Merge pull request #2552 from quantopian/more-emerging-markets

Domains for Greece, Hungary, Turkey, South Africa
quantopian · Oct 3, 2019 · bd3f577 · bd3f577
2 parents b2a1f86 + 7f9f49b
commit bd3f577
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Showing 5 changed files with 23 additions and 3 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 = "1.9.1" %}
+{% set version = "1.10.0" %}
 {% set file_ext = "tar.gz" %}
 {% set hash_type = "sha256" %}
-{% set hash_value = "f7dfb581b4ee43966c0a372f7c6e7d6cdc5787561eccc037bbf5f6169ddd981f" %}
+{% set hash_value = "2905c4f244682568974047cced40bfb7dd2067b982f0c859897b5b0fd1a3e315" %}
 
 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==1.9.1
+trading-calendars==1.10.0
 
 # Interface definitions.
 python-interface==1.5.1

diff --git a/tests/pipeline/test_domain.py b/tests/pipeline/test_domain.py
@@ -32,7 +32,9 @@
     FR_EQUITIES,
     GB_EQUITIES,
     GENERIC,
+    GR_EQUITIES,
     HK_EQUITIES,
+    HU_EQUITIES,
     IE_EQUITIES,
     IN_EQUITIES,
     infer_domain,
@@ -48,7 +50,9 @@
     PT_EQUITIES,
     SE_EQUITIES,
     SG_EQUITIES,
+    TR_EQUITIES,
     US_EQUITIES,
+    ZA_EQUITIES,
 )
 from zipline.pipeline.factors import CustomFactor
 import zipline.testing.fixtures as zf
@@ -365,7 +369,9 @@ def test_built_in_equity_calendar_domain_defaults(self):
             FI_EQUITIES: datetime.time(9, 15),
             FR_EQUITIES: datetime.time(8, 15),
             GB_EQUITIES: datetime.time(7, 15),
+            GR_EQUITIES: datetime.time(9, 15),
             HK_EQUITIES: datetime.time(9, 15),
+            HU_EQUITIES: datetime.time(8, 15),
             IE_EQUITIES: datetime.time(7, 15),
             IN_EQUITIES: datetime.time(8, 30),
             IT_EQUITIES: datetime.time(8, 15),
@@ -380,7 +386,9 @@ def test_built_in_equity_calendar_domain_defaults(self):
             PT_EQUITIES: datetime.time(7, 15),
             SE_EQUITIES: datetime.time(8, 15),
             SG_EQUITIES: datetime.time(8, 15),
+            TR_EQUITIES: datetime.time(9, 15),
             US_EQUITIES: datetime.time(8, 45),
+            ZA_EQUITIES: datetime.time(8, 15),
         }
 
         # make sure we are not missing any domains in this test

diff --git a/zipline/country.py b/zipline/country.py
@@ -23,7 +23,9 @@ class CountryCode(object):
     FINLAND = code('FINLAND')
     FRANCE = code('FRANCE')
     GERMANY = code('GERMANY')
+    GREECE = code('GREECE')
     HONG_KONG = code('HONG KONG')
+    HUNGARY = code('HUNGARY')
     INDIA = code('INDIA')
     IRELAND = code('IRELAND')
     ISRAEL = code('ISRAEL')
@@ -37,10 +39,12 @@ class CountryCode(object):
     POLAND = code('POLAND')
     PORTUGAL = code('PORTUGAL')
     SINGAPORE = code('SINGAPORE')
+    SOUTH_AFRICA = code('SOUTH AFRICA')
     SOUTH_KOREA = code('KOREA, REPUBLIC OF')
     SPAIN = code('SPAIN')
     SWEDEN = code('SWEDEN')
     SWITZERLAND = code('SWITZERLAND')
+    TURKEY = code('TURKEY')
     UNITED_KINGDOM = code(
         'UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND'
     )

diff --git a/zipline/pipeline/domain.py b/zipline/pipeline/domain.py
@@ -230,7 +230,9 @@ def __repr__(self):
 FI_EQUITIES = EquityCalendarDomain(CountryCode.FINLAND, 'XHEL')
 FR_EQUITIES = EquityCalendarDomain(CountryCode.FRANCE, 'XPAR')
 GB_EQUITIES = EquityCalendarDomain(CountryCode.UNITED_KINGDOM, 'XLON')
+GR_EQUITIES = EquityCalendarDomain(CountryCode.GREECE, 'ASEX')
 HK_EQUITIES = EquityCalendarDomain(CountryCode.HONG_KONG, 'XHKG')
+HU_EQUITIES = EquityCalendarDomain(CountryCode.HUNGARY, 'XBUD')
 IE_EQUITIES = EquityCalendarDomain(CountryCode.IRELAND, 'XDUB')
 IN_EQUITIES = EquityCalendarDomain(CountryCode.INDIA, "XBOM")
 IT_EQUITIES = EquityCalendarDomain(CountryCode.ITALY, 'XMIL')
@@ -245,7 +247,9 @@ def __repr__(self):
 PT_EQUITIES = EquityCalendarDomain(CountryCode.PORTUGAL, 'XLIS')
 SE_EQUITIES = EquityCalendarDomain(CountryCode.SWEDEN, 'XSTO')
 SG_EQUITIES = EquityCalendarDomain(CountryCode.SINGAPORE, 'XSES')
+TR_EQUITIES = EquityCalendarDomain(CountryCode.TURKEY, 'XIST')
 US_EQUITIES = EquityCalendarDomain(CountryCode.UNITED_STATES, 'XNYS')
+ZA_EQUITIES = EquityCalendarDomain(CountryCode.SOUTH_AFRICA, 'XJSE')
 
 BUILT_IN_DOMAINS = [
     AT_EQUITIES,
@@ -264,7 +268,9 @@ def __repr__(self):
     FI_EQUITIES,
     FR_EQUITIES,
     GB_EQUITIES,
+    GR_EQUITIES,
     HK_EQUITIES,
+    HU_EQUITIES,
     IE_EQUITIES,
     IN_EQUITIES,
     IT_EQUITIES,
@@ -279,7 +285,9 @@ def __repr__(self):
     PT_EQUITIES,
     SE_EQUITIES,
     SG_EQUITIES,
+    TR_EQUITIES,
     US_EQUITIES,
+    ZA_EQUITIES,
 ]