6fb4923cc7
Re-implemented the Calendar API.
...
Instead of having separate ExchangeCalendar and TradingSchedule objects, we
now just have TradingCalendar. The TradingCalendar keeps track of each
session (defined as a contiguous set of minutes between an open and a close).
It's also responsible for handling the grouping logic of any given minute
to its containing session, or the next/previous session if it's not a market
minute for the given calendar.
2016-07-12 13:13:50 -04:00
2a8f69fc01
MAINT: DataPortal env -> asset_finder
2016-06-08 13:34:22 -04:00
c8304e8601
ENH: Adds ExchangeCalendar, TradingSchedule, and implementations
...
Conflicts:
tests/data/test_minute_bars.py
tests/data/test_us_equity_pricing.py
tests/finance/test_slippage.py
tests/pipeline/test_engine.py
tests/pipeline/test_us_equity_pricing_loader.py
tests/serialization_cases.py
tests/test_algorithm.py
tests/test_assets.py
tests/test_bar_data.py
tests/test_benchmark.py
tests/test_exception_handling.py
tests/test_fetcher.py
tests/test_finance.py
tests/test_history.py
tests/test_perf_tracking.py
tests/test_security_list.py
tests/utils/test_events.py
zipline/algorithm.py
zipline/data/data_portal.py
zipline/data/us_equity_loader.py
zipline/errors.py
zipline/finance/trading.py
zipline/testing/core.py
zipline/utils/events.py
2016-06-08 13:34:18 -04:00
587d5882c4
DOC: update 1.0 docs
2016-05-16 12:55:34 -04:00
c323506f40
BUG: we were improperly checking iterable kwargs in BarData
2016-04-21 11:06:46 -04:00
63bd7589b7
BUG: support passing an empty list to data methods.
...
Our type checking code was a bit too aggressive.
2016-04-14 11:11:08 -04:00
bd36e92556
DEV: minor perf boosts
...
likely doesn’t move the needle that much
2016-04-13 16:34:04 -04:00
d94b7bb9e4
DEV: Don't need to pass method name in.
2016-04-13 16:09:18 -04:00
d597a3caaa
DEV: combined the decorators
...
This way the type decorator could have access to the argument
decorator’s keyword list.
2016-04-13 16:01:00 -04:00
8dc3ed73ab
FIX: Check types of args passed to api methods on data
2016-04-13 09:47:07 -04:00
16fd6681a6
ENH: Rewrite of Zipline to use lazy access pattern
...
More documentation to follow in release notes.
Based on lazy-mainline branch, see for more details.
Also-By: Jean Bredeche <jean@quantopian.com >
Also-By: Andrew Liang <aliang@quantopian.com >
Also-By: Abhijeet Kalyan <akalyan@quantopian.com >
2016-04-04 16:12:58 -04:00
Jean Bredeche