Nathan Wolfe 4865ade9b2 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

..

__init__.py

ENH: Reorganized internal calendar implementation.

2016-07-19 22:27:34 -04:00

test_cfe_calendar.py

BLD: Fix some imports.

2016-07-20 09:10:32 -04:00

test_cme_calendar.py

ENH: Reorganized internal calendar implementation.

2016-07-19 22:27:34 -04:00

test_ice_calendar.py

ENH: Reorganized internal calendar implementation.

2016-07-19 22:27:34 -04:00

test_nyse_calendar.py

BLD: Fix some imports.

2016-07-20 09:10:32 -04:00

test_trading_calendar.py

ENH: Add fast "vectorized" minute_to_session_label for DatetimeIndex

2016-08-18 17:27:47 -04:00