ENH: Add breaks to TradingCalendar

[gerrymanoim]

Adds break_start_times and break_end_times to TradingCalendar to model intraday lunch breaks. These work as vectors of values, similarly to how open_times and close_times work so we can model break times changing over time.

Threads the breaks through necessary methods.

Adds breaks to XHKG.

Items with TODO I'd especially like feedback on

[gerrymanoim]

FYI @rsheftel - breaks here should be functionally similar to pandas_market_calendars but work slightly differently internally.

[rsheftel]

@gerrymanoim you may want to add the lunch break to the XSHG calendar as well. It is 11:30 AM - 1:00 PM Asia/Shanghai

[gerrymanoim]

I was going to go through and add lunch breaks after the functional pieces of this PR were approved, happy to take care of it.

[rsheftel]

@gerrymanoim makes sense. Once this lands on master I will look to add the CME specific calendars that require this feature.

[richafrank]

Assuming the boundary conditions and any other issues are all set, I'm a bit concerned about this as a behavior change for consumers (of all_minutes, is_open_on_minute, minute_to_session_label, etc.). Should we try this out with any tests downstream?

[richafrank]

What is this case? Does it apply to the re-open minute after the break?

[gerrymanoim]

This is now handled in the check above:

if break_start_on_open_dt <= minute_val < break_end_on_open_dt:
            # we're in the middle of a break
            return False
        else:
            return True

If minute_val==break_end_on_open_dt we'll return True.

[gerrymanoim]

Should we try this out with any tests downstream?

What do you mean by that? There's a test in XHKG that tests if breaks are working correctly.

[richafrank]

Nice improvements! Added some suggestions. The preprocess change looked like the only breaking change.

[richafrank]

Nice! Just had one suggestion.