From e7b504f4ca6a2c74daa6f6c41ad34f461dbefdb9 Mon Sep 17 00:00:00 2001
From: Richard Frank <rich@quantopian.com>
Date: Mon, 10 Dec 2012 16:12:29 -0500
Subject: [PATCH] Removed list of trading days since we already have an
 OrderedDict

---
 tests/test_perf_tracking.py |  2 +-
 zipline/finance/trading.py  | 16 ++++++++--------
 2 files changed, 9 insertions(+), 9 deletions(-)

diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 4435b780..be1ee502 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -62,7 +62,7 @@ check treasury and benchmark data in findb, and re-run the test."""
         self.oneday = datetime.timedelta(days=1)
         self.tradingday = datetime.timedelta(hours=6, minutes=30)
 
-        self.dt = self.trading_environment.trading_days[random_index]
+        self.dt = self.trading_environment.trading_day_map.keys()[random_index]
 
     def tearDown(self):
         pass
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 26f7986f..7dc97458 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -67,7 +67,6 @@ class TradingEnvironment(object):
         capital_base=None
     ):
 
-        self.trading_days = []
         self.trading_day_map = OrderedDict()
         self.treasury_curves = treasury_curves
         self.benchmark_returns = benchmark_returns
@@ -80,12 +79,14 @@ class TradingEnvironment(object):
             "Period start falls after period end."
 
         for bm in benchmark_returns:
-            self.trading_days.append(bm.date)
             self.trading_day_map[bm.date] = bm
 
-        assert self.period_start <= self.trading_days[-1], \
+        self.first_trading_day = next(self.trading_day_map.iterkeys())
+        self.last_trading_day = next(reversed(self.trading_day_map))
+
+        assert self.period_start <= self.last_trading_day, \
             "Period start falls after the last known trading day."
-        assert self.period_end >= self.trading_days[0], \
+        assert self.period_end >= self.first_trading_day, \
             "Period end falls before the first known trading day."
 
         self.first_open = self.calculate_first_open()
@@ -114,7 +115,7 @@ class TradingEnvironment(object):
         one_day = datetime.timedelta(days=1)
         first_open = self.period_start - one_day
 
-        if first_open <= self.trading_days[0]:
+        if first_open <= self.first_trading_day:
             log.warn("Cannot calculate prior day open.")
             return self.period_start
 
@@ -169,7 +170,7 @@ class TradingEnvironment(object):
 
         if self.period_trading_days is None:
             self.period_trading_days = []
-            for date in self.trading_days:
+            for date in self.trading_day_map.iterkeys():
                 if date > self.period_end:
                     break
                 if date >= self.period_start:
@@ -193,10 +194,9 @@ class TradingEnvironment(object):
 
     def next_trading_day(self, test_date):
         dt = self.normalize_date(test_date)
-        last_dt = next(reversed(self.trading_day_map))
         delta = datetime.timedelta(days=1)
 
-        while dt <= last_dt:
+        while dt <= self.last_trading_day:
             dt += delta
             if dt in self.trading_day_map:
                 return dt