Add EEX

README.md

@@ -254,6 +254,7 @@ 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     | EEX      | Germany        | 4.3           | https://www.eex.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

@@ -10,6 +10,7 @@
 from .exchange_calendar_asex import ASEXExchangeCalendar
 from .exchange_calendar_bvmf import BVMFExchangeCalendar
 from .exchange_calendar_cmes import CMESExchangeCalendar
+from .exchange_calendar_eex import EEXExchangeCalendar
 from .exchange_calendar_iepa import IEPAExchangeCalendar
 from .exchange_calendar_xams import XAMSExchangeCalendar
 from .exchange_calendar_xasx import XASXExchangeCalendar
@@ -68,6 +69,7 @@
     "ASEX": ASEXExchangeCalendar,
     "BVMF": BVMFExchangeCalendar,
     "CMES": CMESExchangeCalendar,
+    "EEX": EEXExchangeCalendar,
     "IEPA": IEPAExchangeCalendar,
     "XAMS": XAMSExchangeCalendar,
     "XASX": XASXExchangeCalendar,

exchange_calendars/exchange_calendar_eex.py

@@ -0,0 +1,64 @@
+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 HolidayCalendar, ExchangeCalendar
+
+NewYearsDay = new_years_day()
+LabourDay = european_labour_day()
+ChristmasEve = christmas_eve()
+Christmas = christmas()
+BoxingDay = boxing_day()
+NewYearsEve = new_years_eve()
+
+
+class EEXExchangeCalendar(ExchangeCalendar):
+    """
+    Calendar for the European Energy Exchange AG, Leipzig, Germany.
+    https://www.eex.com/fileadmin/EEX/Downloads/Trading/Calendar/Holiday_Calendar/20230303_Trading_Calendar_EEX_Group.pdf
+
+    Open Time: 9:00 AM, CET (Central European Time)
+    Close Time: 5:30 PM, CET (Central European Time)
+
+    Regularly-Observed Holidays:
+      - New Year's Day
+      - Good Friday
+      - Easter Monday
+      - Labour Day
+      - Christmas Eve
+      - Christmas Day
+      - Boxing Day
+      - New Year's Eve
+    """
+
+    name = "EEX"
+
+    tz = ZoneInfo("Europe/Berlin")
+
+    open_times = ((None, time(9)),)
+
+    close_times = ((None, time(17, 30)),)
+
+    @property
+    def regular_holidays(self):
+        return HolidayCalendar(
+            [
+                NewYearsDay,
+                GoodFriday,
+                EasterMonday,
+                LabourDay,
+                ChristmasEve,
+                Christmas,
+                BoxingDay,
+                NewYearsEve,
+            ]
+        )