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Py-pandas-market-calendars
Jul 20, 2023
Market and exchange trading calendars for pandas
The Pandas package is widely used in finance and specifically for time series analysis. It includes excellent functionality for generating sequences of dates and capabilities for custom holiday calendars, but as an explicit design choice it does not include the actual holiday calendars for specific exchanges or OTC markets.
The pandas_market_calendars package looks to fill that role with the holiday, late open and early close calendars for specific exchanges and OTC conventions. pandas_market_calendars also adds several functions to manipulate the market calendars and includes a date_range function to create a pandas DatetimeIndex including only the datetimes when the markets are open. Additionally the package contains product specific calendars for future exchanges which have different market open, closes, breaks and holidays based on product type.
Checkout these related ports:
- Xtrader - Technical analysis program for financial instruments
- Weberp - Open-Source Web-Based ERP System
- Venice - Merchant Of Venice, a stock market trading program
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