Holiday error for CFE, juneteenth
dougransom opened this issue · 3 comments
dougransom commented
June 19 is not a valid trading day for CBOE but is showing as valid.
`>>> import pandas_market_calendars as mcal
_cfe_calendar = mcal.get_calendar('CFE')
_cfe_calendar.valid_days('2023-06-17','2023-06-20')
DatetimeIndex(['2023-06-19 00:00:00+00:00', '2023-06-20 00:00:00+00:00'], dtype='datetime64[ns, UTC]', freq='C')`
Reference https://cdn.cboe.com/resources/aboutcboe/Cboe-2023FuturesSettlementCalendar.pdf
version: pandas-market-calendars 4.1.4
dougransom commented
dougransom commented
Amazing. Thanks!