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This project forked from faruto/tradingcalendar

0.0 2.0 0.0 6.95 MB

Stock Exchange Trading Calendar

License: Apache License 2.0

Emacs Lisp 0.31% Python 99.69%

tradingcalendar's Introduction

Trading Calendar

This project is not yet functional, this statement will be removed when the code is in a working state.

tradingcalendar is a library that creates a pandas DatetimeIndex with market full and half calendar holidays.

The modules within started in the Zilpline project, https://github.com/quantopian/zipline and were removed by filtering the files that were not directly related with the trading calendar, so that correct attribution is retained.

This project may end up being a stand-alone project, and useable in a similar as pytz is used for time zones. But the maintainers are amenable to upstreaming the logic into pandas. (See, pandas-dev/pandas#7070)

If the rrulles logic is upstreamed to pandas, there will probably be need to get copyright signoff from the non-Quantopian contributors. The main NYSE/US Equity calendar is wholly commits from Quantopian employees, so that set of copyrights can be more quickly assigned.

Contact: [email protected]

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