Since statsmodels requires patsy, and statsmodels is now in
requirements.txt instead of requirements_dev.txt, patsy also needs to
be in requirements.txt instead of requirements_dev.txt.
Pandas website states statsmodels is needed for parts of pandas.stats.
Also, update statsmodels to 0.5.0.
Upgrade of version is to both keep up to date, and to improve
performance on lazy imports, as fixed by
https://github.com/statsmodels/statsmodels/issues/573
Read tests.risk.answer_key module into an IPython notebook, to start
a base to which answer key values and explanations can be added and
display without access to Excel.
For now, the notebook just provides the latest download link for
the spreadsheet.
Removes from requirements_dev.txt, since requirements_dev.txt is
used in various unit testing environments, ipython, pyzmq, etc.
is extra weight that is being unecessarily pulled in.
Moving to main requirements, since zipline will not run without
the treasury and benchmark data that we requests to fetch.
Upgrade is to keep current with latest release.
To handle, for instance, Columbus Day (Oct 10),
on which there is no treasury data.
We're only forward-filling data now, and
no longer searching both back and forward in time.
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.
Hopefully, this helps ease ramp up time for developing against
market data, without us distributing the data.
We do a check for the data when attempting to read the msgpack
files, if they don't exist the loader makes a web request and
retrieves and serializes the data for the user.
Provides a loader for:
- curves from data.treasury.gov
- benchmarks from Yahoo! Finance
Adds dependency of requests library in dev requirements.
needed to run unittests.
Building the libraries installed by default to as few as possible.
Removes pip run on removed requirements_sci.txt in CI script.
Jonathan Kamens