pythonpandascalendar

Python pandas-market-calendars


Question on calendar derivation logic in the Python module https://pypi.org/project/pandas-market-calendars/. Does this module depend on any third party API's to get the calendars or the calendars are derived based on rules within the code?


Solution

  • There is no communication with a third party API, everything is hardcoded.

    You can easily see this in the source code.

    There is a calendars folder with definitions of each calendar (see for example the file for ASX).

    The project's documentation also mentions that:

    As of v2.0 this package provides a mirror of all the calendars from the exchange_calendars package, which itself is the now maintained fork of the original trading_calendars package. This adds over 50 calendars.

    There is a list of available calendars here