From 5ac66aa19e892a0e532044664460aa7d1538d063 Mon Sep 17 00:00:00 2001
From: Andrew Daniels <adaniels@quantopian.com>
Date: Tue, 28 Jun 2016 12:46:05 -0400
Subject: [PATCH] BUG: Don't use calendar from daily bars in
 USEquityPricingLoader

This calendar only has up to the last trading day, use
default_nyse_schedule instead.
---
 tests/pipeline/test_pipeline_algo.py          | 49 ++++++++++++++++++-
 .../pipeline/loaders/equity_pricing_loader.py |  6 +--
 2 files changed, 51 insertions(+), 4 deletions(-)

diff --git a/tests/pipeline/test_pipeline_algo.py b/tests/pipeline/test_pipeline_algo.py
index 15aac672..6c8c2fcc 100644
--- a/tests/pipeline/test_pipeline_algo.py
+++ b/tests/pipeline/test_pipeline_algo.py
@@ -350,7 +350,6 @@ class PipelineAlgorithmTestCase(WithBcolzDailyBarReaderFromCSVs,
     ASSET_FINDER_EQUITY_SYMBOLS = 'AAPL', 'MSFT', 'BRK_A'
     START_DATE = Timestamp('2014')
     END_DATE = Timestamp('2015')
-    BCOLZ_DAILY_BAR_USE_FULL_CALENDAR = True
 
     @classmethod
     def make_daily_bar_data(cls):
@@ -592,3 +591,51 @@ class PipelineAlgorithmTestCase(WithBcolzDailyBarReaderFromCSVs,
         )
 
         self.assertTrue(count[0] > 0)
+
+    def test_pipeline_beyond_daily_bars(self):
+        """
+        Ensure that we can run an algo with pipeline beyond the max date
+        of the daily bars.
+        """
+
+        # For ensuring we call before_trading_start.
+        count = [0]
+
+        current_day = default_nyse_schedule.next_execution_day(
+            self.pipeline_loader.raw_price_loader.last_available_dt,
+        )
+
+        def initialize(context):
+            pipeline = attach_pipeline(Pipeline(), 'test')
+
+            vwap = VWAP(window_length=10)
+            pipeline.add(vwap, 'vwap')
+
+            # Nothing should have prices less than 0.
+            pipeline.set_screen(vwap < 0)
+
+        def handle_data(context, data):
+            pass
+
+        def before_trading_start(context, data):
+            context.results = pipeline_output('test')
+            self.assertTrue(context.results.empty)
+            count[0] += 1
+
+        algo = TradingAlgorithm(
+            initialize=initialize,
+            handle_data=handle_data,
+            before_trading_start=before_trading_start,
+            data_frequency='daily',
+            get_pipeline_loader=lambda column: self.pipeline_loader,
+            start=self.dates[0],
+            end=current_day,
+            env=self.env,
+        )
+
+        algo.run(
+            FakeDataPortal(),
+            overwrite_sim_params=False,
+        )
+
+        self.assertTrue(count[0] > 0)
diff --git a/zipline/pipeline/loaders/equity_pricing_loader.py b/zipline/pipeline/loaders/equity_pricing_loader.py
index 60939da6..c8be9ae1 100644
--- a/zipline/pipeline/loaders/equity_pricing_loader.py
+++ b/zipline/pipeline/loaders/equity_pricing_loader.py
@@ -22,6 +22,7 @@ from zipline.data.us_equity_pricing import (
 )
 from zipline.lib.adjusted_array import AdjustedArray
 from zipline.errors import NoFurtherDataError
+from zipline.utils.calendars import default_nyse_schedule
 
 from .base import PipelineLoader
 
@@ -37,11 +38,10 @@ class USEquityPricingLoader(PipelineLoader):
 
     def __init__(self, raw_price_loader, adjustments_loader):
         self.raw_price_loader = raw_price_loader
-        # HACK: Pull the calendar off our raw_price_loader so that we can
-        # backshift dates.
-        self._calendar = self.raw_price_loader._calendar
         self.adjustments_loader = adjustments_loader
 
+        self._calendar = default_nyse_schedule.all_execution_days
+
     @classmethod
     def from_files(cls, pricing_path, adjustments_path):
         """