Generate the Session list a SessionRules describes over
range (inclusive of both endpoint dates). Non-trading days (off the
weekmask or in holidays) are simply absent; earlyCloses shorten the
matching day. The result is sorted, well-formed, and ready to build a
TradingCalendar from.
Generate the Session list a SessionRules describes over
range(inclusive of both endpoint dates). Non-trading days (off the weekmask or inholidays) are simply absent;earlyClosesshorten the matching day. The result is sorted, well-formed, and ready to build aTradingCalendarfrom.