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Fix bug in TradingCalendar initialization

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A TypeError exception was raised with message "Cannot join tz-naive with
tz-aware DatetimeIndex". Removing old unnecessary workaround in
`holidays_at_time` function (Pandas already fixed that before 0.18)
fixes this issue.
This commit is contained in:
Miguel Sánchez de León Peque
2017-05-22 13:27:01 +02:00
parent c2e011440e
commit 64f991b400
2 changed files with 15 additions and 5 deletions
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tests/calendars/test_nyse_calendar.py
+14
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@@ -226,3 +226,17 @@ class NYSECalendarTestCase(ExchangeCalendarTestBase, TestCase):
self.assertFalse(self.calendar.is_open_on_minute(wednesday_before))
self.assertTrue(self.calendar.is_open_on_minute(friday_after_open))
self.assertTrue(self.calendar.is_open_on_minute(friday_after))
class CalendarStartEndTestCase(TestCase):
def test_start_end(self):
"""
Check TradingCalendar with defined start/end dates.
"""
start = pd.Timestamp('2010-1-3', tz='UTC')
end = pd.Timestamp('2010-1-10', tz='UTC')
calendar = NYSEExchangeCalendar(start=start, end=end)
expected_first = pd.Timestamp('2010-1-4', tz='UTC')
expected_last = pd.Timestamp('2010-1-8', tz='UTC')
self.assertTrue(calendar.first_trading_session == expected_first)
self.assertTrue(calendar.last_trading_session == expected_last)