Commit Graph
10 Commits
Author SHA1 Message Date
Eddie Hebert 85c49afe4c Merge pull request #774 from quantopian/filter-out-dates-with-no-data
BUG: Filter out payout rows with no prev close.
2015-10-15 13:30:46 -04:00
Eddie Hebert 9a2767ad07 Merge pull request #765 from quantopian/add-spot-price-and-write-adjustments
Add spot price and write adjustments
2015-10-13 14:02:44 -04:00
Eddie Hebert e6ba59b580 Merge pull request #761 from quantopian/move-us-equity-to-data
MAINT: Move equity data formats out of loader.
2015-10-09 17:28:37 -04:00
Eddie Hebert 39fff4aa43 Merge pull request #735 from quantopian/remove-minute-performance
MAINT: Remove unused minute performance period.
2015-10-01 10:16:52 -04:00
Eddie Hebert b655a2a592 Merge pull request #737 from quantopian/remove-random-simulation-params
Pre-lazy changes to test_perf_tracking
2015-09-29 16:26:22 -04:00
Eddie Hebert b1cb177d45 Merge pull request #731 from quantopian/remove-instant-fill-from-close-pos-tests
TST: Remove instant fill from close position test.
2015-09-28 15:07:40 -04:00
Eddie Hebert 5d2217b0eb Merge pull request #726 from quantopian/explicit-position-value-calcs
MAINT: Only calc position values once per packet.
2015-09-25 17:33:53 -04:00
Eddie Hebert 3c862df336 Merge pull request #579 from grundgruen/tracker-days
WIP BUG: env.next_trading_day() not Timezone aware when passed market_open/close
2015-05-26 10:57:51 -04:00
Eddie Hebert 3bc3316248 Merge pull request #575 from quantopian/remove-dependency-on-intraday-risk-metrics
Reduce memory footprint of minute emission algorithms.
2015-05-04 14:12:24 -04:00
Eddie Hebert a4f85b9436 Merge pull request #570 from quantopian/orders-by-modified-leak
Remove leaky defaultdicts
2015-04-23 15:43:03 -04:00