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.
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Replying to @cinglein @macrocephalopod
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
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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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Replying to @macrocephalopod @ValueHao
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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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
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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
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Replying to @macrocephalopod @ValueHao
Shouldn't all that be public information though? Like, the exchange should list its trading hours and governments should list holidays?
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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.
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Replying to @macrocephalopod @ValueHao
Makes sense. I'm assuming that US/UK/HK are the main countries to look out for? Then France/Germany/Japan/China, and finally Latam/India/Gulf States/Russia/rest of EU?
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Yeah that’s roughly the right list in rough importance order.
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