Andrew Daniels 7cde3939bf BUG: Determine valid future contracts with notice date ...

Since most brokers will cease accepting trades by the notice date, contracts should not be considered valid after the notice date. This commit adjusts the lookup_future_chain method to consider all contracts with notice dates on or following the current date invalid.

2015-07-09 15:23:29 -04:00

..

finance

BUG: Fix limit orders

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

resources/saved_state_archive

ENH: Add max leverage account guard

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

risk

PERF: Reduce time spent indexing in risk cumulative update.

2015-07-01 10:52:02 -04:00

utils

STY: Flake8

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

__init__.py

Moved the test folder.

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

history_cases.py

STY: Flake8

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

serialization_cases.py

STY: Flake8

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

test_algorithm_gen.py

TST: Reconciles tests with asset management system

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

test_algorithm.py

MAINT: Use symbol lookup directly from algorithm.

2015-07-08 14:41:02 -04:00

test_assets.py

BUG: Determine valid future contracts with notice date

2015-07-09 15:23:29 -04:00

test_batchtransform.py

TST: Reconciles tests with asset management system

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

test_blotter.py

TST: Reconciles tests with asset management system

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

test_cli.py

TST: Reconciles tests with asset management system

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

test_events_through_risk.py

PERF: Reduce time spent indexing in risk cumulative update.

2015-07-01 10:52:02 -04:00

test_examples.py

TST: Simplify test_examples and convert to unittest TestCase

2015-04-30 14:24:30 -04:00

test_exception_handling.py

MAINT: Remove left over simple transform code.

2015-03-30 14:18:39 -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

DEP: Removes use of 'count'-defined test sources

2015-05-28 12:29:33 -04:00

test_history.py

API: DataFrame/Panel sources expect integer sids, not identifiers

2015-07-01 13:43:31 -04:00

test_munge.py

MAINT: Flake8

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

test_perf_tracking.py

BUG: Prevents payout of dividend on final trading close

2015-06-24 21:45:55 -04:00

test_pickle_serialization.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

test_rolling_panel.py

STY: Flake8

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

test_security_list.py

TST: Reconciles tests with asset management system

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

test_serialization.py

TEST: Object serialization test requires a trading environment

2015-05-12 15:25:44 -04:00

test_sources.py

ENH: Removes use of lookup_generic in DataFrame index mapping

2015-07-01 13:43:31 -04:00

test_tradesimulation.py

TST: One more overwrite_sim_params=False needed

2015-04-30 15:38:09 -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

API: DataFrame/Panel sources expect integer sids, not identifiers

2015-07-01 13:43:31 -04:00

test_transforms.py

DEP: Removes sids field from SimulationParameters

2015-07-01 13:43:31 -04:00

test_versioning.py

ENH: Add max leverage account guard

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