Skip to content

Please Fix XSHG 2020 holidays according to Chinese market calendar #132

Open

Description

@perfmjs

According to the news, the original Spring Festival holiday is until January 30, 2020 (the sixth day), and the normal opening trading time is January 31, 2020 (the seventh day). Today, the regulatory level issued a notice that the stock and futures exchanges were closed on January 31, and the market opened as usual on February 3. The A-share market opening time is delayed by 1 day.

below codes is my Revise,the business logc is ok after adding a date as '2020-01-31' to XSHG array:
df = exchange_calendar_xshg.precomputed_shanghai_holidays
exchange_calendar_xshg.precomputed_shanghai_holidays = df.insert(0, pd.Timestamp(2020, 1, 31))
trading_calendar = get_calendar("XSHG")

the original code can be found from: https://github.com/quantopian/trading_calendars/blob/master/trading_calendars/exchange_calendar_xshg.py

Activity

  1. added a commit that references this issue on Jan 17, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Type

    No type

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions