quantopian / zipline / 3657

87%

master: 88%

Build Type

push

travis-ci

Committed by Andrew Daniels

Commit Message

BUG: Determine valid future contracts with notice date

Since most brokers will cease accepting trades by the notice date, contracts should not be considered valid after the notice date. This commit adjusts the lookup_future_chain method to consider all contracts with notice dates on or following the current date invalid.

Run Details

2 of 2 new or added lines in 1 file covered. (100.0%)

5876 of 6719 relevant lines covered (87.45%)

1.75 hits per line