BUG: Extend trading environment's trading days with extra_dates

instead of just limiting it with max_date.  This allows for an
additional "live" day appended to the end, fixing various uses
of the trading_day_map, and replacing the isolated check in
get_next_close.

zipline/finance/trading.py

@@ -27,7 +27,7 @@ from collections import OrderedDict
 from zipline.data.loader import load_market_data
 
 
-log = logbook.Logger('Transaction Simulator')
+log = logbook.Logger('Trading')
 
 
 # The financial simulations in zipline depend on information
@@ -76,7 +76,8 @@ class TradingEnvironment(object):
         load=None,
         bm_symbol='^GSPC',
         exchange_tz="US/Eastern",
-        max_date=None
+        max_date=None,
+        extra_dates=None
     ):
         self.prev_environment = self
         self.trading_day_map = OrderedDict()
@@ -96,11 +97,21 @@ class TradingEnvironment(object):
         self.full_trading_day = datetime.timedelta(hours=6, minutes=30)
         self.exchange_tz = exchange_tz
 
+        bm = None
         for bm in self.benchmark_returns:
             if max_date and bm.date > max_date:
                 break
             self.trading_day_map[bm.date] = bm
 
+        if bm and extra_dates:
+            last_day = next(reversed(self.trading_day_map))
+            for extra_date in extra_dates:
+                extra_date = extra_date.replace(hour=0, minute=0, second=0,
+                                                microsecond=0)
+                if extra_date not in self.trading_day_map:
+                    self.trading_day_map[extra_date] = \
+                        self.trading_day_map[last_day]
+
         self.first_trading_day = next(self.trading_day_map.iterkeys())
         self.last_trading_day = next(reversed(self.trading_day_map))
 

zipline/gens/tradesimulation.py

@@ -162,7 +162,10 @@ class AlgorithmSimulator(object):
                             tp = self.algo.perf_tracker.todays_performance
                             tp.rollover()
                             if mkt_close < self.algo.perf_tracker.last_close:
-                                mkt_close = self.get_next_close(mkt_close)
+                                _, mkt_close = \
+                                    trading.environment.next_open_and_close(
+                                        mkt_close
+                                    )
                                 self.algo.perf_tracker.handle_intraday_close()
 
             risk_message = self.algo.perf_tracker.handle_simulation_end()
@@ -182,12 +185,6 @@ class AlgorithmSimulator(object):
             perf_message['minute_perf']['recorded_vars'] = rvars
             return perf_message
 
-    def get_next_close(self, mkt_close):
-        if mkt_close >= trading.environment.last_trading_day:
-            return self.sim_params.last_close
-        else:
-            return trading.environment.next_open_and_close(mkt_close)[1]
-
     def update_universe(self, event):
         """
         Update the universe with new event information.