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Use env_trading_calender for open and closes data #331

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pankajkgarg commented May 11, 2014

TradingEnvironment class uses env_trading_calendar for trading days but the default trading calendar for open_and_close data, which causes errors later, because of misalignment of trading days. The issue can be resolved by using env_trading_calendar for open_and_closes as well

Use env_trading_calender for open and closes data
TradingEnvironment class uses env_trading_calendar for trading days but the default trading calendar for open_and_close data, which causes errors later, because of misalignment of trading days. The issue can be resolved by using env_trading_calendar for open_and_closes as well
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ehebert commented May 12, 2014

Merged via 6e9dc6e

Thanks!

@ehebert ehebert closed this May 12, 2014

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