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STY: Cleans up ExchangeCalendar construction

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jfkirk
2016-06-08 13:34:22 -04:00
committed by Jean Bredeche
parent 4a20157a25
commit 3b8b6d55e0
1 changed files with 9 additions and 10 deletions
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zipline/utils/calendars/exchange_calendar.py
+9 -10
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@@ -464,8 +464,6 @@ class ExchangeCalendar(with_metaclass(ABCMeta)):
_static_calendars = {}
_lazy_calendar_names = ['NYSE', 'CME', 'BMF', 'LSE', 'TSX']
def get_calendar(name):
"""
@@ -478,41 +476,42 @@ def get_calendar(name):
"""
# First, check if the calendar is already registered
if name not in _static_calendars:
# The calendar is not registered, so check if it is a lazy calendar
if name not in _lazy_calendar_names:
# It's not a lazy calendar, so raise an exception
raise InvalidCalendarName(calendar_name=name)
# Check if it is a lazy calendar. If so, build and register it.
if name == 'NYSE':
from zipline.utils.calendars.exchange_calendar_nyse \
import NYSEExchangeCalendar
nyse_cal = NYSEExchangeCalendar()
register_calendar(nyse_cal)
if name == 'CME':
elif name == 'CME':
from zipline.utils.calendars.exchange_calendar_cme \
import CMEExchangeCalendar
cme_cal = CMEExchangeCalendar()
register_calendar(cme_cal)
if name == 'BMF':
elif name == 'BMF':
from zipline.utils.calendars.exchange_calendar_bmf \
import BMFExchangeCalendar
bmf_cal = BMFExchangeCalendar()
register_calendar(bmf_cal)
if name == 'LSE':
elif name == 'LSE':
from zipline.utils.calendars.exchange_calendar_lse \
import LSEExchangeCalendar
lse_cal = LSEExchangeCalendar()
register_calendar(lse_cal)
if name == 'TSX':
elif name == 'TSX':
from zipline.utils.calendars.exchange_calendar_tsx \
import TSXExchangeCalendar
tsx_cal = TSXExchangeCalendar()
register_calendar(tsx_cal)
else:
# It's not a lazy calendar, so raise an exception
raise InvalidCalendarName(calendar_name=name)
return _static_calendars[name]