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rsheftel / pandas_market_calendars

Exchange calendars to use with pandas for trading applications
MIT License
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NYSE Calendar Date Missing #97

Closed allan8392 closed 4 years ago

allan8392 commented 4 years ago

Hi, I discovered that 2018-12-05 is missing from NYSE calendar even though that day is not a holiday. Please see below:

import datetime import pandas_market_calendars as mcal exch = 'NYSE' first = datetime.date(2018, 12, 1) last = datetime.date(2018, 12, 10) a = mcal.get_calendar(exch).valid_days(first, last) print(a)

DatetimeIndex(['2018-12-03 00:00:00+00:00', '2018-12-04 00:00:00+00:00', '2018-12-06 00:00:00+00:00', '2018-12-07 00:00:00+00:00', '2018-12-10 00:00:00+00:00'], dtype='datetime64[ns, UTC]', freq='C')

rsheftel commented 4 years ago

The US equity markets and exchanges were closed on 12/5/18 in for President Bush's funeral:

https://www.reuters.com/article/us-people-bush-economy-factbox/us-event-market-closures-for-funeral-of-former-president-bush-idUSKBN1O22LM

That holiday is correct.