Module gen_nyse_dates

source code

Created on March 22, 2011

Author: Tucker Balch

Contact: tucker@cc.gatech.edu

This script generates a list of days on which we expect the NYSE to be open. Information is drawn from two websites:

http://www.timeanddate.com/holidays/ http://www.nyse.com/about/newsevents/1176373643795.html

Version: $Revision: 295 $

Variables

[hide private]

rootday = datetime.datetime(2011, 1, 3, 0, 0)

endday = datetime.datetime(2021, 1, 1, 0, 0)

weekdays = [datetime.datetime(2011, 1, 3, 0, 0), datetime.date...

oneday = datetime.timedelta(1)

curr = 3654

candidateday = datetime.datetime(2021, 1, 4, 0, 0)

NYSEholidays = [datetime.datetime(2011, 1, 1, 0, 0), datetime....

setweekdays = set([datetime.datetime(2011, 1, 3, 0, 0), dateti...

setNYSEholidays = set([datetime.datetime(2011, 1, 1, 0, 0), da...

newdays = [datetime.datetime(2011, 1, 3, 0, 0), datetime.datet...

MAXYEAR = 9999

MINYEAR = 1

__package__ = 'QSTK.Bin'

datetime_CAPI = <capsule object "datetime.datetime_CAPI" at 0x...

i = datetime.datetime(2021, 1, 1, 0, 0)

j = 4

Variables Details

[hide private]

weekdays

Value:

[datetime.datetime(2011, 1, 3, 0, 0),
 datetime.datetime(2011, 1, 4, 0, 0),
 datetime.datetime(2011, 1, 5, 0, 0),
 datetime.datetime(2011, 1, 6, 0, 0),
 datetime.datetime(2011, 1, 7, 0, 0),
 datetime.datetime(2011, 1, 10, 0, 0),
 datetime.datetime(2011, 1, 11, 0, 0),
 datetime.datetime(2011, 1, 12, 0, 0),
...

NYSEholidays

Value:

[datetime.datetime(2011, 1, 1, 0, 0),
 datetime.datetime(2012, 1, 2, 0, 0),
 datetime.datetime(2013, 1, 1, 0, 0),
 datetime.datetime(2014, 1, 1, 0, 0),
 datetime.datetime(2015, 1, 1, 0, 0),
 datetime.datetime(2016, 1, 1, 0, 0),
 datetime.datetime(2017, 1, 2, 0, 0),
 datetime.datetime(2018, 1, 1, 0, 0),
...

setweekdays

Value:

set([datetime.datetime(2011, 1, 3, 0, 0),
     datetime.datetime(2011, 1, 4, 0, 0),
     datetime.datetime(2011, 1, 5, 0, 0),
     datetime.datetime(2011, 1, 6, 0, 0),
     datetime.datetime(2011, 1, 7, 0, 0),
     datetime.datetime(2011, 1, 10, 0, 0),
     datetime.datetime(2011, 1, 11, 0, 0),
     datetime.datetime(2011, 1, 12, 0, 0),
...

setNYSEholidays

Value:

set([datetime.datetime(2011, 1, 1, 0, 0),
     datetime.datetime(2011, 1, 17, 0, 0),
     datetime.datetime(2011, 2, 21, 0, 0),
     datetime.datetime(2011, 4, 22, 0, 0),
     datetime.datetime(2011, 5, 30, 0, 0),
     datetime.datetime(2011, 7, 4, 0, 0),
     datetime.datetime(2011, 9, 5, 0, 0),
     datetime.datetime(2011, 11, 24, 0, 0),
...

newdays

Value:

[datetime.datetime(2011, 1, 3, 0, 0),
 datetime.datetime(2011, 1, 4, 0, 0),
 datetime.datetime(2011, 1, 5, 0, 0),
 datetime.datetime(2011, 1, 6, 0, 0),
 datetime.datetime(2011, 1, 7, 0, 0),
 datetime.datetime(2011, 1, 10, 0, 0),
 datetime.datetime(2011, 1, 11, 0, 0),
 datetime.datetime(2011, 1, 12, 0, 0),
...

datetime_CAPI

Value:

<capsule object "datetime.datetime_CAPI" at 0x10fa63a80>