cnexchcal 0.2.0

Exchange Calendars: issession, trade_date_range

Holidays in China

Background

We classify calendar days into:

• regular workdays
• regular weekends (Saturday and Sunday) not working
• festivals: true or legal holidays
• quasi-holidays: extra holidays swapped with weekend workdays
• weekend workdays：workdays in weekends for swapped extra holidays

For example, 2025-12-31 (Wednesday) is a regular workday.

2025-01-01 (Thursday) is a festival holiday (New Year)

2025-01-02 (Friday) is a quasi-holiday, though we need not to work on this day, but we need to work on 2026-01-04 (Sunday) to swap with this extra holiday.

2025-01-03 (Saturday) is a regular weekend.

2025-01-04 (Sunday) is a weekend workday. Though it a weekend, but we to work on this day to swap with extra extra holiday on 2025-01-02.

On weekend workdays, exchanges in China mainland are closed, although they are workdays.

In November each year, the state council of China announces the holiday arrangement for next year. Please update the holiday data accordingly.

cnexchcal Package

This package provides a class to handle holidays and trading days in China mainland since year 2004. We does not touch holidays before 2004.

Installation

pip install cnexchcal

Usage

Instantiation:

from cnexchcal import ExchCal
cal = ExchCal()

To return holiday names in Chinese or English

cal.holiday_cnnames
cal.holiday_ennames

To determine if a given date is a holiday or workday, uese:

cal.isholiday('2026-01-04')   # False
cal.isworkday('2026-01-04')   # True

To determine if a given date is a trading day:

cal.issession('2026-01-04')   # False

To get the previous trading day, use:

cal.previoussession('2026-01-04')   # 2025-12-31

To get the next trading day, use:

cal.nextsession('2026-01-01')   # 2026-01-05

To get the n-th trading day after a given date, use:

cal.next_nth_tradingday('2026-01-01', 3)   # 2026-01-07

To get all trading dates between two given dates, use:

cal.trade_date_range('2025-12-20', '2026-02-28')