Jean Bredeche ae0d41af6f ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar. ...

DataPortal now catches the NoDataOnDate exception and returns nan for
OHLC and 0 for V.

Price is still forward filled, unchanged.

2016-09-14 22:21:43 -04:00

..

calendars

MAINT: Updates from Joe's PR feedback.

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

data

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

events

ENH: Let event offsets be up to 12 hours.

2016-08-29 09:33:40 -04:00

finance

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

history

ENH: Rewrite of Zipline to use lazy access pattern

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

pipeline

STY: Don't assign variables that won't be created.

2016-09-02 12:53:01 -04:00

resources

BUG: Do not adjust returns for sharpe and sortino

2016-09-02 10:41:50 -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

Merge pull request #1467 from quantopian/check_param-string_types

2016-09-08 14:59:38 -04:00

test_api_shim.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_assets.py

More Fuzzy Symbol Fixes (#1475)

2016-09-08 14:52:57 -04:00

test_bar_data.py

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

test_benchmark.py

TST: Make room for multiple calendars in tests.

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

test_blotter.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -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_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

DEV: Change daily mode to use last minute of session instead of session itself.

2016-07-27 09:20:24 -04:00

test_finance.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_history.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_labelarray.py

BUG: Fix bytes/unicode issues in py3.

2016-05-05 01:46:35 -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_security_list.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -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

BUG: Need to set simulation_dt in before_trading_start

2016-08-04 11:59:48 -04:00