Commit Graph

54 Commits

Author SHA1 Message Date
Richard Frank ef04fe3a9b PERF: Use empyrical with ndarrays instead of Series 2016-09-19 15:51:06 -04:00
Jean Bredeche a7f345e651 ENH: Switching from cachetools.LRUCache to lru-dict's LRU cache.
lru-dict is written in C and seems much more performant.
2016-09-16 11:03:13 -04:00
Richard Frank 644a33e11b 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
Ana Ruelas 3698362030 BLD: Update to empyrical 0.1.11 2016-08-30 16:41:57 -04:00
Richard Frank 9919d47898 BLD: Tag empyrical conda packages with numpy version 2016-08-29 17:12:05 -04:00
Ana Ruelas 74ee33fd58 MAINT: Update conda recipe for empyrical 2016-08-29 13:07:25 -04:00
Richard Frank abdfe0265d BLD: alembic is now a production requirement 2016-08-24 15:32:31 -04:00
Ana Ruelas f0af856c13 TST: Update to empyrical, increase test coverage
ENH: Resolve rebase conflict by using updated example_data.tar

TST: Increase test coverage for risk portion of zipline
2016-08-23 13:49:43 -04:00
Ana Ruelas 902865cf71 ENH: Use qrisk to calculate risk metrics in cumulative and period
TST: Remove metric correctness testing from period and cumulative tests

ENH: Removed answer key and related files

ENH: Update qrisk version
2016-08-23 13:49:27 -04:00
Richard Frank 7d9f191ae8 BLD: Update conda packages 2016-08-10 12:53:51 -04:00
Richard Frank 8f0b3f41a1 BLD: Don't require gfortran on OSX either 2016-05-29 23:19:24 -07:00
Scott Sanderson e7cdcc72ec BLD: Don't require gfortran on windows. 2016-05-27 19:35:25 -04:00
Joe Jevnik aa0592a4ea BLD: conda selectors for libgfortran when np==19 2016-05-27 17:28:40 -04:00
Richard Frank ddb3113d6b BLD: Added cachetools conda recipe 2016-04-14 22:20:02 -04:00
Richard Frank 3fdefea1b0 BLD: Updated bcolz recipe customizations
to be more accurate of reqs
2016-04-12 19:33:22 -04:00
Richard Frank b99944880a BLD: Build sortedcontainers first, since intervaltree requires it 2016-04-04 16:12:58 -04:00
Richard Frank 6e8accee11 BLD: Added conda recipes for new requirements 2016-04-04 16:12:58 -04:00
Richard Frank 2ee66e4c1d BLD: Bumped numexpr version and added conda recipe 2016-03-23 15:26:54 -04:00
Richard Frank f89cbbdde2 BLD: Include commit hash in conda build string when not at exact tag 2016-03-23 15:26:52 -04:00
Richard Frank f11f5adc6f BLD: Don't download dependencies on windows conda build 2016-03-23 15:26:52 -04:00
Richard Frank 8563e5fabb BLD: Windows ta-lib build 2016-03-23 15:26:51 -04:00
Joe Jevnik 6ae6b4fc7a DEV: use the default build string 2016-02-22 13:20:40 -05:00
Richard Frank 931ee8a02c BLD: Added conda recipes for bcolz
and its dependency, setuptools_scm

bcolz was generated with skeleton and modified for cython, numpy, tests
2016-02-19 18:39:42 -05:00
Richard Frank c0ad640948 BLD: Put back build number 2016-02-19 15:42:07 -05:00
Richard Frank 64b4334e5a BLD: Use build_requires with conda build 2016-02-19 15:36:57 -05:00
Joe Jevnik 92b6fe8d5b BLD: use setup_requires 2016-02-18 21:12:03 -05:00
Joe Jevnik 4168c7bd26 BLD: use default build string 2016-02-18 21:10:14 -05:00
Joe Jevnik 448e0e9a3b BLD: back to git url 2016-02-18 21:10:14 -05:00
Joe Jevnik c522594fd9 BLD: we conda now 2016-02-18 21:10:13 -05:00
Richard Frank 13b909ccc9 ENH: Added build_requires instead of requiring all for conda 2016-02-18 21:10:12 -05:00
Joe Jevnik c998c0401b BLD: use new package of ta-lib 2016-02-18 21:07:32 -05:00
Joe Jevnik 6e0812c2f8 DEV: setup anaconda build for our packages 2016-02-18 21:06:18 -05:00
Jonathan Kamens 740bc4a520 BLD: Update conda meta for logbook 0.12.5 2016-02-16 14:40:00 -05:00
Joe Jevnik ab573731d9 BLD: make the travis build closer to a normal install 2016-01-20 18:14:07 -05:00
Richard Frank 80392e1cdb BLD: Also don't need to specify cython version for conda build
Will run setup.py
2016-01-05 21:27:03 -05:00
Richard Frank 6b4287c390 BLD: Cap numpy at 1.9 and don't use exact version with other conda reqs 2016-01-05 21:10:38 -05:00
Richard Frank 4dd04b5bb6 BLD: Updated dependency recipes 2015-12-31 14:22:25 -05:00
Richard Frank 9896c3cdb6 BLD: Build zipline conda package from source 2015-12-31 12:47:43 -05:00
Thomas Wiecki 79636d4eb2 BLD Update zipline conda meta.yaml to include 0.8.3 2015-11-07 14:34:09 +01:00
Thomas Wiecki 16a88557f4 BLD Add cython as a conda build dependency. 2015-03-06 14:53:25 +01:00
Thomas Wiecki 3b70e67fdd BLD Update 0.8.0rc1 zipline md5sum. 2015-02-13 17:57:04 +01:00
Thomas Wiecki 21c23c324d Bump version: 0.8.0 → 0.8.0rc1 2015-02-13 17:53:02 +01:00
Thomas Wiecki 3f1c3b39ad MAINT: Make talib an optional dependency. Fixes #362. 2014-08-04 13:25:46 +02:00
Thomas Wiecki 97781dc39e BLD: Update md5 sum in meta.yaml. 2014-07-25 19:37:17 +02:00
Thomas Wiecki a7de02176b Bump version: 0.7.0rc1 → 0.7.0 2014-07-25 19:34:49 +02:00
Thomas Wiecki d4d0477eb5 BLD: Add Python as a conda dependency. 2014-07-22 11:09:49 +02:00
Thomas Wiecki 0ff6a1cc1b BLD: Update md5 sum. 2014-07-21 15:05:29 +02:00
Thomas Wiecki 8d16efc5c4 Bump version: 0.7.0 → 0.7.0rc1 2014-07-18 15:38:30 +02:00
Thomas Wiecki d6f26274ac Bump version: 0.6.1 → 0.7.0 2014-07-18 15:38:20 +02:00
twiecki 316611abd5 BLD: Conda zipline fixes. 2014-04-17 16:02:58 -04:00