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ENH: Makes the offset of market_close relative to 20:00 UTC

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Changed from relative to 20:01 UTC.
This commit is contained in:
Joe Jevnik
2014-11-18 17:29:52 -05:00
parent 1542b41fbd
commit f7b4d3100d
2 changed files with 3 additions and 3 deletions
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tests/utils/test_events.py
+2 -2
View File
@@ -281,9 +281,9 @@ class TestStatelessRules(RuleTestCase):
def test_BeforeClose(self, ms):
ms = list(ms)
should_trigger = BeforeClose(hours=1, minutes=5).should_trigger
for m in ms[0:-65]:
for m in ms[0:-66]:
self.assertFalse(should_trigger(m))
for m in ms[-65:]:
for m in ms[-66:]:
self.assertTrue(should_trigger(m))
def test_NotHalfDay(self):
zipline/utils/events.py
+1 -1
View File
@@ -359,7 +359,7 @@ class BeforeClose(StatelessRule):
self._dt = None
def should_trigger(self, dt):
return self._get_close(dt) - self.offset < dt
return self._get_close(dt) - self.offset <= dt
def _get_close(self, dt):
"""