Open cactus1549 opened 3 years ago
Ah interesting. So this is an interaction between
ChristmasEvesAdhoc = [
Timestamp("1945-12-24", tz="UTC"),
Timestamp("1956-12-24", tz="UTC"),
]
and
# NYSE closed at 2:00 PM on Christmas Eve until 1993.
ChristmasEveBefore1993 = Holiday(
"Christmas Eve",
month=12,
day=24,
end_date=Timestamp("1993-01-01"),
# When Christmas is a Saturday, the 24th is a full holiday.
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
)
So I think ChristmasEveBefore1993
just needs to be split apart to cover these cases.
This is related to #147 .
I am backtesting with data going back to 1900. If I do:
I get the following errors: