addMarketHoliday

Syntax

addMarketHoliday(marketName, holiday, [dateType = 'holidayDate'])

Arguments

marketName is a STRING scalar, indicating the identifier of the trading calendar, e.g., the Market Identifier Code of an exchange, or a user-defined calendar name.

holiday is a vector of DATE type, indicating holiday dates or trading dates.

  • When dateType='holidayDate', holiday should be specified as the dates of weekday holidays.

  • When dateType='tradingDate', holiday should be specified as trading dates.

dateType (optional) is a string, indicating the type of the added file from which the trading calendar is generated. It can take one of the following values: 'holidayDate' (default) and 'tradingDate'.

Details

Adds a file of holiday dates or trading dates to generate a trading calendar. A CSV file named marketName will be generated in the directory specified by marketHolidayDir.

Note:

  • It can only be executed by an administrator.

  • It only takes effect on the current node. In a cluster, pnodeRun can be used to call this function on all data/compute nodes.

  • marketNamemust consist of four uppercase letters and cannot be the same as the file name in marketHolidayDir.

Examples

Example 1: Adding a custom trading calendar with holiday containing dates of weekday holidays

The following example demonstrates how to manually add a trading calendar named "DCBA".
addMarketHoliday("DCBA",2022.01.03 2022.01.05)

A file named DCBA.csv will be generated in /server/marketHoliday/, containing all specified holidays.

Note: When attempting to create a trading calendar, if you use an identifier (like "DCBA") that already exists in the /server/marketHoliday/ directory, the system will block the operation with an error message: The added market '<marketName>' already exists, preventing duplication of trading calendars.

temporalAdd(2022.01.01,1,"DCBA")
//Output: 2022.01.04
index = [2022.01.01, 2022.01.02, 2022.01.03, 2022.01.04]
s = indexedSeries(index, 1..4)
s.resample("DCBA", sum);
/* output
label	col1
2021.12.31   6
2022.01.04   4
*/

Example 2: Adding a custom trading calendar with holiday containing trading dates on weekends

The following example demonstrates how to manually add a trading calendar named "AAAA".

tradingDates=[2024.02.08, 2024.02.09, 2024.02.18, 2024.02.19, 2024.02.20, 2024.02.21]
addMarketHoliday(marketName="AAAA", holiday=tradingDates, dateType='tradingDate')

A file named AAAA.csv will be generated in /server/marketHoliday/. In the file is a column named "tradingDate", which contains data from the vector tradingDates.

temporalAdd(2024.02.09, 1, "AAAA") 
// Output: 2024.02.18
temporalAdd(2024.02.21, 1, "AAAA")
// Dates not included in AAAA.csv will throw an error: The returned date does not exist in trading calendar [AAAA].

Related functions: updateMarketHoliday, getMarketCalendar, getTradingCalendarType.