6772

pending completion

Build # 6772

Build Type

Pull #1312

travis-ci

Committed by

web-flow

Commit Message

Re-implemented the Calendar API.

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.

Pull Request Pull Request #1312: Re-implemented the calendar API.

Run Details

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10491 of 12553 relevant lines covered (83.57%)

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93.75

/zipline/sources/benchmark_source.py

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quantopian / zipline / 6772

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