Merge pull request quantopian#99 from gerrymanoim/pull-request-templates

DEV: Add a PR template

.github/pull_request_template.md

@@ -0,0 +1,22 @@
+**Workflow to add a new Exchange Calendar**
+
+It's recommended that whilst working through the process reference be made to existing calendar and test classes.
+
+- [ ] Add calendar module `exchange_calendars/exchange_calendar_{Exchange MIC}.py`. Module should contain a subclass of the abstract base class `ExchangeCalendar` (in `exchange_calendars/exchange_calendar.py`).
+  - [ ] Name subclass `{Exchange MIC}ExchangeCalendar`.
+  - [ ] Override methods and properties as required, being guided by ExchangeCalendar documentation and in-code comments. All abstract properties must be overriden.
+  - [ ] Include references / links for holidays and timings (either to class documentation or as comments).
+- [ ] Import calendar class to `exchange_calendars/calendar_utils.py` and add class to `_default_calendar_factories`. 
+- [ ] Add calendar test module `tests/test_{Exchange MIC}_calendar.py` Module should contain a subclass of the test base class `ExchangeCalendarTestBase` (in `tests/test_exchange_calendars.py`).
+  - [ ] Name subclass `Test{Exchange MIC}Calendar`.
+  - [ ] Override fixtures as required, being guided by ExchangeCalendarTestBase documentation and in-code comments. The `calendar_cls` and `max_session_hours` fixtures must be overriden.
+- [ ] Add a .csv file containing expected timings to `tests/resources/{Exchange MIC}.csv`. This file be generated by executing `python etc/make_exchange_calendar_test_csv.py {Exchange MIC}`. See script's documentation.
+- [ ] Add new exchange to Calendars table of README.md.
+- [ ] PR it!
+
+**Workflow to modify an existing Exchange Calendar**
+
+- [ ] Modify calendar class as required. 
+- [ ] Modify the test resources file (e.g `tests/resources/{Exchange MIC}.csv`), either manually or by executing `python etc/make_exchange_calendar_test_csv.py {Exchange MIC}`.
+- [ ] Check if any of the fixtrues in `tests/test_{Exchange MIC}_calendar.py` need updating to reflect your changes.
+- [ ] Add references to any new/modified holidays in `exchange_calendars/exchange_calendar_{Exchange MIC}.py`.