Trading Calendar API

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I. Larsson

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Apr 28, 2017, 4:30:49 PM4/28/17
to Zipline Python Opensource Backtester

Hi,


I'm trying to switch between calendars in zipline when running an algorithm through run_algorithm-method, but can't seem to get that working. I have tried to initiate get_calendar("LSE") in initialize-function, but it does not respond - it reverts to "NYSE" which is the default.


Anyone that knows how I can easily switch between calendars?


I have read the docs and read the few posts concerning trading calendar, but can't seem to get anywhere.


Any help is much appreciated.

fva...@quantopian.com

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May 4, 2017, 5:00:09 PM5/4/17
to Zipline Python Opensource Backtester
Hi Stuart,

I've responded to the issue you opened up on the zipline repo.

Thanks,
Freddie
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