Q trading_calendars used by zipline not maintained

[Sutyke]

Zipline Trader is currently using Q trading_calendars that is not maintained. Former Q Software Engineer Gerry Manoim started to maintain this callendar under new name exchange_calendars, however there are depreciated some items that zipline is using.

I have opened issue in Gerry's repo's if we could work together. If zipline trader can use Gerry's exchange_calendar or maintain it's own.

Currently Q trading_calendars is getting old and doesn't work the same way under old and new pandas.

When I run the code below I get different results:
pandas 0.22,: true
pandas 1.1.5 : false (No error reported)

import pandas as pd
import trading_calendars
from trading_calendars import TradingCalendar
from datetime import timedelta, time as dtime
pd.__version__
cal: TradingCalendar = trading_calendars.get_calendar('NYSE')
end_date = pd.Timestamp('now', tz='utc').date() - timedelta(days=1)
cal.is_session(end_date)

Quick work around is to add timestamp:
cal.is_session(pd.Timestamp(end_date, tz='utc')

Zipline Q trading_calendars used to have open times one minute later.

Why are open times one minute late?
Due to its historical use in the Zipline backtesting system, trading_calendars will only indicate a market is open upon the completion of the first minute bar in a day. Zipline uses minute bars labeled with the end of the bar, e.g. 9:31AM for 9:30-9:31AM. As an example, on a regular trading day for NYSE:

9:30:00 is treated as closed.
9:30:01 is treated as closed.
9:31:00 is the first time treated as open.
16:00:00 is treated as open
16:00:01 is treated as closed
This may change in the future.