From afd95b72e1006e97473fe0d2597269a1fec93dcf Mon Sep 17 00:00:00 2001 From: Nicholas Pezolano Date: Mon, 22 Dec 2014 22:34:49 -0500 Subject: [PATCH] CAL: Add world cup closing day to bmf calendar. Closes #390. --- zipline/utils/tradingcalendar_bmf.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/zipline/utils/tradingcalendar_bmf.py b/zipline/utils/tradingcalendar_bmf.py index e5b0f3ff..782802d3 100644 --- a/zipline/utils/tradingcalendar_bmf.py +++ b/zipline/utils/tradingcalendar_bmf.py @@ -238,6 +238,9 @@ def get_non_trading_days(start, end): non_trading_days = non_trading_ruleset.between(start, end, inc=True) + # World Cup 2014 Opening + non_trading_days.append(datetime(2014, 6, 12, tzinfo=pytz.utc)) + non_trading_days.sort() return pd.DatetimeIndex(non_trading_days)