Add / Rename ExchangeCalendar methods
#105
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Adds following methods to `ExchangeCalendar` (and corresponding tests to `ExchangeCalendarTestBase`): - `minute_to_trading_minute` - `minute_to_past_session` - `minute_to_future_session` - `minute_offset` - `minute_offset_by_sessions` - `session offset` Also: - Adds various helper methods and properties to Answers to support new tests. - Adds `longest_run` utility function to `pandas_utils.py`. - Adds following to `errors.py` to handle a requested session/minute falling out-of-bounds: - `RequestedSessionOutOfBounds` - `RequestedMinuteOutOfBounds`
For each `*_minute_nanos` method: - changes method to property (loses `side` option). - renamed `*_minutes_nanos`. Also: - renames `all_*_minutes` properties as `*_minutes`. - removes 'side' option from `minute_index_to_session_labels`.
Renames various `ExchangeCalendar` methods as GH issue #85. Methods with old names retained to: - dispatch to newly named methods. - advise of deprecation of old-named methods. - warn of removal of old-named methods in 4.0. Also: - For some renamed methods also changes parameter names to commnon names `session`, `minute`, `minutes`, `date`, `start` and `end`. - Adds `ExchangeCalendar.has_break` property to query if any session of calendar has a break. - Adds `test_deprecated` to test deprecated methods are raising FutureWarning errors. - Renames `Answers` properties: - `first_trading_minute` to `first_minute` - `last_trading_minute` to `last_minute`
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New methods
Adds following methods to
ExchangeCalendarand corresponding tests toExchangeCalendarTestBase:minute_to_trading_minuteminute_to_past_sessionminute_to_future_sessionminute_offsetminute_offset_by_sessionssession offsetSee calendar_methods,ipynb. for functionality.
Renaming
Renames following
ExchangeCalendarmethods and properties as described in #85: