Commit Graph

9 Commits

Author SHA1 Message Date
Thomas Wiecki 439f404bed MAINT Increase default volume from 1000 to 1e9
For more discussion see https://github.com/quantopian/zipline/pull/485.

Basically, 1000 is just a number that was supposed to be high enough if no volume was available. It turns out that number is actually very low so now we are increasing it so that volume restrictions should no matter. 1e9 of shares ought to be enough for anybody ;).

Thanks to @jlowin for pointing that out.
2015-02-12 16:42:52 +01:00
Thomas Wiecki 820115f7be MAINT: Replace iterkv with iteritems.
iterkv is being deprecated as of pandas 0.14.
2014-10-22 17:25:37 +02:00
Eddie Hebert 58af62f18d REL: Update copyright on all files touched since end of 2012.
s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00
Thomas Wiecki 46104fcd7c BUG: DataPanelSource was looping in the incorrect order. 2013-02-28 21:33:49 -05:00
Thomas Wiecki 8c182ad66e ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code. 2013-02-12 13:26:13 -05:00
Thomas Wiecki 7d15cb870f BUG: Adding of new fields to data panel source should be inside of if-statement. 2012-12-19 10:08:20 -05:00
Thomas Wiecki 775c564ea1 ENH: Added DataPanelSource. 2012-12-13 12:55:05 -05:00
Eddie Hebert 5a95122f21 Converts data frame source over to using DataSource base object. 2012-11-19 17:30:16 -05:00
Eddie Hebert f85ad50e60 Breaks the sources module into pieces.
Clearing the way for adding in a DataSource class within the
sources module.
2012-11-19 17:30:16 -05:00