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DateOutOfBounds before 2005? #440

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mhlg opened this issue Jan 9, 2025 · 1 comment
Open

DateOutOfBounds before 2005? #440

mhlg opened this issue Jan 9, 2025 · 1 comment

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@mhlg
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mhlg commented Jan 9, 2025

exchange_calendars.errors.DateOutOfBounds: Parameter start receieved as '2000-01-01 00:00:00' although cannot be earlier than the first session of calendar 'XNYS' ('2005-01-10 00:00:00').

is there a reason why first session in calendar is 2005-01-10?

@maread99
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Hi @mhlg.

The default start date of a calendar with no declared minimum bound is twenty years prior to the current date. See the Calendar Construction section of the calendar_properties.ipynb tutorial for how to pass explicit calendar start and end dates.

Just be aware that for calendars that have no declared minimum bound, the further back you set the start date, the less likely those earlier dates will accurately reflect the actual holidays at that time.

Let us know if that doesn't answer your query.

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