Marcus Read

Results 93 comments of Marcus Read

Hi @philiptromans. XKRX is certainly slow. Would you know how many annual holidays, that are currently evaluated automatically from consideration of lunar/solar calendars, would require being hardcoded instead? Quite a...

@philiptromans, I saw your latest PR #152 (thanks!) and the suggestion again that XKRX is moved to hardcoded holidays. I notice @elbakramer hasn't commented here. Also there was no response...

In PR #177 I've proposed moving all the _special offsets_ implementation from `ExchangeCalendar` to `XKRXExchangeCalendar`. It was originally incorporated to `ExchangeCalendar` for the benefit of `XKRXExchangeCalendar`. No other calendar uses...

Worth noting that if this were to go to hardcoded dates then I believe the whole of **the `pandas_extensions` directory would be made redundant**. (EDIT 24-06-24 `exchange_calendar_xmos.py` now uses `.pandas_extensions.offsets.MultipleWeekmaskCustomBusinessDay`,...

Also, see #311 including comment re broken `update_xkrx_holidays` script.

I'm now thinking the ideal would be to do as above, although additionally have dependabot set up for just the `requirements.txt` dependencies (not the dev). I wouldn't suggest merging the...

Hi @j7zAhU, this is a peculiar one, thanks for raising it. I can certainly appreciate the argument that the open could be 09:59 because, as you point out, a relatively...

Certainly strengthens the argument for a 09.59 open. On the back of this I'd have no objections to a PR changing the open to 09.59. @j7zAhU, if you're using `exchange_calendars`...

Thank you for those @j7zAhU. > This is for the stock RIO. start_datetime="2022-09-25 00:07:00", end_datetime="2022-09-27 23:59:59". It returns the same data if I set the start time at 00:00:00 or...

The Bloomberg data is certainly not indexed as I would have anticipated. The fact the 15min intervals are anchored on 23:59 even through the first trade doesn't register until 00:06...