Eddie Hebert d3ff536de4 BUG: Allow rolls to skip over contracts. ...

For futures that behave like GC, use the latest roll as the back contract when
walking backwards over the window, so that when the front contract is skipped
because it never has more volume between its auto close date and the previous
auto close date, the back contract which did have volume is still used when
making comparisons to construct the chain.

2016-12-05 22:33:03 -05:00

..

calendars

MAINT: Updates from Joe's PR feedback.

2016-09-07 20:42:19 -04:00

data

BUG: Fix minute bar last traded after half day.

2016-11-15 15:09:19 -05:00

events

BUG: Remove set_trace and add test coverage.

2016-09-20 17:46:27 -04:00

finance

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00

history

ENH: Rewrite of Zipline to use lazy access pattern

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

pipeline

BUG: fix blaze pipeline queries for asof_date

2016-12-01 14:35:59 -05:00

resources

MAINT: Rebuild example data.

2016-09-20 17:12:09 -04:00

risk

TST: Update to empyrical, increase test coverage

2016-08-23 13:49:43 -04:00

utils

ENH: Name overrides in preprocessor factories.

2016-10-12 15:50:10 -04:00

__init__.py

Moved the test folder.

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

test_algorithm.py

ENH: Add history for continuous futures.

2016-10-16 22:40:08 -04:00

test_api_shim.py

TEST: Modify tests for extra BarData parameter

2016-09-29 10:11:15 -04:00

test_assets.py

MAINT: Remove future_chain API method.

2016-09-21 11:08:34 -04:00

test_bar_data.py

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00

test_benchmark.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_blotter.py

TEST: Modify tests for extra BarData parameter

2016-09-29 10:11:15 -04:00

test_clock.py

MAINT: PR cleanup

2016-08-02 23:12:07 -04:00

test_commissions.py

Re-implemented the Calendar API.

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

test_continuous_futures.py

BUG: Allow rolls to skip over contracts.

2016-12-05 22:33:03 -05:00

test_data_portal.py

ENH: Adds last_available_{session, minute} args to DataPortal (#1528)

2016-10-06 20:46:54 -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

MAINT: Update fetcher for pandas 0.18.

2016-09-20 16:24:55 -04:00

test_finance.py

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00

test_history.py

ENH: Allow arbitrary history queries.

2016-11-07 16:40:51 -05:00

test_labelarray.py

MAINT: Fix warnings from numpy labelarray methods.

2016-09-20 17:12:07 -04:00

test_memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

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

test_panel_bar_reader.py

MAINT: Standardize reader get value methods.

2016-08-24 12:46:36 -04:00

test_perf_tracking.py

MAINT: remove __getitem__ as alias of __getattr__

2016-08-31 12:38:20 -04:00

test_restrictions.py

TEST: Simplify testing of restriction orderings.

2016-10-05 14:42:17 -04:00

test_security_list.py

MAINT: Deprecate set_do_not_order_list

2016-09-30 16:35:23 -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

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00