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ENH: teach BarData about current session's minutes #1713

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merged 1 commit into from Mar 15, 2017
Merged

ENH: teach BarData about current session's minutes #1713

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12 changes: 12 additions & 0 deletions tests/test_bar_data.py
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Expand Up @@ -234,6 +234,18 @@ def test_current_session(self):
bar_data.current_session
)

def test_current_session_minutes(self):
first_day_minutes = self.trading_calendar.minutes_for_session(
self.equity_minute_bar_days[0]
)

for minute in first_day_minutes:
bar_data = self.create_bardata(lambda: minute)
np.testing.assert_array_equal(
first_day_minutes,
bar_data.current_session_minutes
)

def test_minute_before_assets_trading(self):
# grab minutes that include the day before the asset start
minutes = self.trading_calendar.minutes_for_session(
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6 changes: 6 additions & 0 deletions zipline/_protocol.pyx
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Expand Up @@ -757,6 +757,12 @@ cdef class BarData:
direction="next"
)

property current_session_minutes:
def __get__(self):
return self._trading_calendar.minutes_for_session(
self.current_session
)

#################
# OLD API SUPPORT
#################
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