Merge pull request #290 from alpacahq/fix-usage-of-exchange-calendars

Fix usage of exchange calendars

Author: camelpac

.circleci/config.yml

@@ -1,11 +1,11 @@
 version: 2
 jobs:
-  build-python36:
+  build-python38:
     docker:
-      - image: python:3.6.7
+      - image: python:3.8.11
     working_directory: ~/repo
     steps:
-      - run: echo "hello python 3.6.7"
+      - run: echo "hello python 3.8.11"
       - checkout
 
       # Download and cache dependencies
@@ -23,7 +23,6 @@ jobs:
       - run:
           name: run tests
           command: |
-            pip install pandas==1.1.5 numpy==1.19.4 scipy==1.5.4
             pip install flake8 && flake8
             python setup.py develop
             python setup.py test
@@ -34,11 +33,11 @@ jobs:
           key: v1-dependencies-{{ checksum "setup.py" }}
 
       - store_artifacts:
-          path: test-reports3.6.7
-          destination: test-reports3.6.7
+          path: test-reports3.8.11
+          destination: test-reports3.8.11
 
 workflows:
   version: 2
   build:
     jobs:
-      - build-python36
+      - build-python38

alpaca_backtrader_api/__init__.py

@@ -5,4 +5,4 @@
 __all__ = [
     'AlpacaStore', 'AlpacaBroker', 'AlpacaData',
 ]
-__version__ = '0.14.1'
+__version__ = '0.15.0'

alpaca_backtrader_api/alpacastore.py

@@ -445,7 +445,7 @@ def _make_sure_dates_are_initialized_properly(self, dtbegin, dtend,
               not dtend.tzname() else dtend
         if granularity == Granularity.Minute:
             calendar = exchange_calendars.get_calendar(name='NYSE')
-            while not calendar.is_open_on_minute(dtend):
+            while not calendar.is_open_on_minute(dtend.ceil(freq='T')):
                 dtend = dtend.replace(hour=15,
                                       minute=59,
                                       second=0,

requirements/requirements.txt

@@ -1,3 +1,7 @@
 backtrader==1.9.76.123
-alpaca-trade-api==1.2.3
-exchange_calendars==3.2
+alpaca-trade-api==1.4.3
+exchange-calendars==3.4
+matplotlib==2.2.5
+msgpack==1.0.2
+numpy==1.21.2
+pandas==1.3.2

setup.py

@@ -20,7 +20,6 @@
 with open(os.path.join("requirements", "requirements_test.txt")) as reqs:
     REQUIREMENTS_TEST = reqs.readlines()
 
-
 setup(
     name='alpaca-backtrader-api',
     version=version,
@@ -30,6 +29,15 @@
     author='Alpaca',
     author_email='oss@alpaca.markets',
     url='https://github.com/alpacahq/alpaca-backtrader-api',
+    classifiers=[
+        'Programming Language :: Python :: 3',
+        'Programming Language :: Python :: 3.7',
+        'Programming Language :: Python :: 3.8',
+        'Programming Language :: Python :: 3.9',
+
+        # Operating Systems on which it runs
+        'Operating System :: OS Independent',
+    ],
     keywords='financial,timeseries,api,trade,backtrader',
     packages=['alpaca_backtrader_api'],
     install_requires=REQUIREMENTS,