Method differences between trading_calendars and pandas_market_calendars

[gerrymanoim]

re rsheftel/pandas_market_calendars#41

import pandas as pd
import trading_calendars as tc
import pandas_market_calendars as pmc

def method_comparison(tc_methods, pmc_methods):
  # must be an easier way to do this
  tc_col = tc_methods.copy()
  pmc_methods_set = set(pmc_methods)

  pmc_col, pmc_only = [], []

  for method in tc_col:
    if method in pmc_methods_set:
      pmc_col.append(method)
    else:
      pmc_col.append(None)
  
  pmc_only = list(pmc_methods_set - set(pmc_col))
  pmc_col.extend(pmc_only)
  tc_col.extend([None for _ in pmc_only])
  return pd.DataFrame(
    {'trading_calendars': tc_col, 'pandas_market_calendars': pmc_col}
  )

Calendar level differences

nyse_tc = tc.get_calendar("NYSE")
nyse_pmc = pmc.get_calendar("NYSE")
calendar_method_comparison = method_comparison(dir(nyse_tc), dir(nyse_pmc))

	trading_calendars	pandas_market_calendars
0	abstractmethods	abstractmethods
1	class	class
2	delattr	delattr
3	dict	dict
4	dir	dir
5	doc	doc
6	eq	eq
7	format	format
8	ge	ge
9	getattribute	getattribute
10	gt	gt
11	hash	hash
12	init	init
13	init_subclass	init_subclass
14	le	le
15	lt	lt
16	module	module
17	ne	ne
18	new	new
19	reduce	reduce
20	reduce_ex	reduce_ex
21	repr	repr
22	setattr	setattr
23	sizeof	sizeof
24	str	str
25	subclasshook	subclasshook
26	weakref	weakref
27	_abc_cache	_abc_cache
28	_abc_negative_cache	_abc_negative_cache
29	_abc_negative_cache_version	_abc_negative_cache_version
30	_abc_registry	_abc_registry
31	_calculate_special_closes	_calculate_special_closes
32	_calculate_special_opens	_calculate_special_opens
33	_closes
34	_early_closes
35	_late_opens
36	_minute_to_session_label_cache
37	_minutes_per_session
38	_opens
39	_special_dates	_special_dates
40	_trading_minutes_nanos
41	adhoc_holidays	adhoc_holidays
42	all_minutes
43	all_sessions
44	close_offset	close_offset
45	close_times
46	closes
47	day
48	early_closes	early_closes
49	execution_minutes_for_session
50	execution_minutes_for_sessions_in_range
51	execution_time_from_close
52	execution_time_from_open
53	first_session
54	first_trading_session
55	is_open_on_minute
56	is_session
57	last_session
58	last_trading_session
59	late_opens
60	market_closes_nanos
61	market_opens_nanos
62	minute_index_to_session_labels
63	minute_to_session_label
64	minutes_count_for_sessions_in_range
65	minutes_for_session
66	minutes_for_sessions_in_range
67	minutes_in_range
68	minutes_window
69	name	name
70	next_close
71	next_minute
72	next_open
73	next_session_label
74	open_and_close_for_session
75	open_offset	open_offset
76	open_times
77	opens
78	previous_close
79	previous_minute
80	previous_open
81	previous_session_label
82	regular_early_close	regular_early_close
83	regular_holidays	regular_holidays
84	schedule	schedule
85	session_close
86	session_closes_in_range
87	session_distance
88	session_open
89	session_opens_in_range
90	sessions_in_range
91	sessions_window
92	special_closes	special_closes
93	special_closes_adhoc	special_closes_adhoc
94	special_opens	special_opens
95	special_opens_adhoc	special_opens_adhoc
96	tz	tz
97	weekmask	weekmask
98		holidays
99		open_time
100		factory
101		calendar_names
102		break_end
103		_close_time
104		_regmeta_classes
105		aliases
106		_get_current_time
107		close_time_default
108		break_start
109		valid_days
110		is_open_now
111		open_time_default
112		_regmeta_instance_factory
113		close_time
114		open_at_time
115		_open_time
116		_holidays
117		_regmeta_class_factory
118		_regmeta_class_registry

Module level differences

def clean_methods(l):
  return [m for m in l if "exchange_" not in m]

tc_methods = clean_methods(dir(tc))
pmc_methods = clean_methods(dir(pmc))
module_method_comparison = method_comparison(tc_methods, pmc_methods)

	trading_calendars	pandas_market_calendars
0	TradingCalendar
1	all	all
2	builtins	builtins
3	cached	cached
4	doc	doc
5	file	file
6	loader	loader
7	name	name
8	package	package
9	path	path
10	spec	spec
11	version	version
12	_version
13	always_open
14	calendar_helpers
15	calendar_utils	calendar_utils
16	clear_calendars
17	common_holidays
18	deregister_calendar
19	errors
20	get_calendar	get_calendar
21	precomputed_trading_calendar
22	register_calendar
23	register_calendar_alias
24	register_calendar_type
25	resolve_alias
26	trading_calendar
27	us_futures_calendar
28	us_holidays
29	utils
30	weekday_calendar
31	xbkk_holidays
32	xkls_holidays
33	xtks_holidays
34		calendar_registry
35		holidays_oz
36		MarketCalendar
37		holidays_us
38		holidays_uk
39		convert_freq
40		merge_schedules
41	get_calendar_names	get_calendar_names
42		holidays_cn
43		date_range
44		jpx_equinox
45		market_calendar
46		class_registry
47		holidays_jp
48		pkg_resources