From aff8311f2f6824c55964ce930d2a2c6d31980b27 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Mon, 11 Nov 2013 16:05:10 -0500 Subject: [PATCH] MAINT: Change name of column in open and close frame. Use more natural sounding 'market_open' and 'market_close'. --- zipline/utils/tradingcalendar.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/zipline/utils/tradingcalendar.py b/zipline/utils/tradingcalendar.py index 27bbfba8..918582dd 100644 --- a/zipline/utils/tradingcalendar.py +++ b/zipline/utils/tradingcalendar.py @@ -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