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fix: generalize values for before_trading_start_minutes

Open zhiyisun opened this issue 1 year ago • 0 comments

In original zipline, the before_trading_start_minutes is fixed as 8:45AM US/Eastern timezone. But that won't fit if the security market is in different location. Using (open time - 45min) and timezone info to support different timezone markets.

One tricky is exchange_calendars is moving from pytz to zoneinfo. It seems str() is the best function to convert timezone (expressed in both pytz and zoneinfo) to timezone string.

zhiyisun avatar Sep 27 '23 06:09 zhiyisun