https://github.com/scmhub/calendar
Golang Exchange Business Calendar
https://github.com/scmhub/calendar
calendars exchanges go golang markets
Last synced: about 1 month ago
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Golang Exchange Business Calendar
- Host: GitHub
- URL: https://github.com/scmhub/calendar
- Owner: scmhub
- License: mit
- Created: 2021-05-20T12:11:49.000Z (almost 5 years ago)
- Default Branch: main
- Last Pushed: 2025-01-02T09:24:38.000Z (over 1 year ago)
- Last Synced: 2025-01-02T10:33:46.968Z (over 1 year ago)
- Topics: calendars, exchanges, go, golang, markets
- Language: Go
- Homepage: https://scm.cx
- Size: 91.8 KB
- Stars: 4
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
#  Exchange Calendars
[](https://goreportcard.com/report/github.com/scmhub/calendar)
[](https://pkg.go.dev/github.com/scmhub/calendar)
[](https://opensource.org/licenses/MIT)
## Overview
`calendar` is a Golang package that provides exchange-specific calendar functionality. It enables you to manage market holidays, business days, early closes, and sessions defined by Market Identifier Codes (MIC) for various financial exchanges globally.
## Features
- **Business Day Calculations**: Check if a date is a business day, holiday, or early close.
- **Custom Holidays**: Define and manage custom holidays (recurring or one-time events).
- **Exchange Sessions**: Handle exchange sessions with customizable open/close times.
- **Multi-Year Support**: Supports predefined calendars for financial exchanges over several years.
- **Market Identifier Code**: Exchange calendars are defined by their [ISO-10383](https://www.iso20022.org/10383/iso-10383-market-identifier-codes) Market Identifier Code (MIC).
## Installation
Install the package by running:
```bash
go get github.com/scmhub/calendar
```
## Usage
#### Basic example
```go
import (
"fmt"
"time"
"github.com/scmhub/calendar"
)
func main() {
// Create a calendar with default years (current year ±5 years)
nyse := calendar.XNYS()
// Or create a calendar with a custom start and end year
customCal := calendar.XNYS(2010, 2035) // From 2010 to 2035
// Check if today is a business day
today := time.Now()
if nyse.IsBusinessDay(today) {
fmt.Println("Today is a business day.")
} else {
fmt.Println("Today is not a business day.")
}
// Get the next business day
nextBusinessDay := nyse.NextBusinessDay(today)
fmt.Printf("Next business day: %v\n", nextBusinessDay)
// Check if Black Friday 2030 is an early close
blackFriday := time.Date(2030, time.November, 29, 0, 0, 0, 0, calendar.NewYork)
fmt.Println(customCal.IsEarlyClose(blackFriday)) // Outputs: true
}
```
#### Print specific calendar
```go
import (
"fmt"
"github.com/scmhub/calendar"
)
func main() {
// Load the New York Stock Exchange (XNYS) calendar
nyse := calendar.XNYS()
nyse.SetYears(2021,2022)
fmt.Print(nyse)
}
```
Output
```
Calendar New York Stock Exchange:
2021-Jan-01 Fri New Year's Day
2021-Jan-18 Mon Martin Luther King Jr. Day
2021-Feb-15 Mon Presidents' Day
2021-Apr-02 Fri Good Friday
2021-May-31 Mon Memorial Day
2021-Jul-05 Mon Independence Day
2021-Sep-06 Mon Labor Day
2021-Nov-25 Thu Thanksgiving Day
2021-Nov-26 Fri Black Friday
2021-Dec-24 Fri Christmas Day
2022-Jan-17 Mon Martin Luther King Jr. Day
2022-Feb-21 Mon Presidents' Day
2022-Apr-15 Fri Good Friday
2022-May-30 Mon Memorial Day
2022-Jun-20 Mon Juneteenth National Independence Day
2022-Jul-04 Mon Independence Day
2022-Sep-05 Mon Labor Day
2022-Nov-24 Thu Thanksgiving Day
2022-Nov-25 Fri Black Friday
2022-Dec-26 Mon Christmas Day
```
#### Creating Holidays & Calendars
```go
// Create Recurring Holidays
MemorialDay = &Holiday{
Name: "Memorial Day",
Month: time.May,
Weekday: time.Monday,
NthWeekday: -1,
calc: CalcNthWeekday,
}
IndependenceDay = &Holiday{
Name: "Independence Day",
Month: time.July,
Day: 4,
observance: nearestWorkday,
calc: CalcDayOfMonth,
}
// Create Non Recurring Holidays
// September 11 - september 11, 2001
SeptemberEleven = &Holiday{
Name: "Sepember 11",
Month: time.September,
Day: 11,
OnYear: 2001,
calc: CalcDayOfMonth,
}
// September 11 -14 range
SeptemberElevenDays = []*Holiday{
SeptemberEleven,
SeptemberEleven.Copy("Sepember 11 day 2").SetOffset(1),
SeptemberEleven.Copy("Sepember 11 day 3").SetOffset(2),
SeptemberEleven.Copy("Sepember 11 day 4").SetOffset(3),
}
// Copy an Holiday and set observance
NewYear.Copy("New Year's Day").SetObservance(sundayToMonday)
// Create a Calendar
c := NewCalendar("New York Stock Exchange", NewYork, 2010, 2025)
// Set Session
c.SetSession(&Session{
EarlyOpen: 7 * time.Hour,
Open: 9*time.Hour + 30*time.Minute,
Close: 16 * time.Hour,
EarlyClose: 13 * time.Hour,
LateClose: 20 * time.Hour,
})
// Add Recurring Holidays
c.AddHolidays(
NewYear.Copy().SetObservance(sundayToMonday),
MLKDay,
PresidentsDay,
GoodFriday,
MemorialDay,
JuneteenthDay,
IndependenceDay,
LaborDay,
ThanksgivingDay,
ChristmasDay.Copy().SetObservance(nearestWorkday),
)
// Add Non Recurring Holidays
c.AddHolidays(USNationalDaysOfMourning...)
c.AddHolidays(SeptemberElevenDays...)
c.AddHolidays(HurricaneSandyDays...)
// Early Closing
c.AddEarlyClosingDays(
BeforeIndependenceDay.Copy().SetObservance(onlyOnWeekdays(time.Monday, time.Tuesday, time.Thursday)),
AfterIndependenceDay.Copy().SetBeforeYear(2013).SetObservance(onlyOnWeekdays(time.Friday)),
BeforeIndependenceDay.Copy().SetAfterYear(2013).SetObservance(onlyOnWeekdays(time.Wednesday)),
BlackFriday,
ChristmasEve.Copy().SetObservance(exeptOnWeekdays(time.Friday)), // Overlap Christmas day observance if friday
)
```
## Existing Calendar
| Market place | Exchange | MIC | |
| ------------ | ---------------------------------------------------------------------------- | ---- | --- |
| New York | [New York Stock Exchange](https://www.nyse.com/index) | XNYS | ✅ |
| New York | [NASDAQ](https://www.nasdaq.com/) | XNAS | ✅ |
| Chicago | [CBOE](http://markets.cboe.com) | XCBO | ✅ |
| Chicago | [CBOE Futures Exchange](http://www.cfe.cboe.com) | XCBF | ✅ |
| Toronto | [Toronto Stock Exchange](https://www.tsx.com/) | XTSE | |
| Mexico | [Mexican Stock Exchange](https://www.bmv.com.mx) | XMEX | |
| Sao Paulo | [BMF Bovespa](http://www.b3.com.br/en_us/) | BVMF | |
| London | [London Stock Exchange](https://www.londonstockexchange.com) | XLON | ✅ |
| Amsterdam | [Euronext Amsterdam](http://www.euronext.com) | XAMS | ✅ |
| Brussels | [Euronext Brussels](http://www.euronext.com) | XBRU | ✅ |
| Lisbon | [Euronext Lisbon](http://www.euronext.com) | XLIS | ✅ |
| Paris | [Euronext Paris](http://www.euronext.com) | XPAR | ✅ |
| Milan | [Euronext Milan - Borsa Italiana](http://www.borsaitaliana.it) | XMIL | ✅ |
| Madrid | [Bolsa de Madrid](http://www.bolsamadrid.es) | XMAD | ✅ |
| Franckfurt | [Deutsche Boerse](http://www.deutsche-boerse.com) | XFRA | ✅ |
| Franckfurt | [Xetra](http://www.deutsche-boerse.com) | XETR | ✅ |
| Zurich | [SIX Swiss Exchange](http://www.six-group.com/en/site/exchanges.html) | XSWX | ✅ |
| Mumbai | [Bombay Stock Exchange](https://www.bseindia.com) | XBOM | |
| Bangkok | [Stock Exchange of Thailand](http://www.set.or.th/set/mainpage.do) | XBKK | |
| Singapore | [Singapore Exchange](https://www.sgx.com) | XSES | ✅ |
| Hong Kong | [Hong Kong Stock Exchange](https://www.hkex.com.hk/index.html) | XHKG | ✅ |
| Shenzhen | [Shenzhen Stock Exchange](http://www.szse.cn/English/index.html) | XSHE | ✅ |
| Shanghai | [Shanghai Stock Exchange](http://www.sse.com.cn/sseportal/en/home/home.html) | XSHG | ✅ |
| Seoul | [Korea Exchange](http://eng.krx.co.kr) | XKRX | |
| Tokyo | [Japan Exchange Group](https://www.jpx.co.jp/english/) | XJPX | ✅ |
| Sidney | [Austrialian Securities Exchange](https://www.asx.com.au/) | XASX | |
## API References
Some key functions:
- **IsBusinessDay(t time.Time)**: Returns whether the date is a business day.
- **NextBusinessDay(t time.Time)**: Gets the next business day after the given date.
- **AddHolidays(h ...Holiday)**: Adds holidays to the calendar.
- **SetSession(session *Session)**: Configures open/close times for the exchange.
## Contributing
Contributions are welcome! Please submit issues or pull requests to improve the package. For significant changes, open an issue to discuss your ideas first.