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Fixes for trading calendar holidays for weekend holidays.

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- Removes New Year's on Saturday, in that case there is no New Year's observed.
- Adds Monday after a July 4th Sunday
- Adds Friday before a July 4th Saturday
- Adds Monday after a Christmas Sunday
- Adds Friday before a Christmas Saturday
This commit is contained in:
Eddie Hebert
2013-02-10 17:23:29 -05:00
parent 3e050dff9c
commit aa1caae261
2 changed files with 45 additions and 39 deletions
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tests/test_tradingcalendar.py
-29
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@@ -53,35 +53,6 @@ If NYE falls on a weekend, {0} the Tuesday after is the first trading day.
""".strip().format(first_trading_day_after_new_years_sunday)
)
# January 2005
# Su Mo Tu We Th Fr Sa
# 1
# 2 3 4 5 6 7 8
# 9 10 11 12 13 14 15
# 16 17 18 19 20 21 22
# 23 24 25 26 27 28 29
# 30 31
day_after_new_years_saturday = datetime.datetime(
2005, 1, 3, tzinfo=pytz.utc)
self.assertNotIn(day_after_new_years_saturday,
tradingcalendar.trading_days,
"""
If NYE falls on a weekend, {0} the Monday after is a holiday.
""".strip().format(day_after_new_years_saturday)
)
first_trading_day_after_new_years_saturday = datetime.datetime(
2005, 1, 4, tzinfo=pytz.utc)
self.assertIn(first_trading_day_after_new_years_saturday,
tradingcalendar.trading_days,
"""
If NYE falls on a weekend, {0} the Tuesday after is the first trading day.
""".strip().format(first_trading_day_after_new_years_saturday)
)
# January 2013
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5