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Merge pull request #207 from sjquant/master
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ENH: Add 2021 holidays to xkrx calendar
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@gerrymanoim
gerrymanoim committed Jan 5, 2021
2 parents 875de03 + 9407809 commit 56a0427
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251 changes: 251 additions & 0 deletions tests/resources/xkrx.csv
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Expand Up @@ -8628,3 +8628,254 @@
2020-12-28,2020-12-28 00:01:00,2020-12-28 06:30:00
2020-12-29,2020-12-29 00:01:00,2020-12-29 06:30:00
2020-12-30,2020-12-30 00:01:00,2020-12-30 06:30:00
2021-01-04,2021-01-04 00:01:00,2021-01-04 06:30:00
2021-01-05,2021-01-05 00:01:00,2021-01-05 06:30:00
2021-01-06,2021-01-06 00:01:00,2021-01-06 06:30:00
2021-01-07,2021-01-07 00:01:00,2021-01-07 06:30:00
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2021-01-13,2021-01-13 00:01:00,2021-01-13 06:30:00
2021-01-14,2021-01-14 00:01:00,2021-01-14 06:30:00
2021-01-15,2021-01-15 00:01:00,2021-01-15 06:30:00
2021-01-18,2021-01-18 00:01:00,2021-01-18 06:30:00
2021-01-19,2021-01-19 00:01:00,2021-01-19 06:30:00
2021-01-20,2021-01-20 00:01:00,2021-01-20 06:30:00
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2021-01-22,2021-01-22 00:01:00,2021-01-22 06:30:00
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2021-01-28,2021-01-28 00:01:00,2021-01-28 06:30:00
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2021-03-16,2021-03-16 00:01:00,2021-03-16 06:30:00
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2021-03-22,2021-03-22 00:01:00,2021-03-22 06:30:00
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2021-03-24,2021-03-24 00:01:00,2021-03-24 06:30:00
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2021-03-30,2021-03-30 00:01:00,2021-03-30 06:30:00
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2021-04-27,2021-04-27 00:01:00,2021-04-27 06:30:00
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2021-05-18,2021-05-18 00:01:00,2021-05-18 06:30:00
2021-05-20,2021-05-20 00:01:00,2021-05-20 06:30:00
2021-05-21,2021-05-21 00:01:00,2021-05-21 06:30:00
2021-05-24,2021-05-24 00:01:00,2021-05-24 06:30:00
2021-05-25,2021-05-25 00:01:00,2021-05-25 06:30:00
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2021-06-23,2021-06-23 00:01:00,2021-06-23 06:30:00
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2021-06-29,2021-06-29 00:01:00,2021-06-29 06:30:00
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2021-12-28,2021-12-28 00:01:00,2021-12-28 06:30:00
2021-12-29,2021-12-29 00:01:00,2021-12-29 06:30:00
2021-12-30,2021-12-30 00:01:00,2021-12-30 06:30:00
8 changes: 4 additions & 4 deletions tests/test_xkrx_calendar.py
View file
Expand Up @@ -40,7 +40,7 @@ def test_normal_year(self):
self.assertNotIn(session_label, self.calendar.all_sessions)

def test_constrain_construction_dates(self):
# the XKRX calendar currently goes from 1986 to 2020, inclusive.
# the XKRX calendar currently goes from 1986 to 2021, inclusive.
with self.assertRaises(ValueError) as e:
self.calendar_class(T('1985-12-31'), T('2005-01-01'))

Expand All @@ -53,13 +53,13 @@ def test_constrain_construction_dates(self):
)

with self.assertRaises(ValueError) as e:
self.calendar_class(T('2005-01-01'), T('2021-01-01'))
self.calendar_class(T('2005-01-01'), T('2022-01-03'))

self.assertEqual(
str(e.exception),
(
'The XKRX holidays are only recorded to 2020,'
' cannot instantiate the XKRX calendar for 2021.'
'The XKRX holidays are only recorded to 2021,'
' cannot instantiate the XKRX calendar for 2022.'
)
)

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12 changes: 11 additions & 1 deletion trading_calendars/exchange_calendar_xkrx.py
View file
Expand Up @@ -523,7 +523,17 @@
"2020-10-02",
"2020-10-09",
"2020-12-25",
"2020-12-31"
"2020-12-31",
"2021-01-01",
"2021-02-11",
"2021-02-12",
"2021-03-01",
"2021-05-05",
"2021-05-19",
"2021-09-20",
"2021-09-21",
"2021-09-22",
"2021-12-31",
])


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1 change: 0 additions & 1 deletion trading_calendars/precomputed_trading_calendar.py
View file
Expand Up @@ -23,7 +23,6 @@ def __init__(self, start=None, end=None):
end = pd.Timestamp(
'{}-12-31'.format(latest_precomputed_year), tz=UTC
)

super(PrecomputedTradingCalendar, self).__init__(start=start, end=end)

if earliest_precomputed_year > self.first_trading_session.year:
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