Files
catalyst/zipline/testing
Eddie Hebert a3df1e3cef ENH: Allow configurable history prefetch length.
To support using a `DataPortal` and `HistoryLoader` in a notebook, allow
the prefetch length to be configurable, so that it can be set to 0.
Unlike backtesting where the prefetch is useful for repeated history
windows viewed from datetimes which are monotonically increasing by a
small amount, the notebook usage of history windows needs only to
retrieve the exact data needed for the window specified.

This patch also fixes some boundary conditions related to rolls and
adjustments which were uncovered by querying for the adjustments with an
end date near the end of the window.
2016-11-04 13:30:30 -04:00
..
2016-08-17 16:52:09 -04:00
2016-10-28 14:06:35 -04:00