Exposes the list of trading days contained in a trading environment.

Previously, the list was generated, but only used to calculate
the number of days in the environment.

With exposing this list, working towards a path where the simulation
uses the trading days to determine when to handle market closes.

tests/test_finance.py

@@ -21,6 +21,8 @@ import pytz
 from unittest import TestCase
 from datetime import datetime, timedelta
 
+import numpy as np
+
 from nose.tools import timed
 
 import zipline.utils.factory as factory
@@ -117,6 +119,46 @@ class FinanceTestCase(TestCase):
         self.assertTrue(env.last_close.month == 12)
         self.assertTrue(env.last_close.day == 31)
 
+    @timed(DEFAULT_TIMEOUT)
+    def test_trading_environment_days_in_period(self):
+
+        benchmark_returns, treasury_curves = \
+            factory.load_market_data()
+
+        #     January 2008
+        #  Su Mo Tu We Th Fr Sa
+        #         1  2  3  4  5
+        #   6  7  8  9 10 11 12
+        #  13 14 15 16 17 18 19
+        #  20 21 22 23 24 25 26
+        #  27 28 29 30 31
+
+        env = TradingEnvironment(
+            benchmark_returns,
+            treasury_curves,
+            period_start=datetime(2007, 12, 31, tzinfo=pytz.utc),
+            period_end=datetime(2008, 1, 7, tzinfo=pytz.utc),
+            capital_base=100000,
+        )
+
+        expected_trading_days = (
+            datetime(2007, 12, 31, tzinfo=pytz.utc),
+            # Skip new years
+            #holidays taken from: http://www.nyse.com/press/1191407641943.html
+            datetime(2008, 1, 2, tzinfo=pytz.utc),
+            datetime(2008, 1, 3, tzinfo=pytz.utc),
+            datetime(2008, 1, 4, tzinfo=pytz.utc),
+            # Skip Saturday
+            # Skip Sunday
+            datetime(2008, 1, 7, tzinfo=pytz.utc)
+        )
+
+        num_expected_trading_days = 5
+
+        self.assertEquals(num_expected_trading_days, env.days_in_period)
+        np.testing.assert_array_equal(expected_trading_days,
+                                      env.period_trading_days)
+
     @timed(EXTENDED_TIMEOUT)
     def test_full_zipline(self):
         #provide enough trades to ensure all orders are filled.

zipline/finance/trading.py

@@ -73,7 +73,7 @@ class TradingEnvironment(object):
         self.period_start = period_start
         self.period_end = period_end
         self.capital_base = capital_base
-        self.period_trading_days = None
+        self._period_trading_days = None
 
         assert self.period_start <= self.period_end, \
             "Period start falls after period end."
@@ -170,19 +170,19 @@ class TradingEnvironment(object):
         )
 
     @property
-    def days_in_period(self):
-        """return the number of trading days within the period [start, end)"""
-        assert self.period_start is not None
-        assert self.period_end is not None
-
-        if self.period_trading_days is None:
-            self.period_trading_days = []
+    def period_trading_days(self):
+        if self._period_trading_days is None:
+            self._period_trading_days = []
             for date in self.trading_day_map.iterkeys():
                 if date > self.period_end:
                     break
                 if date >= self.period_start:
                     self.period_trading_days.append(date)
+        return self._period_trading_days
 
+    @property
+    def days_in_period(self):
+        """return the number of trading days within the period [start, end)"""
         return len(self.period_trading_days)
 
     def is_market_hours(self, test_date):