3558
88%

Ran 02 Jul 2015 03:18PM UTC

Jobs 2

Files 68

Run time 4min

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Build # 3558

Build Type

push

travis-ci

Committed by Andrew Daniels

Commit Message

MAINT: Consolidates and improves future lookup methods

Removes unused future lookup methods and consolidates everything into lookup_future_chain. Since the FutureChain object will have to hold a root symbol and dates, it should be responsible for cleaning the user input, so this is removed from the lookup method.

Adds knowledge date to future lookups. This makes our definition of valid contracts more flexible. We know about a contract if it starts trading by the knowledge date, and a contract is expired if it expires by the as_of_date.

Also fixes a bug with computing future chains, where contracts were not included in the chain on their expiration date.

Run Details

5890 of 6729 relevant lines covered (87.53%)

1.75 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	3558.1 (PANDAS_VERSION=0.16.0 NUMPY_VERSION=1.9.2)	02 Jul 2015 03:23PM UTC	0	87.49	Travis Job 3558.1
2	3558.2 (PANDAS_VERSION=0.16.0 NUMPY_VERSION=1.9.2)	02 Jul 2015 03:18PM UTC	0	87.49	Travis Job 3558.2

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