provide a config item for open/close times

[zfsamzfsam]

Why are open times one minute late?
https://github.com/quantopian/trading_calendars

Due to its historical use in the Zipline backtesting system, trading_calendars will only indicate a market is open upon the completion of the first minute bar in a day.

Zipline uses minute bars labeled with the end of the bar, e.g. 9:31AM for 9:30-9:31AM.

As an example, on a regular trading day for NYSE:

9:30:00 is treated as closed.
9:30:01 is treated as closed.
9:31:00 is the first time treated as open.
16:00:00 is treated as open
16:00:01 is treated as closed

This may change in the future.

[rsheftel]

This repo is unmaintained since Quantopian ceased business. Here are 2 forks that may get you what you want:

https://github.com/rsheftel/pandas_market_calendars

https://github.com/gerrymanoim/exchange_calendars