Thomas Wiecki d578d5825e BUG: Filter nans in DataFrame and Panel sources. ...

If a SID hasn't started trading yet, pandas' convention is to use nans.
Before this change, zipline would raise an exception if there were nans in the
input data.

We now skip events where the prices contains a nan and has not been traded
before (in which case forward fill).

Fixes #446.

2015-04-08 17:00:22 +02:00

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

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

resources/saved_state_archive

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

risk

MAINT: Replace iterkv with iteritems.

2014-10-22 17:25:37 +02:00

utils

STY: Flake8

2015-03-19 17:21:25 -04:00

__init__.py

Moved the test folder.

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

history_cases.py

STY: Flake8

2015-03-19 17:21:25 -04:00

serialization_cases.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_algorithm_gen.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_algorithm.py

MAINT: Remove left over simple transform code.

2015-03-30 14:18:39 -04:00

test_assets.py

ENH: Adds Equity and Future classes as extensions of Asset class

2015-03-19 13:23:40 -04:00

test_batchtransform.py

ENH: Allows history to be dynamic and grow the container at runtime.

2014-11-03 15:57:44 -05:00

test_blotter.py

TST: Add tests for behavior of rejected/held orders.

2014-08-06 15:00:26 -04:00

test_cli.py

TST: Add tests for parse_args().

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

test_events_through_risk.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_examples.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_exception_handling.py

MAINT: Remove left over simple transform code.

2015-03-30 14:18:39 -04:00

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_history.py

TST/BUG: Remove incorrect time period from hardcoded date.

2015-03-19 10:15:05 -04:00

test_munge.py

PERF: History Perf Enhancements

2015-02-11 06:25:53 -05:00

test_perf_tracking.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_pickle_serialization.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

test_rolling_panel.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_security_list.py

MAINT: Move knowledge date for existing DNT list

2015-03-03 16:46:56 -05:00

test_serialization.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

test_sources.py

BUG: Filter nans in DataFrame and Panel sources.

2015-04-08 17:00:22 +02:00

test_tradesimulation.py

ENH: A TradingAlgorithm method called before each trading day

2014-09-03 18:07:51 -04:00

test_tradingcalendar.py

MAINT: Remove unused setup from trading calendar test.

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

test_transforms_talib.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_transforms.py

ENH: Replaces the simple transforms with history calls. Switches

2014-11-17 13:16:30 -05:00

test_versioning.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00