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Merge pull request #22 from AlpacaDB/feature/add-2022-xtks
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Feature/Add-2022-XTKS
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@sercant
sercant authored Dec 1, 2021
2 parents 9f0f899 + 3f99f7c commit 94e4a08
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244 changes: 244 additions & 0 deletions tests/resources/xtks.csv
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26 changes: 26 additions & 0 deletions tests/test_xtks_calendar.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -257,3 +257,29 @@ def test_2021(self):

for session_label in expected_holidays_2021:
self.assertNotIn(session_label, self.calendar.all_sessions)

def test_2022(self):
expected_holidays_2022 = [
pd.Timestamp("2022-01-01", tz="UTC"), # New Year's Day
pd.Timestamp("2022-01-02", tz="UTC"), # Market Holiday
pd.Timestamp("2022-01-03", tz="UTC"), # Market Holiday
pd.Timestamp("2022-01-10", tz="UTC"), # Coming of Age Day
pd.Timestamp("2022-02-11", tz="UTC"), # National Foundation Day
pd.Timestamp("2022-02-23", tz="UTC"), # Emperor's Birthday
pd.Timestamp("2022-03-21", tz="UTC"), # Vernal Equinox
pd.Timestamp("2022-04-29", tz="UTC"), # Showa Day
pd.Timestamp("2022-05-03", tz="UTC"), # Constitution Memorial Day
pd.Timestamp("2022-05-04", tz="UTC"), # Greenery Day
pd.Timestamp("2022-05-05", tz="UTC"), # Children's Day
pd.Timestamp("2022-07-18", tz="UTC"), # Marine Day
pd.Timestamp("2022-08-11", tz="UTC"), # Mountain Day
pd.Timestamp("2022-09-19", tz="UTC"), # Respect for the Aged Day
pd.Timestamp("2022-09-23", tz="UTC"), # Autumnal Equinox
pd.Timestamp("2022-10-10", tz="UTC"), # Sports Day
pd.Timestamp("2022-11-03", tz="UTC"), # Culture Day
pd.Timestamp("2022-11-23", tz="UTC"), # Labor Thanksgiving Day
pd.Timestamp("2022-12-31", tz="UTC"), # Market Holiday
]

for session_label in expected_holidays_2022:
self.assertNotIn(session_label, self.calendar.all_sessions)
2 changes: 2 additions & 0 deletions trading_calendars/xtks_holidays.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -89,6 +89,7 @@ def sunday_to_wednesday(dt):
Timestamp('2019-03-21'),
Timestamp('2020-03-20'),
Timestamp('2021-03-20'),
Timestamp('2022-03-21'),
]

# The Golden Week holidays (late April - early May) are listed in reverse
Expand Down Expand Up @@ -258,6 +259,7 @@ def sunday_to_wednesday(dt):
Timestamp('2019-09-23'),
Timestamp('2020-09-22'),
Timestamp('2021-09-23'),
Timestamp('2022-09-23'),
]

# If the Autumnal Equinox falls on a Wednesday, the Tuesday before
Expand Down

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