wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-08 11:40:40 +08:00
Code Issues Packages Projects Releases Wiki Activity

MAINT: Change name of column in open and close frame.

Browse Source 
Use more natural sounding 'market_open' and 'market_close'.
This commit is contained in:
Eddie Hebert
2013-11-11 16:05:10 -05:00
parent 48be898a13
commit aff8311f2f
1 changed files with 5 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/utils/tradingcalendar.py
+5 -5
View File
@@ -371,9 +371,9 @@ early_closes = get_early_closes(start, end)
def get_open_and_closes(trading_days, early_closes, tz='US/Eastern'):
open_and_closes = pd.DataFrame(index=trading_days,
columns=('open_minute', 'close_minute'))
columns=('market_open', 'market_close'))
for day in trading_days:
open_minute = pd.Timestamp(
market_open = pd.Timestamp(
datetime(
year=day.year,
month=day.month,
@@ -383,7 +383,7 @@ def get_open_and_closes(trading_days, early_closes, tz='US/Eastern'):
tz='US/Eastern').tz_convert('UTC')
# 1 PM if early close, 4 PM otherwise
close_hour = 13 if day in early_closes else 16
close_minute = pd.Timestamp(
market_close = pd.Timestamp(
datetime(
year=day.year,
month=day.month,
@@ -391,8 +391,8 @@ def get_open_and_closes(trading_days, early_closes, tz='US/Eastern'):
hour=close_hour),
tz='US/Eastern').tz_convert('UTC')
open_and_closes.ix[day]['open_minute'] = open_minute
open_and_closes.ix[day]['close_minute'] = close_minute
open_and_closes.ix[day]['market_open'] = market_open
open_and_closes.ix[day]['market_close'] = market_close
return open_and_closes