scubamut
3/5/2019 - 12:30 PM

TRADING CALENDAR

try:
    from zipline.utils.calendars import get_calendar
except:
    from zipline.utils.calendar_utils import get_calendar

all_trading_days = get_calendar('NYSE').all_sessions
# all_trading_days = get_calendar('NASDAQ').all_sessions
print(all_trading_days)

# between dates
trading_days = all_trading_days[(all_trading_days>=start)&(all_trading_days<end)]
print(trading_days)