Annual Holiday with no offset or observance

[MichaelWS]

if observance is None and offset is None, Holiday breaks when Timestamp is added to None. This was a bug in the 0.14.1 before a recent PR. I will issue a pr for this shortly.

Example:

    july_3rd = Holiday('July 4th Eve', month=7,  day=3)

July 3rd is a nyse exchange early close that is observed only on July 3rd.

[rockg]

Is this only observed when July 3rd is a weekday?

[MichaelWS]

yes.

[jreback]

July 3rd is only an observed half holiday though and only if July 4th is not observed

[MichaelWS]

but there are a lot of world holidays that work like this

[MichaelWS]

July 3rd is observed Monday Through Thursday

[jreback]

it's pretty specifc and tied to trading holidays
it's a general concept though - a relative holiday to another (that may or may not be observed or in a different manner)

[rockg]

Right, so the way the rule is now isn't right (it would be every july 3rd). There's needs to be an observance (mon-thurs) and not the other days (we don't have this capability right now). We could do something like observance = [MTWRFSU] for days of the week. Or have an offset be a Holiday object and a rule relative to that, but you would still have observance issues.

[MichaelWS]

Well, what my solution was for this is to maintain a list of holidays and early_closes and remove early_closes that are holidays.

[jreback]

@MichaelWS

need a concept of a relative holiday for this one that is dependent on another holiday (need to create this type of functionality)

maybe a DependentHoliday (or can just pass it as another argument)

[MichaelWS]

what functionality would be needed besides this?

Should we add day of week functionality?

[MichaelWS]

Also, would I be ok to remove Nones from dates?

I want to observe to Tokyo using a function that moves Sundays to Mondays and drops Saturdays

[rockg]

Let's take your July 3rd example. So it would be a DependentHoliday(HolidayJuly4th, offset=Day(-1), observance=?). However, if by making it dependent on July 4th holidays only show up during the week, then we may get the Mon-Thu observance for free. What if July 4th is on a Monday? We may want to implement the day of week functionality as I can see examples where it is probably useful.

I think it would be fine to remove None from dates...I don't know what they would mean.

[MichaelWS]

if July 4th is on a Monday, July 3rd is not observed on Friday.
I would like to have the function return None if its not observed. My example for Tokyo was Saturdays are just dropped.

[MichaelWS]

I implemented day of week functionality. is a tuple fine (0,1,2,3,4,5)?

[rockg]

Yes, that is definitely more natural given how python treats day of week in datetime

[MichaelWS]

ok, good enough. can I add it to my bug fix Pr?

[jreback]

sure