CFE Valid Days Missing April 3, 2015

[dougransom]

Good Fridays are valid trade days when Christmas or New Years Day fall on a Friday.

https://www.cboe.com/trading-resources/cfe-expiration-holiday-calendars

import pandas_market_calendars as mcal cfe = mcal.get_calendar('CFE') valid_days=cfe.valid_days(start_date='2015-04-01', end_date='2015-04-6') print(f"Valid days {valid_days}")

Valid days DatetimeIndex(['2015-04-01 00:00:00+00:00', '2015-04-02 00:00:00+00:00', '2015-04-06 00:00:00+00:00'], dtype='datetime64[ns, UTC]', freq='C')

[rsheftel]

That is a crazy rule. If you want to submit a PR that is great, otherwise I will look to add this when I can.

[rsheftel]

@dougransom , the latest version 1.6 of this now imports all of the calendars in the trading_calendars project, see #120 for more details. Can you take a look at the "XCBF" calendar and see if the problem exists there or is correct. This is the calendar for the CBOE Exchange from the trading_calendars project. Thanks.

@jmccorriston
@richafrank
@gerrymanoim

[rsheftel]

This is now fixed in trading_calendars #171 so it is available in the pandas_market_calendars under calendar XCBF. Thanks for the Issue.

[rsheftel]

This is now fixed in commit f5879b9 and v1.6.1 in PyPi