diff --git a/zipline/pipeline/loaders/utils.py b/zipline/pipeline/loaders/utils.py index c057f197..76d9f43c 100644 --- a/zipline/pipeline/loaders/utils.py +++ b/zipline/pipeline/loaders/utils.py @@ -4,7 +4,6 @@ import numpy as np import pandas as pd from six import iteritems from six.moves import zip -from zipline.testing import num_days_in_range from zipline.utils.numpy_utils import NaTns @@ -280,8 +279,12 @@ def zip_with_floats(dates, flts): return pd.Series(flts, index=dates, dtype='float') -def num_days_between(dates, start_date, end_date): - return num_days_in_range(dates, start_date, end_date) +def num_days_in_range(dates, start, end): + """ + Return the number of days in `dates` between start and end, inclusive. + """ + start_idx, stop_idx = dates.slice_locs(start, end) + return stop_idx - start_idx def zip_with_dates(index_dates, dts): @@ -320,7 +323,7 @@ def get_values_for_date_ranges(zip_date_index_with_vals, return zip_date_index_with_vals( date_index, np.repeat(vals_for_date_intervals, - [num_days_between(date_index, *date_interval) + [num_days_in_range(date_index, *date_interval) for date_interval in date_intervals]), ) diff --git a/zipline/testing/__init__.py b/zipline/testing/__init__.py index 34bf9db8..cedfa74d 100644 --- a/zipline/testing/__init__.py +++ b/zipline/testing/__init__.py @@ -19,7 +19,6 @@ from .core import ( # noqa make_simple_equity_info, make_test_handler, make_trade_panel_for_asset_info, - num_days_in_range, parameter_space, permute_rows, powerset, diff --git a/zipline/testing/core.py b/zipline/testing/core.py index 3d96c4ec..1766b2d4 100644 --- a/zipline/testing/core.py +++ b/zipline/testing/core.py @@ -786,14 +786,6 @@ def to_series(knowledge_dates, earning_dates): ) -def num_days_in_range(dates, start, end): - """ - Return the number of days in `dates` between start and end, inclusive. - """ - start_idx, stop_idx = dates.slice_locs(start, end) - return stop_idx - start_idx - - def gen_calendars(start, stop, critical_dates): """ Generate calendars to use as inputs.