ENH: Add Brazil domain

Yongtao-Li · Oct 25, 2018 · ee32ae4 · ee32ae4
1 parent 4386301
commit ee32ae4
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Showing 5 changed files with 8 additions and 3 deletions.
diff --git a/conda/trading-calendars/meta.yaml b/conda/trading-calendars/meta.yaml
@@ -1,8 +1,8 @@
 {% set name = "trading-calendars" %}
-{% set version = "1.4.0" %}
+{% set version = "1.4.2" %}
 {% set file_ext = "tar.gz" %}
 {% set hash_type = "sha256" %}
-{% set hash_value = "8fafa96781994ce9ba8f17e98a8c9c62deea3e6d1326ad7943c3fc2adf77a3ae" %}
+{% set hash_value = "f7c01b96c13901f9a1fc64fbe2816863bd15f6ea173725a1463dac9a32024c29" %}
 
 package:
   name: '{{ name|lower }}'

diff --git a/etc/requirements.txt b/etc/requirements.txt
@@ -82,7 +82,7 @@ empyrical==0.5.0
 tables==3.4.3
 
 # For trading calendars
-trading-calendars==1.4.0
+trading-calendars==1.4.2
 
 # Interface definitions.
 python-interface==1.4.0

diff --git a/tests/pipeline/test_domain.py b/tests/pipeline/test_domain.py
@@ -14,6 +14,7 @@
     AT_EQUITIES,
     AU_EQUITIES,
     BE_EQUITIES,
+    BR_EQUITIES,
     BUILT_IN_DOMAINS,
     CA_EQUITIES,
     CH_EQUITIES,
@@ -338,6 +339,7 @@ def test_built_in_equity_calendar_domain_defaults(self):
             AT_EQUITIES: datetime.time(8, 15),
             AU_EQUITIES: datetime.time(9, 15),
             BE_EQUITIES: datetime.time(8, 15),
+            BR_EQUITIES: datetime.time(9, 15),
             CA_EQUITIES: datetime.time(8, 45),
             CH_EQUITIES: datetime.time(8, 15),
             DE_EQUITIES: datetime.time(8, 15),

diff --git a/zipline/country.py b/zipline/country.py
@@ -13,6 +13,7 @@ class CountryCode(object):
     AUSTRALIA = code('AUSTRALIA')
     AUSTRIA = code('AUSTRIA')
     BELGIUM = code('BELGIUM')
+    BRAZIL = code('BRAZIL')
     CANADA = code('CANADA')
     DENMARK = code('DENMARK')
     FINLAND = code('FINLAND')

diff --git a/zipline/pipeline/domain.py b/zipline/pipeline/domain.py
@@ -187,6 +187,7 @@ def __repr__(self):
 AT_EQUITIES = EquityCalendarDomain(CountryCode.AUSTRIA, 'XWBO')
 AU_EQUITIES = EquityCalendarDomain(CountryCode.AUSTRALIA, 'XASX')
 BE_EQUITIES = EquityCalendarDomain(CountryCode.BELGIUM, 'XBRU')
+BR_EQUITIES = EquityCalendarDomain(CountryCode.BRAZIL, 'BVMF')
 CA_EQUITIES = EquityCalendarDomain(CountryCode.CANADA, 'XTSE')
 CH_EQUITIES = EquityCalendarDomain(CountryCode.SWITZERLAND, 'XSWX')
 DE_EQUITIES = EquityCalendarDomain(CountryCode.GERMANY, 'XFRA')
@@ -210,6 +211,7 @@ def __repr__(self):
     AT_EQUITIES,
     AU_EQUITIES,
     BE_EQUITIES,
+    BR_EQUITIES,
     CA_EQUITIES,
     CH_EQUITIES,
     DE_EQUITIES,