Removes unused trading day rules in date_utils.

This logic is now captured in trading calendar.

zipline/utils/date_utils.py

@@ -14,10 +14,8 @@
 # limitations under the License.
 
 
-import time
 import pytz
 import iso8601
-from dateutil import rrule
 from datetime import datetime, timedelta
 
 
@@ -140,63 +138,6 @@ def epoch_from_days(days_since_epoch):
     ms = EPOCH(dt)
     return ms
 
-# Datetime Calculations
-# ---------------------
-
-WEEKDAYS = [rrule.MO, rrule.TU, rrule.WE, rrule.TH, rrule.FR]
-
-HOLIDAYS = {
-    'new_years': datetime(2008, 1, 1),
-    'mlk_day': datetime(2008, 1, 21),
-    'presidents': datetime(2008, 2, 18),
-    'good_friday': datetime(2008, 3, 21),
-    'memorial_day': datetime(2008, 5, 26),
-    'july_4th': datetime(2008, 7, 4),
-    'labor_day': datetime(2008, 9, 1),
-    'tgiving': datetime(2008, 11, 27),
-    'christmas': datetime(2008, 12, 25),
-}
-
-# Create a rule to recur every weekday starting today
-rule = rrule.rrule(
-    rrule.DAILY,
-    byweekday=WEEKDAYS,
-    cache=True,
-)
-
-# Precompute the rule, so that dates are cached.
-rs = rrule.rruleset()
-rs.rrule(rule)
-
-# Add holidays as exclusion days
-for holiday in HOLIDAYS.itervalues():
-    rs.exdate(holiday)
-
-
-def trading_days(after, before, inclusive=False):
-    """
-    Iterates over the NYSE trading days between the two given
-    dates.
-    """
-    return rs.between(after, before, inc=inclusive)
-
-if __name__ == '__main__':
-
-    now = datetime.now()
-    now30 = datetime.now() + timedelta(days=30)
-
-    # Iterate over the trading days between any two arbitrary
-    # days, excluding the preset holidays.
-    for day in trading_days(now, now30):
-        print day
-
-    # Its now cached so if we do that traversal again it only
-    # takes like 1e-5 seconds.
-    tic = time.time()
-    for day in trading_days(now, now30):
-        print day
-    print time.time() - tic
-
 
 def tuple_to_date(date_tuple):
     year, month, day, hour, minute, second, micros = date_tuple