diff --git a/zipline/utils/tradingcalendar.py b/zipline/utils/tradingcalendar.py index 75abc3d8..de74a6f2 100644 --- a/zipline/utils/tradingcalendar.py +++ b/zipline/utils/tradingcalendar.py @@ -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)