adding trading_day and trading_days as variables to load_market_data

zipline/data/loader.py

@@ -31,10 +31,6 @@ from six import iteritems
 from . import benchmarks
 from . benchmarks import get_benchmark_returns
 
-from zipline.utils.tradingcalendar import (
-    trading_day,
-    trading_days
-)
 
 logger = logbook.Logger('Loader')
 
@@ -154,7 +150,7 @@ def get_benchmark_filename(symbol):
     return "%s_benchmark.csv" % symbol
 
 
-def load_market_data(bm_symbol='^GSPC'):
+def load_market_data(trading_day, trading_days, bm_symbol='^GSPC'):
     bm_filepath = get_data_filepath(get_benchmark_filename(bm_symbol))
     try:
         saved_benchmarks = pd.Series.from_csv(bm_filepath)
@@ -180,18 +176,21 @@ Fetching data from Yahoo Finance.
 
     # If more than 1 trading days has elapsed since the last day where
     # we have data,then we need to update
-    # We're doing "> 2" rather than "> 1" because we're subtracting an array
-    # _length_ from an array _index_, and therefore even if we had data up to
-    # and including the current day, the difference would still be 1.
-    if len(days_up_to_now) - last_bm_date_offset > 2:
+    if len(days_up_to_now) - last_bm_date_offset > 1:
         benchmark_returns = update_benchmarks(bm_symbol, last_bm_date)
-        if benchmark_returns.index.tz is None or \
-           benchmark_returns.index.tz.zone != 'UTC':
+        if (
+            benchmark_returns.index.tz is None
+            or
+            benchmark_returns.index.tz.zone != 'UTC'
+        ):
             benchmark_returns = benchmark_returns.tz_localize('UTC')
     else:
         benchmark_returns = saved_benchmarks
-        if benchmark_returns.index.tz is None or\
-           benchmark_returns.index.tz.zone != 'UTC':
+        if (
+            benchmark_returns.index.tz is None
+            or
+            benchmark_returns.index.tz.zone != 'UTC'
+        ):
             benchmark_returns = benchmark_returns.tz_localize('UTC')
 
     # Get treasury curve module, filename & source from mapping.
@@ -218,8 +217,7 @@ Fetching data from {0}
 
     # If more than 1 trading days has elapsed since the last day where
     # we have data,then we need to update
-    # Comment above explains why this is "> 2".
-    if len(days_up_to_now) - last_tr_date_offset > 2:
+    if len(days_up_to_now) - last_tr_date_offset > 1:
         treasury_curves = dump_treasury_curves(module, filename)
     else:
         treasury_curves = saved_curves.tz_localize('UTC')