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87 Commits
Author SHA1 Message Date
Thomas Wiecki 65c038d0da Revert "MAINT Update pandas to 0.15.2." 
This reverts commit b121759c68.
 2015-01-28 10:39:41 +01:00
Thomas Wiecki b121759c68 MAINT Update pandas to 0.15.2. 2015-01-18 00:11:40 +01:00
Jonathan Kamens a3d7483488 MAINT: Upgrade to requests 2.5.1 2014-12-26 10:02:28 -05:00
John Ricklefs 16827e1af4 REV: Revert numpy update (back to 1.8.1) 
This reverts commit 0eb12156c8.
 2014-09-18 14:10:13 -04:00
John Ricklefs 0eb12156c8 BLD: Update numpy to 1.8.2 2014-09-18 12:23:54 -04:00
Thomas Wiecki 3f1c3b39ad MAINT: Make talib an optional dependency. Fixes #362. 2014-08-04 13:25:46 +02:00
Scott Sanderson fe52254bc2 BUG: Rolling back Logbook version due to incompatibility with Processor/filter 
interactions.
 2014-06-16 13:52:09 -04:00
Eddie Hebert 36501a462b BLD: Set scipy back to 0.12.0 
The internal system used to build and get burn-in on packages was
accidentally using scipy 0.12.0, despite the change in the requirements
file to 0.13.2

Setting back to using scipy 0.12.0 until 0.13.2 is more tested with
internal systems, with the goal of upgrading to >= 0.14.0 as soon as
possible.
 2014-06-09 14:45:43 -04:00
Eddie Hebert 26b2a466cf BLD: Update pytz to latest version. 
2014.3 -> 2014.4
 2014-06-02 22:15:01 -04:00
Eddie Hebert 00f89a69b4 BLD: Make TA-Lib install compatible with pip >= 1.5 
Since TA-Lib's releases are hosted on Github instead of PyPI,
add the `allow-external` and `allow-unverified` flags for just
TA-Lib.

This change means that versions of pip < 1.5 can not be used,
since the flags do not exist in those versions.
 2014-05-28 13:47:40 -04:00
Eddie Hebert caa14ee8f0 BLD: Order build of pandas before statsmodels. 
pandas is required for statsmodels, so order installs so
that pandas is available for at build time for statsmodels
 2014-05-28 12:03:09 -04:00
Eddie Hebert b34191bb01 BLD: Order scipy install before statsmodels. 
statsmodels requires scipy to build, so list the scipy install
before statsmodels so that ordered_pip.sh will install it beforehand.
 2014-05-28 11:44:19 -04:00
Eddie Hebert ce4567b4bb BLD: Upgrade pytz to 2014.3 
Keep library up to date.
 2014-05-27 16:51:09 -04:00
Eddie Hebert 2ef576a758 BLD: Upgrade Logbook to 0.7.0 
Keep library up to date.
 2014-05-27 16:50:29 -04:00
Eddie Hebert 543165fa05 BLD: Upgrade Cython dependency. 
Upgrade Cython from 0.20 -> 0.20.1 to keep package up to date.
 2014-05-27 16:10:19 -04:00
Eddie Hebert dbaf0facda BLD: Upgrade six library to 1.6.1 
From 1.5.2 -> 1.6.1

Keep package up to date.
 2014-05-27 15:55:36 -04:00
Eddie Hebert cfd3656d28 BLD: Upgrade requests dependency to 2.3.0 
Upgrade requests from 2.2.0 to 2.3.0

To keep up-to-date, Changelog does not appear to have any changes
that would affect our usage one way or the other.
 2014-05-27 15:08:09 -04:00
Eddie Hebert 9572c55a9d STY: Remove trailing empty line from requirements file. 2014-05-27 11:56:09 -04:00
Eddie Hebert 146ec9329b BLD: Upgrade numpy from 1.8.0 -> 1.8.1 
Keep numpy package up to date.
1.8.1 is a bug fix release, so should be no breaking changes.
 2014-05-23 16:19:43 -04:00
Jonathan Kamens 96d8ebec3d BLD: List patsy before statsmodels in requirements.txt 2014-05-21 05:25:05 -04:00
Jonathan Kamens 03e40fd057 BLD: statsmodels requires patsy 
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.
 2014-05-21 05:15:56 -04:00
Tony LambirisandEddie Hebert 32a29088fe BLD: Move statsmodels from dev requirements into main requirements. 
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
 2014-05-20 12:56:57 -04:00
twiecki 63e3aa4c1e BLD: Remove duplicate six entry. 2014-04-14 09:04:02 -04:00
twiecki b0220ab225 BLD: Add six as dependency. 2014-04-14 08:03:48 -04:00
Eddie Hebert b294d30af0 BLD: Update TA-Lib to latest version. 
Keeping current with TA-Lib release.
Also, TA-Lib 0.4.7 has been removed from PyPI, so 0.4.8
is required for fresh PyPI based installs.
 2014-02-07 22:03:06 -05:00
Eddie Hebert aa4c67cd4d BLD: Update to latest Cython release. 
0.19.2 -> 0.20
 2014-01-20 20:05:02 -05:00
Richard Frank dadf867cf4 MAINT: Updated requests requirement to 2.2.0 2014-01-10 10:01:42 -05:00
Eddie Hebert 61ccce760e BLD: Remove unused requirement of iso8601 package. 2014-01-08 11:13:26 -05:00
Richard Frank 40c8c38257 MAINT: Updated libraries 
iso8601, pytz, numpy, python-dateutil, six, Cython, requests,

nose-parameterized, nose-ignore-docstring, scipy, matplotlib,
patsy

Note that patsy must install before statsmodels.
 2014-01-06 14:46:26 -05:00
Eddie Hebert bbad5b386a MAINT: Removed unused test_utils.check functions. 
The test_utils were the only references to the blist package,
removing so that blist can be removed as a dependency.
 2013-12-02 13:19:00 -05:00
Jonathan Kamens e9dbffbbaa MAINT: Upgrade Logbook to 0.6.0. 2013-11-18 16:16:51 -05:00
Eddie Hebert 9b22b86703 BLD: Peg pytz to latest. 
2013b -> 2013.8
 2013-11-13 10:37:41 -05:00
Eddie Hebert 408c129760 BLD: Remove Delorean as a build and setup dependency. 
Now that we use pandas Timestamp throughout, Delorean is no longer
needed as a dependency.
 2013-11-11 11:47:41 -05:00
Eddie Hebert b44fc20e4e MAINT: Remove msgpack as a dependency. 
Now that the data serialization uses pandas, msgpack is no longer
needed.
 2013-10-01 14:28:11 -04:00
Eddie Hebert 8dc3bb82e5 BLD: Update pandas to 0.12.0 2013-07-29 07:41:56 -04:00
Eddie Hebert fa13a98aa2 MAINT: Update TA-Lib to latest release. 2013-06-05 13:30:11 -04:00
Jonathan Kamens 9ee0d5e3a3 Upgrade Logbook to 0.4.2 2013-06-04 13:30:42 -04:00
Jonathan Kamens 3390c017bb MAINT: Upgrade dependent package versions, add pip-tools 
pandas==0.11.0, Cython==0.19.1, TA-Lib==0.4.6, requests==1.2.3,
delorean==0.2.1, nose-parameterized==0.3, pyflakes==0.7.2

Also add pip-tools==0.3.4 to requirements_dev.txt.
 2013-05-30 09:38:28 -04:00
Eddie Hebert 440e7ce076 BLD: Add Cython as a requirement. For TA-Lib. 2013-04-30 21:24:50 -04:00
Eddie Hebert 56dae3a288 BLD: Include TA-Lib package as a dependency. 
CI build was failing due to lack of package.
 2013-04-30 19:52:40 -04:00
Jonathan Kamens 790e588911 MAINT: Upgrade nose==1.3, numpy==1.7.1 2013-04-09 11:55:11 -04:00
Eddie Hebert 94f1152353 DEV: Update pegged version of requests. 1.1.0 -> 1.2.0 2013-04-02 20:14:24 -04:00
Jonathan Kamens 9ad33ec941 MAINT: PyPI updates: six==1.3.0, delorean==0.2.0 2013-03-19 09:13:56 -04:00
Jonathan Kamens 8f91711390 MAINT: New pytz version in requirements.txt 2013-03-15 13:31:29 -04:00
Jonathan Kamens 1a30bdf93a Upgrade msgpack-python to 0.3.0 2013-02-19 23:09:38 -05:00
Jonathan Kamens 8eb92830c9 Don't capitalize delorean in requirements.txt 2013-02-18 14:20:58 -05:00
fawceandEddie Hebert 2c7355a0dc Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters. 
Global state for the financial simulation environment is accessed through the
zipline.finance.trading module, which now contains a module variable:
environment.

Parameters are passed into an algorithm as a keyword argument, sim_params.
SimulationParameters creates a trading day index for the test period that
can be used to find trading days, calculate distance between trading days,
and other common operations. The sim params index is just selected from the
global state.

================

Details:

    - adding delorean to the requirements.
    - made index symbol a parameter for loading the benchmark data. changed
    messagepack storage to be symbol specific.
    - ported risk, performance, algorithm, transforms, batch transforms
    and associated tests to use simulation parameters and global environment
    - factory and sim factory use global state and sim params
    - factory method parameter names now reflect the class expected
 2013-02-18 10:24:32 -05:00
Jonathan Kamens ccd3ab33e7 Upgrade numpy to 1.7.0 2013-02-14 11:48:05 -05:00
Jonathan Kamens 629b6d6bd8 Upgrade to Pandas 0.10.1 2013-01-24 20:24:44 -05:00
Jonathan KamensandThomas Wiecki 61773a2ebe Upgrade requests module to 1.1.0 2013-01-16 10:30:38 -05:00