fa13a98aa2
MAINT: Update TA-Lib to latest release.
2013-06-05 13:30:11 -04:00
9ee0d5e3a3
Upgrade Logbook to 0.4.2
2013-06-04 13:30:42 -04:00
3390c017bb
MAINT: Upgrade dependent package versions, add pip-tools
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pandas==0.11.0, Cython==0.19.1, TA-Lib==0.4.6, requests==1.2.3,
delorean==0.2.1, nose-parameterized==0.3, pyflakes==0.7.2
Also add pip-tools==0.3.4 to requirements_dev.txt.
2013-05-30 09:38:28 -04:00
5ae1aab2af
TST: Add nose-ignore-docstring plugin to requirements and setup.cfg
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So that docstrings can be added for test documentation, but suppress
those docstrings in test output by default.
2013-05-04 12:52:38 -04:00
e3c783e163
BLD: Add scipy to test requirements.
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For example scripts. Though compiling scipy for TravisCI may be the
straw that breaks the camel's back as far as total suite run time.
2013-05-03 13:32:30 -04:00
727f7bef19
BLD: Use statsmodels 0.4.3 for test scripts.
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0.5.0 is unavailable via the pep syntax, an incongruity
between the results of `pip install` and `pip freeze`
2013-05-03 09:40:27 -04:00
42ad791f39
BLD: Add libraries needed for running examples.
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Add statsmodels and patsy, since they are used by example scripts
and example scripts are now run as part of the unit test suite.
2013-05-03 09:17:17 -04:00
7bc20639da
BLD: Add matplotlib to test requirements.
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Example scripts use matplotlib, so add to requirements_dev.txt
so that CI will include matplotlib.
2013-05-02 16:54:57 -04:00
440e7ce076
BLD: Add Cython as a requirement. For TA-Lib.
2013-04-30 21:24:50 -04:00
56dae3a288
BLD: Include TA-Lib package as a dependency.
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CI build was failing due to lack of package.
2013-04-30 19:52:40 -04:00
d61c6c0af5
MAINT: nit: "nose==1.3.0" instead of "nose==1.3"
2013-04-10 10:35:16 -04:00
790e588911
MAINT: Upgrade nose==1.3, numpy==1.7.1
2013-04-09 11:55:11 -04:00
564c81f4a7
MAINT: PyPI upgrade mccabe==0.2.1
2013-04-04 16:13:48 -04:00
4971d8478e
MAINT: Specify --use-mirrors to pip install
2013-04-04 11:40:47 -04:00
94f1152353
DEV: Update pegged version of requests. 1.1.0 -> 1.2.0
2013-04-02 20:14:24 -04:00
63063b1ebe
DEV: Fixes typo in git stash message comparison.
2013-04-01 12:05:40 -04:00
c6f8f430d7
DEV: Handles empty stash case in pre-commit hook.
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Handles the case when reword is called and the `commit --amend` invokes
the pre-commit hook, when there is no stash the `git stash pop -q`
in that case leaves the rebase in an odd state.
Fixes by only calling the stash pop if changes were saved.
2013-03-29 17:06:37 -04:00
060b565cdc
DEV: Adds stashing to pre-commit hook.
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So that the code that is linted/tested is only the staged commits.
Useful when editing by only staging parts of files via git.
2013-03-20 11:00:38 -04:00
f054835cd1
DEV: Provides an example pre-commit hook.
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This pre-commit hook can be activated by copying or symlinking to
the .git/hooks directory
This particular commit hook is best suited for git versions < 1.8.2
The running of nosetests would be better suited for a push hook,
but those are not added until 1.8.2.
2013-03-19 23:33:36 -04:00
ff991549b8
MAINT: Removes ipython related requirements.
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Removes from requirements_dev.txt, since requirements_dev.txt is
used in various unit testing environments, ipython, pyzmq, etc.
is extra weight that is being unecessarily pulled in.
2013-03-19 14:38:55 -04:00
9ad33ec941
MAINT: PyPI updates: six==1.3.0, delorean==0.2.0
2013-03-19 09:13:56 -04:00
8f91711390
MAINT: New pytz version in requirements.txt
2013-03-15 13:31:29 -04:00
085eb040af
MAINT: Updates pep8 from 1.4.4 -> 1.4.5
2013-03-09 17:32:55 -05:00
95e702ac84
MAINT: Update pyzmq version in dev requirements
2013-03-03 16:03:02 -05:00
f38ed47773
DEV: List mccabe, pep8, pyflakes (used by flake8) in dev requirements
2013-02-26 11:11:23 -05:00
cfd0fa507b
MAINT: Upgrade dev requirements to flake8 2.0
2013-02-25 11:22:48 -05:00
1a30bdf93a
Upgrade msgpack-python to 0.3.0
2013-02-19 23:09:38 -05:00
8eb92830c9
Don't capitalize delorean in requirements.txt
2013-02-18 14:20:58 -05:00
2c7355a0dc
Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.
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Global state for the financial simulation environment is accessed through the
zipline.finance.trading module, which now contains a module variable:
environment.
Parameters are passed into an algorithm as a keyword argument, sim_params.
SimulationParameters creates a trading day index for the test period that
can be used to find trading days, calculate distance between trading days,
and other common operations. The sim params index is just selected from the
global state.
================
Details:
- adding delorean to the requirements.
- made index symbol a parameter for loading the benchmark data. changed
messagepack storage to be symbol specific.
- ported risk, performance, algorithm, transforms, batch transforms
and associated tests to use simulation parameters and global environment
- factory and sim factory use global state and sim params
- factory method parameter names now reflect the class expected
2013-02-18 10:24:32 -05:00
ccd3ab33e7
Upgrade numpy to 1.7.0
2013-02-14 11:48:05 -05:00
629b6d6bd8
Upgrade to Pandas 0.10.1
2013-01-24 20:24:44 -05:00
e2f091c96e
Upgrade nose-parameterized to 0.2
2013-01-21 09:37:37 -05:00
b6779a85c7
Removes Jenkins configurations.
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Public repo uses Travis-CI.
2013-01-21 01:01:27 -05:00
61773a2ebe
Upgrade requests module to 1.1.0
2013-01-16 10:30:38 -05:00
27df611b8e
Upgrade pytz
2013-01-04 12:45:53 -05:00
79c101a32a
Remove nosexcover from dev requirements for zipline
2012-12-28 11:45:58 -05:00
c6759eb938
Upgrades requests to latest. 1.0.3 -> 1.0.4
2012-12-26 11:01:28 -05:00
32ed8dacad
Updates msgpack-python to latest. 0.2.3 -> 0.2.4
2012-12-26 10:59:48 -05:00
c85f8147bc
Removes coverage being run on each internal build of the project.
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coverage provides valuable info, but changing to run it less
frequently than every checkin.
2012-12-26 10:43:54 -05:00
5da5727289
Updates to latest version of flake8. 1.6.2 -> 1.7.0
2012-12-21 21:49:48 -05:00
2cc983a4c7
Moves requests to main requirements. Also upgrades to 1.0.3
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Moving to main requirements, since zipline will not run without
the treasury and benchmark data that we requests to fetch.
Upgrade is to keep current with latest release.
2012-12-18 11:27:25 -05:00
7f74d53804
Updates pandas to the latest version. 0.9.1 --> 0.10.0
2012-12-17 12:41:24 -05:00
e71c1f5e91
Updates requests to newest release. (1.0.0)
2012-12-17 12:08:36 -05:00
54063854aa
Forward-fill missing treasury data
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To handle, for instance, Columbus Day (Oct 10),
on which there is no treasury data.
We're only forward-filling data now, and
no longer searching both back and forward in time.
2012-12-14 17:29:27 -05:00
084e04dc56
Removes Cython from requirements list.
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zipline doesn't need Cython in stand alone mode.
2012-12-14 14:12:30 -05:00
1d3c10d82f
Updates to the latest version of Cython.
2012-12-14 10:26:53 -05:00
17b1b245f1
Need nosexcover and coverage
2012-12-11 13:50:16 -05:00
71bcda9ba1
Upgrade to Logbook 0.4.1
2012-12-11 13:29:41 -05:00
3aaa2ef5a2
Updates msgpack-python to latest version.
2012-12-11 11:56:30 -05:00
7edf79f205
Adds dev requirements and goodies.
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Adds extra requirements for running IPython.
Adds some goodies for algorithms.
2012-12-10 11:57:14 -05:00
Eddie Hebert