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Working crypto data on NYSE calendar

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This commit is contained in:
Conner Fromknecht
2017-06-20 15:40:37 -07:00
parent c4a7d21f8b
commit 7de0fb52b3
5 changed files with 62 additions and 13 deletions
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catalyst/algorithm.py
+2 -2
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@@ -289,7 +289,7 @@ class TradingAlgorithm(object):
# If a schedule has been provided, pop it. Otherwise, use NYSE.
self.trading_calendar = kwargs.pop(
'trading_calendar',
get_calendar('OPEN')
get_calendar('NYSE')
)
self.sim_params = kwargs.pop('sim_params', None)
@@ -1115,7 +1115,7 @@ class TradingAlgorithm(object):
if calendar is None:
cal = self.trading_calendar
elif calendar is calendars.CRYPTO_ASSETS:
cal = get_calendar('OPEN')
cal = get_calendar('NYSE')
elif calendar is calendars.US_EQUITIES:
cal = get_calendar('NYSE')
elif calendar is calendars.US_FUTURES: