1643bd1db6
BUG: get_first_trading_day_of_month needs to return normalized dt
2016-06-21 12:26:40 -04:00
d9fc514fa8
TST: Adds TradingSchedule test fixture
2016-06-08 13:34:20 -04:00
31f9f06c9a
MAINT: Removes static calendar from schedule_function rules
2016-06-08 13:34:19 -04:00
241abda2a5
STY: Flake8
2016-06-08 13:34:19 -04:00
4b7390ac81
WIP: Refactors tests to use TradingSchedule
2016-06-08 13:34:19 -04:00
c8304e8601
ENH: Adds ExchangeCalendar, TradingSchedule, and implementations
...
Conflicts:
tests/data/test_minute_bars.py
tests/data/test_us_equity_pricing.py
tests/finance/test_slippage.py
tests/pipeline/test_engine.py
tests/pipeline/test_us_equity_pricing_loader.py
tests/serialization_cases.py
tests/test_algorithm.py
tests/test_assets.py
tests/test_bar_data.py
tests/test_benchmark.py
tests/test_exception_handling.py
tests/test_fetcher.py
tests/test_finance.py
tests/test_history.py
tests/test_perf_tracking.py
tests/test_security_list.py
tests/utils/test_events.py
zipline/algorithm.py
zipline/data/data_portal.py
zipline/data/us_equity_loader.py
zipline/errors.py
zipline/finance/trading.py
zipline/testing/core.py
zipline/utils/events.py
2016-06-08 13:34:18 -04:00
8aac0ab19f
BUG: Week rule plus time rule doesn't work
...
The next trigger for the week rule get recalculated every time
the rule is triggered
2016-04-18 17:05:43 -04:00
6d6cd58c3b
BUG: Recalculate trigger for week rule if we miss the first one
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If we start the simulation on a day so that we miss the trigger
(the first for the sim) for that week, recalculate the trigger
for next week
2016-04-15 15:09:08 -04:00
1ee3c5f049
BUG: week_end rule with offset=0 skips every other week
2016-04-15 10:17:18 -04:00
a8491879ce
FIX: time_rules should trigger only at dt specified
...
Previously, time_rules triggered when the dt specified has passed
2016-04-05 17:51:10 -04:00
16fd6681a6
ENH: Rewrite of Zipline to use lazy access pattern
...
More documentation to follow in release notes.
Based on lazy-mainline branch, see for more details.
Also-By: Jean Bredeche <jean@quantopian.com >
Also-By: Andrew Liang <aliang@quantopian.com >
Also-By: Abhijeet Kalyan <akalyan@quantopian.com >
2016-04-04 16:12:58 -04:00
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
e33cc25265
TST: fix redundant partial
2016-02-11 18:46:42 -05:00
aef38c4a74
MAINT: Remove unused import.
2015-11-17 11:22:08 -05:00
0f349fc3ed
MAINT: Fix type coercion warnings with numpy 1.10.
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Numpy warns about adding Python integers to uint32s and converting date
objects to datetime64.
2015-11-15 22:42:36 -05:00
0f5cf78492
MAINT: use subtest to quiet the output from test_events
2015-11-11 19:23:20 -05:00
6e6ef447d2
TST: Adds tearDownClass methods to delete TradingEnvironments
2015-09-10 11:53:29 -04:00
f1f3f9b751
TST: Fixes broken event test
2015-09-10 11:53:28 -04:00
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
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
f7b4d3100d
ENH: Makes the offset of market_close relative to 20:00 UTC
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Changed from relative to 20:01 UTC.
2014-11-19 11:38:26 -05:00
ca59abcc43
ENH: Makes schedule_function work in daily mode.
2014-11-06 10:49:49 -05:00
93429d69f5
BUG: HistoryContainer creation at runtime did not work as intended.
2014-11-05 18:31:11 -05:00
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
c6e85d08f0
ENH: Does value checking for time offsets for market_open and market_close
2014-10-20 17:17:34 -04:00
69124cb6ab
BUG: Fixed a bug with offsets in week_start and week_end
2014-10-20 17:17:34 -04:00
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
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
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
Andrew Liang