From 10a118d94c4e4216a712092d54b535710382bf11 Mon Sep 17 00:00:00 2001 From: jfkirk Date: Mon, 9 May 2016 09:59:03 -0400 Subject: [PATCH] MAINT: Removes references to tradingcalendar --- tests/data/bundles/test_core.py | 3 ++- tests/data/bundles/test_yahoo.py | 3 ++- tests/resources/yahoo_samples/rebuild_samples | 4 +++- zipline/data/bundles/core.py | 6 +++++- 4 files changed, 12 insertions(+), 4 deletions(-) diff --git a/tests/data/bundles/test_core.py b/tests/data/bundles/test_core.py index 285916cc..295d3e81 100644 --- a/tests/data/bundles/test_core.py +++ b/tests/data/bundles/test_core.py @@ -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]) diff --git a/tests/data/bundles/test_yahoo.py b/tests/data/bundles/test_yahoo.py index 03bf4ad9..6372e652 100644 --- a/tests/data/bundles/test_yahoo.py +++ b/tests/data/bundles/test_yahoo.py @@ -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) diff --git a/tests/resources/yahoo_samples/rebuild_samples b/tests/resources/yahoo_samples/rebuild_samples index 7c45e4a6..8111e9b2 100644 --- a/tests/resources/yahoo_samples/rebuild_samples +++ b/tests/resources/yahoo_samples/rebuild_samples @@ -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[ diff --git a/zipline/data/bundles/core.py b/zipline/data/bundles/core.py index ea546662..26f13849 100644 --- a/zipline/data/bundles/core.py +++ b/zipline/data/bundles/core.py @@ -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):