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nse_calendar.yaml

Defines trading session rules and holidays for gap detection.

Used By

  • src/fyers_store/market_calendar.py
  • src/fyers_store/persistence/sqlite_cache.py

Required Fields

  • version: 1
  • timezone
  • session_start
  • session_end
  • weekend_days

Optional Fields

  • holidays (explicit date list)
  • holiday_sources (generated lists via plugins)
  • holiday_list_url (informational)
  • holiday_csv_path (optional CSV input)
  • holiday_year_start, holiday_year_end

Safe Defaults

Keep weekends and session times aligned to NSE for accurate gap detection.

Dangerous Values

  • Removing holidays can cause repeated REST gap fills on non-trading days.
  • Incorrect timezone can shift bar alignment.

Example

version: 1
timezone: "Asia/Kolkata"
session_start: "09:15"
session_end: "15:30"
weekend_days: ["sat", "sun"]
holidays:
  - "2026-01-26"
  - "2026-08-15"

Scenario Example

Scenario: Backtests repeatedly call REST on weekends. - Add the correct weekend_days and holiday list. - Verify session hours for your market segment.