ENH: Adds ExchangeCalendar, TradingSchedule, and implementations

Conflicts:
	tests/data/test_minute_bars.py
	tests/data/test_us_equity_pricing.py
	tests/finance/test_slippage.py
	tests/pipeline/test_engine.py
	tests/pipeline/test_us_equity_pricing_loader.py
	tests/serialization_cases.py
	tests/test_algorithm.py
	tests/test_assets.py
	tests/test_bar_data.py
	tests/test_benchmark.py
	tests/test_exception_handling.py
	tests/test_fetcher.py
	tests/test_finance.py
	tests/test_history.py
	tests/test_perf_tracking.py
	tests/test_security_list.py
	tests/utils/test_events.py
	zipline/algorithm.py
	zipline/data/data_portal.py
	zipline/data/us_equity_loader.py
	zipline/errors.py
	zipline/finance/trading.py
	zipline/testing/core.py
	zipline/utils/events.py

tests/data/test_minute_bars.py

@@ -45,8 +45,7 @@ from zipline.data.minute_bars import (
     US_EQUITIES_MINUTES_PER_DAY,
     BcolzMinuteWriterColumnMismatch
 )
-from zipline.finance.trading import TradingEnvironment
-
+from zipline.utils.calendars import get_calendar, default_nyse_schedule
 
 # Calendar is set to cover several half days, to check a case where half
 # days would be read out of order in cases of windows which spanned over
@@ -59,15 +58,11 @@ class BcolzMinuteBarTestCase(TestCase):
 
     @classmethod
     def setUpClass(cls):
-        cls.env = TradingEnvironment()
-        all_market_opens = cls.env.open_and_closes.market_open
-        all_market_closes = cls.env.open_and_closes.market_close
-        indexer = all_market_opens.index.slice_indexer(
-            start=TEST_CALENDAR_START,
-            end=TEST_CALENDAR_STOP
+        trading_days = get_calendar('NYSE').trading_days(
+            TEST_CALENDAR_START, TEST_CALENDAR_STOP
         )
-        cls.market_opens = all_market_opens[indexer]
-        cls.market_closes = all_market_closes[indexer]
+        cls.market_opens = trading_days.market_open
+        cls.market_closes = trading_days.market_close
         cls.test_calendar_start = cls.market_opens.index[0]
         cls.test_calendar_stop = cls.market_opens.index[-1]
 
@@ -802,10 +797,12 @@ class BcolzMinuteBarTestCase(TestCase):
 
         data = {sids[0]: data_1, sids[1]: data_2}
 
-        start_minute_loc = self.env.market_minutes.get_loc(minutes[0])
-        minute_locs = [self.env.market_minutes.get_loc(minute) -
-                       start_minute_loc
-                       for minute in minutes]
+        start_minute_loc = \
+            default_nyse_schedule.all_execution_minutes.get_loc(minutes[0])
+        minute_locs = [
+            default_nyse_schedule.all_execution_minutes.get_loc(minute) \
+            - start_minute_loc
+            for minute in minutes]
 
         for i, col in enumerate(columns):
             for j, sid in enumerate(sids):
@@ -824,7 +821,9 @@ class BcolzMinuteBarTestCase(TestCase):
             'close': arange(1, 781),
             'volume': arange(1, 781)
         }
-        dts = array(self.env.minutes_for_days_in_range(start_day, end_day))
+        dts = array(default_nyse_schedule.execution_minutes_for_days_in_range(
+            start_day, end_day
+        ))
         self.writer.write_cols(sid, dts, cols)
 
         self.assertEqual(
@@ -866,7 +865,9 @@ class BcolzMinuteBarTestCase(TestCase):
             'close': arange(1, 601),
             'volume': arange(1, 601)
         }
-        dts = array(self.env.minutes_for_days_in_range(start_day, end_day))
+        dts = array(default_nyse_schedule.execution_minutes_for_days_in_range(
+            start_day, end_day
+        ))
         self.writer.write_cols(sid, dts, cols)
 
         self.assertEqual(

tests/data/test_us_equity_pricing.py

@@ -46,6 +46,7 @@ from zipline.testing.fixtures import (
     WithBcolzDailyBarReader,
     ZiplineTestCase,
 )
+from zipline.utils.calendars import get_calendar
 
 TEST_CALENDAR_START = Timestamp('2015-06-01', tz='UTC')
 TEST_CALENDAR_STOP = Timestamp('2015-06-30', tz='UTC')
@@ -96,11 +97,9 @@ class BcolzDailyBarTestCase(WithBcolzDailyBarReader, ZiplineTestCase):
     @classmethod
     def init_class_fixtures(cls):
         super(BcolzDailyBarTestCase, cls).init_class_fixtures()
-        all_trading_days = cls.env.trading_days
-        cls.trading_days = all_trading_days[
-            all_trading_days.get_loc(TEST_CALENDAR_START):
-            all_trading_days.get_loc(TEST_CALENDAR_STOP) + 1
-        ]
+        cls.trading_days = get_calendar('NYSE').trading_days(
+            TEST_CALENDAR_START, TEST_CALENDAR_STOP
+        ).index
 
     @property
     def assets(self):