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Merge pull request #34 from quantopian/remove-brazil-late-open
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TMP: Treating Brazil late open as full day for now
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Jean Bredeche authored Oct 25, 2018
2 parents 4094d40 + 50cf897 commit 4f015f8
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Showing 3 changed files with 52 additions and 49 deletions.
61 changes: 31 additions & 30 deletions tests/resources/bvmf.csv
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1990-02-21 00:00:00+00:00,1990-02-21 13:01:00,1990-02-21 20:00:00
1990-02-22 00:00:00+00:00,1990-02-22 13:01:00,1990-02-22 20:00:00
1990-02-23 00:00:00+00:00,1990-02-23 13:01:00,1990-02-23 20:00:00
1990-02-28 00:00:00+00:00,1990-02-28 16:01:00,1990-02-28 20:00:00
1990-02-28 00:00:00+00:00,1990-02-28 13:01:00,1990-02-28 20:00:00
1990-03-01 00:00:00+00:00,1990-03-01 13:01:00,1990-03-01 20:00:00
1990-03-02 00:00:00+00:00,1990-03-02 13:01:00,1990-03-02 20:00:00
1990-03-05 00:00:00+00:00,1990-03-05 13:01:00,1990-03-05 20:00:00
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1991-02-06 00:00:00+00:00,1991-02-06 12:01:00,1991-02-06 19:00:00
1991-02-07 00:00:00+00:00,1991-02-07 12:01:00,1991-02-07 19:00:00
1991-02-08 00:00:00+00:00,1991-02-08 12:01:00,1991-02-08 19:00:00
1991-02-13 00:00:00+00:00,1991-02-13 15:01:00,1991-02-13 19:00:00
1991-02-13 00:00:00+00:00,1991-02-13 12:01:00,1991-02-13 19:00:00
1991-02-14 00:00:00+00:00,1991-02-14 12:01:00,1991-02-14 19:00:00
1991-02-15 00:00:00+00:00,1991-02-15 12:01:00,1991-02-15 19:00:00
1991-02-18 00:00:00+00:00,1991-02-18 13:01:00,1991-02-18 20:00:00
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1992-02-26 00:00:00+00:00,1992-02-26 13:01:00,1992-02-26 20:00:00
1992-02-27 00:00:00+00:00,1992-02-27 13:01:00,1992-02-27 20:00:00
1992-02-28 00:00:00+00:00,1992-02-28 13:01:00,1992-02-28 20:00:00
1992-03-04 00:00:00+00:00,1992-03-04 16:01:00,1992-03-04 20:00:00
1992-03-04 00:00:00+00:00,1992-03-04 13:01:00,1992-03-04 20:00:00
1992-03-05 00:00:00+00:00,1992-03-05 13:01:00,1992-03-05 20:00:00
1992-03-06 00:00:00+00:00,1992-03-06 13:01:00,1992-03-06 20:00:00
1992-03-09 00:00:00+00:00,1992-03-09 13:01:00,1992-03-09 20:00:00
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1993-02-17 00:00:00+00:00,1993-02-17 13:01:00,1993-02-17 20:00:00
1993-02-18 00:00:00+00:00,1993-02-18 13:01:00,1993-02-18 20:00:00
1993-02-19 00:00:00+00:00,1993-02-19 13:01:00,1993-02-19 20:00:00
1993-02-24 00:00:00+00:00,1993-02-24 16:01:00,1993-02-24 20:00:00
1993-02-24 00:00:00+00:00,1993-02-24 13:01:00,1993-02-24 20:00:00
1993-02-25 00:00:00+00:00,1993-02-25 13:01:00,1993-02-25 20:00:00
1993-02-26 00:00:00+00:00,1993-02-26 13:01:00,1993-02-26 20:00:00
1993-03-01 00:00:00+00:00,1993-03-01 13:01:00,1993-03-01 20:00:00
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1994-02-09 00:00:00+00:00,1994-02-09 12:01:00,1994-02-09 19:00:00
1994-02-10 00:00:00+00:00,1994-02-10 12:01:00,1994-02-10 19:00:00
1994-02-11 00:00:00+00:00,1994-02-11 12:01:00,1994-02-11 19:00:00
1994-02-16 00:00:00+00:00,1994-02-16 15:01:00,1994-02-16 19:00:00
1994-02-16 00:00:00+00:00,1994-02-16 12:01:00,1994-02-16 19:00:00
1994-02-17 00:00:00+00:00,1994-02-17 12:01:00,1994-02-17 19:00:00
1994-02-18 00:00:00+00:00,1994-02-18 12:01:00,1994-02-18 19:00:00
1994-02-21 00:00:00+00:00,1994-02-21 13:01:00,1994-02-21 20:00:00
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1995-02-22 00:00:00+00:00,1995-02-22 13:01:00,1995-02-22 20:00:00
1995-02-23 00:00:00+00:00,1995-02-23 13:01:00,1995-02-23 20:00:00
1995-02-24 00:00:00+00:00,1995-02-24 13:01:00,1995-02-24 20:00:00
1995-03-01 00:00:00+00:00,1995-03-01 16:01:00,1995-03-01 20:00:00
1995-03-01 00:00:00+00:00,1995-03-01 13:01:00,1995-03-01 20:00:00
1995-03-02 00:00:00+00:00,1995-03-02 13:01:00,1995-03-02 20:00:00
1995-03-03 00:00:00+00:00,1995-03-03 13:01:00,1995-03-03 20:00:00
1995-03-06 00:00:00+00:00,1995-03-06 13:01:00,1995-03-06 20:00:00
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1996-02-14 00:00:00+00:00,1996-02-14 13:01:00,1996-02-14 20:00:00
1996-02-15 00:00:00+00:00,1996-02-15 13:01:00,1996-02-15 20:00:00
1996-02-16 00:00:00+00:00,1996-02-16 13:01:00,1996-02-16 20:00:00
1996-02-21 00:00:00+00:00,1996-02-21 16:01:00,1996-02-21 20:00:00
1996-02-21 00:00:00+00:00,1996-02-21 13:01:00,1996-02-21 20:00:00
1996-02-22 00:00:00+00:00,1996-02-22 13:01:00,1996-02-22 20:00:00
1996-02-23 00:00:00+00:00,1996-02-23 13:01:00,1996-02-23 20:00:00
1996-02-26 00:00:00+00:00,1996-02-26 13:01:00,1996-02-26 20:00:00
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1997-02-05 00:00:00+00:00,1997-02-05 12:01:00,1997-02-05 19:00:00
1997-02-06 00:00:00+00:00,1997-02-06 12:01:00,1997-02-06 19:00:00
1997-02-07 00:00:00+00:00,1997-02-07 12:01:00,1997-02-07 19:00:00
1997-02-12 00:00:00+00:00,1997-02-12 15:01:00,1997-02-12 19:00:00
1997-02-12 00:00:00+00:00,1997-02-12 12:01:00,1997-02-12 19:00:00
1997-02-13 00:00:00+00:00,1997-02-13 12:01:00,1997-02-13 19:00:00
1997-02-14 00:00:00+00:00,1997-02-14 12:01:00,1997-02-14 19:00:00
1997-02-17 00:00:00+00:00,1997-02-17 13:01:00,1997-02-17 20:00:00
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1998-02-18 00:00:00+00:00,1998-02-18 12:01:00,1998-02-18 19:00:00
1998-02-19 00:00:00+00:00,1998-02-19 12:01:00,1998-02-19 19:00:00
1998-02-20 00:00:00+00:00,1998-02-20 12:01:00,1998-02-20 19:00:00
1998-02-25 00:00:00+00:00,1998-02-25 15:01:00,1998-02-25 19:00:00
1998-02-25 00:00:00+00:00,1998-02-25 12:01:00,1998-02-25 19:00:00
1998-02-26 00:00:00+00:00,1998-02-26 12:01:00,1998-02-26 19:00:00
1998-02-27 00:00:00+00:00,1998-02-27 12:01:00,1998-02-27 19:00:00
1998-03-02 00:00:00+00:00,1998-03-02 13:01:00,1998-03-02 20:00:00
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1999-02-10 00:00:00+00:00,1999-02-10 12:01:00,1999-02-10 19:00:00
1999-02-11 00:00:00+00:00,1999-02-11 12:01:00,1999-02-11 19:00:00
1999-02-12 00:00:00+00:00,1999-02-12 12:01:00,1999-02-12 19:00:00
1999-02-17 00:00:00+00:00,1999-02-17 15:01:00,1999-02-17 19:00:00
1999-02-17 00:00:00+00:00,1999-02-17 12:01:00,1999-02-17 19:00:00
1999-02-18 00:00:00+00:00,1999-02-18 12:01:00,1999-02-18 19:00:00
1999-02-19 00:00:00+00:00,1999-02-19 12:01:00,1999-02-19 19:00:00
1999-02-22 00:00:00+00:00,1999-02-22 13:01:00,1999-02-22 20:00:00
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2000-03-01 00:00:00+00:00,2000-03-01 13:01:00,2000-03-01 20:00:00
2000-03-02 00:00:00+00:00,2000-03-02 13:01:00,2000-03-02 20:00:00
2000-03-03 00:00:00+00:00,2000-03-03 13:01:00,2000-03-03 20:00:00
2000-03-08 00:00:00+00:00,2000-03-08 16:01:00,2000-03-08 20:00:00
2000-03-08 00:00:00+00:00,2000-03-08 13:01:00,2000-03-08 20:00:00
2000-03-09 00:00:00+00:00,2000-03-09 13:01:00,2000-03-09 20:00:00
2000-03-10 00:00:00+00:00,2000-03-10 13:01:00,2000-03-10 20:00:00
2000-03-13 00:00:00+00:00,2000-03-13 13:01:00,2000-03-13 20:00:00
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2001-02-21 00:00:00+00:00,2001-02-21 13:01:00,2001-02-21 20:00:00
2001-02-22 00:00:00+00:00,2001-02-22 13:01:00,2001-02-22 20:00:00
2001-02-23 00:00:00+00:00,2001-02-23 13:01:00,2001-02-23 20:00:00
2001-02-28 00:00:00+00:00,2001-02-28 16:01:00,2001-02-28 20:00:00
2001-02-28 00:00:00+00:00,2001-02-28 13:01:00,2001-02-28 20:00:00
2001-03-01 00:00:00+00:00,2001-03-01 13:01:00,2001-03-01 20:00:00
2001-03-02 00:00:00+00:00,2001-03-02 13:01:00,2001-03-02 20:00:00
2001-03-05 00:00:00+00:00,2001-03-05 13:01:00,2001-03-05 20:00:00
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2002-02-06 00:00:00+00:00,2002-02-06 12:01:00,2002-02-06 19:00:00
2002-02-07 00:00:00+00:00,2002-02-07 12:01:00,2002-02-07 19:00:00
2002-02-08 00:00:00+00:00,2002-02-08 12:01:00,2002-02-08 19:00:00
2002-02-13 00:00:00+00:00,2002-02-13 15:01:00,2002-02-13 19:00:00
2002-02-13 00:00:00+00:00,2002-02-13 12:01:00,2002-02-13 19:00:00
2002-02-14 00:00:00+00:00,2002-02-14 12:01:00,2002-02-14 19:00:00
2002-02-15 00:00:00+00:00,2002-02-15 12:01:00,2002-02-15 19:00:00
2002-02-18 00:00:00+00:00,2002-02-18 13:01:00,2002-02-18 20:00:00
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2003-02-26 00:00:00+00:00,2003-02-26 13:01:00,2003-02-26 20:00:00
2003-02-27 00:00:00+00:00,2003-02-27 13:01:00,2003-02-27 20:00:00
2003-02-28 00:00:00+00:00,2003-02-28 13:01:00,2003-02-28 20:00:00
2003-03-05 00:00:00+00:00,2003-03-05 16:01:00,2003-03-05 20:00:00
2003-03-05 00:00:00+00:00,2003-03-05 13:01:00,2003-03-05 20:00:00
2003-03-06 00:00:00+00:00,2003-03-06 13:01:00,2003-03-06 20:00:00
2003-03-07 00:00:00+00:00,2003-03-07 13:01:00,2003-03-07 20:00:00
2003-03-10 00:00:00+00:00,2003-03-10 13:01:00,2003-03-10 20:00:00
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2004-02-18 00:00:00+00:00,2004-02-18 13:01:00,2004-02-18 20:00:00
2004-02-19 00:00:00+00:00,2004-02-19 13:01:00,2004-02-19 20:00:00
2004-02-20 00:00:00+00:00,2004-02-20 13:01:00,2004-02-20 20:00:00
2004-02-25 00:00:00+00:00,2004-02-25 16:01:00,2004-02-25 20:00:00
2004-02-25 00:00:00+00:00,2004-02-25 13:01:00,2004-02-25 20:00:00
2004-02-26 00:00:00+00:00,2004-02-26 13:01:00,2004-02-26 20:00:00
2004-02-27 00:00:00+00:00,2004-02-27 13:01:00,2004-02-27 20:00:00
2004-03-01 00:00:00+00:00,2004-03-01 13:01:00,2004-03-01 20:00:00
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2005-02-02 00:00:00+00:00,2005-02-02 12:01:00,2005-02-02 19:00:00
2005-02-03 00:00:00+00:00,2005-02-03 12:01:00,2005-02-03 19:00:00
2005-02-04 00:00:00+00:00,2005-02-04 12:01:00,2005-02-04 19:00:00
2005-02-09 00:00:00+00:00,2005-02-09 15:01:00,2005-02-09 19:00:00
2005-02-09 00:00:00+00:00,2005-02-09 12:01:00,2005-02-09 19:00:00
2005-02-10 00:00:00+00:00,2005-02-10 12:01:00,2005-02-10 19:00:00
2005-02-11 00:00:00+00:00,2005-02-11 12:01:00,2005-02-11 19:00:00
2005-02-14 00:00:00+00:00,2005-02-14 12:01:00,2005-02-14 19:00:00
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2006-02-22 00:00:00+00:00,2006-02-22 13:01:00,2006-02-22 20:00:00
2006-02-23 00:00:00+00:00,2006-02-23 13:01:00,2006-02-23 20:00:00
2006-02-24 00:00:00+00:00,2006-02-24 13:01:00,2006-02-24 20:00:00
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2006-03-01 00:00:00+00:00,2006-03-01 13:01:00,2006-03-01 20:00:00
2006-03-02 00:00:00+00:00,2006-03-02 13:01:00,2006-03-02 20:00:00
2006-03-03 00:00:00+00:00,2006-03-03 13:01:00,2006-03-03 20:00:00
2006-03-06 00:00:00+00:00,2006-03-06 13:01:00,2006-03-06 20:00:00
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2007-02-14 00:00:00+00:00,2007-02-14 12:01:00,2007-02-14 19:00:00
2007-02-15 00:00:00+00:00,2007-02-15 12:01:00,2007-02-15 19:00:00
2007-02-16 00:00:00+00:00,2007-02-16 12:01:00,2007-02-16 19:00:00
2007-02-21 00:00:00+00:00,2007-02-21 15:01:00,2007-02-21 19:00:00
2007-02-21 00:00:00+00:00,2007-02-21 12:01:00,2007-02-21 19:00:00
2007-02-22 00:00:00+00:00,2007-02-22 12:01:00,2007-02-22 19:00:00
2007-02-23 00:00:00+00:00,2007-02-23 12:01:00,2007-02-23 19:00:00
2007-02-26 00:00:00+00:00,2007-02-26 13:01:00,2007-02-26 20:00:00
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2008-01-30 00:00:00+00:00,2008-01-30 12:01:00,2008-01-30 19:00:00
2008-01-31 00:00:00+00:00,2008-01-31 12:01:00,2008-01-31 19:00:00
2008-02-01 00:00:00+00:00,2008-02-01 12:01:00,2008-02-01 19:00:00
2008-02-06 00:00:00+00:00,2008-02-06 15:01:00,2008-02-06 19:00:00
2008-02-06 00:00:00+00:00,2008-02-06 12:01:00,2008-02-06 19:00:00
2008-02-07 00:00:00+00:00,2008-02-07 12:01:00,2008-02-07 19:00:00
2008-02-08 00:00:00+00:00,2008-02-08 12:01:00,2008-02-08 19:00:00
2008-02-11 00:00:00+00:00,2008-02-11 12:01:00,2008-02-11 19:00:00
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2009-02-18 00:00:00+00:00,2009-02-18 13:01:00,2009-02-18 20:00:00
2009-02-19 00:00:00+00:00,2009-02-19 13:01:00,2009-02-19 20:00:00
2009-02-20 00:00:00+00:00,2009-02-20 13:01:00,2009-02-20 20:00:00
2009-02-25 00:00:00+00:00,2009-02-25 16:01:00,2009-02-25 20:00:00
2009-02-25 00:00:00+00:00,2009-02-25 13:01:00,2009-02-25 20:00:00
2009-02-26 00:00:00+00:00,2009-02-26 13:01:00,2009-02-26 20:00:00
2009-02-27 00:00:00+00:00,2009-02-27 13:01:00,2009-02-27 20:00:00
2009-03-02 00:00:00+00:00,2009-03-02 13:01:00,2009-03-02 20:00:00
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2010-02-10 00:00:00+00:00,2010-02-10 12:01:00,2010-02-10 19:00:00
2010-02-11 00:00:00+00:00,2010-02-11 12:01:00,2010-02-11 19:00:00
2010-02-12 00:00:00+00:00,2010-02-12 12:01:00,2010-02-12 19:00:00
2010-02-17 00:00:00+00:00,2010-02-17 15:01:00,2010-02-17 19:00:00
2010-02-17 00:00:00+00:00,2010-02-17 12:01:00,2010-02-17 19:00:00
2010-02-18 00:00:00+00:00,2010-02-18 12:01:00,2010-02-18 19:00:00
2010-02-19 00:00:00+00:00,2010-02-19 12:01:00,2010-02-19 19:00:00
2010-02-22 00:00:00+00:00,2010-02-22 13:01:00,2010-02-22 20:00:00
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2011-03-02 00:00:00+00:00,2011-03-02 13:01:00,2011-03-02 20:00:00
2011-03-03 00:00:00+00:00,2011-03-03 13:01:00,2011-03-03 20:00:00
2011-03-04 00:00:00+00:00,2011-03-04 13:01:00,2011-03-04 20:00:00
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2011-03-10 00:00:00+00:00,2011-03-10 13:01:00,2011-03-10 20:00:00
2011-03-11 00:00:00+00:00,2011-03-11 13:01:00,2011-03-11 20:00:00
2011-03-14 00:00:00+00:00,2011-03-14 13:01:00,2011-03-14 20:00:00
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2012-02-15 00:00:00+00:00,2012-02-15 12:01:00,2012-02-15 19:00:00
2012-02-16 00:00:00+00:00,2012-02-16 12:01:00,2012-02-16 19:00:00
2012-02-17 00:00:00+00:00,2012-02-17 12:01:00,2012-02-17 19:00:00
2012-02-22 00:00:00+00:00,2012-02-22 15:01:00,2012-02-22 19:00:00
2012-02-22 00:00:00+00:00,2012-02-22 12:01:00,2012-02-22 19:00:00
2012-02-23 00:00:00+00:00,2012-02-23 12:01:00,2012-02-23 19:00:00
2012-02-24 00:00:00+00:00,2012-02-24 12:01:00,2012-02-24 19:00:00
2012-02-27 00:00:00+00:00,2012-02-27 13:01:00,2012-02-27 20:00:00
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2013-02-06 00:00:00+00:00,2013-02-06 12:01:00,2013-02-06 19:00:00
2013-02-07 00:00:00+00:00,2013-02-07 12:01:00,2013-02-07 19:00:00
2013-02-08 00:00:00+00:00,2013-02-08 12:01:00,2013-02-08 19:00:00
2013-02-13 00:00:00+00:00,2013-02-13 15:01:00,2013-02-13 19:00:00
2013-02-13 00:00:00+00:00,2013-02-13 12:01:00,2013-02-13 19:00:00
2013-02-14 00:00:00+00:00,2013-02-14 12:01:00,2013-02-14 19:00:00
2013-02-15 00:00:00+00:00,2013-02-15 12:01:00,2013-02-15 19:00:00
2013-02-18 00:00:00+00:00,2013-02-18 13:01:00,2013-02-18 20:00:00
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2014-02-26 00:00:00+00:00,2014-02-26 13:01:00,2014-02-26 20:00:00
2014-02-27 00:00:00+00:00,2014-02-27 13:01:00,2014-02-27 20:00:00
2014-02-28 00:00:00+00:00,2014-02-28 13:01:00,2014-02-28 20:00:00
2014-03-05 00:00:00+00:00,2014-03-05 16:01:00,2014-03-05 20:00:00
2014-03-05 00:00:00+00:00,2014-03-05 13:01:00,2014-03-05 20:00:00
2014-03-06 00:00:00+00:00,2014-03-06 13:01:00,2014-03-06 20:00:00
2014-03-07 00:00:00+00:00,2014-03-07 13:01:00,2014-03-07 20:00:00
2014-03-10 00:00:00+00:00,2014-03-10 13:01:00,2014-03-10 20:00:00
Expand Down Expand Up @@ -6231,7 +6231,7 @@
2015-02-11 00:00:00+00:00,2015-02-11 12:01:00,2015-02-11 19:00:00
2015-02-12 00:00:00+00:00,2015-02-12 12:01:00,2015-02-12 19:00:00
2015-02-13 00:00:00+00:00,2015-02-13 12:01:00,2015-02-13 19:00:00
2015-02-18 00:00:00+00:00,2015-02-18 15:01:00,2015-02-18 19:00:00
2015-02-18 00:00:00+00:00,2015-02-18 12:01:00,2015-02-18 19:00:00
2015-02-19 00:00:00+00:00,2015-02-19 12:01:00,2015-02-19 19:00:00
2015-02-20 00:00:00+00:00,2015-02-20 12:01:00,2015-02-20 19:00:00
2015-02-23 00:00:00+00:00,2015-02-23 13:01:00,2015-02-23 20:00:00
Expand Down Expand Up @@ -6470,7 +6470,7 @@
2016-02-03 00:00:00+00:00,2016-02-03 12:01:00,2016-02-03 19:00:00
2016-02-04 00:00:00+00:00,2016-02-04 12:01:00,2016-02-04 19:00:00
2016-02-05 00:00:00+00:00,2016-02-05 12:01:00,2016-02-05 19:00:00
2016-02-10 00:00:00+00:00,2016-02-10 15:01:00,2016-02-10 19:00:00
2016-02-10 00:00:00+00:00,2016-02-10 12:01:00,2016-02-10 19:00:00
2016-02-11 00:00:00+00:00,2016-02-11 12:01:00,2016-02-11 19:00:00
2016-02-12 00:00:00+00:00,2016-02-12 12:01:00,2016-02-12 19:00:00
2016-02-15 00:00:00+00:00,2016-02-15 12:01:00,2016-02-15 19:00:00
Expand Down Expand Up @@ -6734,7 +6734,7 @@
2017-02-22 00:00:00+00:00,2017-02-22 13:01:00,2017-02-22 20:00:00
2017-02-23 00:00:00+00:00,2017-02-23 13:01:00,2017-02-23 20:00:00
2017-02-24 00:00:00+00:00,2017-02-24 13:01:00,2017-02-24 20:00:00
2017-03-01 00:00:00+00:00,2017-03-01 16:01:00,2017-03-01 20:00:00
2017-03-01 00:00:00+00:00,2017-03-01 13:01:00,2017-03-01 20:00:00
2017-03-02 00:00:00+00:00,2017-03-02 13:01:00,2017-03-02 20:00:00
2017-03-03 00:00:00+00:00,2017-03-03 13:01:00,2017-03-03 20:00:00
2017-03-06 00:00:00+00:00,2017-03-06 13:01:00,2017-03-06 20:00:00
Expand Down Expand Up @@ -6969,7 +6969,7 @@
2018-02-07 00:00:00+00:00,2018-02-07 12:01:00,2018-02-07 19:00:00
2018-02-08 00:00:00+00:00,2018-02-08 12:01:00,2018-02-08 19:00:00
2018-02-09 00:00:00+00:00,2018-02-09 12:01:00,2018-02-09 19:00:00
2018-02-14 00:00:00+00:00,2018-02-14 15:01:00,2018-02-14 19:00:00
2018-02-14 00:00:00+00:00,2018-02-14 12:01:00,2018-02-14 19:00:00
2018-02-15 00:00:00+00:00,2018-02-15 12:01:00,2018-02-15 19:00:00
2018-02-16 00:00:00+00:00,2018-02-16 12:01:00,2018-02-16 19:00:00
2018-02-19 00:00:00+00:00,2018-02-19 13:01:00,2018-02-19 20:00:00
Expand Down Expand Up @@ -7228,7 +7228,7 @@
2019-02-27 00:00:00+00:00,2019-02-27 13:01:00,2019-02-27 20:00:00
2019-02-28 00:00:00+00:00,2019-02-28 13:01:00,2019-02-28 20:00:00
2019-03-01 00:00:00+00:00,2019-03-01 13:01:00,2019-03-01 20:00:00
2019-03-06 00:00:00+00:00,2019-03-06 16:01:00,2019-03-06 20:00:00
2019-03-06 00:00:00+00:00,2019-03-06 13:01:00,2019-03-06 20:00:00
2019-03-07 00:00:00+00:00,2019-03-07 13:01:00,2019-03-07 20:00:00
2019-03-08 00:00:00+00:00,2019-03-08 13:01:00,2019-03-08 20:00:00
2019-03-11 00:00:00+00:00,2019-03-11 13:01:00,2019-03-11 20:00:00
Expand Down Expand Up @@ -7391,3 +7391,4 @@
2019-10-22 00:00:00+00:00,2019-10-22 13:01:00,2019-10-22 20:00:00
2019-10-23 00:00:00+00:00,2019-10-23 13:01:00,2019-10-23 20:00:00
2019-10-24 00:00:00+00:00,2019-10-24 13:01:00,2019-10-24 20:00:00
2019-10-25 00:00:00+00:00,2019-10-25 13:01:00,2019-10-25 20:00:00
28 changes: 14 additions & 14 deletions tests/test_bvmf_calendar.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,6 @@ class BVMFCalendarTestCase(ExchangeCalendarTestBase, TestCase):
MINUTE_INDEX_TO_SESSION_LABELS_END = pd.Timestamp('2011-04-05', tz='UTC')

HAVE_EARLY_CLOSES = False
HAVE_LATE_OPENS = True

DAYLIGHT_SAVINGS_DATES = ['2017-02-17', '2017-10-16']

Expand Down Expand Up @@ -52,19 +51,20 @@ def test_normal_year(self):
for session_label in other_holidays:
self.assertNotIn(session_label, self.calendar.all_sessions)

def test_late_opens(self):
# Ash Wednesday, 46 days before Easter Sunday
late_opens = [
pd.Timestamp("2016-02-10", tz='UTC'),
pd.Timestamp("2017-03-01", tz='UTC'),
pd.Timestamp("2018-02-14", tz='UTC'),
]

for late_open_session_label in late_opens:
self.assertIn(
late_open_session_label,
self.calendar.late_opens,
)
# FIXME: add back in later.
# def test_late_opens(self):
# # Ash Wednesday, 46 days before Easter Sunday
# late_opens = [
# pd.Timestamp("2016-02-10", tz='UTC'),
# pd.Timestamp("2017-03-01", tz='UTC'),
# pd.Timestamp("2018-02-14", tz='UTC'),
# ]

# for late_open_session_label in late_opens:
# self.assertIn(
# late_open_session_label,
# self.calendar.late_opens,
# )

def test_special_holidays(self):
# Constitutionalist Revolution started in 1998
Expand Down
12 changes: 7 additions & 5 deletions trading_calendars/exchange_calendar_bvmf.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -211,8 +211,10 @@ def regular_holidays(self):
AnoNovo,
])

@property
def special_opens(self):
return [
(time(13, 1), HolidayCalendar([QuartaCinzas]))
]
# TODO: Add this late open back in later, once we have better
# knowledge of how Zipline handles it.
# @property
# def special_opens(self):
# return [
# (time(13, 1), HolidayCalendar([QuartaCinzas]))
# ]

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