Rough non-working sketch of using TradingCalendar.
Wireup start end and use of default class.
Remove days in range since env will be limited to days in range.
Remove unused import.
Provide trading days to loader.
Fix abstract method with trading days.
Make loader compatible with removed trading calendar.
Use environment trading days in test source.
Make USEquities a subclass of trading calendar.
More fixups.
Fixup
Fixup properties.
Fixup for early closes.
Use start/end of month in trading days, not absolute.

To fix errors where the data endpoint is not found in trading history.
Enter trading environment for each sim params.
Hold onto pointer of environment.
BUG: Fix misalignment of downside series calc when using exact dates.

An oddity that was exposed while working on making the return series
passed to the risk module more exact, the series comparison between
the returns and mean returns was unbalanced, because the mean returns
were not masked down to the downside data points.
Fixups to breaking out risk module.
Remove exact businsess start/end treasury needs real dates.
fix typo