Commit Graph
8 Commits
Author SHA1 Message Date
Eddie Hebert 9fd8ddda53 MAINT: Remove future_chain API method.
`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`

Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
2016-09-21 11:08:34 -04:00
Jean Bredeche d1160439d2 ENH: Simplified implementation of FutureChain object (not user-facing API).
No longer auto-updates its internal as-of date, instead requires an explicit
as-of date from the consumer.

Take a static list of contracts (instead of needing an assetfinder).

Instead of the as_of method, the user-facing API now lets you pass in an
offset, which is defined as an integral number of sessions.
2016-08-31 14:44:02 -04:00
jfkirk af021f0db5 BUG: FutureChain's as_of() now properly coerces arguments 2015-11-10 14:03:19 -05:00
Scott Sanderson 744a998b9a ENH: Add CME code lookup table. 2015-11-05 13:57:44 -05:00
jfkirk 915c8e800f MAINT: Removes unneeded knowledge_date logic from future_chain 2015-10-19 11:37:56 -04:00
Stewart Douglas 3feb78807e MAINT: Add license to various files 2015-10-07 15:47:45 -04:00
Stewart Douglas 1e31866471 MAINT: FutureChain should only accept Timestamp 2015-09-08 11:01:04 -04:00
Andrew Daniels 2ab9f8a63c ENH: Futures API 2015-07-13 09:50:36 -04:00