jckantor

from dateutil import rrule 
import datetime

# Generate ruleset for holiday observances on the NYSE

def NYSE_holidays(a=datetime.date.today(), b=datetime.date.today()+datetime.timedelta(days=365)):
    rs = rrule.rruleset()

    # Include all potential holiday observances
    rs.rrule(rrule.rrule(rrule.YEARLY, dtstart=a, until=b, bymonth=12, bymonthday=31, byweekday=rrule.FR)) # New Years Day