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Merged
merged 4 commits into from
Jan 10, 2023
Merged

Improvements_again #47

merged 4 commits into from
Jan 10, 2023

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@ali-behjati
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@ali-behjati ali-behjati commented Jan 10, 2023 •
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  • Update market hours to support FX/Metal properly
  • Improve PublisherPriceCheck log
  • Bump version to 0.1.3

@ali-behjati ali-behjati requested a review from thmzlt January 10, 2023 10:44
thmzlt
thmzlt reviewed Jan 10, 2023
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pyth_observer/calendar.py
class HolidayCalendar:
def is_market_open(self, asset_type, dt):
# equity market
def is_market_open(self, asset_type: str, dt: datetime.datetime):
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For the record, the quantlib library (which has Python bindings) has a robust implementation of "is the market open?" for markets across many countries (e.g. see this).

@ali-behjati ali-behjati mentioned this pull request Jan 10, 2023
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@ali-behjati ali-behjati merged commit 6fa6d3e into main Jan 10, 2023
@ali-behjati ali-behjati deleted the improvements_again branch January 10, 2023 11:58
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@thmzlt thmzlt thmzlt approved these changes

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@ali-behjati @thmzlt