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Use the US stock exchange calendar to populate trading days instead of the generic settlement calendar #8594

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fumoboy007
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Description

TradingCalendar currently uses the QLNet library to get the calendar. However, the default calendar is the generic settlement calendar instead of the stock exchange calendar.

Related Issue

Fixes #8592.

Requires Documentation Change

Nope.

How Has This Been Tested?

I did not test. Someone please patch and test.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@fumoboy007
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fumoboy007 commented Feb 18, 2025

@Martin-Molinero Wait, something here doesn’t make sense. We already use the market hours database to get the stock exchange holidays. Why are we also using QLNet? Could we just delete the QLNet code?

@Martin-Molinero
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See #8592 (comment)

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Trading Calendar thinks some trading days are holidays
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