Eddie Hebert e1bafe1ecc BUG: Use proxy for settlement on future adjustments. ...

Instead of using the difference between the session close of the front
contract before the roll and and the open of back contract on the
beginning of the roll, use the close of both at the end of the session
before the roll.

The closes of the session prior to roll is in lieu of settlement data.

2016-10-27 12:40:59 -04:00

..

calendars

MAINT: Updates from Joe's PR feedback.

2016-09-07 20:42:19 -04:00

data

MAINT: Return nan from daily bcolz get_value.

2016-10-25 11:25:09 -04:00

events

BUG: Remove set_trace and add test coverage.

2016-09-20 17:46:27 -04:00

finance

MAINT: Rename restrictions.py to asset_restrictions.py

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

history

ENH: Rewrite of Zipline to use lazy access pattern

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

pipeline

TST: update adjustment tests - add gaps between sids

2016-10-21 16:53:56 -04:00

resources

MAINT: Rebuild example data.

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

risk

TST: Update to empyrical, increase test coverage

2016-08-23 13:49:43 -04:00

utils

ENH: Name overrides in preprocessor factories.

2016-10-12 15:50:10 -04:00

__init__.py

Moved the test folder.

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

test_algorithm.py

ENH: Add history for continuous futures.

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

test_api_shim.py

TEST: Modify tests for extra BarData parameter

2016-09-29 10:11:15 -04:00

test_assets.py

MAINT: Remove future_chain API method.

2016-09-21 11:08:34 -04:00

test_bar_data.py

MAINT: Rename restrictions.py to asset_restrictions.py

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

test_benchmark.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_blotter.py

TEST: Modify tests for extra BarData parameter

2016-09-29 10:11:15 -04:00

test_clock.py

MAINT: PR cleanup

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

test_commissions.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_continuous_futures.py

BUG: Use proxy for settlement on future adjustments.

2016-10-27 12:40:59 -04:00

test_data_portal.py

ENH: Adds last_available_{session, minute} args to DataPortal (#1528)

2016-10-06 20:46:54 -04:00

test_examples.py

MAINT: Break reference cycle between algorithm and simulator

2016-06-03 11:24:43 -07:00

test_exception_handling.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_execution_styles.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_fetcher.py

MAINT: Update fetcher for pandas 0.18.

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

test_finance.py

MAINT: Rename restrictions.py to asset_restrictions.py

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

test_history.py

MAINT: Rename restrictions.py to asset_restrictions.py

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

test_labelarray.py

MAINT: Fix warnings from numpy labelarray methods.

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

test_memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

2016-04-12 19:33:21 -04:00

test_panel_bar_reader.py

MAINT: Standardize reader get value methods.

2016-08-24 12:46:36 -04:00

test_perf_tracking.py

MAINT: remove __getitem__ as alias of __getattr__

2016-08-31 12:38:20 -04:00

test_restrictions.py

TEST: Simplify testing of restriction orderings.

2016-10-05 14:42:17 -04:00

test_security_list.py

MAINT: Deprecate set_do_not_order_list

2016-09-30 16:35:23 -04:00

test_testing.py

ENH: Add single-column input/output capabilities to pipeline terms

2016-06-23 10:24:09 -04:00

test_tradesimulation.py

MAINT: Rename restrictions.py to asset_restrictions.py

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