Inconsistent use of time zones

[rdong8]

For instance, for the CME energy and metals class, we have no time zone supplied here:

pandas_market_calendars/pandas_market_calendars/exchange_calendar_cme_globex_energy_and_metals.py

Line 101 in bc642ec

"market_open": ((None, time(17), -1),), #Sunday offset. Central Timezone (CT)

But it is used here:

pandas_market_calendars/pandas_market_calendars/exchange_calendar_cme_globex_energy_and_metals.py

Line 125 in bc642ec

(time(12, tzinfo=timezone('America/Chicago')), AbstractHolidayCalendar(rules=[

pandas_market_calendars/pandas_market_calendars/exchange_calendar_cme_globex_energy_and_metals.py

Line 133 in bc642ec

(time(12, 45, tzinfo=timezone('America/Chicago')), AbstractHolidayCalendar(rules=[

pandas_market_calendars/pandas_market_calendars/exchange_calendar_cme_globex_energy_and_metals.py

Line 136 in bc642ec

(time(13, 30, tzinfo=timezone('America/Chicago')), AbstractHolidayCalendar(rules=[

[rsheftel]

Agree that this should be cleaned up for visual consistency. As a practical matter there is a .tz method on every calendar that defines the default time zone. If you would like to submit a PR that would be great.

[rdong8]

tz must be defined before we refer to it, so is it ok to move all the definitions of the tz property right above the definition of regular_market_times?

class CMEGlobexEquitiesExchangeCalendar(CMEGlobexBaseExchangeCalendar):

    aliases = ["CME Globex Equity"]

    @property
    def tz(self): return timezone("America/Chicago")

    regular_market_times = {
        "market_open": ((None, time(17), -1),), # offset by -1 day
        "market_close": ((None, time(16)),),
    }

[rsheftel]

Yes