LSE special holidays

[rsheftel]

The LSE (XLON) exchange has special holidays as described by @matthew-tomlinson in rsheftel/pandas_market_calendars#84. These are implemented in pandas_market_calendars and need to be brought to trading_calendars. In pcal they are implemented in the https://github.com/rsheftel/pandas_market_calendars/blob/master/pandas_market_calendars/holidays_uk.py module here. There are tests in the test_exchange_calendar_lse.py that can be used to confirm.

# Early May bank holiday has two exceptions based on the 50th and 75th anniversary of VE-Day
# 1995-05-01 Early May bank holiday removed for VE-day 50th anniversary
# 2020-05-04 Early May bank holiday removed for VE-day 75th anniversary

# Early May bank holiday pre-1995
MayBank_pre_1995 = Holiday(
    "Early May Bank Holiday",
    month=5,
    offset=DateOffset(weekday=MO(1)),
    day=1,
    end_date=Timestamp('1994-12-31'),
)

# Early May bank holiday post-1995 and pre-2020
MayBank_post_1995_pre_2020 = Holiday(
    "Early May Bank Holiday",
    month=5,
    offset=DateOffset(weekday=MO(1)),
    day=1,
    start_date=Timestamp('1996-01-01'),
    end_date=Timestamp('2019-12-31'),
)

# Early May bank holiday post 2020
MayBank_post_2020 = Holiday(
    "Early May Bank Holiday",
    month=5,
    offset=DateOffset(weekday=MO(1)),
    day=1,
    start_date=Timestamp('2021-01-01')
)

# Spring bank holiday has two exceptions based on the Golden & Diamond Jubilee
# 2002-05-27 Spring bank holiday removed for Golden Jubilee
# 2012-05-28 Spring bank holiday removed for Diamond Jubilee

# Spring bank holiday
SpringBank_pre_2002 = Holiday(
    "Spring Bank Holiday",
    month=5,
    day=31,
    offset=DateOffset(weekday=MO(-1)),
    end_date=Timestamp('2001-12-31'),
)

SpringBank_post_2002_pre_2012 = Holiday(
    "Spring Bank Holiday",
    month=5,
    day=31,
    offset=DateOffset(weekday=MO(-1)),
    start_date=Timestamp('2003-01-01'),
    end_date=Timestamp('2011-12-31'),
)

SpringBank_post_2012 = Holiday(
    "Spring Bank Holiday",
    month=5,
    day=31,
    offset=DateOffset(weekday=MO(-1)),
    start_date=Timestamp('2013-01-01'),
)