empire700

empire700 / NYSE_tradingdays.py

Created May 6, 2018 08:38 — forked from jckantor/NYSE_tradingdays.py

Python dateutil rule sets for NYSE trading days and holiday observances.

	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