Calendar bug
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Since Dec 16, 2020.
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- Python
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Description
🐛 Bug Description
To Reproduce
Steps to reproduce the behavior:
1.open calendars\day.txt
1.There aren't days like "2009-05-05". According to the record, however, 2009-05-05 is trading day.


Expected Behavior
The data should contain days like 2009-05-05. Here is the data of SH600004 I found online.

Screenshot

However, there isn't data on 2009-05-05 of SH600004 when I use D.features()
Environment
Note: One could run python scripts/collect_info.py under the qlib directory to get the following information.
- Qlib version: 0.6.1
- Python version: 3.7
- OS (
Windows,Linux,MacOS): Linux - Commit number (optional, please provide it if you are using the dev version):
Additional Notes
I supposed that reason was due to the calendar was made by the data of SH600000, while the data source didn't contain days like "2009-05-05" of SH600000.
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