Improve XKRXExchangeCalendar

[elbakramer]

Core changes in ExchangeCalendar

• Can give None to break times in order to remove break time since the given date
• Can configure special weekmasks that are applied to specific date range only
• Can configure special offsets that are applied to specific date range only

XKRXExchangeCalendar specific changes

• XKRXExchangeCalendar is no longer PrecomputedExchangeCalendar but ExchangeCalendar
• Complies with full historical schedule changes with possible historical break times
• Have special historical weekmask which includes Saturday as business day until 1998-12-07
• Have special offsets that delays all schedules by an hour (or by 30 minutes before 1998-11-18) on CSAT days
• Have special offsets that delays opening time by an hour on the first business day of year
• Holidays are now maintained in a separate file xkrx_holidays.py
• Have regular holidays (including handling korean lunar holidays) which can extrapolate until 2050-12-31
• Have adhoc holidays updated based on the official krx website reference
• Adhoc holidays can be updated automatically using a utility script

Minor changes

• Fix FutureWarning for indexing timezone-naive dt to timezone-aware index in ecal.py

[gerrymanoim]

Apologies - I know I owe you actual feedback here but have been quite busy lately. Trying to check in and keep the CI running though.

[elbakramer]

It's OK.
Thanks for the heads up.

I just figured out that I also can enable the Github Actions in my fork and run CI tests on push.
So I'll let you know when all failing checks are fixed.

It seems that I'm still missing many checks btw...

[elbakramer]

Finally all checks have passed in my fork: https://github.com/elbakramer/exchange_calendars/runs/2479460122

[gerrymanoim]

I took a quick look at these changes today. Thanks for all the work! Very impressive. I left a few quick notes, but in general I think this looks reasonably good.

I'm a bit wary of subclassing the pandas Holiday/Businessday/Calendar objects (both from a maintainability and using this library in other libraries perspective) but I think I'm okay using it on just the XKRX calendar and what you've done seems reasonable. I'd like to take a deeper look at those a bit later though.

[gerrymanoim]

Any idea why they're missing?

[elbakramer]

Not much really.

The following page offers holidays ranging from current year to year 2009:
http://global.krx.co.kr/contents/GLB/05/0501/0501110000/GLB0501110000.jsp
And it seems that those holidays are obviously valid with no missing holidays.

While it might seem that we can only check the holidays until year 2009 in the page,
that page's underlying API even gives responses with years older than 2009, the limitation in UI.
So I just blindly dumped the responses from that API as much as I can get and combined them with the existing ones.

I expected that it had to be the single source of truth but just turned out that it was not, with some missing holidays.
Since this is not an desirable usage in their perspective, I think we cannot expect any of integrity in data beyond year 2009.

[elbakramer]

Some fixes:

1. Fixed KoreanHoliday's alternative holiday behavior which was not working at all in fact
2. Fixed CompositeCustomBusinessDay's is_on_offset() method which disregarded overrided bdays
3. Added some missing precomputed/adhoc holidays
   • 1996-02-19: Seollal
   • 1996-02-20: Seollal (+1)
   • 1997-05-01: Labor Day
   • 1997-05-14: Budda's Birthday
   • 1997-12-18: Election Day (adhoc)
4. Added some missing historical regular holidays
   • additional holidays after New Years Day
   • Arbor Day
   • Constitution Day
   • Armed Forces Day
   • (Old) Hangul Proclamation Day (until once excluded from holidays temporarily)
5. Added missing start/end date limits for some of the existing regular holidays
   • -1/+1 day holidays of Seollal and Chuseok
6. Fixed end of year holiday's missing observance behavior

CI tests passing: https://github.com/elbakramer/exchange_calendars/actions/runs/823150381

[gerrymanoim]

Apologies - I'll take a look again and get this merged this weekend.

[elbakramer]

It's OK. Take your time.

[gerrymanoim]

@elbakramer - Thanks for all the work on this. Merged now.