Andrew Daniels 6cebf05417 BUG: Further corrections for days_at_time (#1334) ...

* BUG: Further corrections for days_at_time

- Revert to using DateOffset, as Timedelta doesn't handle offsetting by
  one day over a tz change properly:

    In [12]: pd.Timestamp('2004-04-05', tz='America/Chicago') + pd.Timedelta(days=-1)
    Out[12]: Timestamp('2004-04-03 23:00:00-0600', tz='America/Chicago')

    In [13]: pd.Timestamp('2004-04-05', tz='America/Chicago') + pd.DateOffset(days=-1)
    Out[13]: Timestamp('2004-04-04 00:00:00-0600', tz='America/Chicago')

  By creating a DateOffset using the `days` kwarg, the issue previously
  fixed in bcc867b is addressed.

- To preempt any other pandas issues around day offsets, changes to
  performing these with no timezone, then localizing to the local
  timezone when shifting the time.
- Adds unit test for days_at_time

* STY: Remove unused import

2016-07-19 13:19:40 -04:00

..

data

Clean up daily bar reader/writer to take advantage of new trading calendar. The reader

2016-07-15 15:13:57 -04:00

finance

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

history

ENH: Rewrite of Zipline to use lazy access pattern

2016-04-04 16:12:58 -04:00

pipeline

ENH: Factor-to-factor correlations/regressions

2016-07-19 11:16:55 -04:00

resources

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

risk

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

utils

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

__init__.py

Moved the test folder.

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

test_algorithm.py

Clean up daily bar reader/writer to take advantage of new trading calendar. The reader

2016-07-15 15:13:57 -04:00

test_api_shim.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_assets.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_bar_data.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_benchmark.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_blotter.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_commissions.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_data_portal.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_examples.py

MAINT: Break reference cycle between algorithm and simulator

2016-06-03 11:24:43 -07:00

test_exception_handling.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_execution_styles.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_fetcher.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_finance.py

Clean up daily bar reader/writer to take advantage of new trading calendar. The reader

2016-07-15 15:13:57 -04:00

test_history.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_labelarray.py

BUG: Fix bytes/unicode issues in py3.

2016-05-05 01:46:35 -04:00

test_memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

2016-04-12 19:33:21 -04:00

test_panel_daily_bar_reader.py

BUG: Fix multiple bugs in PanelDailyBarReader.

2016-05-06 10:59:14 -04:00

test_perf_tracking.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_security_list.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_testing.py

ENH: Add single-column input/output capabilities to pipeline terms

2016-06-23 10:24:09 -04:00

test_tradesimulation.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_trading_calendar.py

BUG: Further corrections for days_at_time (#1334)

2016-07-19 13:19:40 -04:00