Library "holidays_2015to2020" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com/Labiri/PineScript-Market-Holidays/.