Add Vilnius stock exchange

README.md

@@ -258,6 +258,7 @@ See the [minutes tutorial](docs/tutorials/minutes.ipynb) for a detailed explanat
 | 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/                                       |
+| Vilnius Stock Exchange          | XLIT     | Lithuania      | 4.11          | https://nasdaqbaltic.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

@@ -37,6 +37,7 @@
 from .exchange_calendar_xkrx import XKRXExchangeCalendar
 from .exchange_calendar_xlim import XLIMExchangeCalendar
 from .exchange_calendar_xlis import XLISExchangeCalendar
+from .exchange_calendar_xlit import XLITExchangeCalendar
 from .exchange_calendar_xlon import XLONExchangeCalendar
 from .exchange_calendar_xlux import XLUXExchangeCalendar
 from .exchange_calendar_xmad import XMADExchangeCalendar
@@ -99,6 +100,7 @@
     "XKRX": XKRXExchangeCalendar,
     "XLIM": XLIMExchangeCalendar,
     "XLIS": XLISExchangeCalendar,
+    "XLIT": XLITExchangeCalendar,
     "XLON": XLONExchangeCalendar,
     "XLUX": XLUXExchangeCalendar,
     "XMAD": XMADExchangeCalendar,

exchange_calendars/exchange_calendar_xlit.py

@@ -0,0 +1,90 @@
+from datetime import time
+from zoneinfo import ZoneInfo
+
+import pandas as pd
+from pandas.tseries.holiday import EasterMonday, GoodFriday, Holiday
+
+from .common_holidays import (
+    all_saints_day,
+    ascension_day,
+    assumption_day,
+    boxing_day,
+    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()
+AscensionDay = ascension_day()
+AssumptionDay = assumption_day()
+AllSaintsDay = all_saints_day()
+ChristmasEve = christmas_eve()
+BoxingDay = boxing_day()
+NewYearsEve = new_years_eve()
+
+RestorationOfTheState = Holiday("Restoration of the State", month=2, day=16)
+RestorationOfIndependence = Holiday("Restoration of Independence", month=3, day=11)
+StJohnsDay = Holiday("St. John's Day", month=6, day=24)
+StatehoodDay = Holiday("Statehood Day", month=7, day=6)
+AllSoulsDay = Holiday("All Souls' Day", month=11, day=2)
+
+
+class XLITExchangeCalendar(ExchangeCalendar):
+    """
+    Calendar for the Vilnius Stock Exchange in Lithuania.
+    https://nasdaqbaltic.com/statistics/en/calendar?holidays=1
+
+    Open Time: 10:00 AM, EET (Eastern European Time)
+    Close Time: 4:00 PM, EET (Eastern European Time)
+
+    Regularly-Observed Holidays:
+      - New Year's Day
+      - Restoration of the State (Feb 16)
+      - Restoration of Independence (Mar 11)
+      - Good Friday
+      - Easter Monday
+      - Labour Day (May 1)
+      - Ascension Day
+      - St. John's Day (Jun 24)
+      - Statehood Day (Jul 6)
+      - Assumption Day (Aug 15)
+      - All Saints' Day (Nov 1)
+      - All Souls' Day (Nov 2)
+      - Christmas Eve (Dec 24)
+      - Boxing Day (Dec 26)
+      - New Year's Eve (Dec 31)
+    """
+
+    name = "XLIT"
+    tz = ZoneInfo("Europe/Vilnius")
+    open_times = ((None, time(10, 0)),)
+    close_times = ((None, time(16, 0)),)
+
+    @property
+    def regular_holidays(self):
+        return HolidayCalendar([
+            NewYearsDay,
+            RestorationOfTheState,
+            RestorationOfIndependence,
+            GoodFriday,
+            EasterMonday,
+            LabourDay,
+            AscensionDay,
+            StJohnsDay,
+            StatehoodDay,
+            AssumptionDay,
+            AllSaintsDay,
+            AllSoulsDay,
+            ChristmasEve,
+            BoxingDay,
+            NewYearsEve,
+        ])
+
+    @property
+    def adhoc_holidays(self):
+        return [
+            pd.Timestamp("2023-12-25"),  # Additional Day off
+        ]