Add Luxembourg stock exchange

README.md

@@ -254,9 +254,10 @@ See the [minutes tutorial](docs/tutorials/minutes.ipynb) for a detailed explanat
 | Astana International Exchange   | AIXK     | Kazakhstan     | 3.2           | https://www.aix.kz/                                          |
 | Bucharest Stock Exchange        | XBSE     | Romania        | 3.2           | https://www.bvb.ro/                                          |
 | Saudi Stock Exchange            | XSAU     | Saudi Arabia   | 4.2           | https://www.saudiexchange.sa/                                |
-| European Energy Exchange AG     | XEEE     | Germany        | 4.5.5           | https://www.eex.com                                         |
-| Hamburg Stock Exchange          | XHAM     | Germany        | 4.5.5           | https://www.boerse-hamburg.de                               |
-| Duesseldorf Stock Exchange      | XDUS     | Germany        | 4.5.5           | https://www.boerse-duesseldorf.de                               |
+| European Energy Exchange AG     | XEEE     | Germany        | 4.5.5         | https://www.eex.com                                          |
+| Hamburg Stock Exchange          | XHAM     | Germany        | 4.5.5         | https://www.boerse-hamburg.de                                |
+| Duesseldorf Stock Exchange      | XDUS     | Germany        | 4.5.5         | https://www.boerse-duesseldorf.de                            |
+| Luxembourg Stock Exchange       | XLUX     | Luxembourg     | 4.8           | https://www.luxse.com/                                       |
 
 > Note that exchange calendars are defined by their [ISO-10383](https://www.iso20022.org/10383/iso-10383-market-identifier-codes) market identifier code.
 

exchange_calendars/calendar_utils.py

@@ -38,6 +38,7 @@
 from .exchange_calendar_xlim import XLIMExchangeCalendar
 from .exchange_calendar_xlis import XLISExchangeCalendar
 from .exchange_calendar_xlon import XLONExchangeCalendar
+from .exchange_calendar_xlux import XLUXExchangeCalendar
 from .exchange_calendar_xmad import XMADExchangeCalendar
 from .exchange_calendar_xmex import XMEXExchangeCalendar
 from .exchange_calendar_xmil import XMILExchangeCalendar
@@ -99,6 +100,7 @@
     "XLIM": XLIMExchangeCalendar,
     "XLIS": XLISExchangeCalendar,
     "XLON": XLONExchangeCalendar,
+    "XLUX": XLUXExchangeCalendar,
     "XMAD": XMADExchangeCalendar,
     "XMEX": XMEXExchangeCalendar,
     "XMIL": XMILExchangeCalendar,
@@ -157,6 +159,7 @@
     "SSE": "XSHG",
     "TASE": "XTAE",
     "BVB": "XBSE",
+    "LUXSE": "XLUX",
 }
 
 default_calendar_names = sorted(_default_calendar_factories.keys())

exchange_calendars/exchange_calendar_xlux.py

@@ -0,0 +1,78 @@
+from datetime import time
+from zoneinfo import ZoneInfo
+
+from pandas.tseries.holiday import EasterMonday, GoodFriday
+
+from .exchange_calendar import WEEKDAYS, HolidayCalendar, ExchangeCalendar
+
+from .common_holidays import (
+    new_years_eve,
+    new_years_day,
+    european_labour_day,
+    christmas,
+    christmas_eve,
+    boxing_day,
+)
+
+NewYearsEve = new_years_eve(days_of_week=WEEKDAYS)
+NewYearsDay = new_years_day()
+LabourDay = european_labour_day()
+Christmas = christmas()
+ChristmasEve = christmas_eve(days_of_week=WEEKDAYS)
+BoxingDay = boxing_day()
+
+
+class XLUXExchangeCalendar(ExchangeCalendar):
+    """
+    Exchange calendar for the Luxembourg Stock Exchange (XLUX).
+
+    Open Time: 9:00 AM, CET
+    Close Time: 5:40 PM, CET
+
+    Regularly-Observed Holidays:
+    - New Years Day
+    - Good Friday
+    - Easter Monday
+    - Labour Day
+    - Christmas Day
+    - Boxing Day
+
+    Early Closes:
+    - Christmas Eve
+    - New Year's Eve
+    """
+
+    # Source: https://www.luxse.com/trading/opening-hours-and-closing-days
+
+    name = "XLUX"  # Luxembourg Stock Exchange
+    tz = ZoneInfo("Europe/Luxembourg")
+    open_times = ((None, time(9, 0)),)
+    close_times = ((None, time(17, 40)),)
+    regular_early_close = time(14, 5)
+
+    @property
+    def regular_holidays(self):
+        return HolidayCalendar(
+            [
+                NewYearsDay,
+                GoodFriday,
+                EasterMonday,
+                LabourDay,
+                Christmas,
+                BoxingDay,
+            ]
+        )
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                self.regular_early_close,
+                HolidayCalendar(
+                    [
+                        ChristmasEve,
+                        NewYearsEve,
+                    ]
+                ),
+            )
+        ]