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quantopian / trading_calendars

Calendars for various securities exchanges.
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Discussion of XTKS (JPX) holidays #164

Open rsheftel opened 4 years ago

rsheftel commented 4 years ago

@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 in pandas_market_calendars but not in trading_calendars

These holidays were provided to pandas_market_calendars in this PR: https://github.com/rsheftel/pandas_market_calendars/pull/72

gerrymanoim commented 4 years ago

Hey @rsheftel - I actually didn't compare anything past the end of 2020, since we haven't gone through and updated all the calendars for 2021 (@jmccorriston and I have it as a todo list item).

The equinoxes are defined at https://github.com/quantopian/trading_calendars/blob/master/trading_calendars/xtks_holidays.py#L87. We can/should port over the 2021 holidays though.