quantopian/zipline — pull request #39 by richafrank (2012-12-11 16:31:23+00:00)
Title: Backtest end dates

Risk and perf were doing their own date bookkeeping - now perf gives the current time to risk.

We were also moving the market day markers forward on the last day of the backtest, which blows up if the last day of the backtest is also the last day of data that we have. So we don't do that anymore.

Related to that, we were calling handle_market_close an extra time at the end of the simulation, in case no events occurred on or after the last close. Now we only do that when we know that's the case.