diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index 44a96b56..83ca04d9 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -95,8 +95,6 @@ class TradingEnvironment(object): if max_date: self.treasury_curves = self.treasury_curves.ix[:max_date, :] - self.full_trading_day = datetime.timedelta(hours=6, minutes=30) - self.early_close_trading_day = datetime.timedelta(hours=3, minutes=30) self.exchange_tz = exchange_tz bi = self.benchmark_returns.index