diff --git a/conda/trading-calendars/meta.yaml b/conda/trading-calendars/meta.yaml index 472882659e..0f8022734d 100644 --- 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 index 990d4241f5..1d70d96770 100644 --- 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 index 901149bb1f..da467a613f 100644 --- 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 index 46924ab4fb..d00b9467eb 100644 --- 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 index cab6356864..5a55542cb3 100644 --- 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,