Eddie Hebert ec6f298972 ENH: Add continuous future current contract. ...

Add the ability for an algorithm to request the current contract for a
future chain via `data.current`.

e.g.:
```
data.current(ContinuousFuture('CL', offset=0, roll='calendar'),
'contract')
```

2016-10-07 18:26:23 -04:00

..

calendars

MAINT: Updates from Joe's PR feedback.

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

data

MAINT: Adds option for minute bar writer to not write metadata

2016-09-21 11:31:54 -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: add test for changing event dates and adjustments

2016-09-27 16:53:36 -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: Add new parameter to schedule_function that accepts a trading

2016-08-28 21:33:42 -04:00

__init__.py

Moved the test folder.

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

test_algorithm.py

ENH: Add continuous future current contract.

2016-10-07 18:26:23 -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

ENH: Add continuous future current contract.

2016-10-07 18:26:23 -04:00

test_data_portal.py

TST: Add direct coverage for get last traded dt

2016-09-02 13:19:46 -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