`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`
Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
* MAINT: Use TradingCalendar objects for bundles
Instead of trading days, opens, and closes, register now takes a
TradingCalendar object, along with a start_session and end_session. The
ingest function is now passed these values instead as well.
* Accept calendar name in addition to the actual object
* Updates bundles documentation for changes
* Fix typo in docs
* Use class formatting
* Force start_session and end_session within the bounds of the calendar
* Use UTC timestamps in test_core
* Document Trading Calendar API in appendix.rst
Usage: zipline ingest [OPTIONS]
Ingest the data for the given bundle.
Options:
-b, --bundle BUNDLE-NAME The data bundle to ingest. [default:
quantopian-quandl]
<...>
as well as tooling and docs to generate this for each release
Also moved Cython files to package_data, so that we install them,
instead of just packaging them.
This data bundle will use the quantopian mirror of the quandl WIKI data
instead of downloading from quandl directly. This dramatically improves
the speed because we do not pay the rate limiting for quandl and we can
send the data in the format zipline expects.
Adds the data bundle concept which makes it easy for users to register
loading functions to build out minute and daily data along with an
assets db and adjustments db. By default we have provided a `quandl`
bundle which pulls from the public domain WIKI dataset. Users may
register new bundles by decorating an ingest function with
`zipline.data.bundles.register(<name>)`. This also provides a
`yahoo_equities` function for creating an ingestion function that will
load a static set of assets from yahoo.
The cli is now structured as a couple of subcommands and has been
changed to `python -m zipline`. The old behavior of `run_algo.py` has
been moved to the `run` subcommand. This is almost entirely the same
except that it now takes the name of the data bundle to use, defaulting
to `quandl`.
The next subcommand is `ingest` which takes the name of
a data bundle to ingest. This will run the loading machinery and write
the data to a specified location that `run` can find.
There is also a `clean` subcommand which deletes the data that was
written with `ingest`.
Extensions have also been added to zipline. This is an experimental
feature where users can provide an extra set of python files to run at
the start of the process. These can be used to configure aspects of
zipline. Right now the only thing that is supported in an extension file
is the registration of a new data bundle.
Updates the BcolzMinuteBarWriter.write api to allow users to pass their
data as a stream instead of requiring that they loop over their data
externally. This matches the API presented by BcolzDailyBarWriter.
Eddie Hebert