Move the responsibility of wrapping the main simulation loop in the
ZiplineAPI context from the algorithm modules generator setup to the
main trade simulation loop, so that different methods of invoking loop
do not need to duplicate how the context is set.
To make it easier for internal implementation of handle_data to
transition off of calling the ZiplineAPI every bar, to only invoking the
context once per simulation.
In d01e718373, we made a change for
compatibility with a change introduced in pip 7.0.0. Then the pip
maintainers went and reverted the change in pip 7.0.2, thereby
breaking our requirements file for the second time in ten days. This
change reverts the prior change so that we are once again compatible
with the current version of pip.
Also, to make it easier for people to avoid pip compatibility issues,
we're now specifying pip>=7.0.3 in etc/requirements.txt.
Because we use ordered_pip.sh to install requirements files, we want
dependencies in requirements_dev.txt to be listed _before_ the things
that depend on them, rather than after. Otherwise, with
ordered_pip.sh, stuff will get installed implicitly, and perhaps the
wrong version.
based OrderedDict. Series/ndarray can only be sped up so much because
they weren't designed for fast iterative mutations.
This also cut down on the # of intermediate Series being generated
during perf stat generation. Things like s[s > 0] will create a new
Series for s > 0.
Moved cython to requirements.txt and added cyordereddict
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.
Jonathan Kamens