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Please Fix XSHG 2020 holidays according to Chinese market calendar #132

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perfmjs opened this issue May 7, 2020 · 0 comments
Open

Please Fix XSHG 2020 holidays according to Chinese market calendar #132

perfmjs opened this issue May 7, 2020 · 0 comments

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@perfmjs
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perfmjs commented May 7, 2020

According to the news, the original Spring Festival holiday is until January 30, 2020 (the sixth day), and the normal opening trading time is January 31, 2020 (the seventh day). Today, the regulatory level issued a notice that the stock and futures exchanges were closed on January 31, and the market opened as usual on February 3. The A-share market opening time is delayed by 1 day.

below codes is my Revise,the business logc is ok after adding a date as '2020-01-31' to XSHG array:
df = exchange_calendar_xshg.precomputed_shanghai_holidays
exchange_calendar_xshg.precomputed_shanghai_holidays = df.insert(0, pd.Timestamp(2020, 1, 31))
trading_calendar = get_calendar("XSHG")

the original code can be found from: https://github.com/quantopian/trading_calendars/blob/master/trading_calendars/exchange_calendar_xshg.py

sercant pushed a commit to AlpacaTechJP/trading_calendars that referenced this issue Jan 17, 2022
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