Eddie Hebert 55b25bdd3f MAINT: Set dividend effective date to ex_date. ...

The price shock occurs on the effective_date. Had changed the effective_date to
be day before the ex_date with the belief that pipeline was applying values up
and until the effective_date, but the lookback windows apply before the
effective_date. Thus, the price shock calculation should still use the previous
days data but be dated on the ex_date to stay aligned with splits and
merger dating.

2015-10-21 16:43:13 -04:00

..

assets

MAINT: Removes unneeded knowledge_date logic from future_chain

2015-10-19 11:37:56 -04:00

data

MAINT: Set dividend effective date to ex_date.

2015-10-21 16:43:13 -04:00

examples

DEP: Remove quantopian_buy_applye.py as logic covered in buyapple.py

2015-09-10 17:17:46 -04:00

finance

MAINT: Removes unnecessary benchmark load on some TradingEnvironments

2015-10-14 12:04:58 -04:00

gens

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

history

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

lib

ENH/BUG: Modeling API enhancements.

2015-09-16 01:47:11 -04:00

pipeline

Merge pull request #765 from quantopian/add-spot-price-and-write-adjustments

2015-10-13 14:02:44 -04:00

resources/security_lists/leveraged_etf_list/20020103

MAINT: Move knowledge date for existing DNT list

2015-03-03 16:46:56 -05:00

sources

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

transforms

MAINT: Batch transform uses get_algo_instance

2015-09-18 14:17:53 -04:00

utils

MAINT Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta.

2015-10-16 16:15:25 +02:00

__init__.py

Bump version: 0.8.0 → 0.8.0rc1

2015-02-13 17:53:02 +01:00

algorithm.py

MAINT: Renamed loader_dispatch to get_loader

2015-10-12 16:13:55 -04:00

api.py

BUG: Various functions were missing from the API.

2014-12-31 09:43:35 +01:00

errors.py

MAINT: Rename drain_pipeline -> pipeline_output.

2015-10-01 18:03:54 -04:00

protocol.py

ENH: Pipeline API

2015-10-01 18:03:53 -04:00

test_algorithms.py

MAINT: Use symbol lookup directly from algorithm.

2015-07-08 14:41:02 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00