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

..

assets

BUG: Gold and silver futures contracts only trade certain months

2017-05-03 16:34:01 -04:00

data

MAINT: Pass data_frequency to get_history_window

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

examples

DOC: Updated example notebook for latest zipline cell magic

2016-10-09 22:12:20 -04:00

finance

MAINT: Various futures slippage model fixes and cleanup

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

gens

ENH: can_trade should take restricted list into account

2016-09-29 10:11:14 -04:00

lib

MAINT: Apply linter recommendations to adjustments module.

2017-03-15 11:26:38 -04:00

pipeline

DOC: Close backticks in docstring.

2017-04-25 22:32:11 -04:00

resources

TST: Make TradingEnvironment resources static

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

sources

MAINT: Pass data_frequency to get_history_window

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

testing

MAINT: Pass data_frequency to get_history_window

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

utils

API: Add slippage and commission models for futures

2017-04-25 17:29:41 -04:00

__init__.py

MAINT: Updates from Joe's PR feedback.

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

__main__.py

DOC: Fix typo in -k/--keep-last option description

2017-02-28 22:27:18 -05:00

_protocol.pyx

MAINT: Pass data_frequency to get_history_window

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

_version.py

BLD: Adds versioneer

2015-11-11 18:47:51 -05:00

algorithm.py

MAINT: Pass data_frequency to get_history_window

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

api.py

API: Add factory for calendars

2017-04-24 09:37:32 -04:00

api.pyi

API: Make certain continuous future arguments optional

2017-04-07 14:02:36 -04:00

dispatch.py

BUG: Don't delete namespace if import fails.

2016-06-02 11:05:53 -07:00

errors.py

API: Add slippage and commission models for futures

2017-04-25 17:29:41 -04:00

protocol.py

BUG: Add backwards compatibility for position lookup by int.

2017-04-26 09:55:05 -04:00

test_algorithms.py

MAINT: Some cleanup while working on batch ordering

2016-12-20 19:27:28 -05:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

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