Andrew Daniels adc9900860 MAINT: Improve minute writer handling of non-trading minutes (#1602) ...

Previously, if input to the BcolzMinuteBarWriter had the first bar on a
non-trading minute, the next trading session would be considered the
"first day" in the input. Now, we consider the previous trading session
the "first day".

The intention is to correctly associate minutes after official trading
hours on half days with session that closed early, not the following
session (a future improvement here would be to not accept minutes
outside trading hours).

2016-11-26 21:12:12 -05:00

..

bundles

MAINT: Use sort_values instead of sort().

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

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

_adjustments.pyx

MAINT: Fix failures/warnings in test_api_shim.py

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

_equities.pyx

TST: fix data tests

2016-07-25 13:09:55 -04:00

_minute_bar_internal.pyx

BUG: Fix minute bar last traded after half day.

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

_resample.pyx

PERF: Speedup minute to session sampling.

2016-10-24 09:59:22 -04:00

bar_reader.py

BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507)

2016-09-22 11:43:43 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

continuous_future_reader.py

MAINT: Remove duplicate get_rolls in reader.

2016-11-11 11:09:02 -05:00

data_portal.py

BUG: Allows 'contract' in get_spot_value with daily frequency (#1582)

2016-11-07 16:28:48 -05:00

dispatch_bar_reader.py

ENH: Add history for continuous futures.

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

history_loader.py

PERF: Speed up retrieval of HistoryLoader calendar.

2016-11-11 10:54:07 -05:00

loader.py

Propagate exceptions in loader to prevent variable reference before use

2016-09-23 15:55:55 -07:00

minute_bars.py

MAINT: Improve minute writer handling of non-trading minutes (#1602)

2016-11-26 21:12:12 -05:00

resample.py

BUG: Fix bad attribute lookup on session continuous future reader.

2016-11-08 15:48:28 -05:00

session_bars.py

MAINT: Add BarReader base class for both minute and session readers

2016-09-14 13:47:12 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Use itemgetter instead of homegrown func.

2015-10-25 16:37:59 -04:00

us_equity_pricing.py

Merge pull request #1561 from quantopian/micro-optimizations-2

2016-10-28 10:36:33 -04:00