Join GitHub today
GitHub is home to over 28 million developers working together to host and review code, manage projects, and build software together.Sign up
use trading_calendars in zipline #2219
2 times, most recently
Jun 25, 2018
@vikram-narayan the changes here generally seem reasonable. A few general comments:
- It looks like some of the functions we copied to zipline have been deleted here but others haven't (e.g., it looks like we copied
days_at_time. It seems like we should be consistent one way or another here.
- I'm not sure if we want to have a single global registry for all consumers of
trading_calendars, or if we want a zipline-specific registry (
multipledispatch, which we use in various places, has a concept of a dispatch namespace, which you can use to have multiple distinct copies of multiply-dispatched functions with the same name. The analogy here would be if you wanted multiple different calendars registered under the same name in different parts of your program. I can't actually think of a use-case where that would be useful, so my inclination for now is to have the single global registry, but I'd be interested to get other opinions on this.
- I'm 50/50 on whether it's worth the source code churn to update all the imports here. This is another case where I'd be interested in a second opinion.
Jul 2, 2018
Add this suggestion to a batch that can be applied as a single commit. This suggestion is invalid because no changes were made to the code. Suggestions cannot be applied while the pull request is closed. Suggestions cannot be applied while viewing a subset of changes. Only one suggestion per line can be applied in a batch. Add this suggestion to a batch that can be applied as a single commit. Applying suggestions on deleted lines is not supported. You must change the existing code in this line in order to create a valid suggestion. Outdated suggestions cannot be applied. This suggestion has been applied or marked resolved. Suggestions cannot be applied from pending reviews.