Made Good Friday always a holiday in XCBF #121
Merged
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rsheftel/pandas_market_calendars#116 raised an issue stating that Good Friday is a trading day when Christmas or New Years Day falls on a Friday. This was propagated into
trading_calendars
via quantopian#168 (which resulted in quantopian#171). I think that this is based on a misreading of the rules, and in fact Good Friday is always a market holiday inXCBF
.The original page is here (archive.org). My reading of the page is as follows:
This tallies with the exchange rule book 5.1 (d). The equivalent page on the current CBOE website also makes it clear that Good Friday is a standard market holiday.
Closes #79.
Workflow to modify an existing Exchange Calendar
tests/resources/{Exchange MIC}.csv
), either manually or by executingpython etc/make_exchange_calendar_test_csv.py {Exchange MIC}
.tests/test_{Exchange MIC}_calendar.py
need updating to reflect your changes.exchange_calendars/exchange_calendar_{Exchange MIC}.py
.