Eddie Hebert 1f71c8d068 ENH: Allow future chains to only use certain delivery months. ...

To support contracts such as `PL` which should roll from F->J->N->V, add the
ability to pass a predicate function to the ordered contract chain contstrution
which returns `True` if the contract is allowed in the chain.

2016-12-01 13:26:07 -05:00

..

performance

MAINT: Removing unused array and unused attribute

2016-09-19 15:19:30 -04:00

risk

MAINT: Use arange instead of rolling_count.

2016-09-20 16:24:55 -04:00

__init__.py

ENH: Update ordering API to support new ExecutionStyle class in favor of

2014-04-22 23:22:21 -04:00

asset_restrictions.py

BUG: Restrictions passed into HistoricalRestrictions not sorted correctly

2016-10-05 14:09:26 -04:00

blotter.py

DEV: Re-implement commission models to return correct results in the case of multiple fills.

2016-05-23 21:19:06 -04:00

cancel_policy.py

ENH: Clock now fires a BEFORE_TRADING_START_BAR event.

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

commission.py

BUG: Fixed repr of PerShare

2016-06-08 10:41:24 -04:00

constants.py

BUG: Fix constant of trading hours to be 6.5. Fixes #214.

2014-07-02 11:26:35 +02:00

controls.py

MAINT: Rename restrictions.py to asset_restrictions.py

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

execution.py

ENH: Rewrite of Zipline to use lazy access pattern

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

order.py

DEV: Re-implement commission models to return correct results in the case of multiple fills.

2016-05-23 21:19:06 -04:00

slippage.py

TMP: Add temporary fix for transactions with nan fill prices.

2016-11-17 12:00:28 -05:00

trading.py

ENH: Allow future chains to only use certain delivery months.

2016-12-01 13:26:07 -05:00

transaction.py

ENH: Rewrite of Zipline to use lazy access pattern

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