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- Updated usage.ipynb with information on added features
- Added mark_session() Util Function
- Added MarketCalendar.date_range_htf() Method
- Added MarketCalendar.schedule_from_days() Method
- Split NYSE Holiday Calendar into Two Calendars to support Date_Range_HTF()
- NYSE.weekmask now returns "Mon Tue Wed Thur Fri" instead of "Mon Tue Wed Thur Fri Sat"
- Start, End, Periods, and Session Arguments added to Date_Range() from PR 358
- Speed enhancements from PR 358 and 372
Added mark_session() Util Function
Added MarketCalendar.date_range_htf() Method
Added MarketCalendar.schedule_from_days() Method
The only thing of note that may not be backwards compatible with every user's implementation is the following change:
Split NYSE Holiday Calendar into Two Calendars to support Date_Range_HTF()
NYSE.weekmask now returns "Mon Tue Wed Thur Fri" instead of "Mon Tue Wed Thur Fri Sat"
This was needed to make Date_Range_HTF() Work properly. In theory it should also make nyse schedule generation faster, but the difference is likely negligible. ** This doesn't effect the schedule. NYSE still produces Saturdays pre-1952, it just does so using a different implementation.
For Information on the features added see the updates to the Usage Notebook.
mark_session(): Helpers > Mark Session
MarketCalendar.date_range_htf(): Basic Usage > Exchange open valid business days: Date_Range_HTF()
MarketCalendar.schedule_from_days(): Basic Usage > Schedule_From_Days
date_range(): Helpers > date_range - (These were actually updates in PR 358)