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LAST BUILD ON BRANCH fix_dividend_boundary_conditions

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Build # 1892

Build Type

push

travis-ci

Committed by ssanderson

Commit Message

BUG: Fix an issue where dividends are granted a day early.

Fixes an issue where `PerformancePeriod.update_dividends` was being called with
incorrect dates in `handle_minute_close` and `handle_market_close`, which
resulted in dividends being granted a day early.  This is primarily a problem
because it causes algorithms to incorrectly receive dividends when the stock in
question is purchased on a dividend's ex_date.  After this change, dividends
are granted only when the algorithm held stock on the market close of the day
before the dividend's ex_date.  This is in line with the following quote from
the SEC's notes on dividend ex_dates:

> If you purchase a stock on its ex-dividend date or after, you will not
> receive the next dividend payment.  Instead, the seller gets the dividend. If
> you purchase before the ex-dividend date, you get the dividend.

Run Details

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