had to do it to emhttps://twitter.com/ValueHao/status/1372616810114203653 …
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ValueHao Retweeted ValueHao
had to do it to emhttps://twitter.com/ValueHao/status/1372616810114203653 …
ValueHao added,
I wonder if a universal calendar app/library would be a good startup idea? Datetimes seem to be a huge pain for everyone, but also something that theoretically ought to be easy to scale/automate.
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
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?
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
Like, before Nov 2020, 3rd June 2022 was not a holiday in the UK but after nov 2020 it was and the api needs to know that, and not return this as a hol if I ask for the UK holiday calendar as of Oct 2020
Most places buy the calendars/trading hours data from somewhere and then write their own API over it but of course that only supports a subset of use cases and is probably full of bugs
Shouldn't all that be public information though? Like, the exchange should list its trading hours and governments should list holidays?
Yeah I think that’s true (maybe some edge cases) but you still need to reliably get the data from all of these sources, store it and keep it up to date.
Guaranteed some exchange somewhere only lists it’s trading hours and holidays in a pdf downloadable from their website which can change location with zero notice.
Oh that sounds like a nightmare, especially finding historical versions. I'm going to try emailing a few exchanges though.
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