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BUG: Use env_trading_calender for open and closes data

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TradingEnvironment class uses env_trading_calendar for trading days,
but the default trading calendar for open_and_close data, which causes
errors later, because of misalignment of trading days.

The issue can be resolved by using env_trading_calendar for
open_and_closes as well
This commit is contained in:
Pankaj Garg
2014-05-12 14:29:21 -04:00
committed by Eddie Hebert
parent c44458790a
commit 6e9dc6e552
1 changed files with 1 additions and 1 deletions
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zipline/finance/trading.py
+1 -1
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@@ -116,7 +116,7 @@ class TradingEnvironment(object):
self.early_closes = get_early_closes(self.first_trading_day,
self.last_trading_day)
self.open_and_closes = tradingcalendar.open_and_closes.ix[
self.open_and_closes = env_trading_calendar.open_and_closes.ix[
self.trading_days]
def __enter__(self, *args, **kwargs):