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24/7 and XTAE Calendar Fixes #346

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Jun 17, 2024
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Pull Request addresses Issues #345 and #276.

Issue #345 stemmed from Exchange_Calendar weekmasks not being transferred from the exchange_calendar parent class into the Mirrored TradingCalendar Class. The added function ( linked below ) preserves weekmask's day abbreviation convention even though this isn't strictly necessary.

https://github.com/jack-of-some-trades/pandas_market_calendars/blob/e4afd4fae0efa35c7f3340af2478e3f0a46675ad/pandas_market_calendars/calendars/mirror.py#L103C10-L117C9

Issue #276 stemmed from the "XTAE" exchange_calendar handling the unique sunday close time using the 'special_closes' property. To compensate for this MarketCalendar.special_dates() can now parse a tuple of (time=time, calendar=int) where the calendar can be an int [0,6] which represents the day of the week to repeat. (Changes linked below)

https://github.com/jack-of-some-trades/pandas_market_calendars/blob/e4afd4fae0efa35c7f3340af2478e3f0a46675ad/pandas_market_calendars/market_calendar.py#L641-L652

@rsheftel rsheftel merged commit b057fc7 into rsheftel:dev Jun 17, 2024
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