Merge pull request #2333 from quantopian/new-domains

Add Another Batch of Domains

Author: dmichalowicz

conda/trading-calendars/meta.yaml

@@ -1,8 +1,8 @@
 {% set name = "trading-calendars" %}
-{% set version = "1.2.0" %}
+{% set version = "1.3.1" %}
 {% set file_ext = "tar.gz" %}
 {% set hash_type = "sha256" %}
-{% set hash_value = "1253507ee48f6e5fabf7687393b92b6df174a9f2994066e6675db19e9e556b4b" %}
+{% set hash_value = "95463a259452cd8f2e051b88d3206f734f403278df8ba741f4e3bedb5011749d" %}
 
 package:
   name: '{{ name|lower }}'

etc/requirements.txt

@@ -82,7 +82,7 @@ empyrical==0.5.0
 tables==3.4.3
 
 # For trading calendars
-trading-calendars==1.2.0
+trading-calendars==1.3.1
 
 # Interface definitions.
 python-interface==1.4.0

tests/pipeline/test_domain.py

@@ -11,21 +11,27 @@
 from zipline.pipeline.data.testing import TestingDataSet
 from zipline.pipeline.domain import (
     AmbiguousDomain,
-    BUILT_IN_DOMAINS,
+    AT_EQUITIES,
+    AU_EQUITIES,
     BE_EQUITIES,
+    BUILT_IN_DOMAINS,
     CA_EQUITIES,
     CH_EQUITIES,
     DE_EQUITIES,
+    EquityCalendarDomain,
+    EquitySessionDomain,
+    ES_EQUITIES,
     FR_EQUITIES,
     GB_EQUITIES,
     GENERIC,
+    HK_EQUITIES,
     infer_domain,
+    IT_EQUITIES,
     JP_EQUITIES,
     NL_EQUITIES,
+    NZ_EQUITIES,
     PT_EQUITIES,
     US_EQUITIES,
-    EquityCalendarDomain,
-    EquitySessionDomain,
 )
 from zipline.pipeline.factors import CustomFactor
 import zipline.testing.fixtures as zf
@@ -324,14 +330,20 @@ def _test_equity_calendar_domain(self,
     def test_built_in_equity_calendar_domain_defaults(self):
         # test the defaults
         expected_cutoff_times = {
+            AT_EQUITIES: datetime.time(8, 15),
+            AU_EQUITIES: datetime.time(9, 15),
             BE_EQUITIES: datetime.time(8, 15),
             CA_EQUITIES: datetime.time(8, 45),
             CH_EQUITIES: datetime.time(8, 15),
             DE_EQUITIES: datetime.time(8, 15),
+            ES_EQUITIES: datetime.time(8, 15),
             FR_EQUITIES: datetime.time(8, 15),
             GB_EQUITIES: datetime.time(7, 15),
+            HK_EQUITIES: datetime.time(9, 15),
+            IT_EQUITIES: datetime.time(8, 15),
             JP_EQUITIES: datetime.time(8, 15),
             NL_EQUITIES: datetime.time(8, 15),
+            NZ_EQUITIES: datetime.time(9, 15),
             PT_EQUITIES: datetime.time(7, 15),
             US_EQUITIES: datetime.time(8, 45),
         }

zipline/country.py

@@ -28,6 +28,7 @@ class CountryCode(object):
     NORWAY = code('NORWAY')
     PORTUGAL = code('PORTUGAL')
     SINGAPORE = code('SINGAPORE')
+    SPAIN = code('SPAIN')
     SWEDEN = code('SWEDEN')
     SWITZERLAND = code('SWITZERLAND')
     UNITED_KINGDOM = code(

zipline/pipeline/domain.py

@@ -184,26 +184,38 @@ def __repr__(self):
         )
 
 
+AT_EQUITIES = EquityCalendarDomain(CountryCode.AUSTRIA, 'XWBO')
+AU_EQUITIES = EquityCalendarDomain(CountryCode.AUSTRALIA, 'XASX')
 BE_EQUITIES = EquityCalendarDomain(CountryCode.BELGIUM, 'XBRU')
 CA_EQUITIES = EquityCalendarDomain(CountryCode.CANADA, 'XTSE')
 CH_EQUITIES = EquityCalendarDomain(CountryCode.SWITZERLAND, 'XSWX')
 DE_EQUITIES = EquityCalendarDomain(CountryCode.GERMANY, 'XFRA')
+ES_EQUITIES = EquityCalendarDomain(CountryCode.SPAIN, 'XMAD')
 FR_EQUITIES = EquityCalendarDomain(CountryCode.FRANCE, 'XPAR')
 GB_EQUITIES = EquityCalendarDomain(CountryCode.UNITED_KINGDOM, 'XLON')
+HK_EQUITIES = EquityCalendarDomain(CountryCode.HONG_KONG, 'XHKG')
+IT_EQUITIES = EquityCalendarDomain(CountryCode.ITALY, 'XMIL')
 JP_EQUITIES = EquityCalendarDomain(CountryCode.JAPAN, 'XTKS')
 NL_EQUITIES = EquityCalendarDomain(CountryCode.NETHERLANDS, 'XAMS')
+NZ_EQUITIES = EquityCalendarDomain(CountryCode.NEW_ZEALAND, 'XNZE')
 PT_EQUITIES = EquityCalendarDomain(CountryCode.PORTUGAL, 'XLIS')
 US_EQUITIES = EquityCalendarDomain(CountryCode.UNITED_STATES, 'XNYS')
 
 BUILT_IN_DOMAINS = [
+    AT_EQUITIES,
+    AU_EQUITIES,
     BE_EQUITIES,
     CA_EQUITIES,
     CH_EQUITIES,
     DE_EQUITIES,
+    ES_EQUITIES,
     FR_EQUITIES,
     GB_EQUITIES,
+    HK_EQUITIES,
+    IT_EQUITIES,
     JP_EQUITIES,
     NL_EQUITIES,
+    NZ_EQUITIES,
     PT_EQUITIES,
     US_EQUITIES,
 ]