Scott Sanderson b6e5345893 ENH: Enhancements to TradingEnvironment. ...

Adds a suite of new functions for querying data from the trading calendar.

These include:
      `previous_trading_day`
      `minutes_for_days_in_range` (minutely version of `days_in_range`)
      `previous_open_and_close` (inverse of `next_open_and_close`)
      `next_market_minute`
      `previous_market_minute`
      `open_close_window` (get a range of opens/closes with slicing semantics)
      `market_minute_window` (get a range of minutes with slicing semantics)

Also refactors `test_finance` to move `TradingEnvironment` tests into their own
TestCase.

2014-06-05 15:25:48 -04:00

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

risk

DOC: Update link to latest risk answer key.

2014-04-15 16:17:39 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

test_algorithm.py

ENH: Filter out empty lists from get_open_orders.

2014-05-29 13:04:53 -04:00

test_batchtransform.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

test_blotter.py

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

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

test_cli.py

TST: Add tests for parse_args().

2014-05-07 15:34:41 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

test_examples.py

MAINT: Make walk usage in example tests compatible with Python 3

2014-01-07 11:57:45 -05:00

test_exception_handling.py

BLD/STY: Upgrade to latest versions of lint checkers.

2014-05-30 12:44:10 -04:00

test_execution_styles.py

ENH: Treat stop and limit prices differently when rounding.

2014-04-25 12:02:23 -04:00

test_finance.py

ENH: Enhancements to TradingEnvironment.

2014-06-05 15:25:48 -04:00

test_history.py

ENH: Adapt history() to work on zipline.

2014-04-10 15:59:26 -04:00

test_perf_tracking.py

BLD/STY: Upgrade to latest versions of lint checkers.

2014-05-30 12:44:10 -04:00

test_sources.py

ENH: Add OHLC to simulated data source

2014-04-10 08:55:29 -04:00

test_tradesimulation.py

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

test_tradingcalendar.py

MAINT: Remove unused setup from trading calendar test.

2014-03-27 23:05:52 -04:00

test_transforms.py

MAINT: Change variable name in test transforms comprehension.

2014-03-27 22:38:57 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00