datetools.BDay() does the wrong thing when given a Friday - Saturday range #5637
Labels
Bug
Datetime
Datetime data dtype
Duplicate Report
Duplicate issue or pull request
Frequency
DateOffsets
Timezones
Timezone data dtype
Milestone
With a daily frequency, when you specify a range from a Friday morning UTC to Saturday morning UTC, you get back both days as expected:
With a BDay frequency, however, you get back neither day, even though you should get back the Friday since it's a business dasy:
The correct thing happens if you shift both dates back by a day:
You also get back the Friday if you extend the range to the next business day:
Ref: quantopian/zipline#243
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