ENH: Use bundle name as exchange value

zipline/data/bundles/core.py

@@ -28,7 +28,7 @@ from zipline.utils.compat import mappingproxy
 from zipline.utils.input_validation import ensure_timestamp, optionally
 import zipline.utils.paths as pth
 from zipline.utils.preprocess import preprocess
-from zipline.utils.calendars import get_calendar
+from zipline.utils.calendars import get_calendar, register_calendar
 
 nyse_cal = get_calendar('NYSE')
 trading_days = nyse_cal.all_sessions
@@ -564,3 +564,6 @@ def _make_bundle_core():
     return BundleCore(bundles, register, unregister, ingest, load, clean)
 
 bundles, register, unregister, ingest, load, clean = _make_bundle_core()
+
+register_calendar("YAHOO", get_calendar("NYSE"))
+register_calendar("QUANDL", get_calendar("NYSE"))

zipline/data/bundles/quandl.py

@@ -123,7 +123,7 @@ def fetch_symbol_metadata_frame(api_key,
     # cut out all the other stuff in the name column
     # we need to escape the paren because it is actually splitting on a regex
     data.asset_name = data.asset_name.str.split(r' \(', 1).str.get(0)
-    data['exchange'] = 'quandl'
+    data['exchange'] = 'QUANDL'
     data['auto_close_date'] = data['end_date'] + pd.Timedelta(days=1)
     return data
 

zipline/data/bundles/yahoo.py

@@ -123,6 +123,11 @@ def yahoo_equities(symbols, start=None, end=None):
         daily_bar_writer.write(_pricing_iter(), show_progress=show_progress)
 
         symbol_map = pd.Series(metadata.symbol.index, metadata.symbol)
+
+        # Hardcode the exchange to "YAHOO" for all assets and (elsewhere)
+        # register "YAHOO" to resolve to the NYSE calendar, because these are
+        # all equities and thus can use the NYSE calendar.
+        metadata['exchange'] = "YAHOO"
         asset_db_writer.write(equities=metadata)
 
         adjustments = []

zipline/examples/__init__.py

@@ -7,6 +7,8 @@ from zipline import run_algorithm
 
 
 # These are used by test_examples.py to discover the examples to run.
+from zipline.utils.calendars import register_calendar, get_calendar
+
 EXAMPLE_MODULES = {}
 for f in os.listdir(os.path.dirname(__file__)):
     if not f.endswith('.py') or f == '__init__.py':
@@ -65,6 +67,9 @@ def run_example(example_name, environ):
     Run an example module from zipline.examples.
     """
     mod = EXAMPLE_MODULES[example_name]
+
+    register_calendar("YAHOO", get_calendar("NYSE"), force=True)
+
     return run_algorithm(
         initialize=getattr(mod, 'initialize', None),
         handle_data=getattr(mod, 'handle_data', None),