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Author SHA1 Message Date
Richard Frank 0840ea1bef DEV: Pin configparser version 
It's a recent (to zipline) requirement of flake8.
 2017-06-08 17:33:15 -04:00
Richard FrankandGitHub be8ea7c54c Merge pull request #1793 from quantopian/tests-without-yahoo 
TST: Don't require downloading of data for tests
 2017-05-18 13:27:08 -04:00
Richard Frank 8734224701 TST: Use testing market data with run_algorithm 
so env doesn't need to download it
 2017-05-18 12:54:06 -04:00
Richard Frank 3ca5a15859 TST: Use fixture's data with tmp_trading_env 
instead of env needing to download it
 2017-05-18 12:54:05 -04:00
Richard Frank 955862b4b3 TST: Use fixture's trading env for FakeDataPortal or TradingAlgo 
to avoid a new trading env needing to download data unnecessarily
 2017-05-18 11:55:48 -04:00
Richard Frank e8d60d9f75 SEC: Rotate secure vars for anaconda tokens 2017-05-09 11:28:55 -04:00
Richard FrankandGitHub e496b67894 Merge pull request #1783 from quantopian/slippage-cleanup 
Slippage cleanup
 2017-05-05 14:36:25 -04:00
Richard Frank 45c48afa8e MAINT: allowed_asset_types is already defined in the base class 2017-05-05 14:09:02 -04:00
Richard Frank 0e0cb2f343 BUG: Fixed abstractness of MarketImpactBase 2017-05-05 14:09:02 -04:00
Richard Frank ca2e3a04f3 MAINT: process_order is a method 
and call super's __init__ to set up base state
 2017-05-05 14:09:01 -04:00
Richard FrankandGitHub fcfc06ef0a Merge pull request #1699 from quantopian/yahoo-url-update 
MAINT: Updated yahoo url for SSL
 2017-03-08 16:04:51 -05:00
Richard Frank b965eb951a MAINT: Updated yahoo url for SSL 2017-03-05 17:37:45 -05:00
Richard FrankandGitHub 091a4843ed Merge pull request #1692 from quantopian/pin-blaze-deps 
MAINT: Pin specific versions of blaze dependencies
 2017-02-28 20:59:27 -05:00
Richard Frank f43aae33ea BLD: Pin Miniconda version on Windows 
as we do on linux. The url for latest Miniconda2 was changed anyway.
 2017-02-28 19:40:11 -05:00
Richard Frank 9cb7e22db5 MAINT: Pin specific versions of blaze dependencies 2017-02-28 19:40:10 -05:00
Richard Frank b0e6b4d52e BLD: Don't need to build this branch anymore 
It was merged long ago.
 2017-02-21 11:12:05 -05:00
Richard FrankandGitHub 2606f34c68 Merge pull request #1688 from quantopian/conda-root-version 
BLD: Pin python version of conda root env to python 2
 2017-02-21 11:10:30 -05:00
Richard Frank 96a428c720 BLD: Pin python version of conda root env to python 2 
Print conda info on travis
 2017-02-20 18:51:40 -05:00
Richard Frank 70b5d675ce MAINT: Update and pin more dev requirements 2017-01-08 14:07:55 -05:00
Richard Frank 5d4783966a MAINT: Pin exact versions of Mako, MarkupSafe, requests-file 
which are transitive dependencies of zipline
 2017-01-07 17:57:29 -05:00
Richard FrankandGitHub 2259297179 Merge pull request #1638 from luca-s/IchimokuKinkoHyo_fix 
BUG: IchimokuKinkoHyo techinical factor has wrong default inputs
 2017-01-06 13:23:52 -05:00
Richard FrankandGitHub 3350227f44 Merge pull request #1596 from quantopian/order_batch 
Order batch
 2016-12-21 20:41:35 -05:00
Richard Frank e674e4e26a MAINT: Filter out null orders 2016-12-20 19:27:29 -05:00
Richard Frank d9a1479db7 MAINT: Some cleanup while working on batch ordering 2016-12-20 19:27:28 -05:00
Richard Frank 581e827208 TST: Ensure batch_order_target_percent orders like order_target_percent 2016-12-20 19:27:28 -05:00
Richard Frank 1cb85b70f2 DOC: Updated return types in docstrings 2016-12-20 19:27:28 -05:00
Richard Frank 8ea3226a5c ENH: Renamed to batch_order and added batch_order_target_percent 2016-12-20 11:58:05 -05:00
Richard Frank 74a3247892 MAINT: Renamed order_batch parameter and added docs 2016-12-20 11:57:27 -05:00
Richard Frank 7aefa9c311 MAINT: Allow for orders with id 0 2016-12-20 11:57:26 -05:00
Richard Frank f4773053cb TST: Added test for order_batch 2016-12-20 11:57:26 -05:00
Richard Frank 3fd34127c0 MAINT: Moved common asset lookup to fixture init 
Also can use class's asset_finder instead of via env
 2016-12-20 11:57:26 -05:00
Richard Frank 6c04f30eca MAINT: Removed unnecessary override 2016-12-20 11:57:26 -05:00
Richard Frank 321e52481c ENH: Blotter support for ordering a batch 2016-12-20 11:57:26 -05:00
Richard Frank 86c4c27a6a MAINT: Factored out order arg calculation methods 
so callers can use them to construct args for a batch of orders
 2016-12-20 11:57:26 -05:00
Richard Frank 104241c00d MAINT: Updated ta-lib source download urls to https 2016-11-14 12:34:19 -05:00
Richard FrankandGitHub 54487ef054 Merge pull request #1593 from quantopian/nicer-message 
ENH: An improved error message when calling zipline api functions
 2016-11-11 17:22:06 -05:00
Richard Frank 1d2d6d843f ENH: An improved error message when calling zipline api functions 
outside of a running simulation. Previously, an AttributeError was
raised.
 2016-11-11 17:00:03 -05:00
Richard FrankandGitHub da4d6ec582 Merge pull request #1589 from quantopian/rotate-anaconda-token 
Rotate anaconda token
 2016-11-10 13:45:44 -05:00
Richard Frank 97c3c14db6 SEC: Rotated anaconda token for travis 2016-11-10 12:12:02 -05:00
Richard Frank 7b65cd23db DOC: Added ANACONDA_TOKEN directions 2016-11-10 12:12:02 -05:00
Richard FrankandGitHub 2c819a672b Merge pull request #1567 from bernoullio/master 
MAINT: Restore @property decorator
 2016-10-28 12:10:58 -04:00
Richard Frank 00a053cc38 DOC: Updated example notebook for latest zipline cell magic 2016-10-09 22:12:20 -04:00
Richard FrankandGitHub 3fff6591cf Merge pull request #1493 from quantopian/enumpycal 
Enumpycal
 2016-09-19 16:27:13 -04:00
Richard Frank b924c3b795 PERF: Use empyrical with ndarrays instead of Series 2016-09-19 15:51:06 -04:00
Richard Frank 29c65d95b9 MAINT: Removing unused array and unused attribute 2016-09-19 15:19:30 -04:00
Richard Frank e1b27c45ae BLD: empyrical doesn't have a binary dependency on numpy 
so we don't need to tag its conda packages with the numpy version
 2016-09-14 21:04:07 -04:00
Richard FrankandGitHub 7b2ca76f3d Merge pull request #1479 from quantopian/run_algo-defaults 
BUG: run_algorithm with no data source should default
 2016-09-12 13:00:33 -04:00
Richard Frank 3bdba2ec50 BUG: run_algorithm with no data source should default 
to 'quantopian-quandl' bundle
 2016-09-12 12:17:17 -04:00
Richard FrankandGitHub df07f67614 Merge pull request #1467 from quantopian/check_param-string_types 
Check param string types
 2016-09-08 14:59:38 -04:00
Richard Frank a4e495dd24 BUG: Fix up check_parameters usage of string_types 
and corresponding tests
 2016-09-02 16:47:32 -04:00
Richard Frank 92c2a4a408 BLD: Tag empyrical conda packages with numpy version 2016-08-29 17:12:05 -04:00
Richard FrankandGitHub 3a7438cbb7 Merge pull request #1430 from quantopian/ingest-versions 
Ingest versions
 2016-08-24 16:49:42 -04:00
Richard Frank 317c5f07cc BLD: alembic is now a production requirement 2016-08-24 15:32:31 -04:00
Richard Frank 1f9cb8ed9f BUG: More python3 compat 2016-08-24 15:32:31 -04:00
Richard Frank 3493723e7b DEV: zipline ingest can downgrade the assets db 
This lets us publish an "old" db version for the most recent release
of zipline, using the latest code base.
 2016-08-24 15:32:30 -04:00
Richard Frank e1497b0a56 MAINT: Put downgrade in transaction 2016-08-24 13:24:07 -04:00
Richard Frank 89132a6925 MAINT: Consolidate coercion to sqlite conn/eng 2016-08-24 13:24:07 -04:00
Richard Frank 67dbeab820 MAINT: Clean up usage of engine versus connection 2016-08-24 13:24:07 -04:00
Richard FrankandGitHub b9a7e2fc32 Merge pull request #1426 from quantopian/really-ingest 
BUG: Fixes zipline ingest with non-default bundle on python 2
 2016-08-22 18:56:27 -04:00
Richard Frank 45da8270ff BUG: Fixes zipline ingest with non-default bundle on python 2 2016-08-22 18:30:39 -04:00
Richard FrankandGitHub 5217e835c3 Merge pull request #1424 from quantopian/no-more-symbols 
DOC: Updated more docs to remove --symbols, which was removed
 2016-08-22 13:43:56 -04:00
Richard Frank 87a40491d1 DOC: Updated more docs to remove --symbols, which was removed 2016-08-22 13:29:16 -04:00
Richard FrankandGitHub 81e3a944fd Merge pull request #1418 from quantopian/all-calendars 
All calendars
 2016-08-22 08:48:33 -04:00
Richard Frank 7fbdf0672f DOC: Added licenses to calendar modules 2016-08-21 17:19:59 -04:00
Richard Frank dcedd7adf5 MAINT: Removed unused holiday definitions 2016-08-21 17:19:59 -04:00
Richard Frank 9fccb7354e BUG: Fix and test getting all default calendars 2016-08-21 17:19:59 -04:00
Richard FrankandGitHub 2604773c6b Merge pull request #1409 from quantopian/doc-zipline-run 
DOC: Replace run_algo.py in docs with zipline run
 2016-08-18 17:37:00 -04:00
Richard Frank 9abf22ab3d DOC: Replace run_algo.py in docs with zipline run 2016-08-17 21:54:56 -04:00
Richard FrankandGitHub aae9f84ade Merge pull request #1403 from quantopian/keep-last-zero 
BUG: Fixes should_clean for keep_last=0
 2016-08-17 19:05:31 -04:00
Richard Frank fcf1067071 BUG: Fixes should_clean for keep_last=0 2016-08-17 18:18:01 -04:00
Richard Frank 9f15efd8a0 MAINT: Removed unused module 2016-08-11 12:11:47 -04:00
Richard FrankandGitHub 5811129acb Merge pull request #1386 from quantopian/conda-updates 
Conda updates
 2016-08-10 13:24:15 -04:00
Richard Frank 0c71aaa6ad BLD: Try newer appveyor image 2016-08-10 12:54:49 -04:00
Richard Frank 7d9f191ae8 BLD: Update conda packages 2016-08-10 12:53:51 -04:00
Richard FrankandGitHub 8b9a9dd547 Merge pull request #1324 from quantopian/rate-of-change-percentage 
Rate of change percentage
 2016-07-13 21:23:35 -04:00
Richard Frank c9b0e4050d TST: Added more test cases for RateOfChangePercentage 2016-07-13 19:48:18 -04:00
Richard Frank dc0784b88d MAINT: Removed defaults from RateOfChangePercentage 
since it's general enough that we don't need to assume closes
 2016-07-13 19:46:59 -04:00
Richard FrankandGitHub 7c170274a3 Merge pull request #1310 from quantopian/vagrantf 
VagrantFile for Ubuntu 14.04 that includes all the development requirements
 2016-07-07 16:25:29 -04:00
Richard Frank 424d7747da DOC: Updated whatsnew with VagrantFile update 2016-07-07 16:01:48 -04:00
Richard Frank 8f9bc98eb1 DEV: Added cleaning of cython assets to dev Dockerfile as well 
Added same comment to vagrant init
 2016-07-07 15:56:46 -04:00
Richard Frank 95d59c1ddb DOC: Include info about location of zipline repo inside vagrant 2016-07-07 15:56:46 -04:00
Richard Frank bd45bb0230 MAINT: Tee output to console and log file 2016-07-07 15:56:46 -04:00
Richard Frank ec4336ff0c DEV: Exit on error 2016-07-07 15:56:45 -04:00
Richard Frank a728ef2bf1 DEV: Merged updated Vagrantfile with vagrant_init.sh 2016-07-07 15:56:45 -04:00
Richard Frank 000b64703a BUG: Fixes quandl bundle failing to download pricing data 
for invalid symbol
 2016-06-22 18:11:58 -04:00
Richard FrankandGitHub 69b6cff964 Merge pull request #1289 from quantopian/wildcard 
wildcard object and doctests
 2016-06-22 18:09:57 -04:00
Richard FrankandGitHub 7176bb7f88 Merge pull request #1287 from quantopian/remove_add_history 
DOC: Remove add_history
 2016-06-17 14:40:33 -04:00
Richard Frank b416f7c287 DOC: Removed inaccurate downloads/day badge 2016-06-17 11:56:05 -04:00
Richard Frank 9b87119fc6 DOC: Removed remaining mentions of add_history 
which is no longer necessary and was removed from the api already.
 2016-06-17 11:55:24 -04:00
Richard Frank 3d9daf9aaf BLD: Pin conda version on travis too 2016-06-16 16:27:44 -04:00
Richard Frank 68ba35fc0a BLD: Pin conda version 
Newer version is breaking the build
 2016-06-16 16:10:48 -04:00
Richard Frank 3d7f63f8c1 MAINT: Removed unused ExceptionSource 
No longer used since our lazy data access changes.
 2016-06-15 10:43:20 -04:00
Richard Frank c9b5979f45 BUG: Fixed repr of PerShare 
Format string didn't match keyword arg
 2016-06-08 10:41:24 -04:00
Richard Frank 787906590c Merge pull request #1254 from ChrisPappalardo/dockerfile_cap 
created dockerfile for zipline dev
 2016-06-07 13:33:18 -04:00
Richard Frank 8218176c47 Merge pull request #1248 from wilsonkichoi/master 
DOC: remove "python -m" and "--symbols" from the example
 2016-06-03 12:52:15 -07:00
Richard Frank 60bb681a04 Merge pull request #1250 from quantopian/cycle-breaker 
MAINT: Break reference cycle between algorithm and simulator
 2016-06-03 12:36:25 -07:00
Richard Frank bcc187605c MAINT: Break reference cycle between algorithm and simulator 
when simulation finishes, so that resources are cleaned up
deterministically.
 2016-06-03 11:24:43 -07:00
Richard Frank 8f0b3f41a1 BLD: Don't require gfortran on OSX either 2016-05-29 23:19:24 -07:00
Richard Frank 1d16309f11 Merge pull request #1208 from quantopian/api_stubs 
Api stubs
 2016-05-19 12:20:30 -04:00
Richard Frank 7afd486510 DOC: Fixed parameter typo 2016-05-19 11:51:12 -04:00