Commit Graph

18 Commits

Author SHA1 Message Date
Joe Jevnik 721dd36116 TST: move test_utils and adds test fixture classes
Renames zipline.utils.test_utils to zipline.testing

Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and
teardown and adds mixins to define fixtures like an asset finder or
trading calendar.
2016-03-10 15:39:52 -05:00
Joe Jevnik e33cc25265 TST: fix redundant partial 2016-02-11 18:46:42 -05:00
Scott Sanderson aef38c4a74 MAINT: Remove unused import. 2015-11-17 11:22:08 -05:00
Scott Sanderson 0f349fc3ed MAINT: Fix type coercion warnings with numpy 1.10.
Numpy warns about adding Python integers to uint32s and converting date
objects to datetime64.
2015-11-15 22:42:36 -05:00
llllllllll 0f5cf78492 MAINT: use subtest to quiet the output from test_events 2015-11-11 19:23:20 -05:00
jfkirk 6e6ef447d2 TST: Adds tearDownClass methods to delete TradingEnvironments 2015-09-10 11:53:29 -04:00
jfkirk f1f3f9b751 TST: Fixes broken event test 2015-09-10 11:53:28 -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
Jonathan Kamens e942275108 STY: Flake8
Upgrade the version of the flake8, pep8, and mccabe PyPI packages, and
make the code changes necessary for compatibility with the updated
packages.
2015-03-19 17:21:25 -04:00
Joe Jevnik f7b4d3100d ENH: Makes the offset of market_close relative to 20:00 UTC
Changed from relative to 20:01 UTC.
2014-11-19 11:38:26 -05:00
Joe Jevnik ca59abcc43 ENH: Makes schedule_function work in daily mode. 2014-11-06 10:49:49 -05:00
Joe Jevnik 93429d69f5 BUG: HistoryContainer creation at runtime did not work as intended. 2014-11-05 18:31:11 -05:00
llllllllll 9ddb033e67 ENH: Changes the default offset for time_rules.market_open to 1, and
makes it an offset from 13:30 UTC.

This is to be more consistent with the market_close, which is an offset
from 20:00 UTC.

This also makes market_open and market_close cache the dt to offset from
for each day.
2014-11-05 14:59:48 -05:00
Joe Jevnik c6e85d08f0 ENH: Does value checking for time offsets for market_open and market_close 2014-10-20 17:17:34 -04:00
Joe Jevnik 69124cb6ab BUG: Fixed a bug with offsets in week_start and week_end 2014-10-20 17:17:34 -04:00
Joe Jevnik d360b9d9bd ENH: Provides a more descriptive error if market_open or market_close are provided a non-keyword argument that is not a datetime.timedelta 2014-10-20 17:17:34 -04:00
Joe Jevnik df234f516c BUG: Fixes various bugs with the event manager:
- NotHalfDay only worked at midnight
- week_(start|end) were actually month_(start|end)
- Removes check_args from api.
- Default offset of 30mins for market_(open|close)
2014-10-09 14:01:56 -04:00
Joe Jevnik 3c37704a5b ENH: Adds a new api method schedule_function.
schedule_function takes a date rule, a time rule, and a function and
will call the function, passing context and data only when the two rules
fire. This allows for code that is conditional to the datetime of the
algo.

This is implemented internally with `Event` objects which are pairings
of `EventRule`s and callbacks.

handle_data becomes a special event with a rule that always fires. This
makes the logic for handling events more complete and compact.
2014-10-06 13:42:36 -04:00