Add / Rename ExchangeCalendar methods

exchange_calendars/calendar_helpers.py

@@ -52,7 +52,7 @@ def previous_divider_idx(dividers: np.ndarray, minute_val: int) -> int:
     return divider_idx - 1
 
 
-def compute_all_minutes(
+def compute_minutes(
     opens_in_ns: np.ndarray,
     break_starts_in_ns: np.ndarray,
     break_ends_in_ns: np.ndarray,
@@ -112,7 +112,7 @@ def one_minute_later(arr: np.ndarray) -> np.ndarray:
 
 def parse_timestamp(
     timestamp: Date | Minute,
-    param_name: str,
+    param_name: str = "minute",
     calendar: ExchangeCalendar | None = None,
     raise_oob: bool = True,
     side: str | None = None,
@@ -214,7 +214,7 @@ def parse_timestamp(
 
 
 def parse_trading_minute(
-    calendar: ExchangeCalendar, minute: TradingMinute, param_name: str
+    calendar: ExchangeCalendar, minute: TradingMinute, param_name: str = "minute"
 ) -> pd.Timestamp:
     """Parse input intended to represent a trading minute.
 
@@ -249,7 +249,7 @@ def parse_trading_minute(
 
 def parse_date(
     date: Date,
-    param_name: str,
+    param_name: str = "date",
     calendar: ExchangeCalendar | None = None,
     raise_oob: bool = True,
 ) -> pd.Timestamp:
@@ -322,7 +322,7 @@ def parse_date(
 
 
 def parse_session(
-    calendar: ExchangeCalendar, session: Session, param_name: str
+    calendar: ExchangeCalendar, session: Session, param_name: str = "session"
 ) -> pd.Timestamp:
     """Parse input intended to represent a session label.
 
@@ -337,7 +337,7 @@ def parse_session(
         `calendar`.
 
     param_name
-        Name of a parameter that was to receive a session label.
+        Name of a parameter that was to receive a session.
 
     Returns
     -------
@@ -388,17 +388,17 @@ def __init__(
         self.curtail_overlaps = curtail_overlaps
 
         # get session bound values over requested range
-        slice_start = calendar.all_sessions.searchsorted(start)
-        slice_end = calendar.all_sessions.searchsorted(end, side="right")
+        slice_start = calendar.sessions.searchsorted(start)
+        slice_end = calendar.sessions.searchsorted(end, side="right")
         slce = slice(slice_start, slice_end)
 
         self.interval_nanos = period.value
         self.dtype = np.int64 if self.interval_nanos < 3000000000 else np.int32
 
-        self.opens = calendar.market_opens_nanos[slce]
-        self.closes = calendar.market_closes_nanos[slce]
-        self.break_starts = calendar.market_break_starts_nanos[slce]
-        self.break_ends = calendar.market_break_ends_nanos[slce]
+        self.opens = calendar.opens_nanos[slce]
+        self.closes = calendar.closes_nanos[slce]
+        self.break_starts = calendar.break_starts_nanos[slce]
+        self.break_ends = calendar.break_ends_nanos[slce]
 
         self.mask = self.break_starts != pd.NaT.value  # break mask
         self.has_break = self.mask.any()

exchange_calendars/errors.py

@@ -129,7 +129,7 @@ def __init__(self, calendar: ExchangeCalendar, ts: pd.Timestamp, param_name: str
 
     def __str__(self) -> str:
         msg = (
-            f"Parameter `{self.param_name}` takes a session label"
+            f"Parameter `{self.param_name}` takes a session"
             f" although received input that parsed to '{self.ts}' which"
         )
 
@@ -219,7 +219,7 @@ def __str__(self) -> str:
             f"Parameter `{self.param_name}` takes a trading minute although"
             f" received input that parsed to '{self.minute}' which"
         )
-        if self.minute < self.calendar.first_trading_minute:
+        if self.minute < self.calendar.first_minute:
             msg += (
                 " is earlier than the first trading minute of calendar"
                 f" '{self.calendar.name}' ('{self.calendar.first_session}')."
@@ -260,24 +260,80 @@ def __init__(
 
     def __str__(self) -> str:
         msg = f"Parameter `{self.param_name}` receieved as '{self.minute}' although"
-        if self.minute < self.calendar.first_trading_minute:
+        if self.minute < self.calendar.first_minute:
             msg += (
                 " cannot be earlier than the first trading minute of calendar"
-                f" '{self.calendar.name}' ('{self.calendar.first_trading_minute}')."
+                f" '{self.calendar.name}' ('{self.calendar.first_minute}')."
             )
-        elif self.minute > self.calendar.last_trading_minute:
+        elif self.minute > self.calendar.last_minute:
             msg += (
                 " cannot be later than the last trading minute of calendar"
-                f" '{self.calendar.name}' ('{self.calendar.last_trading_minute}')."
+                f" '{self.calendar.name}' ('{self.calendar.last_minute}')."
             )
         else:
             assert (
-                self.minute < self.calendar.first_trading_minute
-                or self.minute > self.calendar.last_trading_minute
+                self.minute < self.calendar.first_minute
+                or self.minute > self.calendar.last_minute
             )
         return msg
 
 
+class RequestedSessionOutOfBounds(ValueError):
+    """The requested session would fall beyond calendar bounds.
+
+    Parameters
+    ----------
+    calendar
+        Calendar for which session would be out-of-bounds.
+
+    too_early
+        True if requested session would be earlier than the first calendar
+            session.
+        False if requested session would be later than the last calendar
+            session.
+    """
+
+    def __init__(self, calendar: ExchangeCalendar, too_early: bool):
+        self.calendar = calendar
+        self.adverb = "before" if too_early else "after"
+        self.position = "first" if too_early else "last"
+        self.bound = calendar.first_session if too_early else calendar.last_session
+
+    def __str__(self) -> str:
+        return (
+            f"Requested session would fall {self.adverb} the calendar's {self.position}"
+            f" session ('{self.bound}')."
+        )
+
+
+class RequestedMinuteOutOfBounds(ValueError):
+    """The requested trading minute would fall beyond calendar bounds.
+
+    Parameters
+    ----------
+    calendar
+        Calendar for which minute would be out-of-bounds.
+
+    too_early
+        True if requested minute would be earlier than the first calendar
+            minute.
+        False if requested minute would be later than the last calendar
+            minute.
+    """
+
+    def __init__(self, calendar: ExchangeCalendar, too_early: bool):
+        self.calendar = calendar
+        self.adverb = "before" if too_early else "after"
+        self.position = "first" if too_early else "last"
+        self.bound = calendar.first_minute if too_early else calendar.last_minute
+
+    def __str__(self) -> str:
+        return (
+            f"Requested minute would fall {self.adverb} the calendar's {self.position}"
+            f" trading minute ('{self.bound}')."
+        )
+
+
 class IndexOverlapError(ValueError):
     """Periods implied by indices overlap."""
 
@@ -290,9 +346,9 @@ def __str__(self):  # noqa: D105
         return (
             "Unable to create trading index as intervals would overlap."
             " This can occur when the frequency is longer than a break or"
-            " the period between one session's close and the next"
-            " session's open. To shorten intervals that would otherwise"
-            " overlap either pass `curtail_overlaps` as True or pass"
+            " the gap between one session's close and the next session's"
+            " open. To shorten intervals that would otherwise overlap"
+            " either pass `curtail_overlaps` as True or pass"
             " `force_close` and/or `force_break_close` as True."
         )
 
@@ -306,8 +362,8 @@ def __str__(self):  # noqa: D105
             "Unable to create trading index as an indice would fall to the"
             " right of (later than) the subsequent indice. This can occur"
             " when the frequency is longer than a break or the frequency"
-            " is longer than the period between one session's close and"
-            " the next session's open. Consider  passing `closed` as"
-            " 'left' or passing `force_close` and/or `force_break_close`"
+            " is longer than the gap between one session's close and the"
+            " next session's open. Consider  passing `closed` as `left`"
+            " or passing `force_close` and/or `force_break_close`"
             " as True."
         )