adding NYSE trading_day and trading_days as default in load_market_data()

This commit is contained in:
warren-oneill
2015-03-25 09:21:53 +01:00
committed by jfkirk
parent aa872afdf4
commit b62fadc76f
+4 -1
View File
@@ -31,6 +31,8 @@ from six import iteritems
from . import benchmarks
from . benchmarks import get_benchmark_returns
from zipline.utils.tradingcalendar import trading_day as trading_day_nyse
from zipline.utils.tradingcalendar import trading_days as trading_days_nyse
logger = logbook.Logger('Loader')
@@ -150,7 +152,8 @@ def get_benchmark_filename(symbol):
return "%s_benchmark.csv" % symbol
def load_market_data(trading_day, trading_days, bm_symbol='^GSPC'):
def load_market_data(trading_day=trading_day_nyse,
trading_days=trading_days_nyse, bm_symbol='^GSPC'):
bm_filepath = get_data_filepath(get_benchmark_filename(bm_symbol))
try:
saved_benchmarks = pd.Series.from_csv(bm_filepath)