Merge pull request #1294 from quantopian/remove-hurricane-sandy-cme

BUG: Removes Hurricane Sandy closings from CME exchange calendar

zipline/utils/calendars/exchange_calendar_cme.py

@@ -154,12 +154,6 @@ ChristmasEveInOrAfter1993 = Holiday(
 # http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
 September11Closings = date_range('2001-09-11', '2001-09-16', tz='UTC')
 
-# http://en.wikipedia.org/wiki/Hurricane_sandy
-HurricaneSandyClosings = date_range(
-    '2012-10-29',
-    '2012-10-30',
-    tz='UTC'
-)
 
 # National Days of Mourning
 # - President Richard Nixon - April 27, 1994
@@ -264,7 +258,6 @@ class CMEExchangeCalendar(ExchangeCalendar):
 
     holidays_adhoc = list(chain(
         September11Closings,
-        HurricaneSandyClosings,
         USNationalDaysofMourning,
     ))