merge_schedules ignores case of market_open > market_close

[bsdice]

Yo, not sure if bug or feature. If you merge NYSE with XETRA for December 2024, last merged date will have an "impossible" time, because Xetra on 2024-12-30 closes at 13:00 UTC, and this is the last trading day of this year. Whereas NYSE only opens 1.5 hours later at 14:30 UTC. So you get this line:

2024-12-30 2024-12-30 14:30:00+00:00 2024-12-30 13:00:00+00:00

I worked around it in my code using:

m_fixed = m[m["market_close"] > m["market_open"]]

Reproducer:

#!/usr/bin/env -S /bin/sh -c "_top_dir=\"\$(dirname \"\$(realpath -s \"\$0\")\")\"; cd \"\$_top_dir\"; exec \"\$_top_dir/python/install/bin/python3\" -W once::DeprecationWarning -X dev \"\$0\" \"\$@\""
import os
import sys

sys.path.insert(0, os.path.join(os.path.dirname(__file__), "lib"))

import pandas_market_calendars as mcal

start_date = "20241201"
end_date = "20241231"

nyse = mcal.get_calendar("XNYS")
xetra = mcal.get_calendar("XETR")

s1 = nyse.schedule(start_date, end_date)
s2 = xetra.schedule(start_date, end_date)

m = mcal.merge_schedules(schedules=[s1, s2], how="inner")
m_fixed = m[m["market_close"] > m["market_open"]]

print(s1.tail(2))
print(s2.tail(2))

print(m.tail(1))
print(m_fixed.tail(1))

Thank you, S