/tradingcalendar

Stock Exchange Trading Calendar

Primary LanguagePythonApache License 2.0Apache-2.0

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: opensource@quantopian.com