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Add ExchangeCalendar.is_open_at_time
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Adds new `is_open_at_time` calendar method, adds tests and adds
example to calendar_methods.ipynb

Also
- corrects `minutes.ipynb` text that identifies which session break
bounds are considered as trading minutes for a given side.
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maread99 committed Jun 22, 2022
1 parent 6a4ca37 commit 27de122
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3 changes: 2 additions & 1 deletion README.md
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Expand Up @@ -20,8 +20,9 @@ Version 4.0 completes the transition to a more consistent interface across the p
* The following schedule columns were renamed:
* 'market_open' renamed as 'open'.
* 'market_close' renamed as 'close'.
* Default calendar 'side' for all calendars is now "left" (previously "right" for 24-hour calendars and "both" for all others).
* Default calendar 'side' for all calendars is now "left" (previously "right" for 24-hour calendars and "both" for all others). This **changes the minutes that are considered trading minutes by default** (see [minutes tutorial](docs/tutorials/minutes.ipynb) for an explanation of trading minutes).
* The 'count' parameter of `sessions_window` and `minutes_window` methods now reflects the window length (previously window length + 1).
* New `is_open_at_time` calendar method to evaluate if an exchange is open as at a specific instance (as opposed to over an evaluated minute).
* The minimum Python version supported is now 3.8 (previously 3.7).
* Parameters have been renamed for some methods (list [here](#Methods-with-a-parameter-renamed-in-40))
* The following methods have been deprecated:
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