Additional Features

[jack-of-some-trades]

As Noted in the update log this PR brings the following:

• Added mark_session() Util Function
• Added MarketCalendar.date_range_htf() Method
• Added MarketCalendar.schedule_from_days() Method

The only thing of note that may not be backwards compatible with every user's implementation is the following change:

• Split NYSE Holiday Calendar into Two Calendars to support Date_Range_HTF()
  • NYSE.weekmask now returns "Mon Tue Wed Thur Fri" instead of "Mon Tue Wed Thur Fri Sat"

This was needed to make Date_Range_HTF() Work properly. In theory it should also make nyse schedule generation faster, but the difference is likely negligible. ** This doesn't effect the schedule. NYSE still produces Saturdays pre-1952, it just does so using a different implementation.

For Information on the features added see the updates to the Usage Notebook.

• mark_session(): Helpers > Mark Session
• MarketCalendar.date_range_htf(): Basic Usage > Exchange open valid business days: Date_Range_HTF()
• MarketCalendar.schedule_from_days(): Basic Usage > Schedule_From_Days
• date_range(): Helpers > date_range
  - (These were actually updates in PR Schedule 'force_special_times=True' performance optimization #358)