ENH: Add get_range to BenchmarkSource

tests/test_benchmark.py

@@ -14,6 +14,7 @@
 # limitations under the License.
 import numpy as np
 import pandas as pd
+from pandas.util.testing import assert_series_equal
 
 from zipline.data.data_portal import DataPortal
 from zipline.errors import (
@@ -117,6 +118,12 @@ class TestBenchmark(WithDataPortal, WithSimParams, WithTradingCalendars,
                 manually_calculated[idx + 1]
             )
 
+        # compare a slice of the data
+        assert_series_equal(
+            source.get_range(days_to_use[1], days_to_use[10]),
+            manually_calculated[1:11]
+        )
+
     def test_asset_not_trading(self):
         benchmark = self.env.asset_finder.retrieve_asset(3)
         benchmark_start = benchmark.start_date

zipline/sources/benchmark_source.py

@@ -72,6 +72,9 @@ class BenchmarkSource(object):
     def get_value(self, dt):
         return self._precalculated_series.loc[dt]
 
+    def get_range(self, start_dt, end_dt):
+        return self._precalculated_series.loc[start_dt:end_dt]
+
     def _validate_benchmark(self, benchmark_asset):
         # check if this security has a stock dividend.  if so, raise an
         # error suggesting that the user pick a different asset to use