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Add bank holidays for CME Futures MHDB #8537

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Martin-Molinero
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Description

  • Add bank holidays for CME Futures MHDB

Related Issue

Closes #8522

Motivation and Context

CME has tradable dates which should not be counted as business days for their expiration rules due to bank holidays

Requires Documentation Change

N/A

How Has This Been Tested?

Existing and new tests

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

Add missing holidays to MHDB

Add 2025 new year's eve bank holiday

Add Columbus day and veterans day to bank holidays

Add missing bank holidays entry

Modify FuturesExpiryFunctions

Add missing change

Remove empty bankHolidays lists from MHDB
@Marinovsky Marinovsky force-pushed the bug-AddBankHolidaysToCMEFuturesMHDB branch from ec0d55f to 42930a2 Compare January 15, 2025 21:47
@Marinovsky Marinovsky closed this Jan 15, 2025
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Review Euro FX Futures Expiration
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