ENH: Allow algorithm to run past end of trading.environment history.

Work towards running an algorithm against 'live' data, which can't
be bound to the available benchmarks and treasuries, since the
benchmarks and treasury curves for that day won't be published
until that night.

zipline/finance/trading.py

@@ -75,7 +75,8 @@ class TradingEnvironment(object):
         self,
         load=None,
         bm_symbol='^GSPC',
-        exchange_tz="US/Eastern"
+        exchange_tz="US/Eastern",
+        max_date=None
     ):
         self.prev_environment = self
         self.trading_day_map = OrderedDict()
@@ -94,6 +95,8 @@ class TradingEnvironment(object):
         self.exchange_tz = exchange_tz
 
         for bm in self.benchmark_returns:
+            if max_date and bm.date > max_date:
+                break
             self.trading_day_map[bm.date] = bm
 
         self.first_trading_day = next(self.trading_day_map.iterkeys())

zipline/gens/tradesimulation.py

@@ -168,13 +168,8 @@ class AlgorithmSimulator(object):
                             yield daily_rollup
                             tp = self.algo.perf_tracker.todays_performance
                             tp.rollover()
-
                             if mkt_close < self.algo.perf_tracker.last_close:
-                                env = trading.environment
-                                _, mkt_close = \
-                                    env.next_open_and_close(
-                                        mkt_close
-                                    )
+                                mkt_close = self.get_next_close(mkt_close)
 
             risk_message = self.algo.perf_tracker.handle_simulation_end()
             yield risk_message
@@ -193,6 +188,12 @@ class AlgorithmSimulator(object):
             perf_message['intraday_perf']['recorded_vars'] = rvars
             return perf_message
 
+    def get_next_close(self, mkt_close):
+        if mkt_close >= trading.environment.last_trading_day:
+            return self.sim_params.last_close
+        else:
+            return trading.environment.next_open_and_close(mkt_close)[1]
+
     def update_universe(self, event):
         """
         Update the universe with new event information.