Adds closings due to 9/11 attacks.

zipline/utils/tradingcalendar.py

@@ -128,3 +128,21 @@ for rule in non_trading_rules:
     non_trading_ruleset.rrule(rule)
 
 non_trading_days = non_trading_ruleset.between(start, end, inc=True)
+
+# Add September 11th closings
+# http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
+# Due to the terrorist attacks, the stock market did not open on 9/11/2001
+# It did not open again until 9/17/2001.
+#
+#    September 2001
+# Su Mo Tu We Th Fr Sa
+#                    1
+#  2  3  4  5  6  7  8
+#  9 10 11 12 13 14 15
+# 16 17 18 19 20 21 22
+# 23 24 25 26 27 28 29
+# 30
+
+for day_num in range(11, 17):
+    non_trading_days.append(
+        datetime(2001, 9, day_num, tzinfo=pytz.utc))