open_at_time fix

[Stryder-Git]

This would be my proposed solution for #164, including an update to the tests.

@rsheftel, I think that it would be better to raise an error if a timestamp is passed that falls outside of the range covered by the schedule instead of returning False. Some tests are failing because I already implemented that. I wanted to see if you agree before adjusting those tests?

Thanks

[rsheftel]

I am not sure I understand, if the schedule defines an open and close time, then if the open_at_time() is called with a time outside the open hours, shouldn't it return False? Isn't that the purpose of the open_at_time() to know if a time is open or not?

[Stryder-Git]

Currently, if a schedule that has been calculated from "2001-01-08" to "2001-01-10" is used in open_at_time, with a timestamp before or after those dates (not covered by the schedule), it will return False.

I am suggesting that it may be better to raise an error in that situtaion:

import pandas_market_calendars as mcal
nyse = mcal.get_calendar("NYSE")

sched = cal.schedule("2001-01-08", "2001-01-10")
sched
                         market_open              market_close
2001-01-08 2001-01-08 14:30:00+00:00 2001-01-08 21:00:00+00:00
2001-01-09 2001-01-09 14:30:00+00:00 2001-01-09 21:00:00+00:00
2001-01-10 2001-01-10 14:30:00+00:00 2001-01-10 21:00:00+00:00


nyse.open_at_time(sched, "2001-01-10 00:00:00+0000") # covered by the schedule
False  # -> it is not open

nyse.open_at_time(sched, "2001-01-15 00:00:00+0000") # not covered by the schedule
False  # -> raise error ?

[rsheftel]

@Stryder-Git ok that makes sense and I agree we should implement this change.

[coveralls]

Coverage remained the same at 96.217% when pulling d5ef5ec on Stryder-Git:open_at_time into 930eecd on rsheftel:master.

[Stryder-Git]

This is good to go but I will leave the versioning to you if that is fine? Thanks.

[rsheftel]

Works for me. Will push a new version to PyPi shortly