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BUG: Changes type of early_closes to DatetimeIndex

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jfkirk
2016-05-25 13:15:20 -04:00
committed by Jean Bredeche
parent 156be81b14
commit 77cdec161a
1 changed files with 3 additions and 1 deletions
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zipline/utils/calendars/exchange_calendar.py
+3 -1
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@@ -184,7 +184,9 @@ class ExchangeCalendar(with_metaclass(ABCMeta)):
self.first_trading_day = _all_days[0]
self.last_trading_day = _all_days[-1]
self.early_closes = _special_closes.map(self.session_date)
self.early_closes = DatetimeIndex(
_special_closes.map(self.session_date)
)
def next_trading_day(self, date):
return next_scheduled_day(