rsheftel/pandas_market_calendars

Holiday error for CFE, juneteenth

dougransom opened this issue · 3 comments

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

Fixed in 6f2b8c7

Amazing. Thanks!