QSTK Get days there was trading at the NYSE

get-NYSE-days.clj

(defn get-NYSE-days
  "Create a set of timestamps between startday and endday
  that correspond to the days there was trading at the NYSE"
  [start-date end-date time-of-day]
  (let [dates-file (str *QS* "/qstkutil/NYSE_dates.txt")
        NYSE-dates (incanter.io/read-dataset dates-file)
        fmt (formatter "MM/dd/yyyy")
        dates (incanter.core/$map #(parse fmt %) :col0 NYSE-dates)]
    (set (filter (fn [d] (within? (interval start-date end-date) d))
           (map #(plus % time-of-day) dates)))))