ENH: Adding CFE Adhoc Holidays

The CFE was closed along with the NYSE in observation of the days of
mourning in honor of the passing of presidents Gerald Ford and Ronald
Reagan. The CFE also observed the closures due to Hurricane Sandy,
along with NYSE. Adding those adhoc holidays to exchange_calendar_cfe
and removing them from cfe.csv in tests. To fit with
USNationalDaysofMourning, also removing the closure in observation of
the day of mourning in honor of the passing of president Nixon in
1994, despite the fact that the exchange did not exist at that time.

Signed-off-by: Maxwell Rounds <maxwell.j.rounds@gmail.com>

tests/resources/calendars/cfe.csv

@@ -1092,7 +1092,6 @@
 1994-04-22 00:00:00+00:00,1994-04-22 13:31:00,1994-04-22 20:15:00
 1994-04-25 00:00:00+00:00,1994-04-25 13:31:00,1994-04-25 20:15:00
 1994-04-26 00:00:00+00:00,1994-04-26 13:31:00,1994-04-26 20:15:00
-1994-04-27 00:00:00+00:00,1994-04-27 13:31:00,1994-04-27 20:15:00
 1994-04-28 00:00:00+00:00,1994-04-28 13:31:00,1994-04-28 20:15:00
 1994-04-29 00:00:00+00:00,1994-04-29 13:31:00,1994-04-29 20:15:00
 1994-05-02 00:00:00+00:00,1994-05-02 13:31:00,1994-05-02 20:15:00
@@ -3647,7 +3646,6 @@
 2004-06-08 00:00:00+00:00,2004-06-08 13:31:00,2004-06-08 20:15:00
 2004-06-09 00:00:00+00:00,2004-06-09 13:31:00,2004-06-09 20:15:00
 2004-06-10 00:00:00+00:00,2004-06-10 13:31:00,2004-06-10 20:15:00
-2004-06-11 00:00:00+00:00,2004-06-11 13:31:00,2004-06-11 20:15:00
 2004-06-14 00:00:00+00:00,2004-06-14 13:31:00,2004-06-14 20:15:00
 2004-06-15 00:00:00+00:00,2004-06-15 13:31:00,2004-06-15 20:15:00
 2004-06-16 00:00:00+00:00,2004-06-16 13:31:00,2004-06-16 20:15:00
@@ -4292,7 +4290,6 @@
 2006-12-27 00:00:00+00:00,2006-12-27 14:31:00,2006-12-27 21:15:00
 2006-12-28 00:00:00+00:00,2006-12-28 14:31:00,2006-12-28 21:15:00
 2006-12-29 00:00:00+00:00,2006-12-29 14:31:00,2006-12-29 21:15:00
-2007-01-02 00:00:00+00:00,2007-01-02 14:31:00,2007-01-02 21:15:00
 2007-01-03 00:00:00+00:00,2007-01-03 14:31:00,2007-01-03 21:15:00
 2007-01-04 00:00:00+00:00,2007-01-04 14:31:00,2007-01-04 21:15:00
 2007-01-05 00:00:00+00:00,2007-01-05 14:31:00,2007-01-05 21:15:00
@@ -5761,8 +5758,6 @@
 2012-10-24 00:00:00+00:00,2012-10-24 13:31:00,2012-10-24 20:15:00
 2012-10-25 00:00:00+00:00,2012-10-25 13:31:00,2012-10-25 20:15:00
 2012-10-26 00:00:00+00:00,2012-10-26 13:31:00,2012-10-26 20:15:00
-2012-10-29 00:00:00+00:00,2012-10-29 13:31:00,2012-10-29 20:15:00
-2012-10-30 00:00:00+00:00,2012-10-30 13:31:00,2012-10-30 20:15:00
 2012-10-31 00:00:00+00:00,2012-10-31 13:31:00,2012-10-31 20:15:00
 2012-11-01 00:00:00+00:00,2012-11-01 13:31:00,2012-11-01 20:15:00
 2012-11-02 00:00:00+00:00,2012-11-02 13:31:00,2012-11-02 20:15:00

zipline/utils/calendars/exchange_calendar_cfe.py

@@ -1,4 +1,5 @@
 from datetime import time
+from itertools import chain
 
 from pandas.tseries.holiday import (
     USPresidentsDay,
@@ -16,7 +17,9 @@ from zipline.utils.calendars.us_holidays import (
     USBlackFridayInOrAfter1993,
     USNewYearsDay,
     USIndependenceDay,
-    Christmas
+    Christmas,
+    HurricaneSandyClosings,
+    USNationalDaysofMourning,
 )
 
 
@@ -69,3 +72,10 @@ class CFEExchangeCalendar(TradingCalendar):
                 USBlackFridayInOrAfter1993,
             ])
         )]
+
+    @property
+    def adhoc_holidays(self):
+        return list(chain(
+            HurricaneSandyClosings,
+            USNationalDaysofMourning,
+        ))