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rsheftel / pandas_market_calendars

Exchange calendars to use with pandas for trading applications
MIT License
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Historic and future holidays, plus bank holidays #348

Open dinakarmu opened 4 months ago

dinakarmu commented 4 months ago

Hello, need help with 3 questions: 1.) How historic and future can we go with NYSE calendar? 2.) Will Bank US and Canadian holidays available anytime soon? 3.) Does running pandas_market_calendars needs internet, does it rely on any 3rd party API's? or the calendar derivation is rule based?

rsheftel commented 3 months ago
  1. You can look at the code, I think it goes back to the 1950s or 40s
  2. Bank holidays that are NOT stock exchange holidays are not currently implemented. If you want to implement and submit a PR that would be great.
  3. Rule based