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add test for full 2024 interval for is_market_open #48

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merged 4 commits into from
Jan 9, 2024
Merged

add test for full 2024 interval for is_market_open #48

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39e9230
add test for full 2024 interval for is_market_open
cctdaniel Dec 27, 2023
2dab2a7
fix typo
cctdaniel Jan 2, 2024
ea2964c
update 24 dec market close time for equity and rate
cctdaniel Jan 8, 2024
16adcda
bump
cctdaniel Jan 9, 2024
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13 changes: 6 additions & 7 deletions pythclient/calendar.py
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Original file line number Diff line number Diff line change
Expand Up @@ -38,6 +38,7 @@
datetime.datetime(2023, 11, 24, tzinfo=NY_TZ).date(),
datetime.datetime(2024, 7, 3, tzinfo=NY_TZ).date(),
datetime.datetime(2024, 11, 29, tzinfo=NY_TZ).date(),
datetime.datetime(2024, 12, 24, tzinfo=NY_TZ).date(),
]

FX_METAL_OPEN_CLOSE_TIME = datetime.time(17, 0, 0, tzinfo=NY_TZ)
Expand Down Expand Up @@ -76,6 +77,11 @@ def is_market_open(asset_type: str, dt: datetime.datetime) -> bool:
if asset_type in ["fx", "metal"]:
if date in FX_METAL_HOLIDAYS and time < FX_METAL_OPEN_CLOSE_TIME:
return False
# If the next day is a holiday, the market is closed at 5pm ET
if (
date + datetime.timedelta(days=1) in FX_METAL_HOLIDAYS
) and time >= FX_METAL_OPEN_CLOSE_TIME:
return False
# On Friday the market is closed after 5pm
if day == 4 and time >= FX_METAL_OPEN_CLOSE_TIME:
return False
Expand All @@ -85,13 +91,6 @@ def is_market_open(asset_type: str, dt: datetime.datetime) -> bool:
# On Sunday the market is closed before 5pm
if day == 6 and time < FX_METAL_OPEN_CLOSE_TIME:
return False
# On Sunday the market is closed after 5pm if the next day is a holiday
if (
day == 6
and time >= FX_METAL_OPEN_CLOSE_TIME
and (date + datetime.timedelta(days=1) in FX_METAL_HOLIDAYS)
):
return False

return True

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