Good Friday and Veterans Day are not included in SIFMA_US's holiday

[dancy0824]

Hi,

The holiday list of this SIFMA_US calender for the years 2024 and beyond don't include Good Friday and Veterans Day.

Based on the holiday schedule on the SIFMA website, these two are observed for 2024.
https://www.sifma.org/resources/general/holiday-schedule/

About the Good Friday:
maybe should add Timestamp('2024-03-29', tz='UTC') into the GoodFridayAdHoc.
GoodFridayAdHoc = [Timestamp('2022-04-15', tz='UTC'),]

About the Veterans Day: not sure why set end_date as 2022, thus the years beyond will not have VeteransDay.

USVeteransDay = Holiday(
    'Veterans Day',
    month=11,
    day=11,
    end_date=Timestamp('2022-12-31'),
    days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
    observance=sunday_to_monday,
)

Could you please take a look? Thanks.

[ilCatania]

Looking at the Good friday code it looks like 2023 was marked as an early close, not a holiday.

Regarding Veterans day, I am not sure why the end date was set.

@glossner you are the last person who changed this code, do you know?

[glossner]

@dancy0824 I don't think any one has coded 2024 yet.

@ilCatania because 2022 is a full holiday and 2023 is an early close, this rule has to be coded as an ad-hoc holiday.

Any rule that is ad hoc has to be manually updated.

I have on my summer coding list to update the ad hoc holidays as far into the future as possible.

[dancy0824]

@ilCatania <https://github.com/ilCatania> @glossner Thanks for the response. When will be the next release date? Do you think whether it’s possible to enhance this before the next release? Also I have suggestion: since we are not reading the SIFMA holiday schedule from the SIFMA website, basically the SIFMA calendar this package provides is an estimate, especially for the years 2024 and beyond for which SIFMA has not even published the holiday schedule yet. So I suggest to add a warning message to remind the users that the calendar from this package might have discrepancies with the official SIFMA calendar for the years which SIFMA has not published holiday schedule yet. In this way, users could be well aware of this.

On Wed, Apr 26, 2023 at 6:28 AM glossner ***@***.***> wrote: @dancy0824 <https://github.com/dancy0824> I don't think any one has coded 2024 yet. @ilCatania <https://github.com/ilCatania> because 2022 is a full holiday and 2023 is an early close, this rule has to be coded as an ad-hoc holiday. Any rule that is ad hoc has to be manually updated. I have on my summer coding list to update the ad hoc holidays as far into the future as possible. — Reply to this email directly, view it on GitHub <#251 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AEEXJDG4N63HPUEDQ3PJ45TXDD2GTANCNFSM6AAAAAAXLZAMOY> . You are receiving this because you were mentioned.Message ID: ***@***.***>

-- Regards, Bidong Liu

[kslader8]

Is there any update on veterans day for 2024?

It looks like end_date need to be unset and 2023 requires some hard coding for veterans day because the markets remained open (and we all got a floating holiday instead)

I started a pr for this -
#326

Can you provide some guidance on if this is inline with what you expect?

I'd like to do a little more work as a subsequent pr in the future though. good friday is deterministic for sifma and the current implementation is just not aware of the rule it appears. the rule for sifma is based on non farm payroll (first friday of month + a couple caveats). When good friday overlaps with non farm payroll good friday is always an early close.

[h-fzl]

Hi, will anyone be updating the 2024 Veterans Day (Nov 11) on the SIFMA or US Bond Market calendar? Thanks @glossner