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Update market close of JPX to 15:30 #351

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Nov 17, 2024
Merged

Update market close of JPX to 15:30 #351

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8 changes: 6 additions & 2 deletions pandas_market_calendars/calendars/jpx.py
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Original file line number Diff line number Diff line change
Expand Up @@ -21,13 +21,17 @@ class JPXExchangeCalendar(MarketCalendar):

Open Time: 9:31 AM, Asia/Tokyo
LUNCH BREAK :facepalm: : 11:30 AM - 12:30 PM Asia/Tokyo
Close Time: 4:00 PM, Asia/Tokyo
Close Time: 3:30 PM, Asia/Tokyo

Market close of Japan changed from 3:00 PM to 3:30 PM on November 5, 2024
Reference:
https://www.jpx.co.jp/english/equities/trading/domestic/tvdivq0000006blj-att/tradinghours_eg.pdf
"""

aliases = ["JPX", "XJPX"]
regular_market_times = {
"market_open": ((None, time(9)),),
"market_close": ((None, time(15)),),
"market_close": ((None, time(15)), ("2024-11-05", time(15, 30))),
"break_start": ((None, time(11, 30)),),
"break_end": ((None, time(12, 30)),),
}
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34 changes: 34 additions & 0 deletions tests/test_jpx_calendar.py
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Expand Up @@ -267,3 +267,37 @@ def test_jpx_trading_days_since_1949(request):
actual = pd.date_range(start_date, end_date, freq=day_generator)

assert_index_equal(expected, actual)


def test_jpx_change_in_market_close():
"""
The market close of Japan changed from 3:00 PM to 3:30 PM on November 5, 2024, make sure the
calendar reflects this change.
"""
jpx_calendar = JPXExchangeCalendar()
jpx_schedule = jpx_calendar.schedule(start_date="2024-10-28", end_date="2024-11-08")

business_dates_before_change = [
"2024-10-28",
"2024-10-29",
"2024-10-30",
"2024-10-31",
"2024-11-01",
]

business_dates_after_change = [
"2024-11-05",
"2024-11-06",
"2024-11-07",
"2024-11-08",
]

for date in business_dates_before_change:
assert jpx_schedule.loc[date, "market_close"] == pd.Timestamp(
f"{date} 15:00", tz="Asia/Tokyo"
)

for date in business_dates_after_change:
assert jpx_schedule.loc[date, "market_close"] == pd.Timestamp(
f"{date} 15:30", tz="Asia/Tokyo"
)
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