quantopian / zipline / 7867

88%

Pull #1604

travis-ci

MAINT: Use a doubly linked list for contract chain.

Instead of requiring the roll finder to juggle the indices into the ordered
contracts, use a doubly linked list where the nodes element is the contract
with members pointing to the previous and next contracts in the chain.

Besides improving legibility in the roll finder code, this change is on the path
to adding a predicate to exclude contracts from the chain, e.g. contracts in ED
which are not in the roll schedule.

Change test results for primary chain, since new implementaton does not stop at
contract in which has not yet started when constructing the chain.

23 of 23 new or added lines in 2 files covered. (100.0%)

12598 of 14459 relevant lines covered (87.13%)

1.74 hits per line