v4 #201
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v4 #201
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Also - Adds typing to, adds doc to and renames parameters of: - some private `ExchangeCalendar` initialization methods. - some private `XKRXExchangeCalendar` initialization methods. - `pandas_utils.days_at_time`.
Fixes warnings: - pandas `union_many` deprecated. - `pd.Series.append` deprecated. - writting to a copy of an array (pandas). Also: - adds `indexes_union` function to `pandas_utils`. - adds doctests in `pandas_utils` to test suite.
Fixes bug that included close (wrongly) when `force` was True, `intervals` was False and closed was `left` or `neither`. Revises test. Revises so that `start` and `end` can be passed as either date or minute. Adds `TestTradingIndex.test_start_end_times`. Updates tutorial `trading_index.ipynb`. Also: - adds following functions to `calendar_helpers` and associated test(s) to `test_calendar_helpers`: - `is_date` - `to_utc` - `parse_date_or_minute`
Revises following `ExchangeCalendar` methods, and associated tests, so that `count` parameter reflects window length (previously window length was `count` + 1): - `sessions_window`. - `minutes_window`. Also changes methods' parameter names: - `start_dt` renamed `minute`. - `session_label` renamed `session`.
Changes error raised when prev or next minute or session is out-of-bounds. Changed from `ValueError` to `Requested*OutOfBounds`. Simplifies minute_to_*_session methods.
Changes `ExchangeCalendar` bound* and default* properties to class methods. To support change also makes `PrecomputedExchangeCalendar.precomputed_holidays` a class method.
Renames following `ExchangeCalendar.schedule` columns: - 'market_open' renamed 'open' - 'market_close' renamed 'close' Renames parameters of following `ExchangeCalendar` methods (as #61): - `session_open` - `session_close` - `session_break_start` - `session_break_end` - `sessions_in_range` - `is_session` - `is_open_on_minute` - `previous_open` - `pervious_close` - `next_open` - `next_close` - `previous_minute` - `next_minute`
Deprecates following `ExchangeCalendar` methods: - `sessions_opens` (use .opens[start, end] instead). - `sessions_closes` (use .closes[start, end] instead). Removes following `ExchangeCalendar` methods deprecated in v3.4: - `execution_minutes_for_session` - `execution_minutes_for_sessions_in_range` - `execution_time_from_open` - `execution_time_from_close` - `previous_session_label` - `next_session_label` - `date_to_session_label` - `minute_to_session_label` - `open_and_close_for_session` - `break_start_and_end_for_session` - `minutes_for_session` - `session_opens_in_range` - `session_closes_in_range` - `minutes_for_sessions_in_range` - `minutes_count_for_sessions_in_range` - `session_distance` - `minute_index_to_session_labels` - `all_sessions` - `all_minutes` - `all_minutes_nanos` - `first_trading_minute` - `last_trading_minute` - `first_trading_session` - `last_trading_session` - `has_breaks` - `market_opens_nanos` - `market_closes_nanos` - `market_break_starts_nanos` - `market_break_ends_nanos`
- Replaces`@lazyval` with `@functools.cached_property` - Replaces `@functools.lru_cache` with `@functools.cached_property` where lru_cache was decorating a 'would-be' property. - Introduces Literal type annotation. - Removes 3.7 from test and build workflow. - Sets test and build workflow to run on 3.8 and 3.10 (min and max python versions supported). Also: - changes tests with pytest.skip() to pass silently rather than skip loudly if test not relevant to calendar. - Removes following redundant errors: - `ScheduleFunctionWithoutCalendar` - `ScheduleFunctionInvalidCalendar`
Bumps [actions/cache](https://github.com/actions/cache) from 3.0.3 to 3.0.4. - [Release notes](https://github.com/actions/cache/releases) - [Changelog](https://github.com/actions/cache/blob/main/RELEASES.md) - [Commits](actions/cache@v3.0.3...v3.0.4) --- updated-dependencies: - dependency-name: actions/cache dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com>
Selective linting of exchange_calendar.py (using mypy and pylint). Also, adds a mypy config section to setup.cfg.
Changes default calendar side to "left" for all calendars (from "right" for 24h calendars and "both" for all others).
Bumps [actions/setup-python](https://github.com/actions/setup-python) from 3 to 4. - [Release notes](https://github.com/actions/setup-python/releases) - [Commits](actions/setup-python@v3...v4) --- updated-dependencies: - dependency-name: actions/setup-python dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>
Updates README and tutorials for v4.0. Also: - adds `changes_renamed.md`. - renames parameters of `minutes_in_range`.
Updates workflows: - to accommodate changes to requirements files. - on main workflow moves caching of dependencies to setup-python action. Removes from etc: - `requirements.in` - `requirements_dev.in` - `requirements_locked.txt` - `requirements_locked_old.txt` Adds following files generated from pip-compile looking at setup.cfg: - `requirements.txt` - `requirements_dev.txt`
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.
Also updates README link to anticipated 4.0 disucssion address.
This was referenced Jun 23, 2022
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Merges v4 branch into master.
See commits for details (also, PRs to v4 branch are between #179 and #199 inclusive).