XMOS: updated holidays from 2020

[iMikeBug]

Next changes to XMOS holidays were made:

1. Added 2 non-working days in June and July in 2020;
2. Added extension of holidays in May 2022. However, in csv file these days are still there.

Workflow to modify an existing Exchange Calendar

• Modify calendar class as required.
• Modify the test resources file (e.g tests/resources/{Exchange MIC}.csv), either manually or by executing python etc/make_exchange_calendar_test_csv.py {Exchange MIC}.
• Check if any of the fixtures in tests/test_{Exchange MIC}_calendar.py need updating to reflect your changes.
• Add references to any new/modified holidays in exchange_calendars/exchange_calendar_{Exchange MIC}.py.

[maread99]

Thanks for the PR @iMikeBug, just looks like it needs linting to pass the tests. Cheers.

[iMikeBug]

I couldn't find info about whether there is function for creating working Saturday. During some years there are several Saturdays when Moscow Exchange operates the full day.
Perhaps you can help to find this info?

[maread99]

Hi @iMikeBug, tests are failing, looks like the csv file doesn't fully reflect the changes made?

Separately, appears there's already dedicated lists for the 'labour_day_extensions' (L175) and 'victory_day_extensions' (L187). Could you place the corresponding holidays there rather than in the 'misc_adhoc' list. Thanks.

I couldn't find info about whether there is function for creating working Saturday. During some years there are several Saturdays when Moscow Exchange operates the full day.

I suspect this wouldn't be trivial to implement. One messy option that occurs to me would be to change the weekmask property for the calendar to include Saturday and set up a holiday that would treat all Saturdays as holidays except those days when the market was open. Or something like that. There might well be better ways, possibly by effectively overriding the weekmask and somehow forcing in (adding) those Saturdays when the market was open. You'd need to dig into the code to work out what the options are I'm afraid.

[iMikeBug]

@maread99, thanks for your idea. Will try to implement it somehow. Maybe in another PR.
Hope that last commit will pass the tests)

[iMikeBug]

Saw the failed test.
Frankly speaking, I don't understand the reason.
For example, my error is: AssertionError: assert Timestamp('2021-05-10 07:01:00+0000', tz='UTC') == Timestamp('2021-05-11 07:01:00+0000', tz='UTC')

I've added 2021-05-10 as a working day cause it didn't follow the rule. However, csv file didn't add this day as a working day.

[maread99]

I guess it's not as simple as the csv file needing to be updated again to reflect all the changes?

[iMikeBug]

@maread99 thanks for your help. Finally found my mistake.

[maread99]

Hi @iMikeBug. Sorry for not replying sooner.

Is it the case that you've manually amended the .csv file such that if in the future the script is run to automatically update the .csv the errors are going to raise again? Thanks.

[iMikeBug]

Hi, @maread99. You're right. Unfortunately, I didn't understand the reason of this error. Calendar works correctly. But during .csv file generation working days are not added for several cases

[iMikeBug]

Oh, I've checked again. Everything is ok😅 .csv file is automatically generated without mistakes.

[maread99]

Thanks @iMikeBug, now merged into the master.