def trading_days(
time_end: datetime, time_dur: str=None, time_start: datetime=None):
"""determine start and end trading days covering time_dur or time_start.
So far use NYSE trading days calendar for all exchanges.
"""
xchg_tz = time_end.tzinfo
end_idx = bisect.bisect_left(NYSE_CAL, time_end.replace(tzinfo=None))
if time_start is not None:
# ignore time_dur, use time_start, time_end as boundary.
start_idx = bisect.bisect_left(
NYSE_CAL, time_start.replace(tzinfo=None))
trading_days = NYSE_CAL[start_idx:end_idx]
else:
tdur = timedur_to_timedelta(time_dur)
# If tdur remainding h/m/s > 0, round it up to 1 more day.
n_trading_days = tdur.days
if xchg_tz.normalize(
time_end - relativedelta(seconds=tdur.seconds)
) < tzmin(time_end, tz=xchg_tz):
n_trading_days += 1
# time_dur in days, and time_end is not beginning of day.
if time_end.time() != datetime.min.time():
n_trading_days += 1
# Slicing from trading day calendar.
trading_days = NYSE_CAL[end_idx-n_trading_days:end_idx]
return trading_days
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