diff --git a/tests/resources/calendars/cfe.csv b/tests/resources/calendars/cfe.csv index bbf8d28e..8c3cc347 100644 --- a/tests/resources/calendars/cfe.csv +++ b/tests/resources/calendars/cfe.csv @@ -1092,7 +1092,6 @@ 1994-04-22 00:00:00+00:00,1994-04-22 13:31:00,1994-04-22 20:15:00 1994-04-25 00:00:00+00:00,1994-04-25 13:31:00,1994-04-25 20:15:00 1994-04-26 00:00:00+00:00,1994-04-26 13:31:00,1994-04-26 20:15:00 -1994-04-27 00:00:00+00:00,1994-04-27 13:31:00,1994-04-27 20:15:00 1994-04-28 00:00:00+00:00,1994-04-28 13:31:00,1994-04-28 20:15:00 1994-04-29 00:00:00+00:00,1994-04-29 13:31:00,1994-04-29 20:15:00 1994-05-02 00:00:00+00:00,1994-05-02 13:31:00,1994-05-02 20:15:00 @@ -3647,7 +3646,6 @@ 2004-06-08 00:00:00+00:00,2004-06-08 13:31:00,2004-06-08 20:15:00 2004-06-09 00:00:00+00:00,2004-06-09 13:31:00,2004-06-09 20:15:00 2004-06-10 00:00:00+00:00,2004-06-10 13:31:00,2004-06-10 20:15:00 -2004-06-11 00:00:00+00:00,2004-06-11 13:31:00,2004-06-11 20:15:00 2004-06-14 00:00:00+00:00,2004-06-14 13:31:00,2004-06-14 20:15:00 2004-06-15 00:00:00+00:00,2004-06-15 13:31:00,2004-06-15 20:15:00 2004-06-16 00:00:00+00:00,2004-06-16 13:31:00,2004-06-16 20:15:00 @@ -4292,7 +4290,6 @@ 2006-12-27 00:00:00+00:00,2006-12-27 14:31:00,2006-12-27 21:15:00 2006-12-28 00:00:00+00:00,2006-12-28 14:31:00,2006-12-28 21:15:00 2006-12-29 00:00:00+00:00,2006-12-29 14:31:00,2006-12-29 21:15:00 -2007-01-02 00:00:00+00:00,2007-01-02 14:31:00,2007-01-02 21:15:00 2007-01-03 00:00:00+00:00,2007-01-03 14:31:00,2007-01-03 21:15:00 2007-01-04 00:00:00+00:00,2007-01-04 14:31:00,2007-01-04 21:15:00 2007-01-05 00:00:00+00:00,2007-01-05 14:31:00,2007-01-05 21:15:00 @@ -5761,8 +5758,6 @@ 2012-10-24 00:00:00+00:00,2012-10-24 13:31:00,2012-10-24 20:15:00 2012-10-25 00:00:00+00:00,2012-10-25 13:31:00,2012-10-25 20:15:00 2012-10-26 00:00:00+00:00,2012-10-26 13:31:00,2012-10-26 20:15:00 -2012-10-29 00:00:00+00:00,2012-10-29 13:31:00,2012-10-29 20:15:00 -2012-10-30 00:00:00+00:00,2012-10-30 13:31:00,2012-10-30 20:15:00 2012-10-31 00:00:00+00:00,2012-10-31 13:31:00,2012-10-31 20:15:00 2012-11-01 00:00:00+00:00,2012-11-01 13:31:00,2012-11-01 20:15:00 2012-11-02 00:00:00+00:00,2012-11-02 13:31:00,2012-11-02 20:15:00 diff --git a/zipline/utils/calendars/exchange_calendar_cfe.py b/zipline/utils/calendars/exchange_calendar_cfe.py index 0c5a1897..088b84e3 100644 --- a/zipline/utils/calendars/exchange_calendar_cfe.py +++ b/zipline/utils/calendars/exchange_calendar_cfe.py @@ -1,4 +1,5 @@ from datetime import time +from itertools import chain from pandas.tseries.holiday import ( USPresidentsDay, @@ -16,7 +17,9 @@ from zipline.utils.calendars.us_holidays import ( USBlackFridayInOrAfter1993, USNewYearsDay, USIndependenceDay, - Christmas + Christmas, + HurricaneSandyClosings, + USNationalDaysofMourning, ) @@ -69,3 +72,10 @@ class CFEExchangeCalendar(TradingCalendar): USBlackFridayInOrAfter1993, ]) )] + + @property + def adhoc_holidays(self): + return list(chain( + HurricaneSandyClosings, + USNationalDaysofMourning, + ))