elapsedTradingDays¶

Purpose¶

Computes number of trading days between two dates inclusively.

Format¶

n_days = elapsedTradingDays(t_start, t_end)¶

Parameters:

t_start (scalar) – date in DT scalar format.
t_end (scalar) – date in DT scalar format.

Returns:

n_days (Scalar) – number of trading days between dates inclusively, that is, elapsed time includes the dates t_start and t_end.

Examples¶

// September 10, 2015
t_start = 20150910110231;

// September 28, 2015
t_end = 20150928080722;

n_days = elapsedTradingDays(t_start, t_end);

n_days = 12

Remarks¶

A trading day is a weekday that is not a holiday as defined by the New York Stock Exchange from 1888 through 2020. Holidays are defined in holidays.asc. You may edit that file to modify or add holidays.

Source¶

finutils.src

Globals¶

_fin_holidays