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Adds non-market days due to National Days of Mourning.

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Post-2002 Days of Mourning, Reagan and Ford
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Eddie Hebert
2012-12-04 15:04:25 -05:00
parent a8e1647d6e
commit bbef0658d1
1 changed files with 9 additions and 0 deletions
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zipline/utils/tradingcalendar.py
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@@ -164,3 +164,12 @@ for day_num in range(11, 17):
for day_num in range(29, 31):
non_trading_days.append(
datetime(2012, 10, day_num, tzinfo=pytz.utc))
# Misc closings from NYSE listing.
# http://www.nyse.com/pdfs/closings.pdf
#
# National Days of Mourning
# - President Ronald W. Reagan - June 11, 2004
non_trading_days.append(datetime(2004, 6, 11, tzinfo=pytz.utc))
# - President Gerald R. Ford - Jan 2, 2007
non_trading_days.append(datetime(2007, 1, 2, tzinfo=pytz.utc))