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.