Eddie Hebert 6b9476d346 BUG: Filter out payout rows with no prev close. ...

When the prev_close is 0 or does not exist, the resulting ration was either +inf
or nan, respectively.

Create a mask on the non-zero effective dates, where effective date is only
written when the prev close is sufficient for a valid ratio; and use that mask
to filter out the bad rows.

Also, use prev close as the effective date.

2015-10-15 13:30:05 -04:00

..

data

ENH: Add spot_price to BcolzDailyBarReader.

2015-10-10 07:19:03 -04:00

finance

BUG: Fix limit orders

2015-04-16 17:09:14 -04:00

pipeline

BUG: Filter out payout rows with no prev close.

2015-10-15 13:30:05 -04:00

resources

MAINT: Rename ALL the things.

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

risk

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

utils

ENH: Coerce user input with API method decorator

2015-10-08 15:41:33 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

history_cases.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

serialization_cases.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

test_algorithm_gen.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_algorithm.py

ENH: Coerce user input with API method decorator

2015-10-08 15:41:33 -04:00

test_assets.py

ENH: Coerce user input with API method decorator

2015-10-08 15:41:33 -04:00

test_batchtransform.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_blotter.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_cli.py

TST: Reconciles tests with asset management system

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

test_doctests.py

MAINT: Rename ALL the things.

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

test_events_through_risk.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_examples.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

test_exception_handling.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_history.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_memoize.py

DEV: Add zipline.utils.memoize.

2015-09-16 01:28:15 -04:00

test_munge.py

MAINT: Flake8

2015-04-30 14:31:01 -04:00

test_perf_tracking.py

TST: Make params explicit to calc results.

2015-09-29 14:36:45 -04:00

test_pickle_serialization.py

STY: Renames serialization_utils dump and load methods

2015-09-10 11:53:29 -04:00

test_rolling_panel.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_security_list.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_serialization.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_sources.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

test_tradesimulation.py

ENH: Make data available in before_trading_start.

2015-08-21 12:37:17 -04:00

test_tradingcalendar.py

MAINT: Use "difference" instead of "-" to make Pandas happy

2015-04-30 13:19:00 -04:00

test_transforms_talib.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_transforms.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_versioning.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00