Eurex stock exchange (#549)

Add Eurex stock exchange

Author: w3stling

README.md

@@ -267,6 +267,7 @@ See the [minutes tutorial](docs/tutorials/minutes.ipynb) for a detailed explanat
 | Ljubljana Stock Exchange        | XLJU     | Slovenia       | 4.11.3        | https://ljse.si/en                                           |
 | Bratislava Stock Exchange       | XBRA     | Slovakia       | 4.11.3        | https://www.bsse.sk/bcpb/en                                  |
 | Belgrade Stock Exchange         | XBEL     | Serbia         | 4.11.3        | https://www.belex.rs/eng                                     |
+| Eurex                           | XEUR     | Germany        | 4.13.2        | https://www.eurex.com/ex-en/                                 |
 | Börse Stuttgart                 | XSTU     | Germany        | 4.13.2        | https://www.boerse-stuttgart.de/en                           |
 
 

exchange_calendars/calendar_utils.py

@@ -28,6 +28,7 @@
 from .exchange_calendar_xdus import XDUSExchangeCalendar
 from .exchange_calendar_xeee import XEEEExchangeCalendar
 from .exchange_calendar_xetr import XETRExchangeCalendar
+from .exchange_calendar_xeur import XEURExchangeCalendar
 from .exchange_calendar_xfra import XFRAExchangeCalendar
 from .exchange_calendar_xham import XHAMExchangeCalendar
 from .exchange_calendar_xhel import XHELExchangeCalendar
@@ -101,6 +102,7 @@
     "XEEE": XEEEExchangeCalendar,
     "XFRA": XFRAExchangeCalendar,
     "XETR": XETRExchangeCalendar,
+    "XEUR": XEURExchangeCalendar,
     "XHAM": XHAMExchangeCalendar,
     "XHEL": XHELExchangeCalendar,
     "XHKG": XHKGExchangeCalendar,

exchange_calendars/exchange_calendar_xeur.py

@@ -0,0 +1,71 @@
+from datetime import time
+from zoneinfo import ZoneInfo
+
+from pandas.tseries.holiday import EasterMonday, GoodFriday
+
+from .common_holidays import (
+    boxing_day,
+    christmas,
+    christmas_eve,
+    european_labour_day,
+    new_years_day,
+    new_years_eve,
+)
+from .exchange_calendar import ExchangeCalendar, HolidayCalendar
+
+# Regular Holidays
+# ----------------
+NewYearsDay = new_years_day()
+
+EuropeanLabourDay = european_labour_day()
+
+ChristmasEve = christmas_eve()
+
+Christmas = christmas()
+
+BoxingDay = boxing_day()
+
+NewYearsEve = new_years_eve()
+
+
+class XEURExchangeCalendar(ExchangeCalendar):
+    """
+    Exchange calendar for Eurex (XEUR).
+    https://www.eurex.com/ex-en/trade/trading-calendar/holiday-regulations
+
+    Open Time: 8:00 AM, CET
+    Close Time: 22:00 PM, CET
+
+    Regularly-Observed Holidays:
+    - New Years Day
+    - Good Friday
+    - Easter Monday
+    - Labour Day
+    - Christmas Eve
+    - Christmas Day
+    - Boxing Day
+    - New Year's Eve
+    """
+
+    name = "XEUR"
+
+    tz = ZoneInfo("Europe/Berlin")
+
+    open_times = ((None, time(8)),)
+
+    close_times = ((None, time(22, 0)),)
+
+    @property
+    def regular_holidays(self):
+        return HolidayCalendar(
+            [
+                NewYearsDay,
+                GoodFriday,
+                EasterMonday,
+                EuropeanLabourDay,
+                ChristmasEve,
+                Christmas,
+                BoxingDay,
+                NewYearsEve,
+            ]
+        )