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Merge pull request #206 from quantopian/out_of_sequence_early_close

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Trading calendar fixes
This commit is contained in:
Jonathan Kamens
2013-07-24 09:57:00 -07:00
parent 6fc077a573 86682b4097
commit 4c3c753680
1 changed files with 7 additions and 3 deletions
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zipline/utils/tradingcalendar.py
+7 -3
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@@ -236,7 +236,8 @@ def get_non_trading_days(start, end):
# - President Gerald R. Ford - Jan 2, 2007
non_trading_days.append(datetime(2007, 1, 2, tzinfo=pytz.utc))
return pd.DatetimeIndex(sorted(non_trading_days))
non_trading_days.sort()
return pd.DatetimeIndex(non_trading_days)
def get_trading_days(start, end):
@@ -346,6 +347,9 @@ def get_early_closes(start, end):
# http://www.nyse.com/pdfs/closings.pdf
#
# New Year's Eve
early_closes.append(datetime(1999, 12, 31, tzinfo=pytz.utc))
nye_1999 = datetime(1999, 12, 31, tzinfo=pytz.utc)
if start <= nye_1999 and nye_1999 <= end:
early_closes.append(nye_1999)
return pd.DatetimeIndex(sorted(early_closes))
early_closes.sort()
return pd.DatetimeIndex(early_closes)