Commit Graph

12 Commits

Author SHA1 Message Date
jfkirk 082bc4f906 MAINT: Removes default_none from lookup_symbol 2015-09-16 14:55:42 -04:00
jfkirk dc964a7e7d MAINT: Removes the ability to reference a global TradingEnvironment
This commit removes the ability to reference a shared TradingEnvironment through the zipline.finance.trading module. In place, the classes that require a TradingEnvironment, or its child AssetFinder, contain their own references to those objects.

This commit also adds serialization utilities that allow for the pickling/unpickling of objects without unintentionally their TradingEnvironments or AssetFinders.
2015-09-10 11:53:28 -04:00
jfkirk b84ac01cbf ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes 2015-06-11 11:35:49 -04:00
Jonathan Kamens cd98b52454 BUG: Correct method for finding security lists directory
The correct thing to look at to figure out where the root of the
zipline tree is, is `zipline.__file__`, not `zipline.__path__`. The
latter could contain multiple directories in it, and is not intended
to be `os.path.join()`ed as the previous code was doing.
2015-05-04 10:42:40 -04:00
fawce 233bf3080d security list type is a class level property now 2015-02-09 13:32:01 -05:00
fawce 67da7ca7a3 import statement cleanup 2015-02-09 12:54:50 -05:00
fawce e3b21835f3 name changed to protect the innocent 2015-02-09 12:27:30 -05:00
fawce 1c2560a1fa added cutpoint for overriding SecurityList implementation. 2015-02-09 12:23:46 -05:00
fawce 412baa3c3f fixed catastrophic bug in load_from_directory
and added a new test case
was not iterating over lookup date directory names, and
therefore mising all by one list of stocks.
discovered because of differing sort orders between
my local machine, other devs, and travis ci.
2015-02-05 13:57:41 -05:00
fawce 08a0d1b604 python 3.3 compatible iterators 2015-02-05 13:57:40 -05:00
fawce 1ab082102a first edition of leveraged etf list 2015-02-05 13:57:28 -05:00
fawce 536ace94b8 new security list class
and tests
2015-02-05 13:57:27 -05:00