Previously I've invoked
but there was a change in the Quantopian API and now you have also to pass to that method the TradingEnvironment as argument.
See this extract from zipline:
def get_last_trading_day_of_month(self, dt, env): self.month = dt.month if dt.month == 12: # Roll the year foward and start in January. year = dt.year + 1 month = 1 else: # Increment the month in the same year. year = dt.year month = dt.month + 1 self.last_day = env.previous_trading_day( dt.replace(year=year, month=month, day=1) ).date() return self.last_day
The problem is, that I don't know how the get the TradingEnvironment and I need for my algo exactly the last trading day of the month as computed by Quantopian.
May somebody help me please?