Changes to exchange_calendars in v4

[maread99]

I see you've been busy over here of late!

Just wanted to give you a heads up that exchange_calendars v4.0 should be released by end June and there may be changes that affect you.

The main changes in 4.0 are covered by the notice at the top of the exchange_calendars readme. A fuller list can be found at exchange_calendars #61.

In particular, we're changing the timezone of sessions and times. On the upside they will now have the same representation as in pandas_market_calendars (i.e. sessions tz-naive, times UTC).

Any questions regarding 4.0, let me know via comments to this issue or to exchange_calendars #61.

Also, you might also be interested in the new market_prices library which uses exchange_calendars to create meaningful OHLCV datasets.

Cheers
Marcus

[rsheftel]

Thank you for the heads up!

[maread99]

Released today (2022/06/22).

NOTE: 4.0.1 is the earliest working release of v4 (version 4.0 will fail to import!)

(EDIT - just saw #206, seems like you're ahead of me!)