Calendar and Date Operators

Tooling that deals with calendars and dates.

These items are found in the module hg_systematic.operators.

Calendars

These services, operators and data structures related to working with Calendar data.

class HolidayCalendarSchema

The schema is to track holidays and the start and end of the week. With the days between start of week and end of week being weekends or non-working days. If this is not appropriate the logic should also be able to cope with no-weekends specified (i.e. sow and eow being monday and sunday respectively) and any actual weekends being encoded in the holidays. This supports a more flexible specification that supports weekends shifting (as is the case with the UAE recently). Alternatively the calendar could be adjusted using the point-in-time of the engine clock and adjusting the sow and eow time-series values as appropriate. This is an implementation choice and needs to be clearly specified so the user can make an appropriate decision.

calendar_for(*args, __pre_resolved_types__=None, **kwargs)

The calendar service for a given symbol.

operators.HolidayCalendar

alias of TimeSeriesBundleInput[HolidayCalendarSchema]