David MichalowiczandGitHub aad5cd362e Merge pull request #1738 from quantopian/slippage-and-commissions-futures ...

Add preliminary support for Futures slippage models

2017-04-10 15:05:28 -04:00

..

assets

BUG: OrderedContracts chain could sometimes terminate on first contract

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

data

Merge pull request #1742 from quantopian/only-get-value-once

2017-04-10 14:56:29 -04:00

examples

DOC: Updated example notebook for latest zipline cell magic

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

finance

ENH: Preliminary support for Futures slippage and commission models

2017-04-10 14:37:20 -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

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

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

resources

TST: Make TradingEnvironment resources static

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

sources

MAINT: Use errors='coerce'.

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

testing

Merge pull request #1739 from quantopian/fix-zipline-and-pandas-bug

2017-04-07 12:22:06 -04:00

utils

ENH: Adding CFE Adhoc Holidays

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

__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: Guarantee bool dtype for can_trade.

2017-04-04 17:26:38 -04:00

_version.py

BLD: Adds versioneer

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

algorithm.py

ENH: Preliminary support for Futures slippage and commission models

2017-04-10 14:37:20 -04:00

api.py

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -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

TST: Add tests for winsorize factor

2017-03-07 17:14:27 -05:00

protocol.py

MAINT: Add additional fields to __getitem__ for Order (#1483)

2016-09-13 15:49:16 -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