From 3f260ccabaa2e3c6bef0aee4cef50e211920168e Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 9 Oct 2013 14:46:53 -0400 Subject: [PATCH] MAINT: Move market minute function into trading environment. So that the market minutes are more accessible to other modules. --- zipline/finance/risk/cumulative.py | 3 +-- zipline/finance/trading.py | 4 ++++ 2 files changed, 5 insertions(+), 2 deletions(-) diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py index bddc48b3..1974756a 100644 --- a/zipline/finance/risk/cumulative.py +++ b/zipline/finance/risk/cumulative.py @@ -124,8 +124,7 @@ class RiskMetricsCumulative(object): """ trading_minutes = None for day in self.trading_days: - mkt_open, mkt_close = trading.environment.get_open_and_close(day) - minutes_for_day = pd.date_range(mkt_open, mkt_close, freq='T') + minutes_for_day = trading.environment.market_minutes_for_day(day) if trading_minutes is None: # Create container for all minutes on first iteration trading_minutes = minutes_for_day diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index f861e7c2..9b46aa50 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -199,6 +199,10 @@ Last successful date: %s" % self.last_trading_day) return market_open, market_close + def market_minutes_for_day(self, midnight): + market_open, market_close = self.get_open_and_close(midnight) + return pd.date_range(market_open, market_close, freq='T') + def get_trading_day_duration(self, trading_day): trading_day = self.normalize_date(trading_day) if trading_day in self.early_closes: