Merge pull request quantopian#121 from philiptromans/xcbf-good-friday…

…-always-a-holiday Made Good Friday always a holiday in XCBF
AlpacaTechJP · Dec 9, 2021 · d1f4271 · d1f4271
2 parents 6f7e482 + b163c64
commit d1f4271
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diff --git a/exchange_calendars/exchange_calendar_xcbf.py b/exchange_calendars/exchange_calendar_xcbf.py
@@ -1,10 +1,8 @@
 from datetime import time
 from itertools import chain
 
-import pandas as pd
 from pandas.tseries.holiday import (
     GoodFriday,
-    Holiday,
     USLaborDay,
     USPresidentsDay,
     USThanksgivingDay,
@@ -25,33 +23,6 @@
 )
 
 
-def good_friday_unless_christmas_nye_friday(dt):
-    """
-    Good Friday is a valid trading day if Christmas Day or New Years Day fall
-    on a Friday.
-    """
-    year_str = str(dt.year)
-    christmas_weekday = Christmas.observance(
-        pd.Timestamp(year_str + "-12-25")
-    ).weekday()
-    nyd_weekday = USNewYearsDay.observance(pd.Timestamp(year_str + "-01-01")).weekday()
-    if christmas_weekday != 4 and nyd_weekday != 4:
-        return GoodFriday._apply_rule(
-            pd.Timestamp(str(dt.year) + "-" + str(dt.month) + "-" + str(dt.day))
-        )
-    else:
-        # compatibility for pandas 0.18.1
-        return pd.NaT
-
-
-GoodFridayUnlessChristmasNYEFriday = Holiday(
-    name="Good Friday XCBF",
-    month=1,
-    day=1,
-    observance=good_friday_unless_christmas_nye_friday,
-)
-
-
 class XCBFExchangeCalendar(ExchangeCalendar):
     """
     Exchange calendar for the CBOE Futures Exchange (XCBF).
@@ -79,7 +50,7 @@ def regular_holidays(self):
                 USNewYearsDay,
                 USMartinLutherKingJrAfter1998,
                 USPresidentsDay,
-                GoodFridayUnlessChristmasNYEFriday,
+                GoodFriday,
                 USIndependenceDay,
                 USMemorialDay,
                 USLaborDay,

diff --git a/tests/resources/xcbf.csv b/tests/resources/xcbf.csv
@@ -580,7 +580,6 @@
 1992-04-14T00:00:00Z,1992-04-14T13:30:00Z,1992-04-14T20:15:00Z,,
 1992-04-15T00:00:00Z,1992-04-15T13:30:00Z,1992-04-15T20:15:00Z,,
 1992-04-16T00:00:00Z,1992-04-16T13:30:00Z,1992-04-16T20:15:00Z,,
-1992-04-17T00:00:00Z,1992-04-17T13:30:00Z,1992-04-17T20:15:00Z,,
 1992-04-20T00:00:00Z,1992-04-20T13:30:00Z,1992-04-20T20:15:00Z,,
 1992-04-21T00:00:00Z,1992-04-21T13:30:00Z,1992-04-21T20:15:00Z,,
 1992-04-22T00:00:00Z,1992-04-22T13:30:00Z,1992-04-22T20:15:00Z,,
@@ -828,7 +827,6 @@
 1993-04-06T00:00:00Z,1993-04-06T13:30:00Z,1993-04-06T20:15:00Z,,
 1993-04-07T00:00:00Z,1993-04-07T13:30:00Z,1993-04-07T20:15:00Z,,
 1993-04-08T00:00:00Z,1993-04-08T13:30:00Z,1993-04-08T20:15:00Z,,
-1993-04-09T00:00:00Z,1993-04-09T13:30:00Z,1993-04-09T20:15:00Z,,
 1993-04-12T00:00:00Z,1993-04-12T13:30:00Z,1993-04-12T20:15:00Z,,
 1993-04-13T00:00:00Z,1993-04-13T13:30:00Z,1993-04-13T20:15:00Z,,
 1993-04-14T00:00:00Z,1993-04-14T13:30:00Z,1993-04-14T20:15:00Z,,
@@ -2093,7 +2091,6 @@
 1998-04-07T00:00:00Z,1998-04-07T13:30:00Z,1998-04-07T20:15:00Z,,
 1998-04-08T00:00:00Z,1998-04-08T13:30:00Z,1998-04-08T20:15:00Z,,
 1998-04-09T00:00:00Z,1998-04-09T13:30:00Z,1998-04-09T20:15:00Z,,
-1998-04-10T00:00:00Z,1998-04-10T13:30:00Z,1998-04-10T20:15:00Z,,
 1998-04-13T00:00:00Z,1998-04-13T13:30:00Z,1998-04-13T20:15:00Z,,
 1998-04-14T00:00:00Z,1998-04-14T13:30:00Z,1998-04-14T20:15:00Z,,
 1998-04-15T00:00:00Z,1998-04-15T13:30:00Z,1998-04-15T20:15:00Z,,
@@ -2340,7 +2337,6 @@
 1999-03-30T00:00:00Z,1999-03-30T14:30:00Z,1999-03-30T21:15:00Z,,
 1999-03-31T00:00:00Z,1999-03-31T14:30:00Z,1999-03-31T21:15:00Z,,
 1999-04-01T00:00:00Z,1999-04-01T14:30:00Z,1999-04-01T21:15:00Z,,
-1999-04-02T00:00:00Z,1999-04-02T14:30:00Z,1999-04-02T21:15:00Z,,
 1999-04-05T00:00:00Z,1999-04-05T13:30:00Z,1999-04-05T20:15:00Z,,
 1999-04-06T00:00:00Z,1999-04-06T13:30:00Z,1999-04-06T20:15:00Z,,
 1999-04-07T00:00:00Z,1999-04-07T13:30:00Z,1999-04-07T20:15:00Z,,
@@ -3607,7 +3603,6 @@
 2004-04-06T00:00:00Z,2004-04-06T13:30:00Z,2004-04-06T20:15:00Z,,
 2004-04-07T00:00:00Z,2004-04-07T13:30:00Z,2004-04-07T20:15:00Z,,
 2004-04-08T00:00:00Z,2004-04-08T13:30:00Z,2004-04-08T20:15:00Z,,
-2004-04-09T00:00:00Z,2004-04-09T13:30:00Z,2004-04-09T20:15:00Z,,
 2004-04-12T00:00:00Z,2004-04-12T13:30:00Z,2004-04-12T20:15:00Z,,
 2004-04-13T00:00:00Z,2004-04-13T13:30:00Z,2004-04-13T20:15:00Z,,
 2004-04-14T00:00:00Z,2004-04-14T13:30:00Z,2004-04-14T20:15:00Z,,
@@ -4867,7 +4862,6 @@
 2009-04-07T00:00:00Z,2009-04-07T13:30:00Z,2009-04-07T20:15:00Z,,
 2009-04-08T00:00:00Z,2009-04-08T13:30:00Z,2009-04-08T20:15:00Z,,
 2009-04-09T00:00:00Z,2009-04-09T13:30:00Z,2009-04-09T20:15:00Z,,
-2009-04-10T00:00:00Z,2009-04-10T13:30:00Z,2009-04-10T20:15:00Z,,
 2009-04-13T00:00:00Z,2009-04-13T13:30:00Z,2009-04-13T20:15:00Z,,
 2009-04-14T00:00:00Z,2009-04-14T13:30:00Z,2009-04-14T20:15:00Z,,
 2009-04-15T00:00:00Z,2009-04-15T13:30:00Z,2009-04-15T20:15:00Z,,
@@ -5114,7 +5108,6 @@
 2010-03-30T00:00:00Z,2010-03-30T13:30:00Z,2010-03-30T20:15:00Z,,
 2010-03-31T00:00:00Z,2010-03-31T13:30:00Z,2010-03-31T20:15:00Z,,
 2010-04-01T00:00:00Z,2010-04-01T13:30:00Z,2010-04-01T20:15:00Z,,
-2010-04-02T00:00:00Z,2010-04-02T13:30:00Z,2010-04-02T20:15:00Z,,
 2010-04-05T00:00:00Z,2010-04-05T13:30:00Z,2010-04-05T20:15:00Z,,
 2010-04-06T00:00:00Z,2010-04-06T13:30:00Z,2010-04-06T20:15:00Z,,
 2010-04-07T00:00:00Z,2010-04-07T13:30:00Z,2010-04-07T20:15:00Z,,
@@ -6374,7 +6367,6 @@
 2015-03-31T00:00:00Z,2015-03-31T13:30:00Z,2015-03-31T20:15:00Z,,
 2015-04-01T00:00:00Z,2015-04-01T13:30:00Z,2015-04-01T20:15:00Z,,
 2015-04-02T00:00:00Z,2015-04-02T13:30:00Z,2015-04-02T20:15:00Z,,
-2015-04-03T00:00:00Z,2015-04-03T13:30:00Z,2015-04-03T20:15:00Z,,
 2015-04-06T00:00:00Z,2015-04-06T13:30:00Z,2015-04-06T20:15:00Z,,
 2015-04-07T00:00:00Z,2015-04-07T13:30:00Z,2015-04-07T20:15:00Z,,
 2015-04-08T00:00:00Z,2015-04-08T13:30:00Z,2015-04-08T20:15:00Z,,
@@ -6621,7 +6613,6 @@
 2016-03-22T00:00:00Z,2016-03-22T13:30:00Z,2016-03-22T20:15:00Z,,
 2016-03-23T00:00:00Z,2016-03-23T13:30:00Z,2016-03-23T20:15:00Z,,
 2016-03-24T00:00:00Z,2016-03-24T13:30:00Z,2016-03-24T20:15:00Z,,
-2016-03-25T00:00:00Z,2016-03-25T13:30:00Z,2016-03-25T20:15:00Z,,
 2016-03-28T00:00:00Z,2016-03-28T13:30:00Z,2016-03-28T20:15:00Z,,
 2016-03-29T00:00:00Z,2016-03-29T13:30:00Z,2016-03-29T20:15:00Z,,
 2016-03-30T00:00:00Z,2016-03-30T13:30:00Z,2016-03-30T20:15:00Z,,

diff --git a/tests/test_xcbf_calendar.py b/tests/test_xcbf_calendar.py
@@ -21,6 +21,7 @@ def regular_holidays_sample(self):
             "2016-01-01",  # new years: jan 1
             "2016-01-18",  # mlk: jan 18
             "2016-02-15",  # presidents: feb 15
+            "2016-03-25",  # good friday: mar 25
             "2016-05-30",  # mem day: may 30
             "2016-07-04",  # independence day: july 4
             "2016-09-05",  # labor day: sep 5
@@ -39,15 +40,6 @@ def adhoc_holidays_sample(self):
             "2012-10-30",  # - jan 2 2007
         ]
 
-    @pytest.fixture
-    def non_holidays_sample(self):
-        yield [
-            # Good Friday is not a holiday when Christas Day or New Year's Day falls
-            # on a Friday.
-            "2015-04-03",
-            "2016-03-25",
-        ]
-
     @pytest.fixture
     def early_closes_sample(self):
         yield ["2016-11-25"]