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CAL: Add world cup closing day to bmf calendar. Closes #390.
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committed by
Thomas Wiecki
parent
71effa5e98
commit
afd95b72e1
@@ -238,6 +238,9 @@ def get_non_trading_days(start, end):
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non_trading_days = non_trading_ruleset.between(start, end, inc=True)
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# World Cup 2014 Opening
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non_trading_days.append(datetime(2014, 6, 12, tzinfo=pytz.utc))
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non_trading_days.sort()
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return pd.DatetimeIndex(non_trading_days)
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