56dae3a288
BLD: Include TA-Lib package as a dependency.
...
CI build was failing due to lack of package.
2013-04-30 19:52:40 -04:00
790e588911
MAINT: Upgrade nose==1.3, numpy==1.7.1
2013-04-09 11:55:11 -04:00
94f1152353
DEV: Update pegged version of requests. 1.1.0 -> 1.2.0
2013-04-02 20:14:24 -04:00
9ad33ec941
MAINT: PyPI updates: six==1.3.0, delorean==0.2.0
2013-03-19 09:13:56 -04:00
8f91711390
MAINT: New pytz version in requirements.txt
2013-03-15 13:31:29 -04:00
1a30bdf93a
Upgrade msgpack-python to 0.3.0
2013-02-19 23:09:38 -05:00
8eb92830c9
Don't capitalize delorean in requirements.txt
2013-02-18 14:20:58 -05:00
2c7355a0dc
Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.
...
Global state for the financial simulation environment is accessed through the
zipline.finance.trading module, which now contains a module variable:
environment.
Parameters are passed into an algorithm as a keyword argument, sim_params.
SimulationParameters creates a trading day index for the test period that
can be used to find trading days, calculate distance between trading days,
and other common operations. The sim params index is just selected from the
global state.
================
Details:
- adding delorean to the requirements.
- made index symbol a parameter for loading the benchmark data. changed
messagepack storage to be symbol specific.
- ported risk, performance, algorithm, transforms, batch transforms
and associated tests to use simulation parameters and global environment
- factory and sim factory use global state and sim params
- factory method parameter names now reflect the class expected
2013-02-18 10:24:32 -05:00
ccd3ab33e7
Upgrade numpy to 1.7.0
2013-02-14 11:48:05 -05:00
629b6d6bd8
Upgrade to Pandas 0.10.1
2013-01-24 20:24:44 -05:00
61773a2ebe
Upgrade requests module to 1.1.0
2013-01-16 10:30:38 -05:00
27df611b8e
Upgrade pytz
2013-01-04 12:45:53 -05:00
c6759eb938
Upgrades requests to latest. 1.0.3 -> 1.0.4
2012-12-26 11:01:28 -05:00
32ed8dacad
Updates msgpack-python to latest. 0.2.3 -> 0.2.4
2012-12-26 10:59:48 -05:00
2cc983a4c7
Moves requests to main requirements. Also upgrades to 1.0.3
...
Moving to main requirements, since zipline will not run without
the treasury and benchmark data that we requests to fetch.
Upgrade is to keep current with latest release.
2012-12-18 11:27:25 -05:00
7f74d53804
Updates pandas to the latest version. 0.9.1 --> 0.10.0
2012-12-17 12:41:24 -05:00
084e04dc56
Removes Cython from requirements list.
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zipline doesn't need Cython in stand alone mode.
2012-12-14 14:12:30 -05:00
1d3c10d82f
Updates to the latest version of Cython.
2012-12-14 10:26:53 -05:00
71bcda9ba1
Upgrade to Logbook 0.4.1
2012-12-11 13:29:41 -05:00
3aaa2ef5a2
Updates msgpack-python to latest version.
2012-12-11 11:56:30 -05:00
0771e43736
Explicitly list packages required by pandas.
2012-11-27 11:59:05 -05:00
25687ea44a
Upgrades Cython to latest version. 0.17.1 -> 0.17.2
2012-11-23 19:38:40 -05:00
4c3e0d5081
Brings pandas up to the latest version, 0.9.0 -> 0.9.1
2012-11-15 23:31:46 -05:00
96ba4c7d6c
Upgrades numpy package to latest. 1.6.1 -> 1.6.2
2012-11-05 10:36:49 -05:00
7e7bf72d76
Updates Logbook package to latest. 0.3 -> 0.4
2012-11-05 10:22:13 -05:00
332d12c7e2
Upgrades Cython package to latest. 0.15.1 -> 0.17.1
2012-11-05 10:18:12 -05:00
a81a9bbf27
Upgrades msgpack-python package to latest. 0.1.12 -> 0.2.2
2012-11-05 10:12:25 -05:00
aa659772b2
Updates pytz package to latest. 2011n -> 2012h
2012-11-05 10:04:25 -05:00
a7e2accd05
Updates pandas to latest release version.
2012-10-12 16:52:10 -04:00
fd2d66f53e
Removes unused library of messagepack.
2012-10-05 14:58:11 -04:00
d176d12d65
Reduces the libraries specified in requirements to the minimal amount
...
needed to run unittests.
Building the libraries installed by default to as few as possible.
Removes pip run on removed requirements_sci.txt in CI script.
2012-10-01 13:37:53 -04:00
96e5801cf8
removed zmq from requirements files.
2012-09-08 23:24:53 -04:00
d265a64696
Don't list setuptools or distribute in requirements.txt
...
There's no need to list setuptools or distribute in requirements.txt
because they are installed automatically when you create a new
virtualenv. Furthermore, listing them explicitly breaks if the version
you list is different from the virtualenv version.
2012-09-05 10:53:55 -04:00
20db5dedb5
Removes unused package from requirements.
2012-08-24 00:07:13 -04:00
2800c472b8
Removes unused package of psutil.
2012-08-24 00:05:58 -04:00
953b805bd8
added psutil to the requirements
2012-07-30 23:19:03 -04:00
3cff533ff9
hot patch to requirements
2012-07-30 17:42:53 -04:00
1b2ac74dec
Updated test config.
2012-06-12 07:42:35 -04:00
20f7affc76
Added logbook to reqs.
2012-06-12 07:38:18 -04:00
954ad8afb3
Added setproctitle and C extension doc.
2012-05-29 17:09:08 -04:00
318d7ba678
Fun fun times writing setup.py
2012-05-26 18:24:48 -04:00
d8c3ab151f
trying to make jenks install iso8061
2012-04-20 12:16:42 -04:00
68040bad9a
consolidated some of the date util methods. added iso8061 support
2012-04-18 17:11:01 -04:00
0afbd58c0f
Fix requirements typo.
2012-03-01 09:17:32 -05:00
6e8f1a7716
Alter init methods, poll for control messages.
2012-02-26 22:40:09 -05:00
4aad3a2f93
Added initial msgpack.
2012-02-24 12:55:39 -05:00
2505ded09e
added the gevent_zeromq to requirements
2012-02-17 12:10:36 -05:00
ef39dae85a
docs building
2012-02-08 16:01:39 -05:00
Eddie Hebert