Comments (2)
rsheftel
commented on May 27, 2024
The futures have had less work done on them than the equity exchanges. Currently there is one generic class for all CME futures exchanges (including NYMEX) in this class here
pandas_market_calendars/pandas_market_calendars/exchange_calendar_cme.py
You will see there is a generic open and close time.
If you would like to create a new specific NYMEX class and submit a PR that would be great.
from pandas_market_calendars.
rsheftel
commented on May 27, 2024
As of the new v1.4 https://github.com/rsheftel/pandas_market_calendars/releases/tag/1.4 futures products are properly handled and can now have explicit calendars for each product type.
from pandas_market_calendars.
Related Issues (20)
- BUG xtae calendar is broken
- NSE/BSE Calendar does not match with the calendar on the official website HOT 2
- Pandas v2.1.0 broke Market Calendars HOT 5
- Add XNSE as a alias for NSE HOT 1
- tests/test_cboe_calendars.py proposed enhancement HOT 1
- quick start commands error when returning schedule HOT 2
- Request for help with Black and pre-commit hooks HOT 1
- ModuleNotFoundError with pandas-2.1.0 and pandas-market-calendars-4.3.0 HOT 2
- 1 test fails: tests/test_market_calendar.py:1155: AssertionError HOT 4
- Missing Comma in Energy and Metals Aliases List HOT 1
- missing data for dates prior to 1995-01-01 HOT 3
- 2023-10-06 is not trade day HOT 1
- XNSE 2023-06-29 missing holiday HOT 1
- importing this package alters the behavior of pandas HOT 1
- ADD XJPX as an allias for JPX HOT 1
- 2023 XHKG typhoon closures
- date_range 1min ranges from 9:31am to 4pm instead of 9:30am to 3:59pm HOT 3
- 167 errors in tests HOT 1
- Good Friday is always a holiday for CBOE/CFE even when Christmas and NYE fall on a Friday
- not compatible with pandas >= 2.0.3 HOT 11
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from pandas_market_calendars.