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Merge pull request quantopian#147 from qiuwei/add_holidays_before_199…
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…9_XSHG

Added public holidays before 1999 in XSHG.
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gerrymanoim authored Feb 16, 2022
2 parents c53cf3a + 8cef16d commit e5b2874
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Showing 3 changed files with 2,141 additions and 1 deletion.
86 changes: 86 additions & 0 deletions exchange_calendars/exchange_calendar_xshg.py
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,88 @@

precomputed_shanghai_holidays = pd.to_datetime(
[
"1991-01-01",
"1991-02-15",
"1991-02-18",
"1991-05-01",
"1991-10-01",
"1991-10-02",
"1992-01-01",
"1992-02-04",
"1992-02-05",
"1992-02-06",
"1992-05-01",
"1992-10-01",
"1992-10-02",
"1993-01-01",
"1993-01-25",
"1993-01-26",
"1993-10-01",
"1994-02-07",
"1994-02-08",
"1994-02-09",
"1994-02-10",
"1994-02-11",
"1994-05-02",
"1994-10-03",
"1994-10-04",
"1995-01-02",
"1995-01-30",
"1995-01-31",
"1995-02-01",
"1995-02-02",
"1995-02-03",
"1995-05-01",
"1995-10-02",
"1995-10-03",
"1996-01-01",
"1996-02-19",
"1996-02-20",
"1996-02-21",
"1996-02-22",
"1996-02-23",
"1996-02-26",
"1996-02-27",
"1996-02-28",
"1996-02-29",
"1996-03-01",
"1996-05-01",
"1996-09-30",
"1996-10-01",
"1996-10-02",
"1997-01-01",
"1997-02-03",
"1997-02-04",
"1997-02-05",
"1997-02-06",
"1997-02-07",
"1997-02-10",
"1997-02-11",
"1997-02-12",
"1997-02-13",
"1997-02-14",
"1997-05-01",
"1997-05-02",
"1997-06-30",
"1997-07-01",
"1997-10-01",
"1997-10-02",
"1997-10-03",
"1998-01-01",
"1998-01-02",
"1998-01-26",
"1998-01-27",
"1998-01-28",
"1998-01-29",
"1998-01-30",
"1998-02-02",
"1998-02-03",
"1998-02-04",
"1998-02-05",
"1998-02-06",
"1998-05-01",
"1998-10-01",
"1998-10-02",
"1999-01-01",
"1999-02-10",
"1999-02-11",
Expand Down Expand Up @@ -512,3 +594,7 @@ class XSHGExchangeCalendar(PrecomputedExchangeCalendar):
@property
def precomputed_holidays(self):
return precomputed_shanghai_holidays

@property
def bound_start(self) -> pd.Timestamp:
return pd.Timestamp("1990-12-03", tz="Asia/Shanghai")
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