From dae0a7f8e52e7c4a8105813646302148dd902b65 Mon Sep 17 00:00:00 2001 From: Robert Egglestone Date: Tue, 20 Jul 2021 13:08:13 +1200 Subject: [PATCH] replace trading_calendars with exchange_calendars --- alpaca_backtrader_api/alpacastore.py | 4 ++-- requirements/requirements.txt | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/alpaca_backtrader_api/alpacastore.py b/alpaca_backtrader_api/alpacastore.py index 1e6739aa..f5c235bc 100644 --- a/alpaca_backtrader_api/alpacastore.py +++ b/alpaca_backtrader_api/alpacastore.py @@ -9,7 +9,7 @@ from datetime import datetime, timedelta, time as dtime from dateutil.parser import parse as date_parse import time as _time -import trading_calendars +import exchange_calendars import threading import asyncio @@ -442,7 +442,7 @@ def _make_sure_dates_are_initialized_properly(self, dtbegin, dtend, else: dtend = pd.Timestamp(pytz.timezone('UTC').localize(dtend)) if granularity == Granularity.Minute: - calendar = trading_calendars.get_calendar(name='NYSE') + calendar = exchange_calendars.get_calendar(name='NYSE') while not calendar.is_open_on_minute(dtend): dtend = dtend.replace(hour=15, minute=59, diff --git a/requirements/requirements.txt b/requirements/requirements.txt index 5d489677..d4f5eba5 100644 --- a/requirements/requirements.txt +++ b/requirements/requirements.txt @@ -1,4 +1,4 @@ backtrader==1.9.76.123 alpaca-trade-api==1.2.2 -trading_calendars==2.1.1 +exchange_calendars==3.2