Add ExchangeCalendar.is_open_at_time
#199
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Adds new `is_open_at_time` calendar method, adds tests and adds example to calendar_methods.ipynb Also - corrects `minutes.ipynb` text that identifies which session break bounds are considered as trading minutes for a given side.
gerrymanoim
reviewed
Jun 22, 2022
Comment on lines
+165
to
+168
| "* **\"left\"** - treat session open and break-end as trading minutes,\n", | ||
| " do not treat session close or break-start as trading minutes.\n", | ||
| "* **\"right\"** - treat session close and break-start as trading minutes,\n", | ||
| " do not treat session open or break-end as tradng minutes.\n", |
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Adds new
is_open_at_timecalendar method, test and includes example tocalendar_methods.ipynb.Also
minutes.ipynbtext that identifies which session break bounds are considered as trading minutes for a given side.