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jenskeinergerrymanoim
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Add missing Sukkoth interim days to fix quantopian#286.
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3 files changed

+23
-5
lines changed

3 files changed

+23
-5
lines changed

exchange_calendars/exchange_calendar_xtae.py

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@@ -34,6 +34,8 @@
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SukkothInterimDay1,
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SukkothInterimDay2,
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SukkothInterimDay3,
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SukkothInterimDay4,
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SukkothInterimDay5,
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Passover2Eve,
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PassoverEve,
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Pentecost,
@@ -160,6 +162,8 @@ def special_closes(self):
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SukkothInterimDay1,
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SukkothInterimDay2,
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SukkothInterimDay3,
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SukkothInterimDay4,
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SukkothInterimDay5,
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]
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),
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),

exchange_calendars/tase_holidays.py

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@@ -376,6 +376,20 @@ def holiday(self):
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offset=[_Sukkoth(), Day(3)],
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days_of_week=(0, 1, 2, 3, 6)
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)
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SukkothInterimDay4 = Holiday(
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"Sukkoth Interim Day",
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month=1,
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day=1,
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offset=[_Sukkoth(), Day(4)],
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days_of_week=(0, 1, 2, 3, 6)
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)
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SukkothInterimDay5 = Holiday(
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"Sukkoth Interim Day",
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month=1,
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day=1,
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offset=[_Sukkoth(), Day(5)],
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days_of_week=(0, 1, 2, 3, 6)
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)
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# Passover interim days are the days between beginning and end of passover. Any otherwise regular business day in that
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# period becomes an early close day.

tests/resources/xtae.csv

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@@ -430,8 +430,8 @@
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2020-10-04T00:00:00Z,2020-10-04T06:59:00Z,2020-10-04T11:15:00Z,,
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2020-10-05T00:00:00Z,2020-10-05T06:59:00Z,2020-10-05T11:15:00Z,,
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2020-10-06T00:00:00Z,2020-10-06T06:59:00Z,2020-10-06T11:15:00Z,,
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2020-10-07T00:00:00Z,2020-10-07T06:59:00Z,2020-10-07T14:15:00Z,,
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2020-10-08T00:00:00Z,2020-10-08T06:59:00Z,2020-10-08T14:15:00Z,,
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2020-10-07T00:00:00Z,2020-10-07T06:59:00Z,2020-10-07T11:15:00Z,,
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2020-10-08T00:00:00Z,2020-10-08T06:59:00Z,2020-10-08T11:15:00Z,,
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2020-10-11T00:00:00Z,2020-10-11T06:59:00Z,2020-10-11T12:40:00Z,,
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2020-10-12T00:00:00Z,2020-10-12T06:59:00Z,2020-10-12T14:15:00Z,,
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2020-10-13T00:00:00Z,2020-10-13T06:59:00Z,2020-10-13T14:15:00Z,,
@@ -668,7 +668,7 @@
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2021-09-19T00:00:00Z,2021-09-19T06:59:00Z,2021-09-19T12:40:00Z,,
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2021-09-22T00:00:00Z,2021-09-22T06:59:00Z,2021-09-22T11:15:00Z,,
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2021-09-23T00:00:00Z,2021-09-23T06:59:00Z,2021-09-23T11:15:00Z,,
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2021-09-26T00:00:00Z,2021-09-26T06:59:00Z,2021-09-26T12:40:00Z,,
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2021-09-26T00:00:00Z,2021-09-26T06:59:00Z,2021-09-26T11:15:00Z,,
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2021-09-29T00:00:00Z,2021-09-29T06:59:00Z,2021-09-29T14:15:00Z,,
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2021-09-30T00:00:00Z,2021-09-30T06:59:00Z,2021-09-30T14:15:00Z,,
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2021-10-03T00:00:00Z,2021-10-03T06:59:00Z,2021-10-03T12:40:00Z,,
@@ -1166,8 +1166,8 @@
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2023-10-01T00:00:00Z,2023-10-01T06:59:00Z,2023-10-01T11:15:00Z,,
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2023-10-02T00:00:00Z,2023-10-02T06:59:00Z,2023-10-02T11:15:00Z,,
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2023-10-03T00:00:00Z,2023-10-03T06:59:00Z,2023-10-03T11:15:00Z,,
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2023-10-04T00:00:00Z,2023-10-04T06:59:00Z,2023-10-04T14:15:00Z,,
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2023-10-05T00:00:00Z,2023-10-05T06:59:00Z,2023-10-05T14:15:00Z,,
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2023-10-04T00:00:00Z,2023-10-04T06:59:00Z,2023-10-04T11:15:00Z,,
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2023-10-05T00:00:00Z,2023-10-05T06:59:00Z,2023-10-05T11:15:00Z,,
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2023-10-08T00:00:00Z,2023-10-08T06:59:00Z,2023-10-08T12:40:00Z,,
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2023-10-09T00:00:00Z,2023-10-09T06:59:00Z,2023-10-09T14:15:00Z,,
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2023-10-10T00:00:00Z,2023-10-10T06:59:00Z,2023-10-10T14:15:00Z,,

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