14 lines
863 B
Plaintext
14 lines
863 B
Plaintext
The Pandas package is widely used in finance and specifically for time series
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analysis. It includes excellent functionality for generating sequences of dates
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and capabilities for custom holiday calendars, but as an explicit design choice
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it does not include the actual holiday calendars for specific exchanges or OTC
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markets.
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The pandas_market_calendars package looks to fill that role with the holiday,
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late open and early close calendars for specific exchanges and OTC conventions.
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pandas_market_calendars also adds several functions to manipulate the market
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calendars and includes a date_range function to create a pandas DatetimeIndex
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including only the datetimes when the markets are open. Additionally the package
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contains product specific calendars for future exchanges which have different
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market open, closes, breaks and holidays based on product type.
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