Market calendars

q.calendar contains exchange-session and market-time operations. Functions require an explicit ISO 10383 market identifier; qrt never assumes one market.

closed_days = q.calendar.non_trading_days_after(
    prices.index.to_series(),
    exchange="XNYS",
)

An early close remains a trading session. The function counts only closed calendar dates between consecutive sessions and validates every input date against the selected exchange calendar.