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replace trading_calendars with exchange_calendars #178

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merged 2 commits into from
Dec 21, 2021
Merged

replace trading_calendars with exchange_calendars #178

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dae0a7f
replace trading_calendars with exchange_calendars
Tantalon Jul 20, 2021
75ee9af
Merge branch 'master' into fix/trading_calendars_broken
Tantalon Aug 14, 2021
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4 changes: 2 additions & 2 deletions alpaca_backtrader_api/alpacastore.py
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,7 @@
from datetime import datetime, timedelta, time as dtime
from dateutil.parser import parse as date_parse
import time as _time
import trading_calendars
import exchange_calendars
import threading
import asyncio

Expand Down Expand Up @@ -444,7 +444,7 @@ def _make_sure_dates_are_initialized_properly(self, dtbegin, dtend,
dtend = pd.Timestamp(pytz.timezone('UTC').localize(dtend)) if \
not dtend.tzname() else dtend
if granularity == Granularity.Minute:
calendar = trading_calendars.get_calendar(name='NYSE')
calendar = exchange_calendars.get_calendar(name='NYSE')
while not calendar.is_open_on_minute(dtend):
dtend = dtend.replace(hour=15,
minute=59,
Expand Down
3 changes: 1 addition & 2 deletions requirements/requirements.txt
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Original file line number Diff line number Diff line change
@@ -1,4 +1,3 @@
backtrader==1.9.76.123
alpaca-trade-api==1.2.3
trading_calendars==2.1.1

exchange_calendars==3.2