diff --git a/zipline/utils/calendars/exchange_calendar.py b/zipline/utils/calendars/exchange_calendar.py index 9b1066c6..6bf66e78 100644 --- a/zipline/utils/calendars/exchange_calendar.py +++ b/zipline/utils/calendars/exchange_calendar.py @@ -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) diff --git a/zipline/utils/calendars/cme_exchange_calendar.py b/zipline/utils/calendars/exchange_calendar_cme.py similarity index 98% rename from zipline/utils/calendars/cme_exchange_calendar.py rename to zipline/utils/calendars/exchange_calendar_cme.py index 7b62ab0d..eddbf033 100644 --- a/zipline/utils/calendars/cme_exchange_calendar.py +++ b/zipline/utils/calendars/exchange_calendar_cme.py @@ -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)