ddb1009c25
Merge pull request #1407 from quantopian/minute_panel_daily_history
...
ENH: Add fast "vectorized" `minute_to_session_label` for DatetimeIndex
2016-08-22 10:27:40 -04:00
9fccb7354e
BUG: Fix and test getting all default calendars
2016-08-21 17:19:59 -04:00
d34c4d28b6
ENH: Add fast "vectorized" minute_to_session_label for DatetimeIndex
...
The new TradingCalendar method is called `minute_index_to_session_labels`.
It takes a DatetimeIndex of in-order market minutes and returns a
DatetimeIndex of the corresponding sessions.
The new method is approximately 100x faster than mapping
`minute_to_session_label` over a large DatetimeIndex.
2016-08-18 17:27:47 -04:00
7803ec6e46
ENH: Add public API to register calendars by type
2016-08-11 11:27:48 -04:00
9ae725b940
ENH: update register_calendar API to take a specific name
2016-08-02 23:12:07 -04:00
adea192f02
BLD: Fix some imports.
2016-07-20 09:10:32 -04:00
21aca754ba
ENH: Reorganized internal calendar implementation.
...
Added tests for CME calendar.
Added ICE calendar (and tests).
Added CFE calendar (and tests).
2016-07-19 22:27:34 -04:00
Jean Bredeche