DEV: Drop black and flake8 and use ruff instead

.github/pull_request_template.md

@@ -6,7 +6,7 @@ It's recommended that whilst working through the process reference be made to ex
   - [ ] Name subclass `{Exchange MIC}ExchangeCalendar`.
   - [ ] Override methods and properties as required, being guided by ExchangeCalendar documentation and in-code comments. All abstract properties must be overriden.
   - [ ] Include references / links for holidays and timings (either to class documentation or as comments).
-- [ ] Import calendar class to `exchange_calendars/calendar_utils.py` and add class to `_default_calendar_factories`. 
+- [ ] Import calendar class to `exchange_calendars/calendar_utils.py` and add class to `_default_calendar_factories`.
 - [ ] Add calendar test module `tests/test_{Exchange MIC}_calendar.py` Module should contain a subclass of the test base class `ExchangeCalendarTestBase` (in `tests/test_exchange_calendars.py`).
   - [ ] Name subclass `Test{Exchange MIC}Calendar`.
   - [ ] Override fixtures as required, being guided by ExchangeCalendarTestBase documentation and in-code comments. The `calendar_cls` and `max_session_hours` fixtures must be overriden.
@@ -16,7 +16,7 @@ It's recommended that whilst working through the process reference be made to ex
 
 **Workflow to modify an existing Exchange Calendar**
 
-- [ ] Modify calendar class as required. 
+- [ ] Modify calendar class as required.
 - [ ] Modify the test resources file (e.g `tests/resources/{Exchange MIC}.csv`), either manually or by executing `python etc/make_exchange_calendar_test_csv.py {Exchange MIC}`.
 - [ ] Check if any of the fixtures in `tests/test_{Exchange MIC}_calendar.py` need updating to reflect your changes.
 - [ ] Add references to any new/modified holidays in `exchange_calendars/exchange_calendar_{Exchange MIC}.py`.

.github/workflows/main.yml

@@ -35,9 +35,13 @@ jobs:
         python -m pip install --upgrade pip
         pip install -r etc/${{matrix.requirements_file}}
         pip install -e .
-    - name: Lint with flake8
-      run: |
-        flake8
     - name: Test with pytest
       run: |
         pytest tests -n auto --dist loadscope
+
+  pre-commit:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v4
+    - uses: actions/setup-python@v5
+    - uses: pre-commit/action@v3.0.0

.pre-commit-config.yaml

@@ -1,16 +1,15 @@
 repos:
 - repo: https://github.com/pre-commit/pre-commit-hooks
-  rev: v4.2.0
+  rev: v4.5.0
   hooks:
     - id: check-yaml
     - id: end-of-file-fixer
     - id: trailing-whitespace
-- repo: https://github.com/pycqa/flake8
-  rev: 6.1.0
+- repo: https://github.com/astral-sh/ruff-pre-commit
+  rev: v0.2.1
   hooks:
-    - id: flake8
-- repo: https://github.com/psf/black
-  rev: 23.7.0
-  hooks:
-    - id: black
-      language_version: python
+    - id: ruff
+      # We have --exit-non-zero-on-fix so that the
+      # CI build fails if there are any fixes
+      args: [--fix, --exit-non-zero-on-fix]
+    - id: ruff-format

README.md

@@ -1,6 +1,6 @@
 # exchange_calendars
 
-[![PyPI](https://img.shields.io/pypi/v/exchange-calendars)](https://pypi.org/project/exchange-calendars/) ![Python Support](https://img.shields.io/pypi/pyversions/exchange_calendars) ![PyPI Downloads](https://img.shields.io/pypi/dd/exchange-calendars) [![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)
+[![PyPI](https://img.shields.io/pypi/v/exchange-calendars)](https://pypi.org/project/exchange-calendars/) ![Python Support](https://img.shields.io/pypi/pyversions/exchange_calendars) ![PyPI Downloads](https://img.shields.io/pypi/dd/exchange-calendars) [![Code style: black](https://img.shields.io/badge/code%20style-ruff-000000.svg)](https://github.com/astral-sh/ruff)
 
 A Python library for defining and querying calendars for security exchanges.
 

etc/lunisolar

@@ -28,9 +28,8 @@ import novas.compat as novas
 import numpy as np
 import pandas as pd
 import toolz
-from novas.compat import eph_manager
-
 from exchange_calendars.calendar_helpers import UTC
+from novas.compat import eph_manager
 
 
 @contextlib.contextmanager
@@ -878,11 +877,11 @@ def lunar_ecliptic_longitude(root_dir, verbose, start, stop):
 
     with ephemeris():
         minutes = np.arange(start, stop, dtype="M8[m]")
-        for minutes in toolz.partition_all(60 * 24 * 365, minutes):
+        for mins_in_year in toolz.partition_all(60 * 24 * 365, minutes):
             if verbose:
-                print(f"start={minutes[0]}; stop={minutes[-1]}")
+                print(f"start={mins_in_year[0]}; stop={mins_in_year[-1]}")
 
-            lunar_ecliptic_longitude_block(root_dir, np.array(minutes))
+            lunar_ecliptic_longitude_block(root_dir, np.array(mins_in_year))
 
 
 def calculate_new_moon(solar_ecliptic_longitude, lunar_ecliptic_longitude, minutes):
@@ -1025,11 +1024,11 @@ def solar_solar_ecliptic_longitude(root_dir, verbose, start, stop):
 
     with ephemeris():
         minutes = np.arange(start, stop, dtype="M8[m]")
-        for minutes in toolz.partition_all(60 * 24 * 365, minutes):
+        for mins_in_year in toolz.partition_all(60 * 24 * 365, minutes):
             if verbose:
-                print(f"start={minutes[0]}; stop={minutes[-1]}")
+                print(f"start={mins_in_year[0]}; stop={mins_in_year[-1]}")
 
-            solar_ecliptic_longitude_block(root_dir, np.array(minutes))
+            solar_ecliptic_longitude_block(root_dir, np.array(mins_in_year))
 
 
 def minutes_at_phase(longitude, minutes, phase):

exchange_calendars/exchange_calendar.py

@@ -66,6 +66,8 @@
 WEEKDAYS = (MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY)
 WEEKENDS = (SATURDAY, SUNDAY)
 
+ONE_MINUTE = pd.Timedelta(1, "min")
+
 
 def selection(
     arr: pd.DatetimeIndex, start: pd.Timestamp, end: pd.Timestamp
@@ -119,7 +121,7 @@ def __init__(
     def __call__(self, f: Callable) -> Callable:
         @functools.wraps(f)
         def wrapped_f(*args, **kwargs):
-            warnings.warn(self._message(f), FutureWarning)
+            warnings.warn(self._message(f), FutureWarning, stacklevel=2)
             return f(*args, **kwargs)
 
         return wrapped_f
@@ -2010,7 +2012,7 @@ def minute_offset_by_sessions(
             return last_minute
         elif self.is_break_minute(minute, _parse=False):
             return self.session_last_am_minute(target_session, _parse=False)
-        assert False, "offset minute should have resolved!"
+        raise AssertionError("offset minute should have resolved!")
 
     # Methods that evaluate or interrogate a range of minutes.
 
@@ -2344,7 +2346,7 @@ def trading_index(
         force: bool | None = None,
         curtail_overlaps: bool = False,
         ignore_breaks: bool = False,
-        align: pd.Timedelta | str = pd.Timedelta(1, "min"),
+        align: pd.Timedelta | str = ONE_MINUTE,
         align_pm: pd.Timedelta | bool = True,
         parse: bool = True,
     ) -> pd.DatetimeIndex | pd.IntervalIndex:

exchange_calendars/exchange_calendar_xbom.py

@@ -431,7 +431,7 @@
         "2024-10-02",
         "2024-11-01",
         "2024-11-15",
-        "2024-12-25"
+        "2024-12-25",
     ]
 )
 

exchange_calendars/exchange_calendar_xhkg.py

@@ -232,7 +232,9 @@ def process_queen_birthday(dt):
     #  on the Monday (2022-09-12). In the past they don't seem to have followed
     #  this pattern. We'll have to wait and see before we generalise this into a rule.
     pd.Timestamp("2022-09-12"),
-    pd.Timestamp("2023-07-17"),  # 8号台风泰利, 全天休市 https://www.hkex.com.hk/News/Market-Communications/2023/2307172news?sc_lang=en
+    pd.Timestamp(
+        "2023-07-17"
+    ),  # 8号台风泰利, 全天休市 https://www.hkex.com.hk/News/Market-Communications/2023/2307172news?sc_lang=en
 ]
 
 

exchange_calendars/exchange_calendar_xidx.py

@@ -101,8 +101,7 @@ def regular_holidays(self):
     chinese_new_year = chinese_lunar_new_year_dates[
         # The Indonesia Stock Exchange did not close for Chinese New
         # Year in 1998, 1999, or 2001. (It fell on a Saturday in 2000.)
-        chinese_lunar_new_year_dates.year
-        >= 2002
+        chinese_lunar_new_year_dates.year >= 2002
     ]
 
     common_leave = pd.to_datetime(

exchange_calendars/pandas_extensions/holiday.py

@@ -114,7 +114,7 @@ def _apply_observance(self, dates):
                     offset = observance
 
                     def f(d):
-                        return d + offset
+                        return d + offset  # noqa:B023
 
                     observance = f
                 dates = dates.map(observance)

exchange_calendars/pandas_extensions/offsets.py

@@ -12,7 +12,6 @@
 
 
 class CompositeCustomBusinessDay(CustomBusinessDay):
-
     _prefix = "C"
     _attributes = tuple(
         [
@@ -245,7 +244,6 @@ def _get_calendar(weekmask, holidays, calendar):
 
 
 class MultipleWeekmaskCustomBusinessDay(CompositeCustomBusinessDay):
-
     _prefix = "C"
     _attributes = tuple(
         [

exchange_calendars/tase_holidays.py

@@ -360,35 +360,35 @@ def holiday(self):
     month=1,
     day=1,
     offset=[_Sukkoth(), Day(1)],
-    days_of_week=(0, 1, 2, 3, 6)
+    days_of_week=(0, 1, 2, 3, 6),
 )
 SukkothInterimDay2 = Holiday(
     "Sukkoth Interim Day",
     month=1,
     day=1,
     offset=[_Sukkoth(), Day(2)],
-    days_of_week=(0, 1, 2, 3, 6)
+    days_of_week=(0, 1, 2, 3, 6),
 )
 SukkothInterimDay3 = Holiday(
     "Sukkoth Interim Day",
     month=1,
     day=1,
     offset=[_Sukkoth(), Day(3)],
-    days_of_week=(0, 1, 2, 3, 6)
+    days_of_week=(0, 1, 2, 3, 6),
 )
 SukkothInterimDay4 = Holiday(
     "Sukkoth Interim Day",
     month=1,
     day=1,
     offset=[_Sukkoth(), Day(4)],
-    days_of_week=(0, 1, 2, 3, 6)
+    days_of_week=(0, 1, 2, 3, 6),
 )
 SukkothInterimDay5 = Holiday(
     "Sukkoth Interim Day",
     month=1,
     day=1,
     offset=[_Sukkoth(), Day(5)],
-    days_of_week=(0, 1, 2, 3, 6)
+    days_of_week=(0, 1, 2, 3, 6),
 )
 
 # Passover interim days are the days between beginning and end of passover. Any otherwise regular business day in that

exchange_calendars/us_holidays.py

@@ -141,7 +141,7 @@ def following_tuesday_every_four_years_observance(dt):
     month=6,
     day=19,
     start_date=Timestamp("2022-01-01"),
-    observance=nearest_workday
+    observance=nearest_workday,
 )
 USIndependenceDayBefore1954 = Holiday(
     "July 4th",

exchange_calendars/xkls_holidays.py

@@ -430,7 +430,7 @@
         "2021-05-26",
         "2022-05-15",
         "2023-05-04",
-        "2024-05-22"
+        "2024-05-22",
     ]
 )
 

pyproject.toml

@@ -38,12 +38,12 @@ dynamic = ["version"]
 
 [project.optional-dependencies]
 dev = [
-    "flake8",
     "hypothesis",
     "pytest",
     "pytest-benchmark",
     "pytest-xdist",
     "pip-tools",
+    "ruff",
 ]
 
 [project.scripts]
@@ -61,6 +61,13 @@ include = ["exchange_calendars", "exchange_calendars.*"]
 [tool.setuptools_scm]
 write_to = "exchange_calendars/_version.py"
 
-[tool.black]
+[tool.ruff]
+target-version = "py39"
 line-length = 88
-target-version = ['py39', 'py310', 'py311']
+src = ["etc", "exchange_calendars", "tests"]
+
+[tool.ruff.lint]
+# TODO - decide if we want sorted imports - "I" if so
+select = ["E", "F", "B"]
+fixable = ["ALL"]
+ignore = ["E501", "B019"]

tests/test_calendar_helpers.py

@@ -27,6 +27,9 @@
 
 # TODO tests for next_divider_idx, previous_divider_idx, compute_minutes (#15)
 
+ONE_MINUTE = pd.Timedelta(1, "min")
+ONE_DAY = pd.Timedelta(1, "D")
+
 
 def test_constants():
     # Just to make sure they aren't inadvertently changed
@@ -502,8 +505,8 @@ def st_start_end(
     @st.composite
     def st_periods(
         draw,
-        minimum: pd.Timedelta = pd.Timedelta(1, "min"),
-        maximum: pd.Timedelta = pd.Timedelta(1, "D") - pd.Timedelta(1, "min"),
+        minimum: pd.Timedelta = ONE_MINUTE,
+        maximum: pd.Timedelta = ONE_DAY - ONE_MINUTE,
     ) -> st.SearchStrategy[pd.Timedelta]:
         """SearchStrategy for a period between a `minimum` and `maximum`."""
         period = draw(st.integers(minimum.seconds // 60, maximum.seconds // 60))

tests/test_exchange_calendar.py

@@ -1869,7 +1869,7 @@ def early_closes_sample_time(self) -> abc.Iterator[pd.Timedelta | None]:
         yield None
 
     @pytest.fixture
-    def early_closes_weekdays(self) -> abc.Iterator[tuple(int)]:
+    def early_closes_weekdays(self) -> abc.Iterator[tuple[int]]:
         """Weekdays with non-standard close times.
 
         `test_early_closes_weekdays` will check that all sessions on these
@@ -2842,9 +2842,7 @@ def test_date_to_session(self, default_calendar_with_answers):
 
         # direction as "next"
         last_session = None
-        for date, is_session in zip(
-            dates.sort_values(ascending=False), date_is_session[::-1]
-        ):
+        for date, _ in zip(dates.sort_values(ascending=False), date_is_session[::-1]):
             session_label = f(date, "next")
             if date in sessions:
                 assert session_label == date
@@ -3313,9 +3311,9 @@ def test_minute_to_trading_minute(self, all_calendars_with_answers, all_directio
         for minutes, session in ans.break_minutes[:1]:
             for minute in minutes:
                 if direction == "previous":
-                    f(minute, direction) == ans.last_am_minutes[session]
+                    assert f(minute, direction) == ans.last_am_minutes[session]
                 elif direction == "next":
-                    f(minute, direction) == ans.first_pm_minutes[session]
+                    assert f(minute, direction) == ans.first_pm_minutes[session]
                 else:
                     error_msg = (
                         f"`minute` '{minute}' is not a trading minute. Consider passing"
@@ -3887,9 +3885,14 @@ def unite(dtis: list[pd.DatetimeIndex]) -> pd.DatetimeIndex:
                             break
 
                 def get_index(closed: str, intervals: bool):
-                    start, end = sessions[0], sessions[-1]
+                    start, end = sessions[0], sessions[-1]  # noqa: B023
                     return cal.trading_index(
-                        start, end, period, intervals, closed, parse=False
+                        start,
+                        end,
+                        period,  # noqa: B023
+                        intervals,
+                        closed,
+                        parse=False,  # noqa: B023
                     )
 
                 def tst_indices_index(
@@ -3911,7 +3914,9 @@ def tst_intervals_index(closed: str, overlaps: bool):
                     if not overlaps:
                         rtrn = get_index(closed, True)
                         expected = pd.IntervalIndex.from_arrays(
-                            left_index, right_index, closed
+                            left_index,  # noqa: B023
+                            right_index,  # noqa: B023
+                            closed,  # noqa: B023
                         )
                         pd.testing.assert_index_equal(expected, rtrn)
                     else:

tests/test_xfra_calendar.py

@@ -33,7 +33,7 @@ def regular_holidays_sample(self):
             # Whit Monday
             "2015-05-25",  # regularly observed from 2015
             "2016-05-16",
-            "2021-05-24"
+            "2021-05-24",
         ]
 
     @pytest.fixture
@@ -58,7 +58,7 @@ def non_holidays_sample(self):
             "2016-10-31",
             "2018-10-31",
             # German Unity Day was not observed in 2022
-            "2022-10-03"
+            "2022-10-03",
         ]
 
     @pytest.fixture