From f7b4d3100d403ff5da0eac8fd9bf4551f8e676a7 Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Tue, 18 Nov 2014 17:29:52 -0500 Subject: [PATCH] ENH: Makes the offset of `market_close` relative to 20:00 UTC Changed from relative to 20:01 UTC. --- tests/utils/test_events.py | 4 ++-- zipline/utils/events.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/utils/test_events.py b/tests/utils/test_events.py index d617d9c5..76d456f6 100644 --- a/tests/utils/test_events.py +++ b/tests/utils/test_events.py @@ -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): diff --git a/zipline/utils/events.py b/zipline/utils/events.py index f7bcc1a5..f51d36c4 100644 --- a/zipline/utils/events.py +++ b/zipline/utils/events.py @@ -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): """