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@@ -6,22 +6,25 @@ A Python library for defining and querying calendars for security exchanges.
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Calendars for more than [50 exchanges](#Calendars) available out-the-box! If you still can't find the calendar you're looking for, [create a new one](#How-can-I-create-a-new-calendar)!
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## **What's new in 3.4?** (October 2021)
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Quite a bit! (Please offer any feedback at the [3.4 discussion](https://github.com/gerrymanoim/exchange_calendars/discussions/107))
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*[Tutorials](#Tutorials). Five of them!
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* New calendar methods [#71](https://github.com/gerrymanoim/exchange_calendars/pull/71) (see [calendar_methods.ipynb](docs/tutorials/calendar_methods.ipynb) for usage), including:
* Calendar's now have a `side` parameter to determine which of the open, close, break-start and break-end minutes are treated as trading minutes [#71](https://github.com/gerrymanoim/exchange_calendars/pull/71).
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* 24 hour calendars are now truly 24 hours (open/close times are no longer one minute later/earlier than the actual open/close) [#71](https://github.com/gerrymanoim/exchange_calendars/pull/71).
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* Some calendar methods have been renamed to improve consistency (table of changes [here](#Methods-renamed-in-version-34)) [#85](https://github.com/gerrymanoim/exchange_calendars/issues/85). The previous names will continue to be available until version 4.0. NOTE: Some newly named methods have also made changes to parameter names, for example from `session_label` to `session` and from `start_session_label` to `start`.
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* Under-the-bonnet work has sped up many methods.
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* A test suite overhaul ([#71](https://github.com/gerrymanoim/exchange_calendars/pull/71), [#92](https://github.com/gerrymanoim/exchange_calendars/pull/92), [#96](https://github.com/gerrymanoim/exchange_calendars/pull/96)) has made it simpler to define and test calendars.
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## **NOTICES: All change!**
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### **Release 3.6.3 will be the last stop for version 3!**
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The final release for version 3 will be v3.6.3 (due before end May 22). See [#175](https://github.com/gerrymanoim/exchange_calendars/issues/175) for information on PRs received ahead of release v4.0.
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### What to expect in 4.0 (June 2022)
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Major changes to be introduced in 4.0 include:
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* Changes to the timezone of sessions and times ([#142](https://github.com/gerrymanoim/exchange_calendars/issues/42)). **This will** (probably) **break dependent packages!**
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* Schedule times to change from tz-naive to "UTC".
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* Sessions to change from "UTC" to tz-naive.
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* Renaming of further methods and method parameters to improve consistency.
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* Minimum supported Python version to advance from 3.7 to 3.8.
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* For those [methods renamed in 3.4](#Methods-renamed-in-version-34), the old method names will be removed.
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See the [path to 4.0](https://github.com/gerrymanoim/exchange_calendars/issues/61) for a fuller list.
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### **New library for prices data!**
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If you like the idea of [using `exchange_calendars` to create meaningful OHLCV datasets](https://github.com/maread99/market_prices#exchange_calendars) then check out the new [`market_prices`](https://github.com/maread99/market_prices) library. Works out-the-box with freely available data!
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## Installation
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## Methods renamed in version 3.4
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## **Changes in 3.4** (released October 2021)
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The 3.4 release introduced notable new features and documentation, including:
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* [Tutorials](#Tutorials). Five of them!
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* New calendar methods [#71](https://github.com/gerrymanoim/exchange_calendars/pull/71) (see [calendar_methods.ipynb](docs/tutorials/calendar_methods.ipynb) for usage), including:
* Calendar's now have a `side` parameter to determine which of the open, close, break-start and break-end minutes are treated as trading minutes [#71](https://github.com/gerrymanoim/exchange_calendars/pull/71).
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*24 hour calendars are now truly 24 hours (open/close times are no longer one minute later/earlier than the actual open/close) [#71](https://github.com/gerrymanoim/exchange_calendars/pull/71).
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* Some calendar methods have been renamed to improve consistency (table of changes [here](#Methods-renamed-in-version-34)) [#85](https://github.com/gerrymanoim/exchange_calendars/issues/85). The previous names will continue to be available until version 4.0. NOTE: Some newly named methods have also made changes to parameter names, for example from `session_label` to `session` and from `start_session_label` to `start`.
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* Under-the-bonnet work has sped up many methods.
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* A test suite overhaul ([#71](https://github.com/gerrymanoim/exchange_calendars/pull/71), [#92](https://github.com/gerrymanoim/exchange_calendars/pull/92), [#96](https://github.com/gerrymanoim/exchange_calendars/pull/96)) has made it simpler to define and test calendars.
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Please offer any feedback at the [3.4 discussion](https://github.com/gerrymanoim/exchange_calendars/discussions/107).
Major anticipated changes in4.0 include the following (see the [path to 4.0](https://github.com/gerrymanoim/exchange_calendars/issues/61) for a fuller list):
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* Changes to the timezone of returned sessions and times (these changes are not yet setin stone - please have your say [here](https://github.com/gerrymanoim/exchange_calendars/issues/42)).
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* Schedule times to change from tz-naive to "UTC".
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* Sessions to change from"UTC" to tz-naive.
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* Renaming of some methods and method parameters to provide consistency across the package.
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* Minimum supported Python version to advance from3.7 to 3.8.
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* For those [methods renamed in3.4](#Methods-renamed-in-version-34), the previous method names will be removed.
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