add rates calendar #43
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cctdaniel
commented
Nov 7, 2023
| ) | ||
| next_market_close = ( | ||
| elif dt.date() in NYSE_HOLIDAYS: | ||
| next_market_open = get_next_market_open(asset_type, dt) |
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fixed this because there was a bug where this would return incorrect answer if the given date is a holiday and the next day is early close holiday
cctdaniel
commented
Nov 7, 2023
| @@ -93,9 +122,15 @@ def test_get_next_market_open(): | |||
| == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 9, 30, 0, tzinfo=NY_TZ)) | |||
| ) | |||
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| # equity holiday next day early close holiday | |||
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added new test here to catch the previous bug mentioned
ali-bahjati
reviewed
Nov 7, 2023
pythclient/calendar.py
Outdated
| else: # crypto markets never close | ||
| return None | ||
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| return int(next_market_close.timestamp()) | ||
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| def get_market_hours_clause(time_column_name): |
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Where is this gonna be used?
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data workflows for calculating publishers uptime
ali-bahjati
approved these changes
Nov 7, 2023
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removed get_market_hours_clause because its only used in data_workflows and instead will use the calendar here in data_workflows |
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add rates to calendar and move get_market_hours_clause from data_workflows repo to here as a single source of truth related to calendar logic