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Some years have working weekends. These working weekends are created due to extension of different regular holidays. There is no rule for that.
The idea of creating weeks with working non-regular weekends was implemented in XKRX calendar. So I used the code from XKRX. However several mistakes appeared in exchange_calendars\pandas_extensions\offsets.py file because of timedelta and timestamp comparison. I've also checked XKRX calendar for exclusion of any damage by changing code in offsets.py file. It seems it works ok.
tests/resources/{Exchange MIC}.csv
), either manually or by executingpython etc/make_exchange_calendar_test_csv.py {Exchange MIC}
.tests/test_{Exchange MIC}_calendar.py
need updating to reflect your changes.exchange_calendars/exchange_calendar_{Exchange MIC}.py
.