@livefolio/sdk / LSEExchangeCalendar

Class: LSEExchangeCalendar

Defined in: calendars/lse.ts:238

London Stock Exchange (LSE) trading-day calendar. Faithful port of pandas_market_calendars' lse.py and holidays/uk.py. Historical coverage begins 1801-01-01, aligned with the start of the modern exchange after the Banking and Financial Dealings Act 1971 codified the current bank-holiday framework.

Session: 08:00–16:30 Europe/London. The exchange observes BST (UTC+1) in summer and GMT (UTC+0) in winter — DST handling is delegated to luxon via the Europe/London IANA timezone, so wall-clock session times are stable across the DST transition while their UTC equivalents shift by one hour.

Early closes: Christmas Eve (Dec 24) and New Year's Eve (Dec 31) close at 12:30. Both use previous_friday observance — when the calendar date falls on a weekend, the early close moves to the prior Friday.

Era boundaries: bank-holiday exceptions for Royal Jubilees and VE-Day anniversaries are implemented by splitting affected Spring Bank Holiday and Early May Bank Holiday rules into era-bounded shards (matching upstream start_date / end_date markers) and adding the displaced dates as adhoc closures.

Extends

• ExchangeCalendar

Constructors

Constructor

new LSEExchangeCalendar(): LSEExchangeCalendar

Returns

LSEExchangeCalendar

Inherited from

ExchangeCalendar.constructor

Properties

Property	Modifier	Type	Default value	Description	Overrides	Defined in
name	readonly	"LSE"	'LSE'	Short exchange name used as the registry key in getCalendar.	ExchangeCalendar.name	calendars/lse.ts:239
tz	readonly	"Europe/London"	'Europe/London'	IANA timezone identifier, e.g. 'America/New_York' or 'Europe/London'.	ExchangeCalendar.tz	calendars/lse.ts:240

Methods

isEarlyClose()

isEarlyClose(t): boolean

Defined in: calendars/exchange-calendar.ts:262

Returns true if the exchange closes early on the day containing t. Common examples: Black Friday (US), Christmas Eve, New Year's Eve.

Parameters

Parameter	Type	Description
t	Date	The instant or day to test.

Returns

boolean

Inherited from

ExchangeCalendar.isEarlyClose

---

isOpen()

isOpen(t): boolean

Defined in: calendars/exchange-calendar.ts:215

Returns true when t falls on a regular trading day (weekmask check, then holiday check).

Parameters

Parameter	Type
t	Date

Returns

boolean

Inherited from

ExchangeCalendar.isOpen

---

next()

next(t): Date

Defined in: calendars/exchange-calendar.ts:225

Returns the first trading day strictly after t.

Parameters

Parameter	Type
t	Date

Returns

Date

Inherited from

ExchangeCalendar.next

---

previous()

previous(t): Date

Defined in: calendars/exchange-calendar.ts:232

Returns the first trading day strictly before t.

Parameters

Parameter	Type
t	Date

Returns

Date

Inherited from

ExchangeCalendar.previous

---

schedule()

schedule(range): readonly Session[]

Defined in: calendars/exchange-calendar.ts:253

Returns full Session records (date, open instant, close instant) for every trading day in the half-open interval [range.from, range.to).

Parameters

Parameter	Type	Description
range	DateRange	Half-open date range.

Returns

readonly Session[]

Ascending array of Session objects. Early-close days have a close earlier than the normal session close.

Inherited from

ExchangeCalendar.schedule

---

sessions()

sessions(range): readonly Date[]

Defined in: calendars/exchange-calendar.ts:242

Returns UTC midnight Date objects for every trading day in [range.from, range.to). The from bound is inclusive; to is exclusive.

Parameters

Parameter	Type
range	DateRange

Returns

readonly Date[]

Inherited from

ExchangeCalendar.sessions