Merge pull request #2550 from quantopian/some-emerging-markets

Domains for Chile, Colombia, Czechia, Mexico, Peru, Poland
quantopian · Sep 30, 2019 · b2a1f86 · b2a1f86
2 parents 10be68a + 83edf94
commit b2a1f86
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Showing 5 changed files with 34 additions and 4 deletions.
diff --git a/conda/trading-calendars/meta.yaml b/conda/trading-calendars/meta.yaml
@@ -1,8 +1,8 @@
 {% set name = "trading-calendars" %}
-{% set version = "1.8.1" %}
+{% set version = "1.9.1" %}
 {% set file_ext = "tar.gz" %}
 {% set hash_type = "sha256" %}
-{% set hash_value = "a4292987fadecf5c494012445f16b94c1601e57755f5270ee2ff5addcff9fc0e" %}
+{% set hash_value = "f7dfb581b4ee43966c0a372f7c6e7d6cdc5787561eccc037bbf5f6169ddd981f" %}
 
 package:
   name: '{{ name|lower }}'

diff --git a/etc/requirements.txt b/etc/requirements.txt
@@ -88,7 +88,7 @@ empyrical==0.5.0
 tables==3.4.3
 
 # For trading calendars
-trading-calendars==1.8.1
+trading-calendars==1.9.1
 
 # Interface definitions.
 python-interface==1.5.1

diff --git a/tests/pipeline/test_domain.py b/tests/pipeline/test_domain.py
@@ -18,8 +18,11 @@
     BR_EQUITIES,
     BUILT_IN_DOMAINS,
     CA_EQUITIES,
-    CN_EQUITIES,
     CH_EQUITIES,
+    CL_EQUITIES,
+    CN_EQUITIES,
+    CO_EQUITIES,
+    CZ_EQUITIES,
     DE_EQUITIES,
     DK_EQUITIES,
     EquityCalendarDomain,
@@ -36,9 +39,12 @@
     IT_EQUITIES,
     JP_EQUITIES,
     KR_EQUITIES,
+    MX_EQUITIES,
     NL_EQUITIES,
     NO_EQUITIES,
     NZ_EQUITIES,
+    PE_EQUITIES,
+    PL_EQUITIES,
     PT_EQUITIES,
     SE_EQUITIES,
     SG_EQUITIES,
@@ -349,7 +355,10 @@ def test_built_in_equity_calendar_domain_defaults(self):
             BR_EQUITIES: datetime.time(9, 15),
             CA_EQUITIES: datetime.time(8, 45),
             CH_EQUITIES: datetime.time(8, 15),
+            CL_EQUITIES: datetime.time(8, 45),
             CN_EQUITIES: datetime.time(8, 45),
+            CO_EQUITIES: datetime.time(8, 45),
+            CZ_EQUITIES: datetime.time(8, 15),
             DE_EQUITIES: datetime.time(8, 15),
             DK_EQUITIES: datetime.time(8, 15),
             ES_EQUITIES: datetime.time(8, 15),
@@ -362,9 +371,12 @@ def test_built_in_equity_calendar_domain_defaults(self):
             IT_EQUITIES: datetime.time(8, 15),
             JP_EQUITIES: datetime.time(8, 15),
             KR_EQUITIES: datetime.time(8, 15),
+            MX_EQUITIES: datetime.time(7, 45),
             NL_EQUITIES: datetime.time(8, 15),
             NO_EQUITIES: datetime.time(8, 15),
             NZ_EQUITIES: datetime.time(9, 15),
+            PE_EQUITIES: datetime.time(8, 15),
+            PL_EQUITIES: datetime.time(8, 15),
             PT_EQUITIES: datetime.time(7, 15),
             SE_EQUITIES: datetime.time(8, 15),
             SG_EQUITIES: datetime.time(8, 15),

diff --git a/zipline/country.py b/zipline/country.py
@@ -15,7 +15,10 @@ class CountryCode(object):
     BELGIUM = code('BELGIUM')
     BRAZIL = code('BRAZIL')
     CANADA = code('CANADA')
+    CHILE = code('CHILE')
     CHINA = code('CHINA')
+    COLOMBIA = code('COLOMBIA')
+    CZECH_REPUBLIC = code('CZECHIA')
     DENMARK = code('DENMARK')
     FINLAND = code('FINLAND')
     FRANCE = code('FRANCE')
@@ -26,9 +29,12 @@ class CountryCode(object):
     ISRAEL = code('ISRAEL')
     ITALY = code('ITALY')
     JAPAN = code('JAPAN')
+    MEXICO = code('MEXICO')
     NETHERLANDS = code('NETHERLANDS')
     NEW_ZEALAND = code('NEW ZEALAND')
     NORWAY = code('NORWAY')
+    PERU = code('PERU')
+    POLAND = code('POLAND')
     PORTUGAL = code('PORTUGAL')
     SINGAPORE = code('SINGAPORE')
     SOUTH_KOREA = code('KOREA, REPUBLIC OF')

diff --git a/zipline/pipeline/domain.py b/zipline/pipeline/domain.py
@@ -220,7 +220,10 @@ def __repr__(self):
 BR_EQUITIES = EquityCalendarDomain(CountryCode.BRAZIL, 'BVMF')
 CA_EQUITIES = EquityCalendarDomain(CountryCode.CANADA, 'XTSE')
 CH_EQUITIES = EquityCalendarDomain(CountryCode.SWITZERLAND, 'XSWX')
+CL_EQUITIES = EquityCalendarDomain(CountryCode.CHILE, 'XSGO')
 CN_EQUITIES = EquityCalendarDomain(CountryCode.CHINA, 'XSHG')
+CO_EQUITIES = EquityCalendarDomain(CountryCode.COLOMBIA, 'XBOG')
+CZ_EQUITIES = EquityCalendarDomain(CountryCode.CZECH_REPUBLIC, 'XPRA')
 DE_EQUITIES = EquityCalendarDomain(CountryCode.GERMANY, 'XFRA')
 DK_EQUITIES = EquityCalendarDomain(CountryCode.DENMARK, 'XCSE')
 ES_EQUITIES = EquityCalendarDomain(CountryCode.SPAIN, 'XMAD')
@@ -233,9 +236,12 @@ def __repr__(self):
 IT_EQUITIES = EquityCalendarDomain(CountryCode.ITALY, 'XMIL')
 JP_EQUITIES = EquityCalendarDomain(CountryCode.JAPAN, 'XTKS')
 KR_EQUITIES = EquityCalendarDomain(CountryCode.SOUTH_KOREA, 'XKRX')
+MX_EQUITIES = EquityCalendarDomain(CountryCode.MEXICO, 'XMEX')
 NL_EQUITIES = EquityCalendarDomain(CountryCode.NETHERLANDS, 'XAMS')
 NO_EQUITIES = EquityCalendarDomain(CountryCode.NORWAY, 'XOSL')
 NZ_EQUITIES = EquityCalendarDomain(CountryCode.NEW_ZEALAND, 'XNZE')
+PE_EQUITIES = EquityCalendarDomain(CountryCode.PERU, 'XLIM')
+PL_EQUITIES = EquityCalendarDomain(CountryCode.POLAND, 'XWAR')
 PT_EQUITIES = EquityCalendarDomain(CountryCode.PORTUGAL, 'XLIS')
 SE_EQUITIES = EquityCalendarDomain(CountryCode.SWEDEN, 'XSTO')
 SG_EQUITIES = EquityCalendarDomain(CountryCode.SINGAPORE, 'XSES')
@@ -248,7 +254,10 @@ def __repr__(self):
     BR_EQUITIES,
     CA_EQUITIES,
     CH_EQUITIES,
+    CL_EQUITIES,
     CN_EQUITIES,
+    CO_EQUITIES,
+    CZ_EQUITIES,
     DE_EQUITIES,
     DK_EQUITIES,
     ES_EQUITIES,
@@ -261,9 +270,12 @@ def __repr__(self):
     IT_EQUITIES,
     JP_EQUITIES,
     KR_EQUITIES,
+    MX_EQUITIES,
     NL_EQUITIES,
     NO_EQUITIES,
     NZ_EQUITIES,
+    PE_EQUITIES,
+    PL_EQUITIES,
     PT_EQUITIES,
     SE_EQUITIES,
     SG_EQUITIES,