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Description
This is related to #147 .
I am backtesting with data going back to 1900. If I do:
import pandas as pd
from pytz import UTC
from trading_calendars.exchange_calendar_xnys import XNYSExchangeCalendar
start = pd.Timestamp('1900-01-02', tz=UTC)
tcal = XNYSExchangeCalendar(start=start)
I get the following errors:
(zipline) xxx@yyy:~/qa/trader$ cd /home/xxx/qa/trader ; /usr/bin/env /home/xxx/anaconda3/envs/zipline/bin/python /home/xxx/.vscode/extensions/ms-python.python-2020.11.371526539/pythonFiles/lib/python/debugpy/launcher 33469 -- /home/xxx/qa/zipline-test/test_trading_calendar.py
Traceback (most recent call last):
File "/home/xxx/anaconda3/envs/zipline/lib/python3.6/runpy.py", line 193, in _run_module_as_main
"__main__", mod_spec)
File "/home/xxx/anaconda3/envs/zipline/lib/python3.6/runpy.py", line 85, in _run_code
exec(code, run_globals)
File "/home/xxx/.vscode/extensions/ms-python.python-2020.11.371526539/pythonFiles/lib/python/debugpy/__main__.py", line 45, in <module>
cli.main()
File "/home/xxx/.vscode/extensions/ms-python.python-2020.11.371526539/pythonFiles/lib/python/debugpy/../debugpy/server/cli.py", line 430, in main
run()
File "/home/xxx/.vscode/extensions/ms-python.python-2020.11.371526539/pythonFiles/lib/python/debugpy/../debugpy/server/cli.py", line 267, in run_file
runpy.run_path(options.target, run_name=compat.force_str("__main__"))
File "/home/xxx/anaconda3/envs/zipline/lib/python3.6/runpy.py", line 263, in run_path
pkg_name=pkg_name, script_name=fname)
File "/home/xxx/anaconda3/envs/zipline/lib/python3.6/runpy.py", line 96, in _run_module_code
mod_name, mod_spec, pkg_name, script_name)
File "/home/xxx/anaconda3/envs/zipline/lib/python3.6/runpy.py", line 85, in _run_code
exec(code, run_globals)
File "/home/xxx/qa/zipline-test/test_trading_calendar.py", line 8, in <module>
tcal = XNYSExchangeCalendar(start=start)
File "/home/xxx/anaconda3/envs/zipline/lib/python3.6/site-packages/trading_calendars/trading_calendar.py", line 143, in __init__
_overwrite_special_dates(_all_days, self._closes, _special_closes)
File "/home/xxx/anaconda3/envs/zipline/lib/python3.6/site-packages/trading_calendars/trading_calendar.py", line 1199, in _overwrite_special_dates
raise ValueError("Special dates %s are not trading days." % bad_dates)
ValueError: Special dates [Timestamp('1945-12-24 19:00:00+0000', tz='UTC'), Timestamp('1956-12-24 19:00:00+0000', tz='UTC')] are not trading days.