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Improve start/end utilization in TradingCalendar #1804

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Peque
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@Peque Peque commented May 22, 2017

Changes:

  • Allow to pass string and datetime types to TradingCalendar's start and end parameters.
  • Set default parameters to None. This way it is easier to propagate undefined start/end parameters when the TradingCalendar initialization is encapsulated in another function/method (no need to import start_default/end_default to have consistent behavior).
  • Store start/end attributes as they are useful to know the first/last day of the calendar (they do not need to match the first/last trading session in the calendar).

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coveralls commented May 22, 2017

Coverage Status

Coverage increased (+0.005%) to 87.552% when pulling 50486e5 on Peque:flexible_startend into c2e0114 on quantopian:master.

@Peque Peque changed the title More flexible start/end types in TradingCalendar Improve start/end utilization in TradingCalendar May 22, 2017
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Coverage Status

Coverage increased (+0.007%) to 87.554% when pulling 6690b31 on Peque:flexible_startend into c2e0114 on quantopian:master.

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@coveralls
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Coverage Status

Coverage increased (+0.007%) to 87.554% when pulling 6690b31 on Peque:flexible_startend into c2e0114 on quantopian:master.

Peque added 2 commits May 23, 2017 09:08
This is useful to know the first and last day the calendar is
representing (they do not need to match the first/last trading
session in the calendar).
@coveralls
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Coverage Status

Coverage increased (+0.007%) to 87.554% when pulling 9933da3 on Peque:flexible_startend into beba243 on quantopian:master.

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@coveralls
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coveralls commented May 23, 2017

Coverage Status

Coverage increased (+0.007%) to 87.554% when pulling 9933da3 on Peque:flexible_startend into beba243 on quantopian:master.

@freddiev4
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x-ref #418

@ernestoeperez88
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TradingCalendar has been moved to its own repo: https://github.com/quantopian/trading_calendars

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4 participants