4c5cb867db
PRF: Sped up the SIDData transforms by using raw values. Also fixed a
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vwap zero division error.
2015-03-03 15:21:19 -05:00
913fbb0568
PERF: Replaced use of a pandas.Series for dict-like duties to a cython
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based OrderedDict. Series/ndarray can only be sped up so much because
they weren't designed for fast iterative mutations.
This also cut down on the # of intermediate Series being generated
during perf stat generation. Things like s[s > 0] will create a new
Series for s > 0.
Moved cython to requirements.txt and added cyordereddict
2015-02-23 11:57:07 -05:00
44083b9906
DOC Add authors file as well as script to create it.
2015-02-13 14:13:22 +01:00
37032eee62
DOC Initial setup of mkdocs.
2015-02-13 13:36:38 +01:00
65c038d0da
Revert "MAINT Update pandas to 0.15.2."
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This reverts commit b121759c68
2015-01-28 10:39:41 +01:00
b121759c68
MAINT Update pandas to 0.15.2.
2015-01-18 00:11:40 +01:00
a3d7483488
MAINT: Upgrade to requests 2.5.1
2014-12-26 10:02:28 -05:00
16827e1af4
REV: Revert numpy update (back to 1.8.1)
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This reverts commit 0eb12156c8
2014-09-18 14:10:13 -04:00
0eb12156c8
BLD: Update numpy to 1.8.2
2014-09-18 12:23:54 -04:00
3f1c3b39ad
MAINT: Make talib an optional dependency. Fixes #362 .
2014-08-04 13:25:46 +02:00
fe52254bc2
BUG: Rolling back Logbook version due to incompatibility with Processor/filter
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interactions.
2014-06-16 13:52:09 -04:00
36501a462b
BLD: Set scipy back to 0.12.0
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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
26b2a466cf
BLD: Update pytz to latest version.
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2014.3 -> 2014.4
2014-06-02 22:15:01 -04:00
1705428aa4
BLD: Remove pip-tools dependency.
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Instead of `pip-review`, now using `pip list --outdated`
2014-05-31 21:56:10 -04:00
d384f63e25
BLD: Update tornado to latest.
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Upgrade from 3.2 -> 3.2.1
Used for matplotlib, which is imported during tests to make
sure that examples are working.
2014-05-30 15:48:10 -04:00
45c3fafaae
BLD: Update xlrd package to latest.
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xrld is used for reading the risk answer key.
Update 0.9.2 -> 0.9.3
2014-05-30 14:58:08 -04:00
f481d9e7df
BLD: Update Markdown library.
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Should be orthogonal to any trading simulation, Markdown is
merely used for packaging and converting the README.
2014-05-30 14:47:37 -04:00
2debde31ba
BLD/STY: Upgrade to latest versions of lint checkers.
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Upgrade pep8 1.4.6 -> 1.5.7
Upgrade pyflakes 0.7.3 -> 0.8.1
Also, tweak some line indentations which now show up as errors,
because of the fixes/changes to visual indent detection between
pep8 versions.
2014-05-30 12:44:10 -04:00
2c8e019835
BLD: Update nose to latest version.
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nose 1.3.0 -> 1.3.3
2014-05-29 23:20:30 -04:00
99ecffdb42
BLD: Remove deprecated pip --use-mirrors flag.
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With release 1.5 pip deprecated the --use-mirrors flag,
since that release the flag is a noop and raises a deprecation warning.
2014-05-29 13:18:00 -04:00
46820ee796
BLD: Update pyparsing to 2.0.2
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2.0.1 -> 2.0.2
pyparsing is a dependency of matplotlib and should not affect
Zipline simulations.
2014-05-29 13:13:56 -04:00
00f89a69b4
BLD: Make TA-Lib install compatible with pip >= 1.5
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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
caa14ee8f0
BLD: Order build of pandas before statsmodels.
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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
b34191bb01
BLD: Order scipy install before statsmodels.
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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
ce4567b4bb
BLD: Upgrade pytz to 2014.3
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Keep library up to date.
2014-05-27 16:51:09 -04:00
2ef576a758
BLD: Upgrade Logbook to 0.7.0
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Keep library up to date.
2014-05-27 16:50:29 -04:00
543165fa05
BLD: Upgrade Cython dependency.
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Upgrade Cython from 0.20 -> 0.20.1 to keep package up to date.
2014-05-27 16:10:19 -04:00
dbaf0facda
BLD: Upgrade six library to 1.6.1
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From 1.5.2 -> 1.6.1
Keep package up to date.
2014-05-27 15:55:36 -04:00
cfd3656d28
BLD: Upgrade requests dependency to 2.3.0
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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
9572c55a9d
STY: Remove trailing empty line from requirements file.
2014-05-27 11:56:09 -04:00
146ec9329b
BLD: Upgrade numpy from 1.8.0 -> 1.8.1
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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
96d8ebec3d
BLD: List patsy before statsmodels in requirements.txt
2014-05-21 05:25:05 -04:00
03e40fd057
BLD: statsmodels requires patsy
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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
32a29088fe
BLD: Move statsmodels from dev requirements into main requirements.
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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
63e3aa4c1e
BLD: Remove duplicate six entry.
2014-04-14 09:04:02 -04:00
b0220ab225
BLD: Add six as dependency.
2014-04-14 08:03:48 -04:00
b294d30af0
BLD: Update TA-Lib to latest version.
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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
ff965060ff
BUG: Fix typo in requirements file.
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Fix incorrect number of '='
2014-01-21 10:51:53 -05:00
47954755fa
BLD: Add mock to requirements file.
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mock was recently added as part of the testing of port of the script
API for algorithms.
2014-01-21 10:28:01 -05:00
9573e28002
BLD: Update to latest tornado release.
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Used by IPython notebook, update version from 3.1.1 to 3.2
2014-01-20 20:07:36 -05:00
aa4c67cd4d
BLD: Update to latest Cython release.
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0.19.2 -> 0.20
2014-01-20 20:05:02 -05:00
dadf867cf4
MAINT: Updated requests requirement to 2.2.0
2014-01-10 10:01:42 -05:00
61ccce760e
BLD: Remove unused requirement of iso8601 package.
2014-01-08 11:13:26 -05:00
40c8c38257
MAINT: Updated libraries
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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
bbad5b386a
MAINT: Removed unused test_utils.check functions.
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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
e9dbffbbaa
MAINT: Upgrade Logbook to 0.6.0.
2013-11-18 16:16:51 -05:00
9b22b86703
BLD: Peg pytz to latest.
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2013b -> 2013.8
2013-11-13 10:37:41 -05:00
4a317762d1
BLD: Peg tornado to latest version.
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3.1 -> 3.1.1
2013-11-13 10:35:20 -05:00
408c129760
BLD: Remove Delorean as a build and setup dependency.
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Now that we use pandas Timestamp throughout, Delorean is no longer
needed as a dependency.
2013-11-11 11:47:41 -05:00
1794e4e716
DEV: Update flake8 to latest release.
2013-10-29 13:40:28 -04:00
Dale Jung