same day is added more than once. +For example, the following code will raise an exception: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() + +ecx.add_holiday('XLON', date='2022-12-28', name='Holiday') +ecx.add_special_open('XLON', date='2022-12-28', name='Special Open', time='11:00') +``` +In contrast, removing a day is an idempotent operation, i.e. doing it twice will not raise an exception and keep the +corresponding changeset the same as after the first removal. +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() + +ecx.remove_day('XLON', date='2022-12-27') +ecx.remove_day('XLON', date='2022-12-27') +``` + +## Reverting Changes + +It is sometimes necessary to revert individual changes made to a calendar. To that end the package provides the method +`reset_day`: + +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.add_holiday('XLON', '2022-12-28', 'Holiday') +ecx.remove_day('XLON', '2022-12-27') + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' not in calendar.holidays_all.holidays() +assert '2022-12-28' in calendar.holidays_all.holidays() + +ecx.reset_day('XLON', '2022-12-28') +ecx.reset_day('XLON', '2022-12-27') + +calendar = ec.get_calendar('XLON') + +# Calendar unchanged again. +assert '2022-12-27' in calendar.holidays_all.holidays() +assert '2022-12-28' not in calendar.holidays_all.holidays() +``` + +To reset an entire calendar to its original state, use the method `reset_calendar` or update the calendar with an +empty ChangeSet: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() +import exchange_calendars as ec + +ecx.add_holiday('XLON', '2022-12-28', 'Holiday') +ecx.remove_day('XLON', '2022-12-27') + +calendar = ec.get_calendar('XLON') + +assert '2022-12-27' not in calendar.holidays_all.holidays() +assert '2022-12-28' in calendar.holidays_all.holidays() + +# Same as ecx.update_calendar('XLON', ecx.ChangeSet()) +ecx.reset_calendar('XLON') + +calendar = ec.get_calendar('XLON') + +# Calendar unchanged again. +assert '2022-12-27' in calendar.holidays_all.holidays() +assert '2022-12-28' not in calendar.holidays_all.holidays() +``` + +## Retrieving Changes +For any calendar, it is possible to retrieve a copy of the associated changeset: +```python +import exchange_calendars_extensions as ecx +ecx.apply_extensions() + +ecx.add_holiday('XLON', date='2022-12-28', name='Holiday') +ecx.remove_day('XLON', date='2022-12-27') + +changeset: ecx.ChangeSet = ecx.get_changes_for_calendar('XLON') +print(changeset) +``` + +Output: +```text +add=[DaySpec(date=Timestamp('2022-12-28 00:00:00'), + name='Holiday', + type=)] +remove=[Timestamp('2022-12-27 00:00:00')] +``` + +Since `ecx.get_changes_for_calendar` returns a copy of the changeset, any modifications to the returned changeset +will not affect the calendar. + +To get the changesets for all calendars, use `ecx.get_changes_for_all_calendars`. This returns a dictionary that +maps the exchange name/key to a copy of the corresponding changeset. diff --git a/docs/consolidated_calendars.md b/docs/consolidated_calendars.md new file mode 100644 index 0000000..1129076 --- /dev/null +++ b/docs/consolidated_calendars.md @@ -0,0 +1,114 @@ +--- +title: "Consolidated Calendars" +draft: false +type: docs +layout: "single" + +menu: + docs_extensions: + weight: 30 +--- +# Consolidated Calendars +Extended exchange calendars provide consolidated calendars for holidays and special open/close days that include regular +and ad-hoc occurrences. + +## Holidays +The consolidated calendar for holidays includes all regular and ad-hoc holidays. For example: +```python +import exchange_calendars_extensions.core as ecx +import exchange_calendars as ec + +ecx.apply_extensions() + +calendar = ec.get_calendar('XLON') +print(calendar.holidays_all.holidays(start='2020-01-01', end='2020-12-31', return_name=True)) +``` +will output +```text +2020-01-01 New Year's Day +2020-04-10 Good Friday +2020-04-13 Easter Monday +2020-05-08 ad-hoc holiday +2020-05-25 Spring Bank Holiday +2020-08-31 Summer Bank Holiday +2020-12-25 Christmas +2020-12-26 Boxing Day +2020-12-28 Weekend Boxing Day +dtype: object +``` +Note that the ad-hoc holiday on 2020-05-08 (Queen Elizabeth II 75th anniversary) is included together with all regular +holidays during the period. + +In contrast, the standard calendar only includes regular holidays: +```python +import exchange_calendars_extensions.core as ecx +import exchange_calendars as ec + +ecx.apply_extensions() + +calendar = ec.get_calendar('XLON') +print(calendar.holidays.holidays(start='2020-01-01', end='2020-12-31', return_name=True)) +``` +will output +```text +2020-01-01 New Year's Day +2020-04-10 Good Friday +2020-04-13 Easter Monday +2020-05-25 Spring Bank Holiday +2020-08-31 Summer Bank Holiday +2020-12-25 Christmas +2020-12-26 Boxing Day +2020-12-28 Weekend Boxing Day +dtype: object +``` +Note that the ad-hoc holiday on 2020-05-08 is missing. + +## Special Open/Close Days + +Similar to holidays, consolidated calendars for special open/close days include all regular and ad-hoc occurrences. +```python +import exchange_calendars_extensions.core as ecx +import exchange_calendars as ec + +ecx.apply_extensions() + +calendar = ec.get_calendar('XDUB') +print(calendar.special_closes_all.holidays(start='2018-01-01', end='2018-12-31', return_name=True)) +``` +The result is +```text +2018-03-01 ad-hoc special close +2018-12-24 Last Trading Day Before Christmas +2018-12-31 Last Trading Day Of Calendar Year +dtype: object +``` +which includes an ad-hoc special close day on 2018-03-01. + +{{% note %}} +Depending on the exchange, the consolidated calendars for special open/close days may aggregate days with different +open/close times into a single calendar. It is currently not possible to recover the open/close time for a day from a +consolidated calendar. +{{% /note %}} + +As another example, consider special close days for the Tel Aviv Stock Exchange (XTAE): +```python +import exchange_calendars_extensions.core as ecx +import exchange_calendars as ec + +ecx.apply_extensions() + +calendar = ec.get_calendar('XTAE') +print(calendar.special_closes_all.holidays(start='2020-04-01', end='2020-4-30', return_name=True)) +``` +which gives +```text +2020-04-05 special close +2020-04-12 Passover Interim Day +2020-04-13 Passover Interim Day +2020-04-19 special close +2020-04-26 special close +dtype: object +``` + +This list contains regular special close days on Sundays where the exchange closes at 15:40 local time, as well as +regular special close days during Passover festivities where the exchange closes at 14:15 local time. diff --git a/docs/features.md b/docs/features.md new file mode 100644 index 0000000..2b239a3 --- /dev/null +++ b/docs/features.md @@ -0,0 +1,83 @@ +--- +title: "Features" +draft: false +type: docs +layout: "single" + +menu: + docs_extensions: + weight: 10 +--- +# Features + +## Consolidated Calendars + +This package adds consolidated calendars for holidays and special open/close days, respectively. These calendars combine +regular with ad-hoc occurrences. This makes it easier to enumerate these days in order. + +{{% note %}} +Depending on the exchange, the consolidated calendars for special open/close days may aggregate days with different +open/close times into a single calendar. It is currently not possible to recover the open/close time for a day from a +consolidated calendar. +{{% /note %}} + +## Additional Calendars + +This package also adds calendars for some special trading sessions and non-trading days of interest: +- the last trading session of the month +- the last regular trading session of the month +- quarterly expiry days (quadruple witching) +- monthly expiry days (in months without a quarterly expiry day) +- weekend days as per the underlying weekmask + +{{% note title="Supported exchanges for expiry day sessions" collapsible="true" %}} +Calendars for expiry day sessions are currently only available for the following exchanges: +{{% autocolumns %}} +- ASEX +- BMEX +- XAMS +- XBRU +- XBUD +- XCSE +- XDUB +- XETR +- XHEL +- XIST +- XJSE +- XLIS +- XLON +- XMAD +- XMIL +- XNAS +- XNYS +- XOSL +- XPAR +- XPRA +- XSTO +- XSWX +- XTAE +- XTSE +- XWAR +- XWBO +{{% /autocolumns %}} +{{% /note %}} + +## Calendar Modifications +This package also adds the ability to modify existing calendars at runtime. This can be used to add or remove +- holidays (regular and ad-hoc) +- special open days (regular and ad-hoc) +- special close days (regular and ad-hoc) +- quarterly expiry days +- monthly expiry days + +This is useful to fix incorrect information from `exchange-calendars`. This regularly happens, e.g., when an +exchange announces a change to the regular trading schedule on short notice and an updated release of the upstream +package is not yet available. After some time, modifications can typically be removed when the upstream package has +been updated. + +{{% warning %}} +If you find incorrect information, consider opening a pull request on GitHub to update the information directly +in the [`exchange-calendars`](https://github.com/gerrymanoim/exchange_calendars) repository. Ad-hoc modifications to +calendars should only be used as a last resort and to bridge the time until the information has been updated at the +root. +{{% /warning %}} From 3186d1c7b96ddb7a4f4dc70cddf1e521b79b99cb Mon Sep 17 00:00:00 2001 From: Jens Keiner Date: Fri, 12 Jan 2024 09:42:25 +0100 Subject: [PATCH 09/16] Fix an issue where special open/close days were not returned as int when specifying a fixed day of the week instead of a list of rules. --- exchange_calendars_extensions/core/holiday_calendar.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/exchange_calendars_extensions/core/holiday_calendar.py b/exchange_calendars_extensions/core/holiday_calendar.py index 2672a70..c5f4b83 100644 --- a/exchange_calendars_extensions/core/holiday_calendar.py +++ b/exchange_calendars_extensions/core/holiday_calendar.py @@ -834,7 +834,7 @@ def adhoc_holidays(self) -> List[pd.Timestamp]: @property def special_closes(self) -> List[Tuple[datetime.time, Union[HolidayCalendar, int]]]: - return [(t, HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_closes] + return [(t, rules if type(rules) == int else HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_closes] @property def special_closes_adhoc(self) -> List[Tuple[datetime.time, pd.DatetimeIndex]]: @@ -842,7 +842,7 @@ def special_closes_adhoc(self) -> List[Tuple[datetime.time, pd.DatetimeIndex]]: @property def special_opens(self) -> List[Tuple[datetime.time, Union[HolidayCalendar, int]]]: - return [(t, HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_opens] + return [(t, rules if type(rules) == int else HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_opens] @property def special_opens_adhoc(self) -> List[Tuple[datetime.time, pd.DatetimeIndex]]: From 08c9ce4d12659b343ee0ebf99b4de50d40f7cfb3 Mon Sep 17 00:00:00 2001 From: Jens Keiner Date: Fri, 12 Jan 2024 09:47:06 +0100 Subject: [PATCH 10/16] Relax API version constraints and update dependencies. --- poetry.lock | 447 ++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 220 insertions(+), 229 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3d886de..548233b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,14 +1,14 @@ -# This file is automatically @generated by Poetry 1.6.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand. [[package]] name = "annotated-types" -version = "0.5.0" +version = "0.6.0" description = "Reusable constraint types to use with typing.Annotated" optional = false -python-versions = ">=3.7" +python-versions = ">=3.8" files = [ - {file = "annotated_types-0.5.0-py3-none-any.whl", hash = "sha256:58da39888f92c276ad970249761ebea80ba544b77acddaa1a4d6cf78287d45fd"}, - {file = "annotated_types-0.5.0.tar.gz", hash = "sha256:47cdc3490d9ac1506ce92c7aaa76c579dc3509ff11e098fc867e5130ab7be802"}, + {file = "annotated_types-0.6.0-py3-none-any.whl", hash = "sha256:0641064de18ba7a25dee8f96403ebc39113d0cb953a01429249d5c7564666a43"}, + {file = "annotated_types-0.6.0.tar.gz", hash = "sha256:563339e807e53ffd9c267e99fc6d9ea23eb8443c08f112651963e24e22f84a5d"}, ] [package.dependencies] @@ -38,63 +38,63 @@ files = [ [[package]] name = "coverage" -version = "7.3.0" +version = "7.4.0" description = "Code coverage measurement for Python" optional = false python-versions = ">=3.8" files = [ - {file = 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"sphinx-notfound-page (>=1,<2)", "sphinx-reredirects", "sphinxcontrib-towncrier"] testing = ["build[virtualenv]", "filelock (>=3.4.0)", "flake8-2020", "ini2toml[lite] (>=0.9)", "jaraco.develop (>=7.21)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "pip (>=19.1)", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-mypy (>=0.9.1)", "pytest-perf", "pytest-ruff", "pytest-timeout", "pytest-xdist", "tomli-w (>=1.0.0)", "virtualenv (>=13.0.0)", "wheel"] -testing-integration = ["build[virtualenv]", "filelock (>=3.4.0)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "pytest", "pytest-enabler", "pytest-xdist", "tomli", "virtualenv (>=13.0.0)", "wheel"] +testing-integration = ["build[virtualenv] (>=1.0.3)", "filelock (>=3.4.0)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "packaging (>=23.1)", "pytest", "pytest-enabler", "pytest-xdist", "tomli", "virtualenv (>=13.0.0)", "wheel"] [[package]] name = "six" @@ -721,47 +712,47 @@ files = [ [[package]] name = "typing-extensions" -version = "4.8.0" +version = "4.9.0" description = "Backported and Experimental Type Hints for Python 3.8+" optional = false python-versions = ">=3.8" files = [ - {file = "typing_extensions-4.8.0-py3-none-any.whl", hash = "sha256:8f92fc8806f9a6b641eaa5318da32b44d401efaac0f6678c9bc448ba3605faa0"}, - {file = "typing_extensions-4.8.0.tar.gz", hash = "sha256:df8e4339e9cb77357558cbdbceca33c303714cf861d1eef15e1070055ae8b7ef"}, + {file = "typing_extensions-4.9.0-py3-none-any.whl", hash = "sha256:af72aea155e91adfc61c3ae9e0e342dbc0cba726d6cba4b6c72c1f34e47291cd"}, + {file = "typing_extensions-4.9.0.tar.gz", hash = "sha256:23478f88c37f27d76ac8aee6c905017a143b0b1b886c3c9f66bc2fd94f9f5783"}, ] [[package]] name = "tzdata" -version = "2023.3" +version = "2023.4" description = "Provider of IANA time zone data" optional = false python-versions = ">=2" files = [ - {file = "tzdata-2023.3-py2.py3-none-any.whl", hash = "sha256:7e65763eef3120314099b6939b5546db7adce1e7d6f2e179e3df563c70511eda"}, - {file = "tzdata-2023.3.tar.gz", hash = "sha256:11ef1e08e54acb0d4f95bdb1be05da659673de4acbd21bf9c69e94cc5e907a3a"}, + {file = "tzdata-2023.4-py2.py3-none-any.whl", hash = "sha256:aa3ace4329eeacda5b7beb7ea08ece826c28d761cda36e747cfbf97996d39bf3"}, + {file = "tzdata-2023.4.tar.gz", hash = "sha256:dd54c94f294765522c77399649b4fefd95522479a664a0cec87f41bebc6148c9"}, ] [[package]] name = "virtualenv" -version = "20.24.3" +version = "20.25.0" description = "Virtual Python Environment builder" optional = false python-versions = ">=3.7" files = [ - {file = "virtualenv-20.24.3-py3-none-any.whl", hash = "sha256:95a6e9398b4967fbcb5fef2acec5efaf9aa4972049d9ae41f95e0972a683fd02"}, - {file = "virtualenv-20.24.3.tar.gz", hash = "sha256:e5c3b4ce817b0b328af041506a2a299418c98747c4b1e68cb7527e74ced23efc"}, + {file = "virtualenv-20.25.0-py3-none-any.whl", hash = "sha256:4238949c5ffe6876362d9c0180fc6c3a824a7b12b80604eeb8085f2ed7460de3"}, + {file = "virtualenv-20.25.0.tar.gz", hash = "sha256:bf51c0d9c7dd63ea8e44086fa1e4fb1093a31e963b86959257378aef020e1f1b"}, ] [package.dependencies] distlib = ">=0.3.7,<1" filelock = ">=3.12.2,<4" -platformdirs = ">=3.9.1,<4" +platformdirs = ">=3.9.1,<5" [package.extras] -docs = ["furo (>=2023.5.20)", "proselint (>=0.13)", "sphinx (>=7.0.1)", "sphinx-argparse (>=0.4)", "sphinxcontrib-towncrier (>=0.2.1a0)", "towncrier (>=23.6)"] +docs = ["furo (>=2023.7.26)", "proselint (>=0.13)", "sphinx (>=7.1.2)", "sphinx-argparse (>=0.4)", "sphinxcontrib-towncrier (>=0.2.1a0)", "towncrier (>=23.6)"] test = ["covdefaults (>=2.3)", "coverage (>=7.2.7)", "coverage-enable-subprocess (>=1)", "flaky (>=3.7)", "packaging (>=23.1)", "pytest (>=7.4)", "pytest-env (>=0.8.2)", "pytest-freezer (>=0.4.8)", "pytest-mock (>=3.11.1)", "pytest-randomly (>=3.12)", "pytest-timeout (>=2.1)", "setuptools (>=68)", "time-machine (>=2.10)"] [metadata] lock-version = "2.0" python-versions = "~=3.8" -content-hash = "569b8ddf18db199484d9eab9403fdaaa13056e87c3156b70ceae3e1ddeae0061" +content-hash = "9bc6ca47ea08b88ab52d02732f78f2d3b9f857bfb0ca8ef60e74cbaa1a8cd75e" diff --git a/pyproject.toml b/pyproject.toml index 74ea87e..306649e 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -34,7 +34,7 @@ packages = [{include = "exchange_calendars_extensions"}] [tool.poetry.dependencies] python = "~=3.8" -exchange-calendars-extensions-api = "==0.1.1" +exchange-calendars-extensions-api = ">=0.1.1,<1.0.0" exchange-calendars = ">=4.0.1,<5" typing-extensions = ">=4.0,<5" pydantic = ">=2.0,<3" From bfe208a2ba539af9a62c097667c74d941d53f11e Mon Sep 17 00:00:00 2001 From: Jens Keiner Date: Fri, 12 Jan 2024 09:50:25 +0100 Subject: [PATCH 11/16] Fix code smells. --- exchange_calendars_extensions/core/holiday_calendar.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/exchange_calendars_extensions/core/holiday_calendar.py b/exchange_calendars_extensions/core/holiday_calendar.py index c5f4b83..87d30f9 100644 --- a/exchange_calendars_extensions/core/holiday_calendar.py +++ b/exchange_calendars_extensions/core/holiday_calendar.py @@ -834,7 +834,7 @@ def adhoc_holidays(self) -> List[pd.Timestamp]: @property def special_closes(self) -> List[Tuple[datetime.time, Union[HolidayCalendar, int]]]: - return [(t, rules if type(rules) == int else HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_closes] + return [(t, rules if isinstance(rules, int) else HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_closes] @property def special_closes_adhoc(self) -> List[Tuple[datetime.time, pd.DatetimeIndex]]: @@ -842,7 +842,7 @@ def special_closes_adhoc(self) -> List[Tuple[datetime.time, pd.DatetimeIndex]]: @property def special_opens(self) -> List[Tuple[datetime.time, Union[HolidayCalendar, int]]]: - return [(t, rules if type(rules) == int else HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_opens] + return [(t, rules if isinstance(rules, int) else HolidayCalendar(rules=rules)) for t, rules in self._adjusted_properties.special_opens] @property def special_opens_adhoc(self) -> List[Tuple[datetime.time, pd.DatetimeIndex]]: From fc027d771f49266e96a5d6aae6af02033b01ac05 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Fri, 12 Jan 2024 14:38:56 +0000 Subject: [PATCH 12/16] Bump actions/setup-python from 4 to 5 Bumps [actions/setup-python](https://github.com/actions/setup-python) from 4 to 5. - [Release notes](https://github.com/actions/setup-python/releases) - [Commits](https://github.com/actions/setup-python/compare/v4...v5) --- updated-dependencies: - dependency-name: actions/setup-python dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] --- .github/workflows/ci.yml | 2 +- .github/workflows/publish-rc.yml | 2 +- .github/workflows/publish.yml | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 889e60e..176455d 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -25,7 +25,7 @@ jobs: - name: Install poetry run: pipx install poetry - name: Set up Python ${{ matrix.python-version }} - uses: actions/setup-python@v4 + uses: actions/setup-python@v5 with: python-version: ${{ matrix.python-version }} cache: 'poetry' diff --git a/.github/workflows/publish-rc.yml b/.github/workflows/publish-rc.yml index eafdcbb..efd83f9 100644 --- a/.github/workflows/publish-rc.yml +++ b/.github/workflows/publish-rc.yml @@ -22,7 +22,7 @@ jobs: - name: Install poetry. run: pipx install poetry - name: Set up Python. - uses: actions/setup-python@v4 + uses: actions/setup-python@v5 with: python-version: "3.11" cache: 'poetry' diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml index 76e1eb0..3fade51 100644 --- a/.github/workflows/publish.yml +++ b/.github/workflows/publish.yml @@ -19,7 +19,7 @@ jobs: - name: Install poetry. run: pipx install poetry - name: Set up Python. - uses: actions/setup-python@v4 + uses: actions/setup-python@v5 with: python-version: "3.11" cache: 'poetry' From 354c45985f40e7d14e48df49bd2f49fbc126092e Mon Sep 17 00:00:00 2001 From: Jens Keiner Date: Fri, 12 Jan 2024 21:08:21 +0100 Subject: [PATCH 13/16] Purge PyPI Fastly cache to avoid errors when trying to install package with pip. --- .github/workflows/publish-rc.yml | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/.github/workflows/publish-rc.yml b/.github/workflows/publish-rc.yml index efd83f9..3853269 100644 --- a/.github/workflows/publish-rc.yml +++ b/.github/workflows/publish-rc.yml @@ -8,7 +8,7 @@ on: - 'support/**' env: - PACKAGE_NAME: exchange_calendars_extensions + PACKAGE_NAME: exchange-calendars-extensions MODULE_NAME: exchange_calendars_extensions.core jobs: @@ -65,6 +65,12 @@ jobs: sleep 5s fi done + resp=$(curl -H "Authorization: bearer $ACTIONS_ID_TOKEN_REQUEST_TOKEN" "$ACTIONS_ID_TOKEN_REQUEST_URL&audience=testpypi") + oidc_token=$(jq '.value' <<< "${resp}") + resp=$(curl -X POST https://pypi.org/_/oidc/mint-token -d "{\"token\": \"${oidc_token}\"}") + api_token=$(jq '.token' <<< "${resp}") + echo "::add-mask::${api_token}" + curl -H "Authorization: bearer $api_token" -X PURGE https://test.pypi.org/simple/${{ env.PACKAGE_NAME }}/ sleep 15s pip install --no-cache-dir --index-url https://test.pypi.org/simple ${{ env.PACKAGE_NAME }}==${{ env.VERSION }} --no-deps pip install -r requirements.txt From eddff924d388ebb746cf1131332d929d394fce58 Mon Sep 17 00:00:00 2001 From: Jens Keiner Date: Fri, 12 Jan 2024 21:17:16 +0100 Subject: [PATCH 14/16] Fiy authentication. --- .github/workflows/publish-rc.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/publish-rc.yml b/.github/workflows/publish-rc.yml index 3853269..625baa0 100644 --- a/.github/workflows/publish-rc.yml +++ b/.github/workflows/publish-rc.yml @@ -70,7 +70,7 @@ jobs: resp=$(curl -X POST https://pypi.org/_/oidc/mint-token -d "{\"token\": \"${oidc_token}\"}") api_token=$(jq '.token' <<< "${resp}") echo "::add-mask::${api_token}" - curl -H "Authorization: bearer $api_token" -X PURGE https://test.pypi.org/simple/${{ env.PACKAGE_NAME }}/ + curl -u "__token__:$api_key" -X PURGE https://test.pypi.org/simple/${{ env.PACKAGE_NAME }}/ sleep 15s pip install --no-cache-dir --index-url https://test.pypi.org/simple ${{ env.PACKAGE_NAME }}==${{ env.VERSION }} --no-deps pip install -r requirements.txt From 9449d58fd2b7e61d3db6595f61dca8667ae78eae Mon Sep 17 00:00:00 2001 From: Jens Keiner Date: Fri, 12 Jan 2024 21:23:09 +0100 Subject: [PATCH 15/16] Fix authentication. #2 --- .github/workflows/publish-rc.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/publish-rc.yml b/.github/workflows/publish-rc.yml index 625baa0..3a1b48a 100644 --- a/.github/workflows/publish-rc.yml +++ b/.github/workflows/publish-rc.yml @@ -70,7 +70,7 @@ jobs: resp=$(curl -X POST https://pypi.org/_/oidc/mint-token -d "{\"token\": \"${oidc_token}\"}") api_token=$(jq '.token' <<< "${resp}") echo "::add-mask::${api_token}" - curl -u "__token__:$api_key" -X PURGE https://test.pypi.org/simple/${{ env.PACKAGE_NAME }}/ + curl -u "__token__:pypi-$api_key" -X PURGE https://test.pypi.org/simple/${{ env.PACKAGE_NAME }}/ sleep 15s pip install --no-cache-dir --index-url https://test.pypi.org/simple ${{ env.PACKAGE_NAME }}==${{ env.VERSION }} --no-deps pip install -r requirements.txt From 526702b95e96949155a3330f6d827a0d053750bd Mon Sep 17 00:00:00 2001 From: Jens Keiner Date: Fri, 12 Jan 2024 21:26:46 +0100 Subject: [PATCH 16/16] Revert changes again. --- .github/workflows/publish-rc.yml | 6 ------ 1 file changed, 6 deletions(-) diff --git a/.github/workflows/publish-rc.yml b/.github/workflows/publish-rc.yml index 3a1b48a..45b4e0a 100644 --- a/.github/workflows/publish-rc.yml +++ b/.github/workflows/publish-rc.yml @@ -65,12 +65,6 @@ jobs: sleep 5s fi done - resp=$(curl -H "Authorization: bearer $ACTIONS_ID_TOKEN_REQUEST_TOKEN" "$ACTIONS_ID_TOKEN_REQUEST_URL&audience=testpypi") - oidc_token=$(jq '.value' <<< "${resp}") - resp=$(curl -X POST https://pypi.org/_/oidc/mint-token -d "{\"token\": \"${oidc_token}\"}") - api_token=$(jq '.token' <<< "${resp}") - echo "::add-mask::${api_token}" - curl -u "__token__:pypi-$api_key" -X PURGE https://test.pypi.org/simple/${{ env.PACKAGE_NAME }}/ sleep 15s pip install --no-cache-dir --index-url https://test.pypi.org/simple ${{ env.PACKAGE_NAME }}==${{ env.VERSION }} --no-deps pip install -r requirements.txt