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

..

__init__.py

ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes

2015-06-11 11:35:49 -04:00

_adjustments.pyx

PERF: Speed up reading of adjustments.

2015-10-09 17:48:07 -04:00

_equities.pyx

MAINT: Move equity data formats out of loader.

2015-10-09 17:20:19 -04:00

benchmarks.py

MAINT: Read text in Python 3 instead of bytes when fetching public data.

2014-01-07 12:00:04 -05:00

loader_utils.py

MAINT: Use six for Python 3 compatible names and behavior.

2014-01-07 11:33:50 -05:00

loader.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

paths.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

treasuries_can.py

STY: pep8 fixes.

2014-04-10 10:57:12 -04:00

treasuries.py

MAINT: Remove use of deprecated getchildren method on xml element

2014-10-08 11:39:48 -04:00

us_equity_pricing.py

MAINT: Set dividend effective date to ex_date.

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