update china calendar for Coronavirus event

alpha-miner · Feb 2, 2020 · 31294e4 · 31294e4
1 parent 14f745f
commit 31294e4
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Showing 3 changed files with 4 additions and 5 deletions.
diff --git a/PyFin/Analysis/TechnicalAnalysis/StatefulTechnicalAnalysers.pyx b/PyFin/Analysis/TechnicalAnalysis/StatefulTechnicalAnalysers.pyx
@@ -255,8 +255,8 @@ cdef class SecurityMovingLogReturn(SecuritySingleValueHolder):
 
 
 cdef class SecurityMovingResidue(SecuritySingleValueHolder):
-    def __init__(self, window, x):
-        super(SecurityMovingResidue, self).__init__(window, MovingResidue, x)
+    def __init__(self, window, x, y):
+        super(SecurityMovingResidue, self).__init__(window, MovingResidue, x, y)
 
     def __str__(self):
         if self._compHolder:

diff --git a/PyFin/DateUtilities/Calendar.pyx b/PyFin/DateUtilities/Calendar.pyx
@@ -455,6 +455,7 @@ cdef set sse_holDays = {Date(2005, 1, 3),
                         Date(2020, 1, 28),
                         Date(2020, 1, 29),
                         Date(2020, 1, 30),
+                        Date(2020, 1, 31),
                         Date(2020, 4, 6),
                         Date(2020, 5, 1),
                         Date(2020, 5, 4),
@@ -601,7 +602,6 @@ cdef set ib_working_weekends = {
     Date.westernStyle(12, Months.October, 2019),
     # 2020
     Date.westernStyle(19, Months.January, 2020),
-    Date.westernStyle(1, Months.February, 2020),
     Date.westernStyle(26, Months.April, 2020),
     Date.westernStyle(9, Months.May, 2020),
     Date.westernStyle(28, Months.June, 2020),

diff --git a/PyFin/tests/DateUtilities/testCalendar.py b/PyFin/tests/DateUtilities/testCalendar.py
@@ -120,7 +120,7 @@ def testChinaSSE(self):
                        Date(2019, 10, 6), Date(2019, 10, 7),
                        # China Shanghai Securities Exchange holiday list in the year 2020
                        Date(2020, 1, 1),
-                       Date(2020, 1, 24), Date(2020, 1, 25), Date(2020, 1, 26), Date(2020, 1, 27), Date(2020, 1, 28), Date(2020, 1, 29), Date(2020, 1, 30),
+                       Date(2020, 1, 24), Date(2020, 1, 25), Date(2020, 1, 26), Date(2020, 1, 27), Date(2020, 1, 28), Date(2020, 1, 29), Date(2020, 1, 30), Date(2020, 1, 31),
                        Date(2020, 4, 4), Date(2020, 4, 5), Date(2020, 4, 6),
                        Date(2020, 5, 1), Date(2020, 5, 2), Date(2020, 5, 3), Date(2020, 5, 4), Date(2020, 5, 5),
                        Date(2020, 6, 25), Date(2020, 6, 26), Date(2020, 6, 27),
@@ -177,7 +177,6 @@ def testChinaIB(self):
                                   Date(2019, 10, 12),
                                   # China Inter Bank working weekend list in the year 2020
                                   Date(2020, 1, 19),
-                                  Date(2020, 2, 1),
                                   Date(2020, 4, 26),
                                   Date(2020, 5, 9),
                                   Date(2020, 6, 28),