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MAINT: Use TradingCalendar objects for bundles (#1397)

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* 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
This commit is contained in:
Andrew Daniels
2016-08-17 13:37:07 -04:00
committed by GitHub
parent deac07d264
commit 440806ad60
8 changed files with 142 additions and 75 deletions
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docs/source/appendix.rst
+19
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@@ -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
~~~~~~~~~