Revert "Merge pull request #1340 from quantopian/by-daily-i-mean-minutely"

This reverts commit f4456719b0, reversing
changes made to 4be07e4628.

tests/pipeline/test_pipeline_algo.py

@@ -26,7 +26,6 @@ from pandas import (
     Series,
     Timestamp,
 )
-from pandas.tseries.tools import normalize_date
 from six import iteritems, itervalues
 
 from zipline.algorithm import TradingAlgorithm
@@ -513,7 +512,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
             attach_pipeline(pipeline, 'test')
 
         def handle_data(context, data):
-            today = normalize_date(get_datetime())
+            today = get_datetime()
             results = pipeline_output('test')
             expect_over_300 = {
                 AAPL: today < self.AAPL_split_date,

tests/test_algorithm.py

@@ -3731,18 +3731,12 @@ class TestEquityAutoClose(WithTmpDir, WithTradingCalendar, ZiplineTestCase):
         transactions = output['transactions']
         initial_fills = transactions.iloc[1]
         self.assertEqual(len(initial_fills), len(assets))
-
-        last_minute_of_session = \
-            self.trading_calendar.open_and_close_for_session(
-                self.test_days[1]
-            )[1]
-
         for sid, txn in zip(sids, initial_fills):
             self.assertDictContainsSubset(
                 {
                     'amount': order_size,
                     'commission': None,
-                    'dt': last_minute_of_session,
+                    'dt': self.test_days[1],
                     'price': initial_fill_prices[sid],
                     'sid': sid,
                 },
@@ -3809,17 +3803,15 @@ class TestEquityAutoClose(WithTmpDir, WithTradingCalendar, ZiplineTestCase):
                 context.portfolio.cash == context.portfolio.starting_cash
             )
 
-            today_session = self.trading_calendar.minute_to_session_label(
-                context.get_datetime()
-            )
+            now = context.get_datetime()
 
-            if today_session == first_asset_end_date:
+            if now == first_asset_end_date:
                 # Equity 0 will no longer exist tomorrow, so this order will
                 # never be filled.
                 assert len(context.get_open_orders()) == 0
                 context.order(context.sid(0), 10)
                 assert len(context.get_open_orders()) == 1
-            elif today_session == first_asset_auto_close_date:
+            elif now == first_asset_auto_close_date:
                 assert len(context.get_open_orders()) == 0
 
         algo = TradingAlgorithm(
@@ -3837,18 +3829,12 @@ class TestEquityAutoClose(WithTmpDir, WithTradingCalendar, ZiplineTestCase):
 
         original_open_orders = orders_for_date(first_asset_end_date)
         assert len(original_open_orders) == 1
-
-        last_close_for_asset = \
-            algo.trading_calendar.open_and_close_for_session(
-                first_asset_end_date
-            )[1]
-
         self.assertDictContainsSubset(
             {
                 'amount': 10,
                 'commission': 0,
-                'created': last_close_for_asset,
-                'dt': last_close_for_asset,
+                'created': first_asset_end_date,
+                'dt': first_asset_end_date,
                 'sid': assets[0],
                 'status': ORDER_STATUS.OPEN,
                 'filled': 0,
@@ -3862,7 +3848,7 @@ class TestEquityAutoClose(WithTmpDir, WithTradingCalendar, ZiplineTestCase):
             {
                 'amount': 10,
                 'commission': 0,
-                'created': last_close_for_asset,
+                'created': first_asset_end_date,
                 'dt': first_asset_auto_close_date,
                 'sid': assets[0],
                 'status': ORDER_STATUS.CANCELLED,

tests/test_fetcher.py

@@ -417,7 +417,6 @@ def handle_data(context, data):
 
             algocode = """
 from pandas import Timestamp
-from pandas.tseries.tools import normalize_date
 from zipline.api import fetch_csv, record, sid, get_datetime
 
 def initialize(context):
@@ -433,7 +432,7 @@ def initialize(context):
     context.bar_count = 0
 
 def handle_data(context, data):
-    expected = context.expected_sids[normalize_date(get_datetime())]
+    expected = context.expected_sids[get_datetime()]
     actual = data.fetcher_assets
     for stk in expected:
         if stk not in actual: