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ENH: Adding CFE Adhoc Holidays #1698

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trical09 commented Mar 5, 2017

@freddiev4 Fixed, redone #1682

CBOE and CFE observed the USNationalDaysofMourning and HurricaneSandyClosings:

USNationalDaysofMourning
http://www.mondovisione.com/news/cboe-and-cfe-will-be-closed-on-tuesday-january-2-to-honor-former-president-geral/
https://www.cboe.com/aboutcboe/legal/bulletins/archives/documents/eb062504.pdf

HurricaneSandyClosings
http://ir.cboe.com/press-releases/2012/29-oct-2012.aspx
http://www.cboe.com/publish/RegCir/RG12-146.pdf

exchange_calendar_cfe.CFEExchangeCalendar

should have the following:

@property
 def adhoc_holidays(self):
     return list(chain(
         HurricaneSandyClosings,
         USNationalDaysofMourning,
     ))
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trical09 commented Mar 6, 2017

Now I need to fix the unit test for CFECalendar

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coveralls commented Mar 9, 2017

Coverage Status

Coverage increased (+0.01%) to 87.415% when pulling 4cea799 on trical09:master into f90cd1c on quantopian:master.

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trical09 commented Mar 9, 2017

@freddiev4 now fixed

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freddiev4 commented Mar 17, 2017

Hey @trical09 this looks good to me. If you just squash your commits, and change your commit prefix to be consistent with our dev guidelines then I think this should be good to merge (I think ENH is appropriate for this PR)

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coveralls commented Mar 19, 2017

Coverage Status

Coverage increased (+0.08%) to 87.482% when pulling 644853a on trical09:master into f90cd1c on quantopian:master.

@trical09 trical09 changed the title from CFE was closed in honor of the passing of both Gerald Ford and Ronald Regan (Again) to ENH: CFE was closed in honor of the passing of both Gerald Ford and Ronald Regan (Again) Mar 22, 2017

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freddiev4 commented Mar 23, 2017

I think if you rebase against zipline master, and the force push to this branch, you might fix the problem of adding 34 new commits rather than just the ones you added 😃

@trical09 trical09 closed this Mar 26, 2017

@trical09 trical09 reopened this Mar 26, 2017

@trical09 trical09 changed the title from ENH: CFE was closed in honor of the passing of both Gerald Ford and Ronald Regan (Again) to ENH: Adding CFE Adhoc Holidays Mar 26, 2017

ENH: Adding CFE Adhoc Holidays
The CFE was closed along with the NYSE in observation of the days of
mourning in honor of the passing of presidents Gerald Ford and Ronald
Reagan. The CFE also observed the closures due to Hurricane Sandy,
along with NYSE. Adding those adhoc holidays to exchange_calendar_cfe
and removing them from cfe.csv in tests. To fit with
USNationalDaysofMourning, also removing the closure in observation of
the day of mourning in honor of the passing of president Nixon in
1994, despite the fact that the exchange did not exist at that time.

Signed-off-by: Maxwell Rounds <maxwell.j.rounds@gmail.com>
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trical09 commented Mar 26, 2017

Apologies on this being such a disaster. I think it should work now.

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coveralls commented Mar 26, 2017

Coverage Status

Coverage increased (+0.4%) to 87.485% when pulling d66f7f5 on trical09:master into 15b8832 on quantopian:master.

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coveralls commented Mar 26, 2017

Coverage Status

Coverage increased (+0.4%) to 87.485% when pulling d66f7f5 on trical09:master into 15b8832 on quantopian:master.

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coveralls commented Mar 26, 2017

Coverage Status

Coverage increased (+0.4%) to 87.485% when pulling d66f7f5 on trical09:master into 15b8832 on quantopian:master.

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freddiev4 commented Mar 26, 2017

No problem. It happens every now and then. Thanks for your contribution 😄 !

Gonna merge this 👍

@freddiev4 freddiev4 merged commit 759fc5b into quantopian:master Mar 26, 2017

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