Introduction
The exchange-calendars-extensions Python package transparently adds some features to the exchange-calendars package.
Features
Consolidated Calendars This package adds consolidated calendars for holidays and special open/close days, respectively.
Basic Usage
To use the extensions, import the top-level module and register the extended exchange calendar classes. import exchange_calendars_extensions.core as ecx # Apply extensions.
Consolidated Calendars
Extended exchange calendars provide consolidated calendars for holidays and special open/close days that include regular and ad-hoc occurrences. Holidays The consolidated calendar for holidays includes all regular and ad-hoc holidays.
Additional Calendars
Extended exchange calendars provide additional calendars for special trading sessions and non-business days. Quarterly Expiry Days Quarterly expiry days are also known as triple or quadruple witching days.
Calendar Modifications
Extended exchange calendars provide an API to support modifications at runtime. Adding Special Days The exchange_calendars_extensions module provides the following methods for adding special days: add_holiday: Adds a single regular holiday.
Trading calendars, simplified.
