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Jean Bredeche
6fb4923cc7
Instead of having separate ExchangeCalendar and TradingSchedule objects, we now just have TradingCalendar. The TradingCalendar keeps track of each session (defined as a contiguous set of minutes between an open and a close). It's also responsible for handling the grouping logic of any given minute to its containing session, or the next/previous session if it's not a market minute for the given calendar.