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XSES: Draft 2024 trading calendar #343

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merged 2 commits into from
Dec 4, 2023

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philiptromans
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The exchange-calendars XSES calendar currently stops at the end of 2023. While there isn't currently a published calendar for 2024 on SGX's website, this PR attempts a draft by copying the list of public holidays from the Singapore Ministry of Manpower's website.

Workflow to modify an existing Exchange Calendar

  • 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.

@gerrymanoim gerrymanoim merged commit b7df4c0 into gerrymanoim:master Dec 4, 2023
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3 participants