Repository: attack68/rateslib (language: python)

Issue:
Adding AUD and NZD calendar and IRS spec into spec_loader?
Is it possible to add AUD and NZD into the spec_loader? Thanks 

Chris


Discussion / hints:
Do you happen to know their specs in this format:

```
defaults.spec["usd_irs"]
Out[1]: 
{'frequency': 'a',
 'stub': 'shortfront',
 'eom': False,
 'modifier': 'mf',
 'calendar': 'nyc',
 'payment_lag': 2,
 'currency': 'usd',
 'convention': 'act360',
 'leg2_spread_compound_method': 'none_simple',
 'leg2_fixing_method': 'rfr_payment_delay'}
```

If so I might be able to get them in for 1.4.0 release hopefully this week.
I dont think there are AUD or NZD calendars. So probably need to define those first as well. Do you know how they work, or better yet can you share a CSV of fixing data against which the calendars can be measured so that in the past 5-10yrs the calendars produced exactly replicate the fixing dates.

Correction: I have added a Sydney calendar in the past but not a Wellington calendar.
I guess we start with AUD first. For AUD there is the AONIA (OIS) curve, the BBSW 3M curve, and the BBSW 6M curve. (the most liquid ones anyway). 
The specs for the AUD OIS curve is: 
`{'frequency': 'a',
 'stub': 'shortfront',
 'eom': True,
 'modifier': 'mf',
 'calendar': 'xxx',
 'payment_lag': 2,
 'currency': 'aud',
 'convention': 'act365f',
 'leg2_spread_compound_method': 'none_simple',
 'leg2_fixing_method': 'rfr_payment_delay'}`
for the 3m curve:
`{'frequency': 'q',
 'stub': 'shortfront',
 'eom': True,
 'modifier': 'mf',
 'calendar': 'xxx',
 'payment_lag': 2,
 'currency': 'aud',
 'convention': 'act365f',
 'leg2_frequency': 'q',
 'leg2_convention': 'act365f',
 'leg2_spread_compound_method': 'none_simple',
 'leg2_fixing_method': 'ibor',
 'leg2_method_param': 2}`
and similarly for 6m:
``{'frequency': 's',
 'stub': 'shortfront',
 'eom': True,
 'modifier': 'mf',
 'calendar': 'xxx',
 'payment_lag': 2,
 'currency': 'aud',
 'convention': 'act365f',
 'leg2_frequency': 's',
 'leg2_convention': 'act365f',
 'leg2_spread_compound_method': 'none_simple',
 'leg2_fixing_method': 'ibor',
 'leg2_method_param': 2}``

For calendar, I am afraid I dont have one at hand. I will share once I have it. You mentioned you have added Sydney calendar in the past, would that have worked? 

Thanks for the swift reply!
The Syndey calendar is correct. I have coded and tested that against RFR fixings. However, I have no data (or havent looked) for NZD. But of you can supply holiday rules and some fixing data to test NZD against its more likely to get done.
Are you sure there is a payment lag on the IBOR? For other currencies usually this is 2 for RFR and 0 for IBOR related (because the cashflows is know well in advance).
You are right, there shouldn't be. Thanks for pointing that out. 

Fix patch:
diff --git a/docs/source/i_whatsnew.rst b/docs/source/i_whatsnew.rst
index f4802feb..e39e2cde 100644
--- a/docs/source/i_whatsnew.rst
+++ b/docs/source/i_whatsnew.rst
@@ -21,6 +21,9 @@ email contact through **rateslib@gmail.com**.
 
    * - Feature
      - Description
+   * - Calendars
+     - Add a *"wlg"* calendar for New Zealand *IRS*.
+       (`363 <https://github.com/attack68/rateslib/pull/363>`_)
    * - Calendars
      - Add a method, :meth:`~rateslib.calendars.get_imm`, to calculate IMM dates.
        `(371) <https://github.com/attack68/rateslib/pull/371>`_
diff --git a/docs/source/spec/calendars.rst b/docs/source/spec/calendars.rst
index 44eb8de1..88c2a14a 100644
--- a/docs/source/spec/calendars.rst
+++ b/docs/source/spec/calendars.rst
@@ -18,3 +18,4 @@ Calendars
     calendars/cad_tro.rst
     calendars/jpy_tyo.rst
     calendars/aud_syd.rst
+    calendars/nzd_wlg.rst
diff --git a/docs/source/spec/calendars/nzd_wlg.rst b/docs/source/spec/calendars/nzd_wlg.rst
new file mode 100644
index 00000000..de13d46d
--- /dev/null
+++ b/docs/source/spec/calendars/nzd_wlg.rst
@@ -0,0 +1,14 @@
+.. _spec-nzd-wlg:
+
+*************
+WLG Calendar
+*************
+
+.. ipython:: python
+   :suppress:
+
+   from rateslib import *
+
+.. ipython:: python
+
+   get_calendar("wlg").holidays
diff --git a/docs/source/u_defaults.rst b/docs/source/u_defaults.rst
index d440c46f..47da7a9d 100644
--- a/docs/source/u_defaults.rst
+++ b/docs/source/u_defaults.rst
@@ -159,6 +159,18 @@ a host of arguments will be pre-populated. The table below outlines all of the e
      -
      -
      -
+   * - NZD
+     - :ref:`wlg <spec-nzd-wlg>`
+     -
+     -
+     -
+     -
+     -
+     -
+     -
+     -
+     -
+     -
 
 **Securities**
 
@@ -216,6 +228,11 @@ a host of arguments will be pre-populated. The table below outlines all of the e
      -
      -
      -
+   * - NZD
+     -
+     -
+     -
+     -
 
 
 .. toctree::
diff --git a/python/rateslib/calendars/rs.py b/python/rateslib/calendars/rs.py
index 3844062c..f557b2ae 100644
--- a/python/rateslib/calendars/rs.py
+++ b/python/rateslib/calendars/rs.py
@@ -95,6 +95,7 @@ def get_calendar(
     - *"tro"*: Toronto for Canada's CORRA.
     - *"tyo"*: Tokyo for Japan's TONA.
     - *"syd"*: Sydney for Australia's AONIA.
+    - *"wlg"*: Wellington for New Zealand's OCR and BKBM.
 
     Combined calendars can be created with comma separated input, e.g. *"tgt,nyc"*. This would
     be the typical calendar assigned to a cross-currency derivative such as a EUR/USD
diff --git a/python/rateslib/default.py b/python/rateslib/default.py
index b74b54ea..9da1bc31 100644
--- a/python/rateslib/default.py
+++ b/python/rateslib/default.py
@@ -115,6 +115,7 @@ def __init__(self):
             "tro": get_named_calendar("tro"),
             "tyo": get_named_calendar("tyo"),
             "syd": get_named_calendar("syd"),
+            "wlg": get_named_calendar("wlg"),
         }
         self.frequency_months = {
             "M": 1,
diff --git a/rust/calendars/named/mod.rs b/rust/calendars/named/mod.rs
index df57ebad..d4bcc498 100644
--- a/rust/calendars/named/mod.rs
+++ b/rust/calendars/named/mod.rs
@@ -13,6 +13,8 @@ pub mod tro;
 pub mod tyo;
 pub mod zur;
 
+pub mod wlg;
+
 use crate::calendars::calendar::Cal;
 use chrono::NaiveDateTime;
 use pyo3::exceptions::PyValueError;
@@ -33,6 +35,7 @@ fn get_weekmask_by_name(name: &str) -> Result<Vec<u8>, PyErr> {
         ("tro", tro::WEEKMASK),
         ("tyo", tyo::WEEKMASK),
         ("syd", syd::WEEKMASK),
+        ("wlg", wlg::WEEKMASK),
     ]);
     match hmap.get(name) {
         None => Err(PyValueError::new_err(format!(
@@ -57,6 +60,7 @@ fn get_holidays_by_name(name: &str) -> Result<Vec<NaiveDateTime>, PyErr> {
         ("tro", tro::HOLIDAYS),
         ("tyo", tyo::HOLIDAYS),
         ("syd", syd::HOLIDAYS),
+        ("wlg", wlg::HOLIDAYS),
     ]);
     match hmap.get(name) {
         None => Err(PyValueError::new_err(format!(
@@ -84,6 +88,7 @@ fn get_holidays_by_name(name: &str) -> Result<Vec<NaiveDateTime>, PyErr> {
 //         ("tro", tro::RULES),
 //         ("tyo", tyo::RULES),
 //         ("syd", syd::RULES),
+//         ("wlg", wlg::RULES),
 //     ]);
 //     match hmap.get(name) {
 //         None => Err(PyValueError::new_err(format!("'{}' is not found in list of existing calendars.", name))),
@@ -235,4 +240,12 @@ mod tests {
             &NaiveDateTime::parse_from_str("2022-09-22 00:00:00", "%Y-%m-%d %H:%M:%S").unwrap()
         ));
     }
+
+    #[test]
+    fn test_wlg() {
+        let cal = get_calendar_by_name("wlg").unwrap();
+        assert!(cal.is_holiday(
+            &NaiveDateTime::parse_from_str("2034-07-07 00:00:00", "%Y-%m-%d %H:%M:%S").unwrap()
+        ));
+    }
 }
diff --git a/rust/calendars/named/syd.rs b/rust/calendars/named/syd.rs
index 605e6cba..26fc6487 100644
--- a/rust/calendars/named/syd.rs
+++ b/rust/calendars/named/syd.rs
@@ -7,6 +7,7 @@ pub const RULES: &[&str] = &[
     "Fri before Easter (Good Friday)",
     "Mon after Easter (Easter Monday)",
     "Apr 25 (Anzac)",
+    "Jun 2nd Mon (Kings Bday)",
     "Dec 25 (Christmas)",
     "Dec 26 (Boxing Day)",
 ];
diff --git a/rust/calendars/named/wlg.rs b/rust/calendars/named/wlg.rs
new file mode 100644
index 00000000..be7c8d50
--- /dev/null
+++ b/rust/calendars/named/wlg.rs
@@ -0,0 +1,2359 @@
+//! Define a Wellington business day calendar, aligned with NZD rate publication.
+
+pub const WEEKMASK: &[u8] = &[5, 6]; // Saturday and Sunday weekend
+pub const RULES: &[&str] = &[
+    "Jan 1 (New Year)",
+    "Jan 2 (Day after New Year)",
+    "Feb 6 (Waitangi)",
+    "Fri before Easter (Good Friday)",
+    "Mon after Easter (Easter Monday)",
+    "Apr 25 (Anzac)",
+    "Jun first Mon (Kings Bday)",
+    "Matariki",
+    "Oct last Mon (Labour)",
+    "Dec 25 (Christmas)",
+    "Dec 26 (Boxing Day)",
+];
+pub const HOLIDAYS: &[&str] = &[
+    "1970-01-01 00:00:00",
+    "1970-01-02 00:00:00",
+    "1970-02-06 00:00:00",
+    "1970-03-27 00:00:00",
+    "1970-03-30 00:00:00",
+    "1970-04-25 00:00:00",
+    "1970-06-08 00:00:00",
+    "1970-10-26 00:00:00",
+    "1970-12-25 00:00:00",
+    "1970-12-28 00:00:00",
+    "1971-01-01 00:00:00",
+    "1971-01-02 00:00:00",
+    "1971-02-08 00:00:00",
+    "1971-04-09 00:00:00",
+    "1971-04-12 00:00:00",
+    "1971-04-25 00:00:00",
+    "1971-06-14 00:00:00",
+    "1971-10-25 00:00:00",
+    "1971-12-27 00:00:00",
+    "1971-12-28 00:00:00",
+    "1972-01-01 00:00:00",
+    "1972-01-02 00:00:00",
+    "1972-02-07 00:00:00",
+    "1972-03-31 00:00:00",
+    "1972-04-03 00:00:00",
+    "1972-04-25 00:00:00",
+    "1972-06-12 00:00:00",
+    "1972-10-30 00:00:00",
+    "1972-12-25 00:00:00",
+    "1972-12-26 00:00:00",
+    "1973-01-01 00:00:00",
+    "1973-01-02 00:00:00",
+    "1973-02-06 00:00:00",
+    "1973-04-20 00:00:00",
+    "1973-04-23 00:00:00",
+    "1973-04-25 00:00:00",
+    "1973-06-11 00:00:00",
+    "1973-10-29 00:00:00",
+    "1973-12-25 00:00:00",
+    "1973-12-26 00:00:00",
+    "1974-01-01 00:00:00",
+    "1974-01-02 00:00:00",
+    "1974-02-06 00:00:00",
+    "1974-04-12 00:00:00",
+    "1974-04-15 00:00:00",
+    "1974-04-25 00:00:00",
+    "1974-06-10 00:00:00",
+    "1974-10-28 00:00:00",
+    "1974-12-25 00:00:00",
+    "1974-12-26 00:00:00",
+    "1975-01-01 00:00:00",
+    "1975-01-02 00:00:00",
+    "1975-02-06 00:00:00",
+    "1975-03-28 00:00:00",
+    "1975-03-31 00:00:00",
+    "1975-04-25 00:00:00",
+    "1975-06-09 00:00:00",
+    "1975-10-27 00:00:00",
+    "1975-12-25 00:00:00",
+    "1975-12-26 00:00:00",
+    "1976-01-01 00:00:00",
+    "1976-01-02 00:00:00",
+    "1976-02-06 00:00:00",
+    "1976-04-16 00:00:00",
+    "1976-04-19 00:00:00",
+    "1976-04-25 00:00:00",
+    "1976-06-14 00:00:00",
+    "1976-10-25 00:00:00",
+    "1976-12-27 00:00:00",
+    "1976-12-28 00:00:00",
+    "1977-01-01 00:00:00",
+    "1977-01-02 00:00:00",
+    "1977-02-07 00:00:00",
+    "1977-04-08 00:00:00",
+    "1977-04-11 00:00:00",
+    "1977-04-25 00:00:00",
+    "1977-06-13 00:00:00",
+    "1977-10-31 00:00:00",
+    "1977-12-26 00:00:00",
+    "1977-12-27 00:00:00",
+    "1978-01-01 00:00:00",
+    "1978-01-02 00:00:00",
+    "1978-02-06 00:00:00",
+    "1978-03-24 00:00:00",
+    "1978-03-27 00:00:00",
+    "1978-04-25 00:00:00",
+    "1978-06-12 00:00:00",
+    "1978-10-30 00:00:00",
+    "1978-12-25 00:00:00",
+    "1978-12-26 00:00:00",
+    "1979-01-01 00:00:00",
+    "1979-01-02 00:00:00",
+    "1979-02-06 00:00:00",
+    "1979-04-13 00:00:00",
+    "1979-04-16 00:00:00",
+    "1979-04-25 00:00:00",
+    "1979-06-11 00:00:00",
+    "1979-10-29 00:00:00",
+    "1979-12-25 00:00:00",
+    "1979-12-26 00:00:00",
+    "1980-01-01 00:00:00",
+    "1980-01-02 00:00:00",
+    "1980-02-06 00:00:00",
+    "1980-04-04 00:00:00",
+    "1980-04-07 00:00:00",
+    "1980-04-25 00:00:00",
+    "1980-06-09 00:00:00",
+    "1980-10-27 00:00:00",
+    "1980-12-25 00:00:00",
+    "1980-12-26 00:00:00",
+    "1981-01-01 00:00:00",
+    "1981-01-02 00:00:00",
+    "1981-02-06 00:00:00",
+    "1981-04-17 00:00:00",
+    "1981-04-20 00:00:00",
+    "1981-04-25 00:00:00",
+    "1981-06-08 00:00:00",
+    "1981-10-26 00:00:00",
+    "1981-12-25 00:00:00",
+    "1981-12-28 00:00:00",
+    "1982-01-01 00:00:00",
+    "1982-01-02 00:00:00",
+    "1982-02-08 00:00:00",
+    "1982-04-09 00:00:00",
+    "1982-04-12 00:00:00",
+    "1982-04-25 00:00:00",
+    "1982-06-14 00:00:00",
+    "1982-10-25 00:00:00",
+    "1982-12-27 00:00:00",
+    "1982-12-28 00:00:00",
+    "1983-01-01 00:00:00",
+    "1983-01-02 00:00:00",
+    "1983-02-07 00:00:00",
+    "1983-04-01 00:00:00",
+    "1983-04-04 00:00:00",
+    "1983-04-25 00:00:00",
+    "1983-06-13 00:00:00",
+    "1983-10-31 00:00:00",
+    "1983-12-26 00:00:00",
+    "1983-12-27 00:00:00",
+    "1984-01-01 00:00:00",
+    "1984-01-02 00:00:00",
+    "1984-02-06 00:00:00",
+    "1984-04-20 00:00:00",
+    "1984-04-23 00:00:00",
+    "1984-04-25 00:00:00",
+    "1984-06-11 00:00:00",
+    "1984-10-29 00:00:00",
+    "1984-12-25 00:00:00",
+    "1984-12-26 00:00:00",
+    "1985-01-01 00:00:00",
+    "1985-01-02 00:00:00",
+    "1985-02-06 00:00:00",
+    "1985-04-05 00:00:00",
+    "1985-04-08 00:00:00",
+    "1985-04-25 00:00:00",
+    "1985-06-10 00:00:00",
+    "1985-10-28 00:00:00",
+    "1985-12-25 00:00:00",
+    "1985-12-26 00:00:00",
+    "1986-01-01 00:00:00",
+    "1986-01-02 00:00:00",
+    "1986-02-06 00:00:00",
+    "1986-03-28 00:00:00",
+    "1986-03-31 00:00:00",
+    "1986-04-25 00:00:00",
+    "1986-06-09 00:00:00",
+    "1986-10-27 00:00:00",
+    "1986-12-25 00:00:00",
+    "1986-12-26 00:00:00",
+    "1987-01-01 00:00:00",
+    "1987-01-02 00:00:00",
+    "1987-02-06 00:00:00",
+    "1987-04-17 00:00:00",
+    "1987-04-20 00:00:00",
+    "1987-04-25 00:00:00",
+    "1987-06-08 00:00:00",
+    "1987-10-26 00:00:00",
+    "1987-12-25 00:00:00",
+    "1987-12-28 00:00:00",
+    "1988-01-01 00:00:00",
+    "1988-01-02 00:00:00",
+    "1988-02-08 00:00:00",
+    "1988-04-01 00:00:00",
+    "1988-04-04 00:00:00",
+    "1988-04-25 00:00:00",
+    "1988-06-13 00:00:00",
+    "1988-10-31 00:00:00",
+    "1988-12-26 00:00:00",
+    "1988-12-27 00:00:00",
+    "1989-01-01 00:00:00",
+    "1989-01-02 00:00:00",
+    "1989-02-06 00:00:00",
+    "1989-03-24 00:00:00",
+    "1989-03-27 00:00:00",
+    "1989-04-25 00:00:00",
+    "1989-06-12 00:00:00",
+    "1989-10-30 00:00:00",
+    "1989-12-25 00:00:00",
+    "1989-12-26 00:00:00",
+    "1990-01-01 00:00:00",
+    "1990-01-02 00:00:00",
+    "1990-02-06 00:00:00",
+    "1990-04-13 00:00:00",
+    "1990-04-16 00:00:00",
+    "1990-04-25 00:00:00",
+    "1990-06-11 00:00:00",
+    "1990-10-29 00:00:00",
+    "1990-12-25 00:00:00",
+    "1990-12-26 00:00:00",
+    "1991-01-01 00:00:00",
+    "1991-01-02 00:00:00",
+    "1991-02-06 00:00:00",
+    "1991-03-29 00:00:00",
+    "1991-04-01 00:00:00",
+    "1991-04-25 00:00:00",
+    "1991-06-10 00:00:00",
+    "1991-10-28 00:00:00",
+    "1991-12-25 00:00:00",
+    "1991-12-26 00:00:00",
+    "1992-01-01 00:00:00",
+    "1992-01-02 00:00:00",
+    "1992-02-06 00:00:00",
+    "1992-04-17 00:00:00",
+    "1992-04-20 00:00:00",
+    "1992-04-25 00:00:00",
+    "1992-06-08 00:00:00",
+    "1992-10-26 00:00:00",
+    "1992-12-25 00:00:00",
+    "1992-12-28 00:00:00",
+    "1993-01-01 00:00:00",
+    "1993-01-02 00:00:00",
+    "1993-02-08 00:00:00",
+    "1993-04-09 00:00:00",
+    "1993-04-12 00:00:00",
+    "1993-04-25 00:00:00",
+    "1993-06-14 00:00:00",
+    "1993-10-25 00:00:00",
+    "1993-12-27 00:00:00",
+    "1993-12-28 00:00:00",
+    "1994-01-01 00:00:00",
+    "1994-01-02 00:00:00",
+    "1994-02-07 00:00:00",
+    "1994-04-01 00:00:00",
+    "1994-04-04 00:00:00",
+    "1994-04-25 00:00:00",
+    "1994-06-13 00:00:00",
+    "1994-10-31 00:00:00",
+    "1994-12-26 00:00:00",
+    "1994-12-27 00:00:00",
+    "1995-01-01 00:00:00",
+    "1995-01-02 00:00:00",
+    "1995-02-06 00:00:00",
+    "1995-04-14 00:00:00",
+    "1995-04-17 00:00:00",
+    "1995-04-25 00:00:00",
+    "1995-06-12 00:00:00",
+    "1995-10-30 00:00:00",
+    "1995-12-25 00:00:00",
+    "1995-12-26 00:00:00",
+    "1996-01-01 00:00:00",
+    "1996-01-02 00:00:00",
+    "1996-02-06 00:00:00",
+    "1996-04-05 00:00:00",
+    "1996-04-08 00:00:00",
+    "1996-04-25 00:00:00",
+    "1996-06-10 00:00:00",
+    "1996-10-28 00:00:00",
+    "1996-12-25 00:00:00",
+    "1996-12-26 00:00:00",
+    "1997-01-01 00:00:00",
+    "1997-01-02 00:00:00",
+    "1997-02-06 00:00:00",
+    "1997-03-28 00:00:00",
+    "1997-03-31 00:00:00",
+    "1997-04-25 00:00:00",
+    "1997-06-09 00:00:00",
+    "1997-10-27 00:00:00",
+    "1997-12-25 00:00:00",
+    "1997-12-26 00:00:00",
+    "1998-01-01 00:00:00",
+    "1998-01-02 00:00:00",
+    "1998-02-06 00:00:00",
+    "1998-04-10 00:00:00",
+    "1998-04-13 00:00:00",
+    "1998-04-25 00:00:00",
+    "1998-06-08 00:00:00",
+    "1998-10-26 00:00:00",
+    "1998-12-25 00:00:00",
+    "1998-12-28 00:00:00",
+    "1999-01-01 00:00:00",
+    "1999-01-02 00:00:00",
+    "1999-02-08 00:00:00",
+    "1999-04-02 00:00:00",
+    "1999-04-05 00:00:00",
+    "1999-04-25 00:00:00",
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+    "2189-04-25 00:00:00",
+    "2189-06-08 00:00:00",
+    "2189-10-26 00:00:00",
+    "2189-12-25 00:00:00",
+    "2189-12-28 00:00:00",
+    "2190-01-01 00:00:00",
+    "2190-01-02 00:00:00",
+    "2190-02-08 00:00:00",
+    "2190-04-23 00:00:00",
+    "2190-04-25 00:00:00",
+    "2190-04-26 00:00:00",
+    "2190-06-14 00:00:00",
+    "2190-10-25 00:00:00",
+    "2190-12-27 00:00:00",
+    "2190-12-28 00:00:00",
+    "2191-01-01 00:00:00",
+    "2191-01-02 00:00:00",
+    "2191-02-07 00:00:00",
+    "2191-04-08 00:00:00",
+    "2191-04-11 00:00:00",
+    "2191-04-25 00:00:00",
+    "2191-06-13 00:00:00",
+    "2191-10-31 00:00:00",
+    "2191-12-26 00:00:00",
+    "2191-12-27 00:00:00",
+    "2192-01-01 00:00:00",
+    "2192-01-02 00:00:00",
+    "2192-02-06 00:00:00",
+    "2192-03-30 00:00:00",
+    "2192-04-02 00:00:00",
+    "2192-04-25 00:00:00",
+    "2192-06-11 00:00:00",
+    "2192-10-29 00:00:00",
+    "2192-12-25 00:00:00",
+    "2192-12-26 00:00:00",
+    "2193-01-01 00:00:00",
+    "2193-01-02 00:00:00",
+    "2193-02-06 00:00:00",
+    "2193-04-19 00:00:00",
+    "2193-04-22 00:00:00",
+    "2193-04-25 00:00:00",
+    "2193-06-10 00:00:00",
+    "2193-10-28 00:00:00",
+    "2193-12-25 00:00:00",
+    "2193-12-26 00:00:00",
+    "2194-01-01 00:00:00",
+    "2194-01-02 00:00:00",
+    "2194-02-06 00:00:00",
+    "2194-04-04 00:00:00",
+    "2194-04-07 00:00:00",
+    "2194-04-25 00:00:00",
+    "2194-06-09 00:00:00",
+    "2194-10-27 00:00:00",
+    "2194-12-25 00:00:00",
+    "2194-12-26 00:00:00",
+    "2195-01-01 00:00:00",
+    "2195-01-02 00:00:00",
+    "2195-02-06 00:00:00",
+    "2195-03-27 00:00:00",
+    "2195-03-30 00:00:00",
+    "2195-04-25 00:00:00",
+    "2195-06-08 00:00:00",
+    "2195-10-26 00:00:00",
+    "2195-12-25 00:00:00",
+    "2195-12-28 00:00:00",
+    "2196-01-01 00:00:00",
+    "2196-01-02 00:00:00",
+    "2196-02-08 00:00:00",
+    "2196-04-15 00:00:00",
+    "2196-04-18 00:00:00",
+    "2196-04-25 00:00:00",
+    "2196-06-13 00:00:00",
+    "2196-10-31 00:00:00",
+    "2196-12-26 00:00:00",
+    "2196-12-27 00:00:00",
+    "2197-01-01 00:00:00",
+    "2197-01-02 00:00:00",
+    "2197-02-06 00:00:00",
+    "2197-04-07 00:00:00",
+    "2197-04-10 00:00:00",
+    "2197-04-25 00:00:00",
+    "2197-06-12 00:00:00",
+    "2197-10-30 00:00:00",
+    "2197-12-25 00:00:00",
+    "2197-12-26 00:00:00",
+    "2198-01-01 00:00:00",
+    "2198-01-02 00:00:00",
+    "2198-02-06 00:00:00",
+    "2198-03-23 00:00:00",
+    "2198-03-26 00:00:00",
+    "2198-04-25 00:00:00",
+    "2198-06-11 00:00:00",
+    "2198-10-29 00:00:00",
+    "2198-12-25 00:00:00",
+    "2198-12-26 00:00:00",
+    "2199-01-01 00:00:00",
+    "2199-01-02 00:00:00",
+    "2199-02-06 00:00:00",
+    "2199-04-12 00:00:00",
+    "2199-04-15 00:00:00",
+    "2199-04-25 00:00:00",
+    "2199-06-10 00:00:00",
+    "2199-10-28 00:00:00",
+    "2199-12-25 00:00:00",
+    "2199-12-26 00:00:00",
+    "2200-01-01 00:00:00",
+    "2200-01-02 00:00:00",
+    "2200-02-06 00:00:00",
+    "2200-04-04 00:00:00",
+    "2200-04-07 00:00:00",
+    "2200-04-25 00:00:00",
+    "2200-06-09 00:00:00",
+    "2200-10-27 00:00:00",
+    "2200-12-25 00:00:00",
+    "2200-12-26 00:00:00",
+];
diff --git a/rust/calendars/named/wlg_script.py b/rust/calendars/named/wlg_script.py
new file mode 100644
index 00000000..f553947f
--- /dev/null
+++ b/rust/calendars/named/wlg_script.py
@@ -0,0 +1,83 @@
+from datetime import datetime
+
+import pandas as pd
+from dateutil.relativedelta import MO
+from pandas.tseries.holiday import (
+    AbstractHolidayCalendar,
+    Day,
+    Easter,
+    Holiday,
+    next_monday,
+    next_monday_or_tuesday,
+)
+from pandas.tseries.offsets import CustomBusinessDay, DateOffset
+
+matariki_dates = [
+    "2022-06-24",
+    "2023-07-14",
+    "2024-06-28",
+    "2025-06-20",
+    "2026-07-10",
+    "2027-06-25",
+    "2028-07-14",
+    "2029-07-06",
+    "2030-06-21",
+    "2031-07-11",
+    "2032-07-02",
+    "2033-06-24",
+    "2034-07-07",
+    "2035-06-29",
+    "2036-07-18",
+    "2037-07-10",
+    "2038-06-25",
+    "2039-07-15",
+    "2040-07-06",
+    "2041-07-19",
+    "2042-07-11",
+    "2043-07-03",
+    "2044-06-24",
+    "2045-07-07",
+    "2046-06-29",
+    "2047-07-19",
+    "2048-07-03",
+    "2049-06-25",
+    "2050-07-15",
+    "2051-06-30",
+    "2052-06-21",
+]
+
+matariki_dict = {k + 2022: datetime.strptime(v, "%Y-%m-%d") for k, v in enumerate(matariki_dates)}
+
+
+def matariki_hol(dt: datetime) -> datetime:
+    try:
+        dt = matariki_dict[dt.year]
+    except KeyError:
+        return datetime(1900, 1, 1)
+    return dt
+
+
+RULES = [
+    Holiday("New Year's Day", month=1, day=1),
+    Holiday("Day After New Year's Day", month=1, day=2),
+    Holiday("Waitangi Day", month=2, day=6, observance=next_monday),
+    Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)]),
+    Holiday("Easter Monday", month=1, day=1, offset=[Easter(), Day(1)]),
+    Holiday("Anzac Day", month=4, day=25),
+    Holiday("King's Birthday", month=6, day=1, offset=DateOffset(weekday=MO(2))),
+    Holiday("Matariki", month=1, day=1, observance=matariki_hol),
+    Holiday("Labour Day", month=10, day=31, offset=DateOffset(weekday=MO(-1))),
+    Holiday("Christmas Day Holiday", month=12, day=25, observance=next_monday),
+    Holiday("Boxing Day Holiday", month=12, day=26, observance=next_monday_or_tuesday),
+]
+
+CALENDAR = CustomBusinessDay(  # type: ignore[call-arg]
+    calendar=AbstractHolidayCalendar(rules=RULES),
+    weekmask="Mon Tue Wed Thu Fri",
+)
+
+### RUN THE SCRIPT TO EXPORT HOLIDAY LIST
+ts = pd.to_datetime(CALENDAR.holidays)
+strings = ['"' + _.strftime("%Y-%m-%d %H:%M:%S") + '"' for _ in ts]
+line = ",\n".join(strings)
+print(line)


Test patch:
diff --git a/python/tests/test_calendarsrs.py b/python/tests/test_calendarsrs.py
index 70c9866c..e24079e2 100644
--- a/python/tests/test_calendarsrs.py
+++ b/python/tests/test_calendarsrs.py
@@ -133,6 +133,10 @@ def test_fed_cal(self) -> None:
         cal = get_calendar("fed")
         assert cal.holidays[0] == dt(1970, 1, 1)
 
+    def test_wlg_cal(self):
+        cal = get_calendar("wlg")
+        assert cal.holidays[0] == dt(1970, 1, 1)
+
     def test_json_round_trip(self, simple_cal) -> None:
         json = simple_cal.to_json()
         from_cal = from_json(json)