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ENH: NYSE Calendar prior to 1990 #169

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merged 7 commits into from Sep 24, 2020
Merged

ENH: NYSE Calendar prior to 1990 #169

merged 7 commits into from Sep 24, 2020

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gerrymanoim
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Closes #162

I didn't update the tests to go back to 1928. I wanted to make sure our tests still passed and I'm not sure testing that far back is worth it, but definitely what to hear what you all think.

If you're looking at the diff, it makes sense to look at the individual commits. I ran a formatter on the .py files because the code formatting was all over the place.

@github-actions github-actions bot added the enhancement New feature or request label Sep 22, 2020
@jmccorriston
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This change LGTM. I don't think we need to add tests pre-1990 but maybe we can add a disclaimer (or a runtime warning?) saying that holidays prior to 1990 have not been corroborated with volume data and are not included in the unit tests?

@gerrymanoim gerrymanoim merged commit 2c326aa into master Sep 24, 2020
@gerrymanoim gerrymanoim deleted the older-us-holidays branch September 24, 2020 14:09
@rsheftel
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I have run this through the test suite in pandas_market_calendars that covers the pre-1990 and all tests pass. At some point I can add those tests here.

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NYSE Calendar differences prior to 1990
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