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db4e06055ca3e7dd4a8aae787ee4282c14a79b0c
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29 Commits
Author SHA1 Message Date
Richard Frank 69b6cff964 Merge pull request #1289 from quantopian/wildcard 
wildcard object and doctests
 2016-06-22 18:09:57 -04:00
Joe Jevnik 5925107052 TST: fix doctests to actually run 2016-06-21 15:07:03 -04:00
Andrew Liang 1643bd1db6 BUG: get_first_trading_day_of_month needs to return normalized dt 2016-06-21 12:26:40 -04:00
Andrew Liang ba3ba053cb MAINT: Refactor schedule function rules 
Refactor to eliminate unnecessary type coercion. Reduce some code
duplication
 2016-06-14 13:55:59 -04:00
jfkirk d9fc514fa8 TST: Adds TradingSchedule test fixture 2016-06-08 13:34:20 -04:00
jfkirk 31f9f06c9a MAINT: Removes static calendar from schedule_function rules 2016-06-08 13:34:19 -04:00
jfkirk 4b7390ac81 WIP: Refactors tests to use TradingSchedule 2016-06-08 13:34:19 -04:00
jfkirk 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
Andrew Liang 1056501b27 MAINT: Support the passing of a time rule positionally on the date_rule arg 
But log a warning to the user
 2016-06-03 15:28:53 -04:00
Joe Jevnik d888c4faaa DOC: update docs for api functions 2016-05-06 15:25:30 -04:00
Andrew Liang 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
Andrew Liang 6d6cd58c3b BUG: Recalculate trigger for week rule if we miss the first one 
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
Andrew Liang 1ee3c5f049 BUG: week_end rule with offset=0 skips every other week 2016-04-15 10:17:18 -04:00
Andrew Liang 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
Eddie Hebert 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
llllllllll 88a53fbdd1 ENH: update context_tricks 
Moves _nop_context to context_tricks under the name nop_context.
Uses an explicit object for the actual context manager in callback
manager.
 2015-11-11 14:19:13 -05:00
llllllllll 0cb4c38717 ENH: Allow users to pass a context manager to wrap all scheduled 
functions.

This includes handle_data.
 2015-11-11 14:19:13 -05:00
jfkirk 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
Jonathan Kamens 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
llllllllll 38e4d10c65 BUG: Fixes a bug that caused NDaysBeforeLastTradingDayOfMonth to not 
fire on the last day of december.
 2014-12-26 18:20:30 -05:00
Joe Jevnik f7b4d3100d ENH: Makes the offset of market_close relative to 20:00 UTC 
Changed from relative to 20:01 UTC.
 2014-11-19 11:38:26 -05:00
llllllllll 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
Joe Jevnik c6e85d08f0 ENH: Does value checking for time offsets for market_open and market_close 2014-10-20 17:17:34 -04:00
Joe Jevnik 69124cb6ab BUG: Fixed a bug with offsets in week_start and week_end 2014-10-20 17:17:34 -04:00
Joe Jevnik ad25f29b7b ENH: Provides aliases for the (Date|Time)RuleFactory classes for better Quantopian/Zipline interoperability 2014-10-20 17:17:34 -04:00
Joe Jevnik 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
Joe Jevnik 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
Joe Jevnik d6e997e96c BUG: Stops the TradingEnvironment from being created at import time when 
zipline.utils.events is imported.

Changes the class level attribute `env` on EventRule to a property so
that the environment is only looked up at when needed.
 2014-10-07 12:30:28 -04:00
Joe Jevnik 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