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ENH: Adds a closes_in_range and opens_in_range.

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Joe Jevnik
2014-11-03 16:26:40 -05:00
parent f8f7f2fc4c
commit ca1569f22a
1 changed files with 6 additions and 0 deletions
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zipline/finance/trading.py
+6
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@@ -207,6 +207,12 @@ class TradingEnvironment(object):
(self.trading_days <= end))
return self.trading_days[mask]
def opens_in_range(self, start, end):
return self.open_and_closes.market_open.loc[start:end]
def closes_in_range(self, start, end):
return self.open_and_closes.market_close.loc[start:end]
def minutes_for_days_in_range(self, start, end):
"""
Get all market minutes for the days between start and end, inclusive.