MAINT: Use TradingCalendar objects for bundles (#1397)

* MAINT: Use TradingCalendar objects for bundles

Instead of trading days, opens, and closes, register now takes a
TradingCalendar object, along with a start_session and end_session. The
ingest function is now passed these values instead as well.

* Accept calendar name in addition to the actual object

* Updates bundles documentation for changes

* Fix typo in docs

* Use class formatting

* Force start_session and end_session within the bounds of the calendar

* Use UTC timestamps in test_core

* Document Trading Calendar API in appendix.rst

docs/source/appendix.rst

@@ -261,6 +261,24 @@ Asset Metadata
 .. autoclass:: zipline.assets.AssetConvertible
    :members:
 
+
+Trading Calendar API
+~~~~~~~~~~~~~~~~~~~~
+
+.. autofunction:: zipline.utils.calendars.get_calendar
+
+.. autoclass:: zipline.utils.calendars.TradingCalendar
+   :members:
+
+.. autofunction:: zipline.utils.calendars.register_calendar
+
+.. autofunction:: zipline.utils.calendars.register_calendar_type
+
+.. autofunction:: zipline.utils.calendars.deregister_calendar
+
+.. autofunction:: zipline.utils.calendars.clear_calendars
+
+
 Data API
 ~~~~~~~~
 
@@ -318,6 +336,7 @@ Bundles
 .. autofunction:: zipline.data.bundles.yahoo_equities
 
 
+
 Utilities
 ~~~~~~~~~
 

docs/source/bundles.rst

@@ -216,6 +216,8 @@ The signature of the ingest function should be:
           daily_bar_writer,
           adjustment_writer,
           calendar,
+          start_session,
+          end_session,
           cache,
           show_progress,
           output_dir)
@@ -300,9 +302,21 @@ have.
 ``calendar``
 ````````````
 
-``calendar`` is a ``pandas.DatetimeIndex`` object holding all of the trading
-days that the bundle should load data for. The calendar is provided to help some
-bundles generate queries for the days needed.
+``calendar`` is an instance of
+:class:`zipline.utils.calendars.TradingCalendar`. The calendar is provided to
+help some bundles generate queries for the days needed.
+
+``start_session``
+````````````
+
+``start_session`` is a :class:`pandas.Timestamp` object indicating the first
+day that the bundle should load data for.
+
+``end_session``
+````````````
+
+``end_session`` is a :class:`pandas.Timestamp` object indicating the last day
+that the bundle should load data for.
 
 ``cache``
 `````````