8ff566b5be
DOC: Fixed syntax highlighting
2012-11-13 12:21:11 -05:00
0134bbed82
DOC: Removed autodoc directive for *lines* module.
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This module seems to no longer be there.
2012-11-13 12:20:26 -05:00
ff9093d226
DOC: Fixed some paragraph alignment and table formatting issues.
2012-11-13 12:20:07 -05:00
e5f41e7455
Bumps release to 0.5.2.
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Mainly fixes to imports and downloading of resources that were
preventing installations.
2012-11-12 12:47:48 -05:00
8eecf25985
Removes unittest2 from dev installed packages.
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We removed unittest2 from our test suites in favor of the builtin
unittest from Python 2.7+
2012-11-12 10:50:04 -05:00
cf4d7ca353
Fixed unittest2 import error on Python 2.7
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Changed all unittest2 imports to unittest
2012-11-12 10:49:14 -05:00
cc715b81ae
Merge pull request #15 from quantopian/allow-data-when-installed-as-root
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Allows data downloads when installed as root
2012-11-12 07:24:04 -08:00
814953d077
Merge pull request #16 from quantopian/remove-created-field-from-risk
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Removes `created` member from risk metrics.
2012-11-12 07:23:50 -08:00
18587b0623
Removes created member from risk metrics.
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`created` was being set, but unused.
It is one of the rare uses of the epoch_now and EPOCH,
so removing on the path of trimming down date_utils.
2012-11-09 06:58:06 -05:00
8a0d6e72cd
Changes the location of downloaded external data files.
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So that the zipline library can be used when installed to a
write-protected location, e.g. the global site-packages,
moving the download files to a directory in the user's path,
which should be writeable.
For now, choosing a ~/.zipline/data location.
2012-11-08 22:51:03 -05:00
742b44f87b
Adds requests library to setup's required libraries.
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So that loading of external data works 'out of the box'.
2012-11-08 22:49:15 -05:00
126e9fdf26
Fixed batch_transform window length not being market aware.
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Added accompanying unittest.
Minor refactoring of unittests and factory.
2012-11-06 21:13:27 -05:00
ec6ad7182c
Merge pull request #9 from quantopian/protect-portfolio
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Locks down the ability to easily override the algo's portfolio.
2012-11-05 12:52:55 -08:00
086c12ddf8
Locks down the ability to easily override the algo's portfolio.
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Starting down the path of making the portfolio completely read-only
with respect to the handle_data in algo.
The portfolio should only be changed during the course of running
the algorithm by the simulator.
This doesn't do a 100% protection, i.e. an algo could use _portfolio,
or the set_attr property, but hoping this helps guides algo writing
to treat the portfolio as read-only.
2012-11-05 13:40:23 -05:00
96ba4c7d6c
Upgrades numpy package to latest. 1.6.1 -> 1.6.2
2012-11-05 10:36:49 -05:00
bb2811e101
Updates ipython to the latest. 0.12 -> 0.13.1
2012-11-05 10:32:28 -05:00
7e7bf72d76
Updates Logbook package to latest. 0.3 -> 0.4
2012-11-05 10:22:13 -05:00
332d12c7e2
Upgrades Cython package to latest. 0.15.1 -> 0.17.1
2012-11-05 10:18:12 -05:00
a81a9bbf27
Upgrades msgpack-python package to latest. 0.1.12 -> 0.2.2
2012-11-05 10:12:25 -05:00
64a190821d
Upgrades nose package to latest. 1.1.2 -> 1.2.1
2012-11-05 10:07:40 -05:00
aa659772b2
Updates pytz package to latest. 2011n -> 2012h
2012-11-05 10:04:25 -05:00
18d4e61f00
Updates requests package. 0.14.1 -> 0.14.2
2012-11-05 10:01:49 -05:00
fa427afb16
added algotime get/set to algorithm
2012-10-29 18:54:55 -04:00
c0b260fc4a
Bumps version up to 0.5.1 in setup config.
2012-10-25 22:31:15 -04:00
c1227105ab
Tweaks indentation.
2012-10-25 22:30:46 -04:00
04642c0077
Removes leased sockets from unit test.
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The leased sockets were from a previous architecture.
2012-10-25 10:37:58 -04:00
c529698730
Fixes Markdown links in README.
2012-10-25 09:42:58 -04:00
657f93165d
Removes unused test class member and corresponding import.
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Leased sockets is from an older architecture.
2012-10-25 07:17:35 -04:00
c0b161287d
Fixed odd bug that caused the first day not to get simulated. This triggered some changes to the batchtransform unittests.
2012-10-23 17:57:27 -04:00
42c2a6b892
Adds example algorithm scripts.
2012-10-23 17:46:02 -04:00
63e19f71c0
Rewrites README.
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Cleans up installation notes and adds quickstart code.
2012-10-23 17:42:12 -04:00
e77cce1dc2
Removes extra getter method for getting returns member.
2012-10-23 13:29:42 -04:00
cd23a4acca
Merge pull request #4 from quantopian/default_market_aware
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Transforms now default market_aware=True.
2012-10-23 10:22:48 -07:00
7a34e37b1e
Transforms now default market_aware=True.
2012-10-23 09:14:05 -04:00
bad6296d24
Merge pull request #2 from quantopian/yahoo_finance_loader
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Added yahoo finance loader.
2012-10-22 09:07:25 -07:00
38f4525148
Merge pull request #3 from quantopian/upgrade-flake8
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Updates flake8 to latest.
2012-10-22 09:05:07 -07:00
7904773d00
Updates flake8 to latest.
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The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0
The upgrade pep8 has changes to what it picks up as lint.
Making code base compatible, so that new devs can install pep8
from PyPI and not have friction over the version difference.
Currently using these ignores in the config file:
```
[pep8]
ignore = E124,E125,E126
```
Ignoring these since they are difficult to squash while maintaining
an 80 char line length, and appear spurious.
Should address later.
Updates Travis config, README, and pip requirements to reflect change.
2012-10-22 11:57:16 -04:00
ae1644fe35
Added yahoo finance loader.
2012-10-22 09:28:56 -04:00
ddb007a6f9
Removed optimize from __init__.py file.
2012-10-22 09:04:12 -04:00
d468d05ba4
Removes optimize directory and optimize unittests which live on a separate branch yet. Was not functional yet and should thus not be in the main branch.
2012-10-22 08:51:30 -04:00
b421d805b4
Merge pull request #1 from quantopian/restructure_files
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Restructured file hierarchy.
2012-10-19 15:21:07 -07:00
15ac658024
Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.
2012-10-19 18:10:51 -04:00
ff52787c1a
Adds manifest file for sdist packaging.
2012-10-19 16:46:30 -04:00
23e7b0661c
Fixes typo in nosetests invocation in Travis config.
2012-10-19 15:41:50 -04:00
a789e8d6ff
"sudo install me a gfortran"
2012-10-19 15:25:58 -04:00
14104a3866
Moves Travis gfortran install to "before" step so that it has root.
2012-10-19 15:23:26 -04:00
f1cfacd6e4
Adds gfortran to Travis CI env so that it's available to numpy.
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Also drops ipython (which is used for desktop development) and
nose (which is installed by default by Travis CI) from list of
dev packages to be installed during a Travis build.
2012-10-19 15:14:27 -04:00
e9d4f1d9d0
Applies flake8 recommendation. Whitespace wrangling.
2012-10-19 14:14:53 -04:00
d2283ea887
Adds Travis CI build status to README.
2012-10-19 14:04:44 -04:00
fc27793ee6
Removes typo of 'pip install' prefix from Travis CI config.
2012-10-19 14:02:30 -04:00
Tobias Brandt