ModifiedHolidayCalendar

class sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar

Baseclasses: HolidayCalendar

Class representing a modified HolidayCalendar object, consisting of the original calendar plus some extra holidays added and/or removed

Keyword arguments:

• weekend - List of weekend days.

• type - Indicate if the calendar is maintained by external provider or internal.

• description: Calendar description.

• base_calendar_name - Underlying calendar that is being modified. (If skipped, empty calendar is used).

• add_holidays - List of additional holidays (can be empty, or contain existing holidays).

• remove_holidays - List of holidays to be removed (can be empty, or contain days which are not holidays).

Example of object creation:

from sigtech.framework.infra.calendar.calendar import ModifiedHolidayCalendar

calendar = ModifiedHolidayCalendar(
               weekend=['saturday', 'sunday'],
               description='Test Calendar',
               base_calendar_name='FEDFUND CALENDAR',
               name='NEW_FEDFUND CALENDAR',
               add_holidays=[dtm.date(1966,1,1)],
               remove_holidays=[dtm.date(1966,2,2)]  # this date will be ignored, as it is not a holiday
           )

add_holidays: Optional[list[datetime.date]]

base_calendar_name: Optional[str]

remove_holidays: Optional[list[datetime.date]]