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3 Commits
Author SHA1 Message Date
Eddie Hebert aa1caae261 Fixes for trading calendar holidays for weekend holidays. 
- 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
 2013-02-10 17:23:29 -05:00
Eddie Hebert 3e050dff9c Changes rules for generating Thanksgiving holiday. 
Thanksgiving is the 4th week of November, not the last Thursday
in November.

Some Novembers have 5 Thursdays, e.g. 2006
 2013-02-09 23:42:31 -05:00
Eddie Hebert 983f3fab30 Fixes New Year's holidays inclusion in trading calendar. 
If NYE lands on the weekend, the Monday following is a holiday.
 2013-02-04 23:22:42 -05:00