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rsheftel avatar rsheftel commented on May 27, 2024

Something odd going on, will investigate

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bryanfok avatar bryanfok commented on May 27, 2024

for CME, calendar type from holidays_at_time method return Index([], dtype='object')
for NYSE calendar type is DatetimeIndex([], dtype='datetime64[ns]', freq=None)

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rsheftel avatar rsheftel commented on May 27, 2024

I see the issue, I believe I have it fixed just making some tests now and will commit.

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rsheftel avatar rsheftel commented on May 27, 2024

Bug fixed and new version committed. Thanks for finding this error.

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