fix(calendar): cover 2023 CN equity holidays - #603
Merged
Merged
Conversation
Co-Authored-By: Codex <noreply@openai.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Problem
The CN proxy backtest reconstructs CN trading days for historical windows beginning in 2023, but the pinned calendar only covered weekday holidays from 2024 onward. The first 2023 holiday was inserted as a trading day with no quotes, so a held asset correctly failed closed during valuation and the CN lifecycle artifact was not produced.
Change
The change keeps missing-price rejection and valuation fail-closed behavior unchanged and does not modify any other year.
Validation
PYTHONPATH=src python3 -m pytest -q tests/test_cn_equity_calendar.py— 9 passed, 24 subtests passedgit diff --check