for the morning crowd/in case you missed it @macrocephalopod issued a standing duel challenge to all comers last night. Rumor has it if you beat him you inherit a mysterious programming package from him that adds .1 to your sharpe on any quant strategyhttps://twitter.com/macrocephalopod/status/1372338869262299136 …
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yeah I imagine it'd likely have to be a module/api and then users would specify various formats and/or data sources. Python datetime is kind of similar but isn't designed necessarily to be for finance folks if that's your angle
Even more than this I would value a single easy source for (a) day counts (b) holiday calendars (c) trading hours
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All that sounds doable. If this scales, even doing it manually for one-offs (idk, leap year plus lunar calendar shenanigans or something) might be worth it. Can I dm you if I make this?
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Sure, though be aware that the single biggest problem with holiday calendars/trading hours is getting the data, keeping it up to date, and providing point-in-time historical data
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