6fb4923cc7
Re-implemented the Calendar API.
...
Instead of having separate ExchangeCalendar and TradingSchedule objects, we
now just have TradingCalendar. The TradingCalendar keeps track of each
session (defined as a contiguous set of minutes between an open and a close).
It's also responsible for handling the grouping logic of any given minute
to its containing session, or the next/previous session if it's not a market
minute for the given calendar.
2016-07-12 13:13:50 -04:00
4b09715052
ENH: better comments
2016-06-09 13:28:43 -04:00
2e625181bc
BUG: Removes reference to env.minutes_in_range
2016-06-08 13:34:20 -04:00
c8304e8601
ENH: Adds ExchangeCalendar, TradingSchedule, and implementations
...
Conflicts:
tests/data/test_minute_bars.py
tests/data/test_us_equity_pricing.py
tests/finance/test_slippage.py
tests/pipeline/test_engine.py
tests/pipeline/test_us_equity_pricing_loader.py
tests/serialization_cases.py
tests/test_algorithm.py
tests/test_assets.py
tests/test_bar_data.py
tests/test_benchmark.py
tests/test_exception_handling.py
tests/test_fetcher.py
tests/test_finance.py
tests/test_history.py
tests/test_perf_tracking.py
tests/test_security_list.py
tests/utils/test_events.py
zipline/algorithm.py
zipline/data/data_portal.py
zipline/data/us_equity_loader.py
zipline/errors.py
zipline/finance/trading.py
zipline/testing/core.py
zipline/utils/events.py
2016-06-08 13:34:18 -04:00
fb6bda5840
FIX: Error message for BenchmarkAssetNotAvailableTooLate is wrong
...
Should be '...does not exist on self.trading_days[-1]...' not
self.trading_days[0]
2016-05-02 12:00:35 -04:00
bd07e824be
FIX: Refactor to pass benchmark_asset to appropriate methods
2016-04-29 14:30:46 -04:00
7332586abe
FIX: Crashing on calculating benchmarking when no trading days
...
When we run a simulation that starts and ends on the same weekend,
return an empty series for the benchmark so as to not crash
2016-04-29 14:30:46 -04:00
16fd6681a6
ENH: Rewrite of Zipline to use lazy access pattern
...
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