From ea1fb05676fb7215ce217adf7c0b7324cf1be264 Mon Sep 17 00:00:00 2001
From: Jean Bredeche <jean@quantopian.com>
Date: Wed, 15 Mar 2017 13:40:33 -0400
Subject: [PATCH] ENH: teach BarData about current session's minutes

---
 tests/test_bar_data.py | 12 ++++++++++++
 zipline/_protocol.pyx  |  6 ++++++
 2 files changed, 18 insertions(+)

diff --git a/tests/test_bar_data.py b/tests/test_bar_data.py
index bf13540d..53910361 100644
--- a/tests/test_bar_data.py
+++ b/tests/test_bar_data.py
@@ -234,6 +234,18 @@ class TestMinuteBarData(WithCreateBarData,
                 bar_data.current_session
             )
 
+    def test_current_session_minutes(self):
+        first_day_minutes = self.trading_calendar.minutes_for_session(
+            self.equity_minute_bar_days[0]
+        )
+
+        for minute in first_day_minutes:
+            bar_data = self.create_bardata(lambda: minute)
+            np.testing.assert_array_equal(
+                first_day_minutes,
+                bar_data.current_session_minutes
+            )
+
     def test_minute_before_assets_trading(self):
         # grab minutes that include the day before the asset start
         minutes = self.trading_calendar.minutes_for_session(
diff --git a/zipline/_protocol.pyx b/zipline/_protocol.pyx
index 9c1d48f9..d2b1a220 100644
--- a/zipline/_protocol.pyx
+++ b/zipline/_protocol.pyx
@@ -757,6 +757,12 @@ cdef class BarData:
                 direction="next"
             )
 
+    property current_session_minutes:
+        def __get__(self):
+            return self._trading_calendar.minutes_for_session(
+                self.current_session
+            )
+
     #################
     # OLD API SUPPORT
     #################