trading_agent.doctor.checks.market_calendar_check

Checks that the exchange calendar is found and covers this year.

Typical usage example:

result = MarketCalendarCheck(Path('.../calendars')).run()

MarketCalendarCheck

MarketCalendarCheck(calendar_directory)

Bases: DoctorCheck

Checks the exchange holiday calendar.

Creates the check.

Parameters:

Name	Type	Description	Default
calendar_directory	Path | None	UBI's calendars folder, or None when none is configured.	required

Source code in src/trading_agent/doctor/checks/market_calendar_check.py

def __init__(self, calendar_directory: Path | None):
    """Creates the check.

    Args:
        calendar_directory (Path | None): UBI's calendars folder, or None when none is configured.
    """
    self._calendar_directory = calendar_directory

run

run()

Reads the calendar.

Returns:

Type	Description
CheckResult	OK when this year is covered, otherwise a warning, because without it holidays look like trading days to the risk engine and the scheduler.

Source code in src/trading_agent/doctor/checks/market_calendar_check.py

def run(self) -> doctor_check.CheckResult:
    """Reads the calendar.

    Returns:
        doctor_check.CheckResult: OK when this year is covered, otherwise a warning, because without it holidays look like trading days to the risk engine and the scheduler.
    """
    if self._calendar_directory is None:
        return doctor_check.CheckResult(
            doctor_check.CheckStatus.WARNING,
            'market_calendar_directory is not set in trading_agent.toml, so exchange holidays are treated as trading days.',
        )
    calendar = market_calendar.MarketCalendar(self._calendar_directory)
    today = datetime.datetime.now(_INDIA).date()
    year = today.year
    if year not in calendar.years:
        return doctor_check.CheckResult(
            doctor_check.CheckStatus.WARNING,
            f"{self._calendar_directory} has no calendar for {year} (it has {calendar.years or 'none'}), so this year's holidays are treated as trading days.",
        )
    upcoming = []
    day = today
    for _ in range(60):
        day = day + datetime.timedelta(days=1)
        closure = calendar.closure(day)
        if closure is not None and day.weekday() < 5:
            upcoming.append(f'{day:%d %b} {closure.name}')
    return doctor_check.CheckResult(
        doctor_check.CheckStatus.OK,
        f'Covers {", ".join(str(item) for item in calendar.years)}; next NSE holidays: {", ".join(upcoming[:3]) or "none in 60 days"}.',
    )