b1f49d3c8d
BLD: trying redo for retrying calls as suggesting in issue #121
2017-12-29 16:14:26 -05:00
eb5d55478d
MAINT: added CCXT requirement to Conda yml environment
2017-12-07 23:04:54 -07:00
87428b299f
fixed requirements
2017-12-07 12:38:50 -08:00
5b78f161a4
BLD: more live trading testing and added s3 stats output
2017-12-07 00:20:27 -05:00
dcdf4f77db
BLD: making some adjustment to the blotter to improve paper trading
2017-12-05 22:08:30 -05:00
606148e19c
DOC: Integrating with ccxt
2017-11-28 13:42:58 -05:00
f47b657c6f
fix conda install
2017-10-30 11:57:26 -06:00
7d2cf97fbf
FIX: Conda install for Windows
2017-10-23 16:02:28 -06:00
73eca75ed9
Updated conda .yml file to work with enigma 0.3 or above.
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Removed unnecessary libraries that were giving issues.
2017-10-20 14:30:06 -07:00
7f602d7fcc
Update requirements.txt
2017-09-21 11:27:35 -06:00
81bd2d84f0
>=0.2.dev2 for catalyst, since we're in active dev and will change periodically
2017-09-20 12:47:31 -06:00
06f48cf158
Update to include python-dev
2017-09-20 10:41:42 -07:00
05a69cfc92
Added environment.yml for simpler conda installation
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Simpler conda installation by using environment.yml requirements.
`conda env create -f python2.7-environment.yml`
`Linux or Mac: source activate catalyst`
`Windows: activate catalyst`
2017-09-20 10:16:29 -07:00
1cfcb1d96e
Initial work on bittrex implementation
2017-08-27 23:26:48 -04:00
2d26758fba
General improvements
2017-07-01 18:26:57 -07:00
fce97176d6
Changed zipline -> catalyst import paths
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* Updated cython build scripts
* Updated setup.py to to install catalyst package
* Updated momentum example to use catalyst package
* catalyst executable now supports loading pipelines from multiple bundles
2017-06-19 14:43:10 -07:00
0840ea1bef
DEV: Pin configparser version
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It's a recent (to zipline) requirement of flake8.
2017-06-08 17:33:15 -04:00
a219e9910e
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-05-23 09:39:21 +02:00
ecd86aa799
BLD: Update CI files for py35
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BLD: Move setuptools_scm recipe earlier
in build process. We order alphabetically.
BLD: Update to newest Cython version
BLD: Update version of matplotlib
BLD: Pin matplotlib dependency
2017-05-16 15:33:27 -04:00
22df0a9cb9
MAINT/STY: Upgrade flake8 and fix new failures.
2017-05-15 11:45:04 -04:00
8faab75459
BLD: bump blaze
2017-04-03 15:20:49 -04:00
7d276842be
REL: Update stubs for 1.1.0 release
2017-03-10 17:19:57 -05:00
9cb7e22db5
MAINT: Pin specific versions of blaze dependencies
2017-02-28 19:40:10 -05:00
b45c52b453
Bump empyrical to 0.2.2 ( #1674 )
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* Bump empyrical to 0.2.2
* Update example data for tests
2017-02-04 16:14:33 -05:00
d704851489
BLD: Use latest version of toolz.
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Also, add requirement of cytoolz to blaze reqs so that toolz and cytoolz are
on the same version.
2017-01-13 15:42:59 -05:00
70b5d675ce
MAINT: Update and pin more dev requirements
2017-01-08 14:07:55 -05:00
5d4783966a
MAINT: Pin exact versions of Mako, MarkupSafe, requests-file
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which are transitive dependencies of zipline
2017-01-07 17:57:29 -05:00
8ef2279ee4
BLD: Update numexpr to latest to satisfy tables deps. ( #1636 )
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* BLD: Update numexpr to latest to satisfy tables deps.
tables 3.3.0 requires numexpr >= 2.5.2
Also remove numexpr conda recipe.
2017-01-05 15:27:24 -05:00
d7d2214756
ENH: Add a reader writer pair for HDF5 minute bar updates.
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This format is intended for storing data for all sids of an asset type,
e.g. equities or futures for a session. bcolz is not used to avoid the overhead
of creating the directories and files for each asset (which numbers around ~8000
for active equities) can be removed since the update is meant to be read at
once, instead of supporting the random access pattern needed by the simulation.
This patch only adds the reader/writer pair, with the management of finding the
paths to delta files and the application of the updates to the bcolz write left
to internal loader code.
Also, the update reader interface is intentionally constrained to the data for
an entire session to allow for an implementation that allows for mid-session updates.
2017-01-04 12:09:10 -05:00
e7ca08038a
DEV delete old *.c and *.so files with rebuild-cython.sh for Darwin/OSX ( #1560 )
2016-10-26 19:08:36 -04:00
afc4a278e6
ENH: Empyrical bump
2016-10-05 12:54:16 -04:00
700260cc71
MAINT: Put us back on blaze master.
2016-09-21 10:46:57 -04:00
15b5cbf21b
MAINT: Bump blaze.
2016-09-20 17:12:09 -04:00
ae4efffe3e
MAINT: Bump blaze.
2016-09-20 17:12:08 -04:00
76f8eaf2d5
BLD: Downgrade to scipy 0.17.
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Anaconda doesn't have windows builds for scipy 0.18 (nor does
conda-forge.)
2016-09-20 17:12:08 -04:00
659c8ae5ee
BLD: Remove old numpy/pandas versions from travis.
2016-09-20 17:12:07 -04:00
c998d619b1
MAINT: Bump numpy and pandas.
2016-09-20 16:24:54 -04:00
b924c3b795
PERF: Use empyrical with ndarrays instead of Series
2016-09-19 15:51:06 -04:00
eb7e1fa580
ENH: Switching from cachetools.LRUCache to lru-dict's LRU cache.
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lru-dict is written in C and seems much more performant.
2016-09-16 11:03:13 -04:00
01fb359a8c
Merge pull request #1420 from quantopian/add-cython-cleanup
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MAINT: Add script to clean out compiled files.
2016-09-02 14:16:18 -04:00
1295b86248
DEV: Find .c and .so files with regex.
2016-09-02 12:56:36 -04:00
f669602581
BLD: Update to empyrical 0.1.11
2016-08-30 16:41:57 -04:00
85e68f0162
PERF: Pass known calculations into empyrical methods
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For example, to prevent `alpha` from internally calling
`beta` a second time, pass the previously-calculated
`beta` value in.
Requires empyrical 0.1.10 from pypi
2016-08-29 12:13:19 -04:00
317c5f07cc
BLD: alembic is now a production requirement
2016-08-24 15:32:31 -04:00
5b0ff75c8a
MAINT: Update whatsnew for empyrical changes
2016-08-23 17:02:12 -04:00
f57fe0a4b0
TST: Update to empyrical, increase test coverage
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ENH: Resolve rebase conflict by using updated example_data.tar
TST: Increase test coverage for risk portion of zipline
2016-08-23 13:49:43 -04:00
57d1bb82c4
ENH: Use qrisk to calculate risk metrics in cumulative and period
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TST: Remove metric correctness testing from period and cumulative tests
ENH: Removed answer key and related files
ENH: Update qrisk version
2016-08-23 13:49:27 -04:00
d00a44d505
MAINT: Add script to clean out compiled files.
2016-08-22 08:53:06 -04:00
6cf080f4b5
BLD: fix blaze commit
2016-06-06 15:46:18 -04:00
cf1687ec72
Merge pull request #1227 from quantopian/blaze-loader-perf
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ENH: improve performance of blaze core loader
2016-06-03 14:15:33 -04:00
Frederic Fortier