From bbef0658d1c0298a34d73732e5cd45b0f0f8845b Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Tue, 4 Dec 2012 15:04:25 -0500 Subject: [PATCH] Adds non-market days due to National Days of Mourning. Post-2002 Days of Mourning, Reagan and Ford --- zipline/utils/tradingcalendar.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/zipline/utils/tradingcalendar.py b/zipline/utils/tradingcalendar.py index 2e8cdf44..43a5e216 100644 --- a/zipline/utils/tradingcalendar.py +++ b/zipline/utils/tradingcalendar.py @@ -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))