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v4 dev: revises *window, bound*, default* and prev/next session/minute methods. #184

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merged 3 commits into from
Jun 6, 2022

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@maread99 maread99 commented Jun 6, 2022

v4 development (#61):

See commit messages for more further details.

Revises following `ExchangeCalendar` methods, and associated tests,
so that `count` parameter reflects window length (previously window
length was `count` + 1):
- `sessions_window`.
- `minutes_window`.

Also changes methods' parameter names:
- `start_dt` renamed `minute`.
- `session_label` renamed `session`.
Changes error raised when prev or next minute or session is
out-of-bounds. Changed from `ValueError` to `Requested*OutOfBounds`.

Simplifies minute_to_*_session methods.
Changes `ExchangeCalendar` bound* and default* properties to class
methods.

To support change also makes
`PrecomputedExchangeCalendar.precomputed_holidays` a class method.
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