Eddie Hebert 4bf8ab0f8d ENH: Remove dependency on benchmark for trading day calendar. ...

Instead of the benchmarks' index, use the trading calendar to
populate the environment's trading days.

Remove `extra_date` field, since unlike the benchmarks list,
the trading calendar can generate future dates, so dates for
current day trading do not need to be appended.

Motivations:
- The source for the open and close/early close calendar and the
  trading day calendar is now the same, which should help prevent
  potential issues due to misalignment.
- Allows configurations where the benchmark is provided as a
  generator based data source to need to supply a second benchmark
  list just to populate dates.

2014-04-01 21:14:39 -04:00

..

performance

BUG: Prevent out of sync market closes in performance tracker.

2014-03-30 13:33:45 -04:00

risk

BUG: Fix misalignment of downside series calc when using exact dates.

2014-03-27 20:51:48 -04:00

__init__.py

MAINT: Add default import of trading of module.

2013-08-19 15:21:48 -04:00

blotter.py

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

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

commission.py

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

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

constants.py

BUG: Revert "Merge ability to specify timing of fills."

2013-07-15 10:47:55 -04:00

slippage.py

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

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

trading.py

ENH: Remove dependency on benchmark for trading day calendar.

2014-04-01 21:14:39 -04:00