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Commits on Jun 7, 2017

• Merge pull request #1822 from quantopian/var-and-cvar

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• Fix weights calculation to use portfolio value as denominator

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• ENH: Add method for computing current portfolio weights

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Commits on May 24, 2017

• Merge pull request #1788 from quantopian/rounding-cutoff-2

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• BUG: Some futures prices need more precision when rounding

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Commits on May 12, 2017

• Merge pull request #1789 from quantopian/more-commission-cleanup

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• MAINT: Refactor commission model class hierarchies

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Commits on May 9, 2017

• Merge pull request #1767 from quantopian/no-slippage-history

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• MAINT: Various futures slippage model fixes and cleanup

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Commits on May 3, 2017

• Merge pull request #1779 from quantopian/silver-chains

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• BUG: Gold and silver futures contracts only trade certain months

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Commits on Apr 26, 2017

• Merge pull request #1770 from quantopian/zero-transaction-volume

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• BUG: Futures slippage model could have zero transaction volume

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Commits on Apr 25, 2017

• Merge pull request #1763 from quantopian/slippage-allowed-types

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• API: Don't require custom models to define allowed types

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• Merge pull request #1748 from quantopian/slippage-futures-api

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• API: Add slippage and commission models for futures

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Commits on Apr 24, 2017

• Merge pull request #1755 from quantopian/schedule-function-calendar

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• API: Add factory for calendars

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Commits on Apr 21, 2017

• Merge pull request #1754 from quantopian/premature-continuous-futures-2

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• BUG: Ordered contracts could end prematurely

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Commits on Apr 10, 2017

• Merge pull request #1738 from quantopian/slippage-and-commissions-futures

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• ENH: Preliminary support for Futures slippage and commission models

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• Merge pull request #1745 from quantopian/reconcile-default-args

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Commits on Apr 7, 2017

• API: Make certain continuous future arguments optional

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• Merge pull request #1743 from quantopian/premature-continuous-futures

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• BUG: OrderedContracts chain could sometimes terminate on first contract

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Commits on Apr 5, 2017

• Merge pull request #1741 from quantopian/remove-adj-method

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• CRUFT: Remove ContinuousFuture adjustment method

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Commits on Apr 4, 2017

• Merge pull request #1729 from quantopian/us-futures-cal-in-tests

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• REV: Only use benchmark csv files in source for testing

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• TST: Make TradingEnvironment resources static

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Commits on Apr 3, 2017

• TST: Use 'us_futures' calendar in test fixtures

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Commits on Mar 30, 2017

• Merge pull request #1730 from quantopian/no-current-contract

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• BUG: Getting continuous future current contract failed on None

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