Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

ENH: Add breaks to TradingCalendar #154

Merged
merged 41 commits into from
Oct 9, 2020
Merged

ENH: Add breaks to TradingCalendar #154

merged 41 commits into from
Oct 9, 2020

Commits on Sep 9, 2020

  1. ENH: Add breaks to TradingCalendar

    Gerry Manoim committed Sep 9, 2020
    Configuration menu
    Copy the full SHA
    cc3c34e View commit details
    Browse the repository at this point in the history

Commits on Sep 14, 2020

  1. Use a vector for break times

    Gerry Manoim committed Sep 14, 2020
    Configuration menu
    Copy the full SHA
    4376f49 View commit details
    Browse the repository at this point in the history

  2. fix flake8

    Gerry Manoim committed Sep 14, 2020
    Configuration menu
    Copy the full SHA
    d251081 View commit details
    Browse the repository at this point in the history

  3. be more specific about which values we want out of schedule

    Gerry Manoim committed Sep 14, 2020
    Configuration menu
    Copy the full SHA
    a28b9a3 View commit details
    Browse the repository at this point in the history

  4. thread break logic into minutes_per_session

    Gerry Manoim committed Sep 14, 2020
    Configuration menu
    Copy the full SHA
    bc3aad9 View commit details
    Browse the repository at this point in the history

  5. wip threading of break times into compute all minutes and is_open

    Gerry Manoim committed Sep 14, 2020
    Configuration menu
    Copy the full SHA
    2215bdf View commit details
    Browse the repository at this point in the history

Commits on Sep 15, 2020

  1. we don't actually need zip longest I think

    Gerry Manoim committed Sep 15, 2020
    Configuration menu
    Copy the full SHA
    c936ef7 View commit details
    Browse the repository at this point in the history

  2. more wiring fixes

    Gerry Manoim committed Sep 15, 2020
    Configuration menu
    Copy the full SHA
    16e286e View commit details
    Browse the repository at this point in the history

  3. wire in is_open

    Gerry Manoim committed Sep 15, 2020
    Configuration menu
    Copy the full SHA
    b2797b1 View commit details
    Browse the repository at this point in the history

  4. fix up tests and broken logic

    Gerry Manoim committed Sep 15, 2020
    Configuration menu
    Copy the full SHA
    0355ab8 View commit details
    Browse the repository at this point in the history

  5. add guards for older python

    Gerry Manoim committed Sep 15, 2020
    Configuration menu
    Copy the full SHA
    e8c9a67 View commit details
    Browse the repository at this point in the history

Commits on Sep 17, 2020

  1. Update trading_calendars/calendar_helpers.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Sep 17, 2020
    Configuration menu
    Copy the full SHA
    64a118d View commit details
    Browse the repository at this point in the history

  2. Update trading_calendars/trading_calendar.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Sep 17, 2020
    Configuration menu
    Copy the full SHA
    494791f View commit details
    Browse the repository at this point in the history

  3. Update trading_calendars/calendar_helpers.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Sep 17, 2020
    Configuration menu
    Copy the full SHA
    26bc4ea View commit details
    Browse the repository at this point in the history

  4. Update trading_calendars/trading_calendar.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Sep 17, 2020
    Configuration menu
    Copy the full SHA
    9b3bc64 View commit details
    Browse the repository at this point in the history

  5. pr feedback

    Gerry Manoim committed Sep 17, 2020
    Configuration menu
    Copy the full SHA
    704bfc4 View commit details
    Browse the repository at this point in the history

  6. get rid of value preprocessor

    Gerry Manoim committed Sep 17, 2020
    Configuration menu
    Copy the full SHA
    683996e View commit details
    Browse the repository at this point in the history

Commits on Sep 18, 2020

  1. forgot to resolve conflict

    Gerry Manoim committed Sep 18, 2020
    Configuration menu
    Copy the full SHA
    d915eaa View commit details
    Browse the repository at this point in the history

Commits on Sep 21, 2020

  1. drop comments

    Gerry Manoim committed Sep 21, 2020
    Configuration menu
    Copy the full SHA
    f6e323d View commit details
    Browse the repository at this point in the history

  2. fix boundary checks and prev session

    Gerry Manoim committed Sep 21, 2020
    Configuration menu
    Copy the full SHA
    721ef4b View commit details
    Browse the repository at this point in the history

  3. remove unecessary checks

    Gerry Manoim committed Sep 21, 2020
    Configuration menu
    Copy the full SHA
    b32695e View commit details
    Browse the repository at this point in the history

  4. preallocation makes no difference

    Gerry Manoim committed Sep 21, 2020
    Configuration menu
    Copy the full SHA
    cf1609d View commit details
    Browse the repository at this point in the history

  5. fix up prev/next session label logic when we have breaks. Add tests

    Gerry Manoim committed Sep 21, 2020
    Configuration menu
    Copy the full SHA
    ff6c82f View commit details
    Browse the repository at this point in the history

Commits on Oct 8, 2020

  1. Update trading_calendars/trading_calendar.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Oct 8, 2020
    Configuration menu
    Copy the full SHA
    7c4c6cd View commit details
    Browse the repository at this point in the history

  2. Update trading_calendars/trading_calendar.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Oct 8, 2020
    Configuration menu
    Copy the full SHA
    0ba4888 View commit details
    Browse the repository at this point in the history

  3. Update trading_calendars/trading_calendar.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Oct 8, 2020
    Configuration menu
    Copy the full SHA
    853c45a View commit details
    Browse the repository at this point in the history

  4. Update tests/test_trading_calendar.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Oct 8, 2020
    Configuration menu
    Copy the full SHA
    0d330e1 View commit details
    Browse the repository at this point in the history

  5. Update tests/test_trading_calendar.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Oct 8, 2020
    Configuration menu
    Copy the full SHA
    d0ca1bf View commit details
    Browse the repository at this point in the history

  6. Update trading_calendars/exchange_calendar_xhkg.py 

    Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
    @richafrank
    gerrymanoim and richafrank committed Oct 8, 2020
    Configuration menu
    Copy the full SHA
    fc14105 View commit details
    Browse the repository at this point in the history

Commits on Oct 9, 2020

  1. missed an import

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    093aa48 View commit details
    Browse the repository at this point in the history

  2. Remove preprocess module

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    9572851 View commit details
    Browse the repository at this point in the history

  3. remove compat module

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    5faf643 View commit details
    Browse the repository at this point in the history

  4. update docstring and add test coverage

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    5ff6f63 View commit details
    Browse the repository at this point in the history

  5. Clean up unmatched break start/break end

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    d8ab50a View commit details
    Browse the repository at this point in the history

  6. Clean up unmatched break start/break end

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    73cfded View commit details
    Browse the repository at this point in the history

  7. remove dead comment

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    2d2ba4b View commit details
    Browse the repository at this point in the history

  8. move comment

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    2f11686 View commit details
    Browse the repository at this point in the history

  9. consolidate is_open logic

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    99835c5 View commit details
    Browse the repository at this point in the history

  10. dt.value offset cleanup

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    09de28a View commit details
    Browse the repository at this point in the history

  11. use ordered dict

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    a2bdd56 View commit details
    Browse the repository at this point in the history

  12. use ordered dict correctly

    Gerry Manoim committed Oct 9, 2020
    Configuration menu
    Copy the full SHA
    c350210 View commit details
    Browse the repository at this point in the history