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Add missing Sukkoth interim days to fix quantopian#286.
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@jenskeiner @gerrymanoim
jenskeiner authored and gerrymanoim committed Feb 14, 2023
1 parent c134d4f commit 386cf29
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Showing 3 changed files with 23 additions and 5 deletions.
4 changes: 4 additions & 0 deletions exchange_calendars/exchange_calendar_xtae.py
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Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,8 @@
SukkothInterimDay1,
SukkothInterimDay2,
SukkothInterimDay3,
SukkothInterimDay4,
SukkothInterimDay5,
Passover2Eve,
PassoverEve,
Pentecost,
Expand Down Expand Up @@ -160,6 +162,8 @@ def special_closes(self):
SukkothInterimDay1,
SukkothInterimDay2,
SukkothInterimDay3,
SukkothInterimDay4,
SukkothInterimDay5,
]
),
),
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14 changes: 14 additions & 0 deletions exchange_calendars/tase_holidays.py
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Expand Up @@ -376,6 +376,20 @@ def holiday(self):
offset=[_Sukkoth(), Day(3)],
days_of_week=(0, 1, 2, 3, 6)
)
SukkothInterimDay4 = Holiday(
"Sukkoth Interim Day",
month=1,
day=1,
offset=[_Sukkoth(), Day(4)],
days_of_week=(0, 1, 2, 3, 6)
)
SukkothInterimDay5 = Holiday(
"Sukkoth Interim Day",
month=1,
day=1,
offset=[_Sukkoth(), Day(5)],
days_of_week=(0, 1, 2, 3, 6)
)

# Passover interim days are the days between beginning and end of passover. Any otherwise regular business day in that
# period becomes an early close day.
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10 changes: 5 additions & 5 deletions tests/resources/xtae.csv
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Expand Up @@ -430,8 +430,8 @@
2020-10-04T00:00:00Z,2020-10-04T06:59:00Z,2020-10-04T11:15:00Z,,
2020-10-05T00:00:00Z,2020-10-05T06:59:00Z,2020-10-05T11:15:00Z,,
2020-10-06T00:00:00Z,2020-10-06T06:59:00Z,2020-10-06T11:15:00Z,,
2020-10-07T00:00:00Z,2020-10-07T06:59:00Z,2020-10-07T14:15:00Z,,
2020-10-08T00:00:00Z,2020-10-08T06:59:00Z,2020-10-08T14:15:00Z,,
2020-10-07T00:00:00Z,2020-10-07T06:59:00Z,2020-10-07T11:15:00Z,,
2020-10-08T00:00:00Z,2020-10-08T06:59:00Z,2020-10-08T11:15:00Z,,
2020-10-11T00:00:00Z,2020-10-11T06:59:00Z,2020-10-11T12:40:00Z,,
2020-10-12T00:00:00Z,2020-10-12T06:59:00Z,2020-10-12T14:15:00Z,,
2020-10-13T00:00:00Z,2020-10-13T06:59:00Z,2020-10-13T14:15:00Z,,
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2021-09-19T00:00:00Z,2021-09-19T06:59:00Z,2021-09-19T12:40:00Z,,
2021-09-22T00:00:00Z,2021-09-22T06:59:00Z,2021-09-22T11:15:00Z,,
2021-09-23T00:00:00Z,2021-09-23T06:59:00Z,2021-09-23T11:15:00Z,,
2021-09-26T00:00:00Z,2021-09-26T06:59:00Z,2021-09-26T12:40:00Z,,
2021-09-26T00:00:00Z,2021-09-26T06:59:00Z,2021-09-26T11:15:00Z,,
2021-09-29T00:00:00Z,2021-09-29T06:59:00Z,2021-09-29T14:15:00Z,,
2021-09-30T00:00:00Z,2021-09-30T06:59:00Z,2021-09-30T14:15:00Z,,
2021-10-03T00:00:00Z,2021-10-03T06:59:00Z,2021-10-03T12:40:00Z,,
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2023-10-01T00:00:00Z,2023-10-01T06:59:00Z,2023-10-01T11:15:00Z,,
2023-10-02T00:00:00Z,2023-10-02T06:59:00Z,2023-10-02T11:15:00Z,,
2023-10-03T00:00:00Z,2023-10-03T06:59:00Z,2023-10-03T11:15:00Z,,
2023-10-04T00:00:00Z,2023-10-04T06:59:00Z,2023-10-04T14:15:00Z,,
2023-10-05T00:00:00Z,2023-10-05T06:59:00Z,2023-10-05T14:15:00Z,,
2023-10-04T00:00:00Z,2023-10-04T06:59:00Z,2023-10-04T11:15:00Z,,
2023-10-05T00:00:00Z,2023-10-05T06:59:00Z,2023-10-05T11:15:00Z,,
2023-10-08T00:00:00Z,2023-10-08T06:59:00Z,2023-10-08T12:40:00Z,,
2023-10-09T00:00:00Z,2023-10-09T06:59:00Z,2023-10-09T14:15:00Z,,
2023-10-10T00:00:00Z,2023-10-10T06:59:00Z,2023-10-10T14:15:00Z,,
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