Jean Bredeche
97ccb54326
MAINT: PR cleanup
2016-08-02 23:12:07 -04:00
Jean Bredeche
2854c77d55
ENH: Clock now fires a BEFORE_TRADING_START_BAR event.
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`AlgorithmSimulator` listens to that event to call the algorithm's
`before_trading_start` method.
2016-08-02 23:12:07 -04:00
Jean Bredeche
3305933089
DEV: Change daily mode to use last minute of session instead of session itself.
2016-07-27 09:20:24 -04:00
Jean Bredeche
2462929368
Revert "Merge pull request #1340 from quantopian/by-daily-i-mean-minutely"
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This reverts commit f4456719b04be07e4628
2016-07-26 16:20:14 -04:00
Jean Bredeche
bcb547d5a8
DEV: Change daily mode to use last minute of session instead of session itself.
2016-07-26 12:49:49 -04:00
Jean Bredeche
fe5a2a888a
PERF: takes ~14% off the time it takes to initialize a MinuteSimulationClock
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on my machine, ~350ms -> ~300ms
also, clarifies the public API for MinuteSimulationClock (now, only
__iter__ is exposed)
2016-05-09 10:18:41 -04:00
Andrew Liang and Jean Bredeche
7641247b41
BUG: DAY_END action not emitted during minute emission
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Refactor AlgorithmSimulator so that DAY_END is emitted for both
minute and daily emission, and that handling of end-of-minute
and end-of-day are separated
2016-05-06 10:25:44 -04:00
Eddie Hebert and Jean Bredeche
16fd6681a6
ENH: Rewrite of Zipline to use lazy access pattern
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More documentation to follow in release notes.
Based on lazy-mainline branch, see for more details.
Also-By: Jean Bredeche <jean@quantopian.com >
Also-By: Andrew Liang <aliang@quantopian.com >
Also-By: Abhijeet Kalyan <akalyan@quantopian.com >
2016-04-04 16:12:58 -04:00
Jean Bredeche