From ca1569f22ab002f1cbe03c349a3b9735c370630d Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Mon, 3 Nov 2014 16:26:40 -0500 Subject: [PATCH] ENH: Adds a closes_in_range and opens_in_range. --- zipline/finance/trading.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index 3c9cae3b..87444d30 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -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.