MAINT: Remove adjusted arg to position of minute.

The argument was only needed for mapping the positions which need to be
removed on adjusted windows. The start and end position of each range
can be derived from the early closes' positions and the market open,
respectively.

Remove to reduce moving parts.

zipline/data/_minute_bar_internal.pyx

@@ -38,8 +38,7 @@ def minute_value(ndarray[long_t, ndim=1] market_opens,
 def find_position_of_minute(ndarray[long_t, ndim=1] market_opens,
                             ndarray[long_t, ndim=1] market_closes,
                             long_t minute_val,
-                            short minutes_per_day,
-                            bool adjust_half_day_minutes):
+                            short minutes_per_day):
     """
     Finds the position of a given minute in the given array of market opens.
     If not a market minute, adjusts to the last market minute.
@@ -58,26 +57,6 @@ def find_position_of_minute(ndarray[long_t, ndim=1] market_opens,
     minutes_per_day: int
         The number of minutes per day (e.g. 390 for NYSE).
 
-    adjust_half_day_minutes: boolean
-        Whether or not we want to adjust non trading minutes to early close on
-        half days as opposed to normal close.
-
-    Further explanation of the use adjust_half_day_minutes:
-        adjust_half_day_minutes=True:
-            We are using this method for the purpose finding a value for a
-            minute, and therefore, all non market minutes must be adjusted to
-            the last available (e.g. 9 pm EST -> 4 pm EST, 2 pm EST -> 1 pm EST
-            on a half day)
-
-        adjust_half_day_minutes=False:
-            We are using this method for the purpose of finding the positions
-            of minutes we want to ignore (1 pm to 4 pm EST on half days).
-            The minute bar reader tape has 390 bars per day, with 0's filled in
-            for the extra bars on half days. If we index a minute between
-            1:01 pm and 4 pm on a half day, we want a position for that
-            unadjusted time, not adjusted to 1 pm as in the above case
-            (e.g. for all days: 9 pm EST -> 4 pm EST, 2 pm EST -> 2 pm EST)
-
     Returns
     -------
     int: The position of the given minute in the market opens array.
@@ -89,14 +68,7 @@ def find_position_of_minute(ndarray[long_t, ndim=1] market_opens,
     market_open = market_opens[market_open_loc]
     market_close = market_closes[market_open_loc]
 
-    if adjust_half_day_minutes:
-        # The min of the distance to market open from minute_val and number
-        # of trading minutes for that day
-        delta = int_min(minute_val - market_open, market_close - market_open)
-    else:
-        # The min of the distance to market open from minute_val and number
-        # of trading minutes for a normal day (390)
-        delta = int_min(minute_val - market_open, minutes_per_day)
+    delta = int_min(minute_val - market_open, market_close - market_open)
 
     return (market_open_loc * minutes_per_day) + delta
 
@@ -140,7 +112,7 @@ def find_last_traded_position_internal(
 
     minute_pos = int_min(
         find_position_of_minute(market_opens, market_closes, end_minute,
-                                minutes_per_day, True),
+                                minutes_per_day),
         len(volumes) - 1
     )
 

zipline/data/minute_bars.py

@@ -16,7 +16,7 @@ from textwrap import dedent
 import bcolz
 from bcolz import ctable
 from intervaltree import IntervalTree
-from numpy import nan_to_num, timedelta64
+from numpy import nan_to_num
 from os.path import join
 import json
 import os
@@ -646,12 +646,11 @@ class BcolzMinuteBarReader(object):
         minutes_per_day = (market_closes - market_opens).astype(np.int64)
         early_indices = np.where(
             minutes_per_day != US_EQUITIES_MINUTES_PER_DAY - 1)[0]
-        regular_closes = market_opens[early_indices] + timedelta64(
-            US_EQUITIES_MINUTES_PER_DAY - 1, 'm')
-        early_closes = market_closes[early_indices]
-        minutes = [pd.date_range(early, regular, freq='min')
-                   for early, regular
-                   in zip(early_closes + 1, regular_closes)]
+        early_opens = self._market_opens[early_indices]
+        early_closes = self._market_closes[early_indices]
+        minutes = [(market_open, early_close)
+                   for market_open, early_close
+                   in zip(early_opens, early_closes)]
         return minutes
 
     @lazyval
@@ -673,11 +672,15 @@ class BcolzMinuteBarReader(object):
         because of early closes.
         """
         itree = IntervalTree()
-        for minute_range in self._minutes_to_exclude():
-            # setting adjust_half_day_minutes to False because we want to find
-            # the positions of minutes 211 to 390 on a 390-bar day
-            start_pos = self._find_position_of_minute(minute_range[0], False)
-            end_pos = self._find_position_of_minute(minute_range[-1], False)
+        for market_open, early_close in self._minutes_to_exclude():
+            start_pos = self._find_position_of_minute(early_close) + 1
+            end_pos = (
+                self._find_position_of_minute(market_open)
+                +
+                US_EQUITIES_MINUTES_PER_DAY
+                -
+                1
+            )
             data = (start_pos, end_pos)
             itree[start_pos:end_pos + 1] = data
         return itree
@@ -744,7 +747,7 @@ class BcolzMinuteBarReader(object):
             Returns the integer value of the volume.
             (A volume of 0 signifies no trades for the given dt.)
         """
-        minute_pos = self._find_position_of_minute(dt, True)
+        minute_pos = self._find_position_of_minute(dt)
         value = self._open_minute_file(field, sid)[minute_pos]
         if value == 0:
             if field == 'volume':
@@ -788,7 +791,7 @@ class BcolzMinuteBarReader(object):
         return pd.Timestamp(minute_epoch, tz='UTC', unit="m")
 
     @remember_last
-    def _find_position_of_minute(self, minute_dt, adjust_half_day_minutes):
+    def _find_position_of_minute(self, minute_dt):
         """
         Internal method that returns the position of the given minute in the
         list of every trading minute since market open of the first trading
@@ -802,10 +805,6 @@ class BcolzMinuteBarReader(object):
         minute_dt: pd.Timestamp
             The minute whose position should be calculated.
 
-        adjust_half_day_minutes: boolean
-            Whether or not we want to adjust minutes to early close on half
-            days.
-
         Returns
         -------
         int: The position of the given minute in the list of all trading
@@ -816,7 +815,6 @@ class BcolzMinuteBarReader(object):
             self._market_close_values,
             minute_dt.value / NANOS_IN_MINUTE,
             US_EQUITIES_MINUTES_PER_DAY,
-            adjust_half_day_minutes
         )
 
     def unadjusted_window(self, fields, start_dt, end_dt, sids):
@@ -839,8 +837,8 @@ class BcolzMinuteBarReader(object):
             (sids, minutes in range) with a dtype of float64, containing the
             values for the respective field over start and end dt range.
         """
-        start_idx = self._find_position_of_minute(start_dt, True)
-        end_idx = self._find_position_of_minute(end_dt, True)
+        start_idx = self._find_position_of_minute(start_dt)
+        end_idx = self._find_position_of_minute(end_dt)
 
         num_minutes = (end_idx - start_idx + 1)