Eddie Hebert fcf3e50cde 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

..

bundles

MAINT: Use sort_values instead of sort().

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

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

_adjustments.pyx

MAINT: Fix failures/warnings in test_api_shim.py

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

_equities.pyx

TST: fix data tests

2016-07-25 13:09:55 -04:00

_minute_bar_internal.pyx

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

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

bar_reader.py

BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507)

2016-09-22 11:43:43 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

data_portal.py

ENH: Add continuous future current contract.

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

dispatch_bar_reader.py

MAINT: Pass through asset instead of sid.

2016-10-04 14:39:23 -04:00

history_loader.py

Revert "Merge pull request #1490 from quantopian/use-load-adjustments-for-history"

2016-09-19 08:53:31 -04:00

loader.py

Propagate exceptions in loader to prevent variable reference before use

2016-09-23 15:55:55 -07:00

minute_bars.py

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

2016-09-21 11:31:54 -04:00

resample.py

MAINT: Use df.resample().apply().

2016-09-20 17:12:08 -04:00

session_bars.py

MAINT: Add BarReader base class for both minute and session readers

2016-09-14 13:47:12 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Use itemgetter instead of homegrown func.

2015-10-25 16:37:59 -04:00

us_equity_pricing.py

PERF: Replace get_loc calls in calc_dividend_ratios with get_indexer (#1510)

2016-09-22 19:05:43 -04:00