dmichalowicz a4464e7d20 MAINT: Various futures slippage model fixes and cleanup ...

- Handle history lookback error before start date
- Adjust default futures slippage volume limit
- Allow subclassing EquitySlippageModel and FutureSlippageModel together.

2017-05-09 11:47:55 -04:00

..

calendars

PERF: Optimize session close lookups in resample bar reader (#1749)

2017-04-11 16:35:04 -04:00

data

MAINT: Modify ReindexBarReader.get_value to handle missing data

2017-05-09 09:34:37 -04:00

events

BUG: Remove set_trace and add test coverage.

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

finance

MAINT: Various futures slippage model fixes and cleanup

2017-05-09 11:47:55 -04:00

history

ENH: Rewrite of Zipline to use lazy access pattern

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

pipeline

BUG: address pandas normalization bug on non-sorted DT index

2017-04-04 17:00:32 -04:00

resources

ENH: Adding CFE Adhoc Holidays

2017-03-26 15:54:14 -07:00

risk

TST: Make TradingEnvironment resources static

2017-04-04 10:58:45 -04:00

utils

STY: Use def statements instead of lambda assignment. (#1639)

2017-01-06 13:39:07 -05:00

__init__.py

Moved the test folder.

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

test_algorithm.py

MAINT: Handle gaps in input to daily bars writer (#1778)

2017-05-03 20:49:22 -04:00

test_api_shim.py

MAINT: Pass data_frequency to get_history_window

2017-05-09 09:34:39 -04:00

test_assets.py

BUG: OrderedContracts chain could sometimes terminate on first contract

2017-04-07 10:01:22 -04:00

test_bar_data.py

ENH: teach BarData about current session's minutes

2017-03-15 13:40:33 -04:00

test_benchmark.py

MAINT: Pass data_frequency to get_history_window

2017-05-09 09:34:39 -04:00

test_clock.py

MAINT: PR cleanup

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

test_continuous_futures.py

MAINT: Pass data_frequency to get_history_window

2017-05-09 09:34:39 -04:00

test_data_portal.py

BUG: get_splits should return empty list, not empty dict

2017-04-24 15:41:23 -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: PR feedback.

2017-04-24 15:41:23 -04:00

test_history.py

MAINT: Pass data_frequency to get_history_window

2017-05-09 09:34:39 -04:00

test_labelarray.py

BUG: fix label array code dtype condense

2017-03-08 20:54:57 -05:00

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

REF: Remove assetfinder from PerformancePeriod

2017-04-24 15:41:22 -04:00

test_restrictions.py

STY: Use def statements instead of lambda assignment. (#1639)

2017-01-06 13:39:07 -05:00

test_security_list.py

MAINT: Deprecate set_do_not_order_list

2016-09-30 16:35:23 -04:00

test_testing.py

TST: Adds TestingSlippage slippage model (#1679)

2017-02-09 08:56:15 -05:00

test_tradesimulation.py

MAINT: Rename restrictions.py to asset_restrictions.py

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