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258b5ea2ca0ab2cecaa3b5b5e0ff92f7a61a6066
Commit Graph
14 Commits
Author SHA1 Message Date
jfkirk 258b5ea2ca API: DataFrame/Panel sources expect integer sids, not identifiers 
This commit modifies the DataFrameSource and DataPanelSource to accept only Int64Indexes on the incoming data and moves the burden of mapping user identifiers to TradingAlgorithm.run().
 2015-07-01 13:43:31 -04:00
jfkirk 31f24a238a DEP: Removes unnecessary identifier_cache from asset_finder 
The identifier cache's usage was nearly identical to using lookup_generic, so this commit removes identifier-keyed caching and modifies anything that uses it.
 2015-07-01 13:43:31 -04:00
Andrew Daniels 759f346c93 BUG: Fixes issues with AssetFinder future lookups 
Contracts must have been trading at the as_of_date to be considered valid, and a contract's position in the chain is now zero-indexed.
 2015-06-29 09:51:50 -04:00
Andrew Daniels cc77a52322 ENH: Adds future chain cache and future lookups to AssetFinder 2015-06-25 10:18:18 -04:00
Andrew Daniels 46e7b06991 ENH: Adds root_symbol attribute to Future class 
Also update AssetFinder to handle root_symbol in meta data
 2015-06-25 10:18:18 -04:00
Andrew Daniels 1ae6037a81 TST: Correct and clean up mock futures data for clarity 2015-06-25 10:18:18 -04:00
Scott Sanderson a2008f644a TEST: Remove unused test class. 2015-06-24 16:11:14 -04:00
Scott Sanderson a0cec5d093 TEST: Clean AssetFinder initialization and tests. 
- AssetFinder no longer accepts an unused trading_calendar.
- AssetFinder correctly accepts a DataFrame as input.
- Tests for AssetFinder no longer rely on a global trading environment.
 2015-06-24 09:50:09 -04:00
jfkirk aa92922ea8 ENH: Adds security_start_date and _end_date with deprecation warnings 2015-06-16 14:26:05 -04:00
jfkirk 4ef8df2fca ENH: Adds handling of Assets passed to AssetFinder as identifiers 2015-06-11 16:49:23 -04:00
jfkirk 035bfbd514 ENH: Adds AssetFinder and asset metadata management 2015-06-11 11:35:48 -04:00
jfkirk 84d4fa3c08 ENH: Adds Equity and Future classes as extensions of Asset class 2015-03-19 13:23:40 -04:00
jfkirk 2fd2f02c2a MAINT: Refactors Security to Asset 
This commit refactors the Security cython class to Asset, and refactors some fields of the class accordingly. This change is so the terminology is consistent and correct when Asset is extended to asset types that are not securities, such as futures.
 2015-03-19 13:23:40 -04:00
jfkirk 0375b350b8 ENH: Adds Security cython class in new package 'zipline.assets' 
The class is not yet used. Adding this class is part of the effort to allow Zipline
simulation of more types of assets than stocks.

DEV: Adds build_ext to .travis.yml
 2015-03-04 14:19:29 -05:00