Revert "MAINT: Store values for market open and close in environment."

This reverts commit 17b8980fb9.

Backing out rigidness of market and close, while sorting out how
to handle events that are not on a day in the trading calendar.

zipline/finance/trading.py

@@ -115,9 +115,6 @@ class TradingEnvironment(object):
         self.early_closes = get_early_closes(self.first_trading_day,
                                              self.last_trading_day)
 
-        # The market open and close for the exchange.
-        self._times = None
-
     def __enter__(self, *args, **kwargs):
         global environment
         self.prev_environment = environment
@@ -133,39 +130,6 @@ class TradingEnvironment(object):
         # stack.
         return False
 
-    @property
-    def times(self):
-        if self._times is not None:
-            return self._times
-        else:
-            self._times = pd.DataFrame(index=self.trading_days,
-                                       columns=('market_open', 'market_close'))
-            for day in self.trading_days:
-                self._times['market_open'][day] = pd.Timestamp(
-                    datetime.datetime(
-                        year=day.year,
-                        month=day.month,
-                        day=day.day,
-                        hour=9,
-                        minute=31),
-                    tz=self.exchange_tz).tz_convert('UTC')
-
-                if day in self.early_closes:
-                    close_hour = 13
-                else:
-                    close_hour = 16
-
-                self._times['market_close'][day] = pd.Timestamp(
-                    datetime.datetime(
-                        year=day.year,
-                        month=day.month,
-                        day=day.day,
-                        hour=close_hour,
-                        minute=0),
-                    tz=self.exchange_tz).tz_convert('UTC')
-
-            return self._times
-
     def normalize_date(self, test_date):
         test_date = pd.Timestamp(test_date, tz='UTC')
         return pd.tseries.tools.normalize_date(test_date)
@@ -217,19 +181,40 @@ Last successful date: %s" % self.last_trading_day)
 
         return self.get_open_and_close(next_open)
 
-    def get_open_and_close(self, dt):
+    def get_open_and_close(self, next_open):
 
-        day = self.normalize_date(dt)
+        # creating a naive datetime with the correct hour,
+        # minute, and date. this will allow us to use pandas to
+        # shift the time between EST and UTC.
+        next_open = next_open.replace(
+            hour=9,
+            minute=31,
+            second=0,
+            microsecond=0,
+            tzinfo=None
+        )
+        # create a new Timestamp with the next_open naive date and
+        # the correct timezone for the exchange.
+        open_utc = self.exchange_dt_in_utc(next_open)
 
-        times_for_day = self.times.ix[day]
+        market_open = open_utc
+        market_close = (market_open
+                        + self.get_trading_day_duration(open_utc)
+                        - datetime.timedelta(minutes=1))
 
-        return (times_for_day['market_open'],
-                times_for_day['market_close'])
+        return market_open, market_close
 
     def market_minutes_for_day(self, midnight):
         market_open, market_close = self.get_open_and_close(midnight)
         return pd.date_range(market_open, market_close, freq='T')
 
+    def get_trading_day_duration(self, trading_day):
+        trading_day = self.normalize_date(trading_day)
+        if trading_day in self.early_closes:
+            return self.early_close_trading_day
+
+        return self.full_trading_day
+
     def trading_day_distance(self, first_date, second_date):
         first_date = self.normalize_date(first_date)
         second_date = self.normalize_date(second_date)