search

rsheftel / pandas_market_calendars

Exchange calendars to use with pandas for trading applications
MIT License
788 stars 174 forks source link

tests/test_cboe_calendars.py proposed enhancement #286

Open dougransom opened 1 year ago

dougransom commented 1 year ago

https://github.com/rsheftel/pandas_market_calendars/blob/master/tests/test_cboe_calendars.py

Could potentially download a series that should trade every day, like vix futures, and make sure the holidays match with actual trading days each month. If they don't, could be an unusual market event OR a problem with the code.

rsheftel commented 1 year ago

That is an excellent idea. If you do that in a Pull Request I will review.