diff --git a/zipline/data/loader.py b/zipline/data/loader.py index 7ff6b5ae..9b6d7d21 100644 --- a/zipline/data/loader.py +++ b/zipline/data/loader.py @@ -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)