EUREX calendar about pandas_market_calendars HOT 13 CLOSED

I cannot find the error you mention. I added a new Eurex test in the test/ directory and the following code correctly detects the May 1st holiday (falling on 2nd May 2016) as not in valid_days. I also checked for 2017 and the code is correct. Can you post some code that does not correctly exclude the May 1st holiday from the valid_days. Thanks.

def test_2016_holidays():
# good friday: 2016-03-25
# May 1st: 2016-05-02
# christmas (observed): 2016-12-26
# new years (observed): 2016-01-02
eurex = EUREXExchangeCalendar()
good_dates = eurex.valid_days('2016-01-01', '2016-12-31')
for date in ["2016-03-25", "2016-05-02", "2016-12-26", "2016-01-02"]:
assert pd.Timestamp(date, tz='UTC') not in good_dates

from pandas_market_calendars.

from pandas_market_calendars.

@kewlfft since you made the initial contribution for the Eurex calendar do you have any thoughts on this? It does look correct that the package needs a fix but I would like to get your input before proceeding.

from pandas_market_calendars.

I designed the Eurex calendar pretty quickly to address most of the cases but i am not surpised it needs to be fine tuned. I can look more into it over the weekend but dont hesitate to correct directly if you have time.

from pandas_market_calendars.

@fin-eng for 1st of May I see your point, it will be closed for some markets (British, Russian, Irish) and for commo derivatives but not fully closed on monday if the 1st falls on a weekend. If we follow the rule 'fully closed' then we shouldn't shift the day. agreed.

from pandas_market_calendars.

@kewlfft if you could make the change this weekend that would be great. Note that I made a test file for the Eurex calendar so you can use that if you want to add some unit tests

from pandas_market_calendars.

@rsheftel I made the change and tested on 2016 and 2017, @fin-eng if you can also check if it is good now for May

from pandas_market_calendars.

@fin-eng if you give me an example of issue for Christmas I can look into it as well

from pandas_market_calendars.

@fin-eng I updated the Eurex unit tests (2d43560) if you could use that to identify if the work @kewlfft is good or not. If there is something incorrect can you please update the tests to what should be correct, then we have something to test against. Thanks.

from pandas_market_calendars.

from pandas_market_calendars.

@fin-eng @rsheftel I can propose a fix for Christmas if you have an actual example that we can check on the Eurex site it would help. Eurex covers many markets other than Germany and could adopt different rules.

from pandas_market_calendars.

@fin-eng @rsheftel I think the May 1st fix is quite safe to merge, then waiting for some concrete examples of Christmas to fix this one too if needed

from pandas_market_calendars.

@kewlfft I merged in your PR #15 last week as commit 7394989. We are all up to date now. @fin-eng if you come up with more examples of dates to correct that would be great. I am going to close this now, please open a new comment with new dates. thanks.

from pandas_market_calendars.