MAINT: Removes references to tradingcalendar

This commit is contained in:
jfkirk
2016-05-09 09:59:03 -04:00
committed by Jean Bredeche
parent 4344336576
commit 10a118d94c
4 changed files with 12 additions and 4 deletions
+2 -1
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@@ -31,7 +31,7 @@ from zipline.testing.predicates import (
)
from zipline.utils.cache import dataframe_cache
from zipline.utils.functional import apply
from zipline.utils.tradingcalendar import trading_days
from zipline.utils.calendars import get_calendar
import zipline.utils.paths as pth
@@ -114,6 +114,7 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
start = pd.Timestamp('2014-01-06', tz='utc')
end = pd.Timestamp('2014-01-10', tz='utc')
trading_days = get_calendar('NYSE').all_trading_days
calendar = trading_days[trading_days.slice_indexer(start, end)]
minutes = env.minutes_for_days_in_range(calendar[0], calendar[-1])
+2 -1
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@@ -10,7 +10,7 @@ from zipline.lib.adjustment import Float64Multiply
from zipline.testing import test_resource_path, tmp_dir, read_compressed
from zipline.testing.fixtures import WithResponses, ZiplineTestCase
from zipline.testing.predicates import assert_equal
from zipline.utils.tradingcalendar import trading_days
from zipline.utils.calendars import get_calendar
class YahooBundleTestCase(WithResponses, ZiplineTestCase):
@@ -18,6 +18,7 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
columns = 'open', 'high', 'low', 'close', 'volume'
asset_start = pd.Timestamp('2014-01-02', tz='utc')
asset_end = pd.Timestamp('2014-12-31', tz='utc')
trading_days = get_calendar('NYSE').all_trading_days
calendar = trading_days[
(trading_days >= asset_start) &
(trading_days <= asset_end)
@@ -8,7 +8,7 @@ import numpy as np
import pandas as pd
from zipline.testing import test_resource_path, write_compressed
from zipline.utils.tradingcalendar import trading_days
from zipline.utils.calendars import get_calendar
def zipfile_path(symbol, ext):
@@ -27,6 +27,8 @@ def pricing_for_sid(sid):
def column(name):
return np.arange(252) + 1 + sid * 10000 + modifier[name] * 1000
trading_days = get_calendar('NYSE').all_trading_days
return pd.DataFrame(
data={
'Date': trading_days[
+5 -1
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@@ -29,7 +29,11 @@ from zipline.utils.compat import mappingproxy
from zipline.utils.input_validation import ensure_timestamp, optionally
import zipline.utils.paths as pth
from zipline.utils.preprocess import preprocess
from zipline.utils.tradingcalendar import trading_days, open_and_closes
from zipline.utils.calendars import get_calendar
nyse_cal = get_calendar('NYSE')
trading_days = nyse_cal.all_trading_days
open_and_closes = nyse_cal.schedule
def asset_db_path(bundle_name, timestr, environ=None):