{"action":"created","comment":{"url":"https://api.github.com/repos/quantopian/zipline/pulls/comments/69754761","id":69754761,"diff_hunk":"@@ -228,57 +228,56 @@ def select_treasury_duration(start_date, end_date):\n     return treasury_duration\n \n \n-def choose_treasury(select_treasury, treasury_curves, start_date, end_date,\n-                    trading_schedule, compound=True):\n+def choose_treasury(select_treasury, treasury_curves, start_session,\n+                    end_session, trading_calendar, compound=True):\n     \"\"\"\n     Find the latest known interest rate for a given duration within a date\n     range.\n \n     If we find one but it's more than a trading day ago from the date we're\n     looking for, then we log a warning\n     \"\"\"\n-    treasury_duration = select_treasury(start_date, end_date)\n-    end_day = end_date.replace(hour=0, minute=0, second=0, microsecond=0)","path":"zipline/finance/risk/risk.py","position":16,"original_position":16,"commit_id":"f03cb39e89d150b13153871086fe0c371ca5fae7","original_commit_id":"f03cb39e89d150b13153871086fe0c371ca5fae7","user":{"login":"richafrank","id":2123660,"avatar_url":"https://avatars.githubusercontent.com/u/2123660?v=3","gravatar_id":"","url":"https://api.github.com/users/richafrank","html_url":"https://github.com/richafrank","followers_url":"https://api.github.com/users/richafrank/followers","following_url":"https://api.github.com/users/richafrank/following{/other_user}","gists_url":"https://api.github.com/users/richafrank/gists{/gist_id}","starred_url":"https://api.github.com/users/richafrank/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/richafrank/subscriptions","organizations_url":"https://api.github.com/users/richafrank/orgs","repos_url":"https://api.github.com/users/richafrank/repos","events_url":"https://api.github.com/users/richafrank/events{/privacy}","received_events_url":"https://api.github.com/users/richafrank/received_events","type":"User","site_admin":false},"body":"👍 ","created_at":"2016-07-06T15:36:12Z","updated_at":"2016-07-06T15:36:12Z","html_url":"https://github.com/quantopian/zipline/pull/1312#discussion_r69754761","pull_request_url":"https://api.github.com/repos/quantopian/zipline/pulls/1312","_links":{"self":{"href":"https://api.github.com/repos/quantopian/zipline/pulls/comments/69754761"},"html":{"href":"https://github.com/quantopian/zipline/pull/1312#discussion_r69754761"},"pull_request":{"href":"https://api.github.com/repos/quantopian/zipline/pulls/1312"}}},"pull_request":{"url":"https://api.github.com/repos/quantopian/zipline/pulls/1312","id":75820797,"html_url":"https://github.com/quantopian/zipline/pull/1312","diff_url":"https://github.com/quantopian/zipline/pull/1312.diff","patch_url":"https://github.com/quantopian/zipline/pull/1312.patch","issue_url":"https://api.github.com/repos/quantopian/zipline/issues/1312","number":1312,"state":"open","locked":false,"title":"Re-implemented the calendar API.","user":{"login":"jbredeche","id":487622,"avatar_url":"https://avatars.githubusercontent.com/u/487622?v=3","gravatar_id":"","url":"https://api.github.com/users/jbredeche","html_url":"https://github.com/jbredeche","followers_url":"https://api.github.com/users/jbredeche/followers","following_url":"https://api.github.com/users/jbredeche/following{/other_user}","gists_url":"https://api.github.com/users/jbredeche/gists{/gist_id}","starred_url":"https://api.github.com/users/jbredeche/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/jbredeche/subscriptions","organizations_url":"https://api.github.com/users/jbredeche/orgs","repos_url":"https://api.github.com/users/jbredeche/repos","events_url":"https://api.github.com/users/jbredeche/events{/privacy}","received_events_url":"https://api.github.com/users/jbredeche/received_events","type":"User","site_admin":false},"body":"Instead of having separate ExchangeCalendar and TradingSchedule objects, we\r\nnow just have TradingCalendar.  The TradingCalendar keeps track of each\r\nsession (defined as a contiguous set of minutes between an open and a close).\r\nIt's also responsible for handling the grouping logic of any given minute\r\nto its containing session, or the next/previous session if it's not a market\r\nminute for the given calendar.\r\n\r\n(Unfortunately, the branch name is a misnomer.  no 24/5 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