From aedf3766a8df38125d13b9f0d00acefa3dd52af4 Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Fri, 18 Oct 2013 12:30:01 -0400
Subject: [PATCH] Revert "MAINT: Store values for market open and close in
 environment."

This reverts commit 17b8980fb9dedf1818d6ad27e9b3c3f4b45853ea.

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 | 67 +++++++++++++++-----------------------
 1 file changed, 26 insertions(+), 41 deletions(-)

diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 7f33201d..cef7908d 100644
--- a/zipline/finance/trading.py
+++ b/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)