Files
catalyst/tests/data
Eddie Hebert e934c6aeaf TST: Make room for multiple calendars in tests.
When adding fixtures for futures data, there will be a need for multiple
calendars in the fixture ecosystem. e.g. a test that includes both
equities and futures would need an overall calendar which encompasses
both equities and futures; however, the test data for equities should
still still be limited to the bounds set by the NYSE calendar.

Make the fixtures that setup trading calendars and values dervied from
the trading calendar (e.g. trading sessions) accept an iterable of
calendars which need to be created, then populate those values into a
dict keyed by the calendar name.

Change `WithNYSETradingDays` to include sessions in the name,
since we are moving to session as the name for the 'day' unit.

Provide `trading_days` which is really "NYSE trading sessions` on
`WithTradingSessions` for backwards compatibility.
2016-08-05 12:17:27 -04:00
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