Masa Nakamura masayang
masayang
/ NYSE_tradingdays.py
Last active
December 22, 2018 11:08
— forked from jckantor/NYSE_tradingdays.py
Python dateutil rule sets for NYSE trading days and holiday observances.
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| from dateutil import rrule | |
| import datetime | |
| # Generate ruleset for holiday observances on the NYSE | |
| def NYSE_holidays(a=datetime.date.today(), b=datetime.date.today()+datetime.timedelta(days=365)): | |
| rs = rrule.rruleset() | |
| # Include all potential holiday observances | |
| rs.rrule(rrule.rrule(rrule.YEARLY, dtstart=a, until=b, bymonth=12, bymonthday=31, byweekday=rrule.FR)) # New Years Day |