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fix(calendar): cover 2023 CN equity holidays #603

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Merged
Pigbibi merged 1 commit into from
Sep 14, 2026
Merged

fix(calendar): cover 2023 CN equity holidays #603

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21 changes: 20 additions & 1 deletion src/quant_platform_kit/common/cn_equity_calendar.py
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Original file line number Diff line number Diff line change
Expand Up @@ -5,9 +5,28 @@

CN_EQUITY_TIMEZONE = "Asia/Shanghai"

# Weekday holidays on SSE/SZSE calendars (2024-01-01 .. 2026-12-31), sourced from AkShare trade-date history.
# Weekday holidays on SSE/SZSE calendars (2023-01-01 .. 2026-12-31), sourced from the official
# SSE/SZSE holiday notices for 2023 and the existing trade-date history for later years.
CN_EQUITY_HOLIDAYS: frozenset[str] = frozenset(
{
"2023-01-02",
"2023-01-23",
"2023-01-24",
"2023-01-25",
"2023-01-26",
"2023-01-27",
"2023-04-05",
"2023-05-01",
"2023-05-02",
"2023-05-03",
"2023-06-22",
"2023-06-23",
"2023-09-29",
"2023-10-02",
"2023-10-03",
"2023-10-04",
"2023-10-05",
"2023-10-06",
"2024-01-01",
"2024-02-09",
"2024-02-12",
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30 changes: 30 additions & 0 deletions tests/test_cn_equity_calendar.py
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Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,36 @@ def test_new_year_holiday_is_not_trading_day(self) -> None:
def test_regular_weekday_is_trading_day(self) -> None:
self.assertTrue(is_cn_equity_trading_day("2024-01-02"))

def test_2023_weekday_holidays_are_not_trading_days(self) -> None:
closed_days = (
"2023-01-02",
"2023-01-23",
"2023-01-24",
"2023-01-25",
"2023-01-26",
"2023-01-27",
"2023-04-05",
"2023-05-01",
"2023-05-02",
"2023-05-03",
"2023-06-22",
"2023-06-23",
"2023-09-29",
"2023-10-02",
"2023-10-03",
"2023-10-04",
"2023-10-05",
"2023-10-06",
)
for day in closed_days:
with self.subTest(day=day):
self.assertFalse(is_cn_equity_trading_day(day))

def test_2023_post_holiday_weekdays_are_trading_days(self) -> None:
for day in ("2023-01-03", "2023-01-30", "2023-04-06", "2023-05-04", "2023-06-26", "2023-10-09"):
with self.subTest(day=day):
self.assertTrue(is_cn_equity_trading_day(day))

def test_next_trading_day_skips_weekend_and_holiday(self) -> None:
self.assertEqual(next_cn_equity_trading_day("2024-02-08"), date(2024, 2, 19))

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