From b62fadc76fef58e68793488ce6ecbec83d3cda05 Mon Sep 17 00:00:00 2001 From: warren-oneill Date: Wed, 25 Mar 2015 09:21:53 +0100 Subject: [PATCH] adding NYSE trading_day and trading_days as default in load_market_data() --- zipline/data/loader.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) 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)