BUG: Implement sessions property for PanelDailyBarReader

Also, renamed it from `_sessions_ to `sessions` and defined an
abstractproperty in `DailyBarReader`.

tests/test_panel_daily_bar_reader.py

@@ -91,3 +91,10 @@ class TestPanelDailyBarReader(WithAssetFinder,
                 )
             )
             self.assertEqual(str(e.exception), expected)
+
+    def test_sessions(self):
+        sessions = self.reader.sessions
+
+        self.assertEqual(21, len(sessions))
+        self.assertEqual(self.START_DATE, sessions[0])
+        self.assertEqual(self.END_DATE, sessions[-1])

zipline/data/us_equity_loader.py

@@ -387,7 +387,7 @@ class USEquityDailyHistoryLoader(USEquityHistoryLoader):
 
     @property
     def _calendar(self):
-        return self._reader._sessions
+        return self._reader.sessions
 
     def _array(self, dts, assets, field):
         return self._reader.load_raw_arrays(

zipline/data/us_equity_pricing.py

@@ -398,6 +398,10 @@ class DailyBarReader(with_metaclass(ABCMeta)):
     def spot_price(self, sid, day, colname):
         pass
 
+    @abstractproperty
+    def sessions(self):
+        pass
+
     @abstractproperty
     def last_available_dt(self):
         pass
@@ -500,7 +504,7 @@ class BcolzDailyBarReader(DailyBarReader):
         return ctable(rootdir=maybe_table_rootdir, mode='r')
 
     @lazyval
-    def _sessions(self):
+    def sessions(self):
         if 'calendar' in self._table.attrs.attrs:
             # backwards compatibility with old formats, will remove
             return DatetimeIndex(self._table.attrs['calendar'], tz='UTC')
@@ -563,7 +567,7 @@ class BcolzDailyBarReader(DailyBarReader):
 
     @property
     def last_available_dt(self):
-        return self._sessions[-1]
+        return self.sessions[-1]
 
     def _compute_slices(self, start_idx, end_idx, assets):
         """
@@ -609,8 +613,8 @@ class BcolzDailyBarReader(DailyBarReader):
 
     def load_raw_arrays(self, columns, start_date, end_date, assets):
         # Assumes that the given dates are actually in calendar.
-        start_idx = self._sessions.get_loc(start_date)
-        end_idx = self._sessions.get_loc(end_date)
+        start_idx = self.sessions.get_loc(start_date)
+        end_idx = self.sessions.get_loc(end_date)
         first_rows, last_rows, offsets = self._compute_slices(
             start_idx,
             end_idx,
@@ -654,8 +658,8 @@ class BcolzDailyBarReader(DailyBarReader):
 
         if day >= asset.end_date:
             # go back to one day before the asset ended
-            search_day = self._sessions[
-                self._sessions.searchsorted(asset.end_date) - 1
+            search_day = self.sessions[
+                self.sessions.searchsorted(asset.end_date) - 1
             ]
         else:
             search_day = day
@@ -667,9 +671,9 @@ class BcolzDailyBarReader(DailyBarReader):
                 return None
             if volumes[ix] != 0:
                 return search_day
-            prev_day_ix = self._sessions.get_loc(search_day) - 1
+            prev_day_ix = self.sessions.get_loc(search_day) - 1
             if prev_day_ix > -1:
-                search_day = self._sessions[prev_day_ix]
+                search_day = self.sessions[prev_day_ix]
             else:
                 return None
 
@@ -690,10 +694,10 @@ class BcolzDailyBarReader(DailyBarReader):
             or after the date range of the equity.
         """
         try:
-            day_loc = self._sessions.get_loc(day)
+            day_loc = self.sessions.get_loc(day)
         except:
             raise NoDataOnDate("day={0} is outside of calendar={1}".format(
-                day, self._sessions))
+                day, self.sessions))
         offset = day_loc - self._calendar_offsets[sid]
         if offset < 0:
             raise NoDataOnDate(
@@ -772,6 +776,10 @@ class PanelDailyBarReader(DailyBarReader):
 
         self.panel = panel
 
+    @property
+    def sessions(self):
+        return self._calendar
+
     @property
     def last_available_dt(self):
         return self._calendar[-1]