Juneteenth not added to the listed holidays in cme.py
K-m-Ye opened this issue · 5 comments
Hi all,
Juneteenth is now on the holiday calendar for a lot of the major US exchanges. See below:
https://www.cmegroup.com/tools-information/holiday-calendar.html
https://www.ice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_ExNot2024_Holidays_20230810.pdf
https://www.nyse.com/markets/hours-calendars
I believe most of the major US Holidays are covered in the package with the exception of Juneteenth. I'm happy to maybe write my own solution to this, but wanted to post here to see if people were already working on a solution.
Thanks!
@K-m-Ye which specific calendars are you not seeing them in? Juneteenth is coded in nyse and cme. Do you have a test case where you aren't seeing them in the holidays list? Make sure you have the latest version of pandas_market_calendars installed. Thanks.
@K-m-Ye which specific calendars are you not seeing them in? Juneteenth is coded in nyse and cme. Do you have a test case where you aren't seeing them in the holidays list? Make sure you have the latest version of pandas_market_calendars installed. Thanks.
I don't see Juneteenth coded in cme.py in the repository. Sorry, I might be blind but in pandas_market_calendars/pandas_market_calendars/calendars
/cme.py , Juneteenth is specifically not listed. I see it in NYSE now, but I'm specifically interested in using the CME Calendar for my work.
return AbstractHolidayCalendar(
rules=[
USNewYearsDay,
USMartinLutherKingJrAfter1998,
USPresidentsDay,
GoodFriday,
USMemorialDay,
USIndependenceDay,
USLaborDay,
USThanksgivingDay,
Christmas,
]
)
cme.py is a legacy calendar that would be appreciated to receive a pull request from anyone still using it.
cme_globex_base.py and the corresponding instantiated classes do contain Junteenth for products that observe it. It is also possible some of them have changed observance.
I'm closing this issue but feel free to reopen it if there are additional questions.
I changed the title and I'm re-opening this because cme.py doesn't have Juneteenth. If anyone is using that calendar, please feel free to submit a pull request. Thanks.