addMarketHoliday
Syntax
addMarketHoliday(marketName, holiday)
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. Note that marketName cannot be the same as the file name in marketHolidayDir.
holiday is a vector of DATE type, indicating weekday holidays.
Details
Adds a holiday calendar online 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,
pnodeRuncan be used to call this function on all data/compute nodes.
Examples
$ addMarketHoliday("CFFEX",2022.01.03 2022.01.05)
$ temporalAdd(2022.01.01,1,"CFFEX")
2022.01.04
$ index = [2022.01.01, 2022.01.02, 2022.01.03, 2022.01.04]
$ s = indexedSeries(index, 1..4)
$ s.resample("CFFEX", sum);
| label | col1 |
|---|---|
| 2021.12.31 | 6 |
| 2022.01.04 | 4 |
Related functions: updateMarketHoliday, getMarketCalendar