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3 Commits
Author SHA1 Message Date
Jean Bredeche 0fd35e7fd1 ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar. 
DataPortal now catches the NoDataOnDate exception and returns nan for
OHLC and 0 for V.

Price is still forward filled, unchanged.
 2016-09-14 22:21:43 -04:00
Eddie Hebert 0a3c9c8448 MAINT: Remove adjusted arg to position of minute. 
The argument was only needed for mapping the positions which need to be
removed on adjusted windows. The start and end position of each range
can be derived from the early closes' positions and the market open,
respectively.

Remove to reduce moving parts.
 2016-04-14 09:56:48 -04:00
Eddie HebertandJean Bredeche 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern 
More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
 2016-04-04 16:12:58 -04:00