trading_calendars
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quantopian
Calendars for various securities exchanges.
Im currently using trading_calendars with zipline. When I run my backtest, I'm currently getting a HistoryWindowStartsBeforeData error. I'm starting the backtesting on January 02, 1968. However, it returns: HistoryWindowStartsBeforeData: History...
In the Brazilian calendar, [Ash Wednesday](https://en.wikipedia.org/wiki/Ash_Wednesday) is a half day, starting trading at 1pm. [[1]](http://www.b3.com.br/en_us/solutions/platforms/puma-trading-system/for-members-and-traders/trading-calendar/holidays/) I noticed it's already implemented, but with it's currently commented and have a TODO tag....
Related to the issue: https://github.com/quantopian/zipline/issues/2700 As @richafrank mentioned on the issue linked above is the module-level variable `start_default` in `trading_calendars\trading_calendar.py` being '1990-01-01'. In my opinion '1990-01-01' seems somewhat arbitrary. As...
Closes https://github.com/quantopian/trading_calendars/issues/147. Allows you to pass `kwargs` to calendars via `get_caledar`, i.e.: ```python import pandas as pd from pytz import UTC nyse = tc.get_calendar('XNYS', start=pd.Timestamp('2000-01-01', tz=UTC)) nyse.first_session >>> Timestamp('2000-01-03 00:00:00+0000',...
@gerrymanoim I don't see the XKTS (JPX) calendar in your difference report, but doing a spot check the holiday 2021-09-23, the Autumnal Equinox (as shown here: https://www.tradinghours.com/exchanges/jpx/market-holidays/2021) is a holiday...
re https://github.com/rsheftel/pandas_market_calendars/issues/41 ```python import pandas as pd import trading_calendars as tc import pandas_market_calendars as pmc def method_comparison(tc_methods, pmc_methods): # must be an easier way to do this tc_col = tc_methods.copy()...
Hi there, It seems the XFRA closing time is incorrect, it is 20:00 CET. https://www.tradinghours.com/exchanges/fsx
In line with the [comment](https://github.com/quantopian/trading_calendars/blob/master/trading_calendars/exchange_calendar_cmes.py#L80) in the CME calendar code, CME products sometimes have their own unique hours. Eg, - /ZC. Sunday – Friday, 7:00 p.m. – 7:45 a.m. CT...
