mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-06 04:42:19 +08:00
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.
26 lines
868 B
Python
26 lines
868 B
Python
#
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# Copyright 2016 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from .trading_calendar import TradingCalendar
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from .calendar_utils import (
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get_calendar,
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register_calendar,
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deregister_calendar,
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clear_calendars
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)
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__all__ = ['get_calendar', 'TradingCalendar', 'register_calendar',
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'deregister_calendar', 'clear_calendars']
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