24/7 Calendar is actually 24/5
jack-of-some-trades opened this issue · 1 comments
Trying to implement this library into a Trading View like application. I'm looking to have capability to handle crypto markets in addition to others hence the need for the 24/7 Calendar. While testing stuff I ran into this fun little bug:
The weekend days, 07-07 & 07-08, are missing in that image. This boils down to the calendar adopting the default 5 Day Weekmask property of MarketCalendar (MarketCalendar.weekmask).
I dug into the code a bit to figure out what is going wrong. It turns out the 7 day week is correctly defined in "exchange_calendars > always_open.py" as weekmask = "1111111". The problem is this property is not transferred from the "AlwaysOpenCalendar" to the "24/7ExchangeCalendar" class that is actually used by the library.
pandas_market_calendars: Version 4.4.0
Python: Version 3.12.2
Fixed with v4.4.1
Thank you for the PR