Sandbox preview: calendar package

Calendar package put in AQ sandbox for preview
Added by Mike Kroutikov 374 days ago

Calendar package put into sandbox for preview.

Package contains very detailed NYSE calendar (incl special days, and trading interruptions due to disasters, computer failures, etc). It also has NASDAQ calendar (less detailed - just trading hours and holidays).

Useful when filtering data.


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Added by Mike Kroutikov 374 days ago

SVN repository for the new package is:

svn://activequant.org/opt/repositories/sandbox/activequant-sandbox/trunk/activequant-util-calendar