Andrew DanielsandGitHub 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

..

calendars

BUG: Further corrections for days_at_time (#1334)

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

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

algo_instance.py

ENH: Replaces the simple transforms with history calls. Switches

2014-11-17 13:16:30 -05:00

api_support.py

BUG: don't allow ordering in before_trading_start

2016-04-26 10:56:36 -04:00

argcheck.py

STY: Flake8

2015-03-19 17:21:25 -04:00

cache.py

TST: py3 compat doctests

2016-06-21 15:07:03 -04:00

classproperty.py

MAINT: make the data loading apis more consistent.

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

cli.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

compat.py

MAINT: Add unicode to __all__.

2016-05-04 15:56:09 -04:00

context_tricks.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

control_flow.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

data.py

MAINT: make the data loading apis more consistent.

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

deprecate.py

DEV: Adds deprecation utility

2016-02-24 14:50:32 -05:00

enum.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

events.py

Make sure we are passing ints to nth.

2016-07-13 20:40:57 -04:00

factory.py

Re-implemented the Calendar API.

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

final.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

functional.py

ENH: Adds the ability to run blaze queries concurrently

2016-07-14 17:32:30 -04:00

input_validation.py

TST: 32b compat doctests

2016-06-21 15:07:03 -04:00

math_utils.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

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

metautils.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

numpy_utils.py

ENH: Make None the default for string columns.

2016-05-04 19:10:19 -04:00

pandas_utils.py

ENH: speed up calculation of all trading minutes.

2016-06-08 13:34:23 -04:00

paths.py

BUG: fix some ingestion issues for quantopian-quandl

2016-05-16 16:15:17 -04:00

pool.py

ENH: Adds the ability to run blaze queries concurrently

2016-07-14 17:32:30 -04:00

preprocess.py

MAINT: make the data loading apis more consistent.

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

run_algo.py

Re-implemented the Calendar API.

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

security_list.py

MAINT: Removes default_none from lookup_symbol

2015-09-16 14:55:42 -04:00

sentinel.py

MAINT: error message cleanup

2015-11-24 16:55:07 -05:00

serialization_utils.py

STY: Renames serialization_utils dump and load methods

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

simfactory.py

Re-implemented the Calendar API.

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

sqlite_utils.py

ENH: Rewrite of Zipline to use lazy access pattern

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

tradingcalendar.py

MAINT: Disable deprecation warning for tradingcalendar

2016-06-28 10:06:11 -04:00