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ENH: Let event offsets be up to 12 hours. #1442

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merged 1 commit into from Aug 30, 2016

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jbredeche commented Aug 29, 2016

We used to cap at 6.5 hours, but that's not enough for longer trading sessions like the CME.

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coveralls commented Aug 29, 2016

Coverage Status

Coverage remained the same at 86.125% when pulling 749c2ee on schedule-all-the-hours into 0ae85eb on master.

@@ -24,6 +26,18 @@ class TestStatelessRulesCME(StatelessRulesTests, TestCase):
HALF_SESSION = pd.Timestamp("2014-07-04", tz='UTC')
FULL_SESSION = pd.Timestamp("2014-09-24", tz='UTC')
def test_far_after_open(self):
minute_groups = minutes_for_days(self.cal, ordered_days=True)

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ehebert Aug 29, 2016

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Does this mean we are testing every day in the calendar?

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ehebert commented Aug 29, 2016

LGTM implementation wise; however had a question about the use of minutes_for_days in tests, with an eye on test duration.

@jbredeche jbredeche merged commit 7fe1a56 into master Aug 30, 2016

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@jbredeche jbredeche deleted the schedule-all-the-hours branch Aug 30, 2016

bartosh pushed a commit to bartosh/zipline that referenced this pull request Sep 27, 2016

Merge pull request quantopian#1442 from quantopian/schedule-all-the-h…
…ours

ENH: Let event offsets be up to 12 hours.
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