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.
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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
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.
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.
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.
Jonathan Kamens