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MAINT: Renames CME ExchangeCalendar module

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This commit is contained in:
jfkirk
2016-05-24 14:28:41 -04:00
committed by Jean Bredeche
parent da99cd6192
commit ada0804df1
2 changed files with 4 additions and 4 deletions
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zipline/utils/calendars/exchange_calendar.py
+1 -1
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@@ -488,7 +488,7 @@ def get_calendar(name):
register_calendar(nyse_cal)
if name == 'CME':
from zipline.utils.calendars.cme_exchange_calendar \
from zipline.utils.calendars.exchange_calendar_cme \
import CMEExchangeCalendar
cme_cal = CMEExchangeCalendar()
register_calendar(cme_cal)
zipline/utils/calendars/cme_exchange_calendar.py → zipline/utils/calendars/exchange_calendar_cme.py
+3 -3
View File
@@ -46,7 +46,7 @@ from zipline.utils.calendars import ExchangeCalendar
MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY = range(7)
US_CENTRAL = timezone('Americas/Chicago')
US_CENTRAL = timezone('America/Chicago')
CME_OPEN = time(17)
CME_CLOSE = time(16)
# CME_STANDARD_EARLY_CLOSE = time(13)
@@ -206,8 +206,8 @@ class CMEExchangeCalendar(ExchangeCalendar):
"""
Exchange calendar for CME
Open Time: 5:00 AM, Americas/Chicago
Close Time: 5:00 PM, Americas/Chicago
Open Time: 5:00 AM, America/Chicago
Close Time: 5:00 PM, America/Chicago
Regularly-Observed Holidays:
- New Years Day (observed on monday when Jan 1 is a Sunday)