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Commit 9407809

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sjquantsjquant
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Add 2021 holidays to xkrx calendar
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4 files changed

+266
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‎tests/resources/xkrx.csv

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2020-12-28,2020-12-28 00:01:00,2020-12-28 06:30:00
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‎tests/test_xkrx_calendar.py

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -40,7 +40,7 @@ def test_normal_year(self):
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self.assertNotIn(session_label, self.calendar.all_sessions)
4141

4242
def test_constrain_construction_dates(self):
43-
# the XKRX calendar currently goes from 1986 to 2020, inclusive.
43+
# the XKRX calendar currently goes from 1986 to 2021, inclusive.
4444
with self.assertRaises(ValueError) as e:
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self.calendar_class(T('1985-12-31'), T('2005-01-01'))
4646

@@ -53,13 +53,13 @@ def test_constrain_construction_dates(self):
5353
)
5454

5555
with self.assertRaises(ValueError) as e:
56-
self.calendar_class(T('2005-01-01'), T('2021-01-01'))
56+
self.calendar_class(T('2005-01-01'), T('2022-01-03'))
5757

5858
self.assertEqual(
5959
str(e.exception),
6060
(
61-
'The XKRX holidays are only recorded to 2020,'
62-
' cannot instantiate the XKRX calendar for 2021.'
61+
'The XKRX holidays are only recorded to 2021,'
62+
' cannot instantiate the XKRX calendar for 2022.'
6363
)
6464
)
6565

‎trading_calendars/exchange_calendar_xkrx.py

Lines changed: 11 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -523,7 +523,17 @@
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"2020-10-02",
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"2020-10-09",
525525
"2020-12-25",
526-
"2020-12-31"
526+
"2020-12-31",
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"2021-01-01",
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"2021-02-11",
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"2021-02-12",
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"2021-03-01",
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"2021-05-05",
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"2021-05-19",
533+
"2021-09-20",
534+
"2021-09-21",
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"2021-09-22",
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"2021-12-31",
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])
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‎trading_calendars/precomputed_trading_calendar.py

Lines changed: 0 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -23,7 +23,6 @@ def __init__(self, start=None, end=None):
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end = pd.Timestamp(
2424
'{}-12-31'.format(latest_precomputed_year), tz=UTC
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)
26-
2726
super(PrecomputedTradingCalendar, self).__init__(start=start, end=end)
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2928
if earliest_precomputed_year > self.first_trading_session.year:

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