def __init__(self, start=start_default, end=end_default):
with warnings.catch_warnings():
warnings.simplefilter('ignore')
_all_days = date_range(start, end, freq=self.day, tz='UTC')
self._lunch_break_starts = days_at_time(_all_days, lunch_break_start,
self.tz, 0)
self._lunch_break_ends = days_at_time(_all_days, lunch_break_end,
self.tz, 0)
TradingCalendar.__init__(self, start=start_default, end=end_default)
self.schedule = pd.DataFrame(
index=_all_days,
columns=[
'market_open', 'market_close', 'lunch_break_start',
'lunch_break_end'
],
data={
'market_open': self._opens,
'market_close': self._closes,
'lunch_break_start': self._lunch_break_starts,
'lunch_break_end': self._lunch_break_ends
},
dtype='datetime64[ns]',
)
def __init__(self, start=start_default, end=end_default):
with warnings.catch_warnings():
warnings.simplefilter('ignore')
_all_days = date_range(start, end, freq=self.day, tz='UTC')
self._lunch_break_starts = days_at_time(_all_days, lunch_break_start, self.tz, 0)
self._lunch_break_ends = days_at_time(_all_days, lunch_break_end, self.tz, 0)
TradingCalendar.__init__(self, start=start_default, end=end_default)