Commit Graph
8 Commits
Author SHA1 Message Date
Scott Sanderson f3f138c450 TEST: Simplify testing of restriction orderings. 2016-10-05 14:42:17 -04:00
Andrew Liang e421a811e7 BUG: Restrictions passed into HistoricalRestrictions not sorted correctly 2016-10-05 14:09:26 -04:00
Andrew Liang 25ba4369c3 ENH: _UnionRestrictions for combining multiple Restrictions 2016-09-30 16:35:24 -04:00
Andrew Liang 148d2a5273 MAINT: Rename restrictions.py to asset_restrictions.py
For clarity as to what sort of restrictions these are
2016-09-30 16:35:24 -04:00
Scott SandersonandAndrew Liang 117450a489 DOC: Rename NoopRestrictions to NoRestrictions. 2016-09-30 16:35:23 -04:00
Scott SandersonandAndrew Liang 8f150eb6ce TEST: Clarify test_restrictions a bit.
- Use parameter_space instead of `parameterized.expand`.
- Use a timedelta instead of concatenating strings.
- Use a (possibly no-op) scramble function instead of reordering list
  literals.
- Use `freeze_dt, unfreeze_dt, re_freeze_dt` instead of `dts[n]`.
- Rename `assert_vectorized_results` to `assert_all_restrictions`.
2016-09-30 16:35:23 -04:00
Andrew Liang af85b22313 MAINT: Create SecurityListRestrictions that takes a SecurityList
The SecurityList implements a non-exposed method
`current_securities(dt)` which SecurityListRestrictions calls to
determine if an asset is restricted. Deprecate the `__iter__` and
`__contains__` methods of security lists in favor of
`current_securities(dt)`
2016-09-29 10:11:14 -04:00
Andrew Liang 0f47cf313d ENH: A point-in-time restricted list with restrictions stored in memory
An ABC Restrictions defines a group of restrictions responsible
for returning restriction information for sids on certain dts. An
InMemoryRestrictions is a point-in-time group of such restrictions,
with all restrictions and their dates passed in upon instantiation.
A StaticRestrictedList takes a list of sids, restricting them at all
dates
2016-09-27 18:19:51 -04:00