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adding NYSE trading_day and trading_days as default in load_market_data()
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@@ -31,6 +31,8 @@ from six import iteritems
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from . import benchmarks
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from . benchmarks import get_benchmark_returns
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from zipline.utils.tradingcalendar import trading_day as trading_day_nyse
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from zipline.utils.tradingcalendar import trading_days as trading_days_nyse
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logger = logbook.Logger('Loader')
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@@ -150,7 +152,8 @@ def get_benchmark_filename(symbol):
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return "%s_benchmark.csv" % symbol
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def load_market_data(trading_day, trading_days, bm_symbol='^GSPC'):
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def load_market_data(trading_day=trading_day_nyse,
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trading_days=trading_days_nyse, bm_symbol='^GSPC'):
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bm_filepath = get_data_filepath(get_benchmark_filename(bm_symbol))
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try:
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saved_benchmarks = pd.Series.from_csv(bm_filepath)
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