I am working with an incomplete calendar. I have two months worth of trade information and there are several weekend and holidays in the data. I want my calendar to only include the days available in the data. I need this so I can do date comparisons (current day to previous trading day, current day vs -7 trading days, Current day to -30 trading days). I cannot attach my file due to confidentiality.
Any help would be appreciated.
I found the following post to be an incredible source for point in time reporting:
Setting up a common calendar like this allows you to sort each trade by day, then give each day a unique numeric number where set analysis can be used to capture previous day and previous 7 days.