The internal system used to build and get burn-in on packages was
accidentally using scipy 0.12.0, despite the change in the requirements
file to 0.13.2
Setting back to using scipy 0.12.0 until 0.13.2 is more tested with
internal systems, with the goal of upgrading to >= 0.14.0 as soon as
possible.
Since TA-Lib's releases are hosted on Github instead of PyPI,
add the `allow-external` and `allow-unverified` flags for just
TA-Lib.
This change means that versions of pip < 1.5 can not be used,
since the flags do not exist in those versions.
Upgrade requests from 2.2.0 to 2.3.0
To keep up-to-date, Changelog does not appear to have any changes
that would affect our usage one way or the other.
Since statsmodels requires patsy, and statsmodels is now in
requirements.txt instead of requirements_dev.txt, patsy also needs to
be in requirements.txt instead of requirements_dev.txt.
Pandas website states statsmodels is needed for parts of pandas.stats.
Also, update statsmodels to 0.5.0.
Upgrade of version is to both keep up to date, and to improve
performance on lazy imports, as fixed by
https://github.com/statsmodels/statsmodels/issues/573
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.
================
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.
Scott Sanderson