Merge pull request #40 from AlpacaDB/feature/fix-tse-trading-halt-day

Feature/Add trading halt day to XTKS calendar
AlpacaTechJP · Apr 19, 2022 · 7d6c0bd · 7d6c0bd
2 parents 94e4a08 + dd22961
commit 7d6c0bd
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Showing 5 changed files with 12 additions and 3 deletions.
diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
@@ -14,7 +14,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ubuntu-latest, windows-latest, macos-latest]
+        os: [ubuntu-latest, macos-latest]
         python-version: [2.7, 3.5, 3.8, 3.9]
         include:
           - python-version: 2.7

diff --git a/tests/resources/xtks.csv b/tests/resources/xtks.csv
@@ -5085,7 +5085,6 @@
 2020-09-28,2020-09-28 00:01:00,2020-09-28 06:00:00
 2020-09-29,2020-09-29 00:01:00,2020-09-29 06:00:00
 2020-09-30,2020-09-30 00:01:00,2020-09-30 06:00:00
-2020-10-01,2020-10-01 00:01:00,2020-10-01 06:00:00
 2020-10-02,2020-10-02 00:01:00,2020-10-02 06:00:00
 2020-10-05,2020-10-05 00:01:00,2020-10-05 06:00:00
 2020-10-06,2020-10-06 00:01:00,2020-10-06 06:00:00

diff --git a/tests/test_xtks_calendar.py b/tests/test_xtks_calendar.py
@@ -223,6 +223,7 @@ def test_2020(self):
             pd.Timestamp("2020-08-10", tz=UTC),  # Mountain Day
             pd.Timestamp("2020-09-21", tz=UTC),  # Respect for the Aged Day
             pd.Timestamp("2020-09-22", tz=UTC),  # Autumnal Equinox
+            pd.Timestamp("2020-10-01", tz=UTC),  # JPX Trading Halt for TSE
             pd.Timestamp("2020-11-03", tz=UTC),  # Culture Day
             pd.Timestamp("2020-11-23", tz=UTC),  # Labor Thanksgiving Day
             pd.Timestamp("2020-12-31", tz=UTC),  # New Year's holiday

diff --git a/trading_calendars/exchange_calendar_xtks.py b/trading_calendars/exchange_calendar_xtks.py
@@ -45,7 +45,8 @@
     LaborThanksgivingDay,
     EmperorAkihitoBirthday,
     EmperorNaruhitoBirthday,
-    Misc2019Holidays
+    Misc2019Holidays,
+    Misc2020Holidays
 )
 
 
@@ -143,4 +144,5 @@ def adhoc_holidays(self):
             AutumnalEquinoxes,
             CitizensHolidaySilverWeek,
             Misc2019Holidays,
+            Misc2020Holidays,
         ))
diff --git a/trading_calendars/xtks_holidays.py b/trading_calendars/xtks_holidays.py
@@ -363,3 +363,10 @@ def sunday_to_wednesday(dt):
     Timestamp('2019-05-02'),  # Citizen's Holiday
     Timestamp('2019-10-22'),  # Enthronement Ceremony
 ]
+
+Misc2020Holidays = [
+    # JPX: Trading halt due to system glitch. Reports:
+    # 1. https://www.jpx.co.jp/english/news/1030/20201001-04.html
+    # 2. https://www.jpx.co.jp/english/news/1030/20201001-05.html
+    Timestamp('2020-10-01'),
+]