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• 88398236ff MAINT: Use March quarterly cycle for JY, CD, AD, & BP continuous futures Andrew Daniels 2017-04-25 11:58:03 -04:00
• 362f2c2f7a Merge pull request #1761 from quantopian/futures-cashflow-bugfix Jean Bredeche 2017-04-24 17:06:34 -04:00
• 8322423dc8 Merge pull request #1761 from quantopian/futures-cashflow-bugfix Jean Bredeche 2017-04-24 17:06:34 -04:00
• 278d2f6b2a BUG: use isinstance Jean Bredeche 2017-04-24 17:06:26 -04:00
• bed00a1b77 BUG: use isinstance Jean Bredeche 2017-04-24 17:06:26 -04:00
• 7ba070f640 Merge pull request #1757 from quantopian/futures-commissions Jean Bredeche 2017-04-24 16:31:57 -04:00
• 88fc696398 Merge pull request #1757 from quantopian/futures-commissions Jean Bredeche 2017-04-24 16:31:57 -04:00
• 7196e1e498 MAINT: PR feedback. Jean Bredeche 2017-04-24 15:33:52 -04:00
• 15d8dc93a3 MAINT: PR feedback. Jean Bredeche 2017-04-24 15:33:52 -04:00
• 5b8b2f68bc BUG: Blotter should process as many splits as it can Jean Bredeche 2017-04-22 14:43:05 -04:00
• 8c5e4b7bbc BUG: Blotter should process as many splits as it can Jean Bredeche 2017-04-22 14:43:05 -04:00
• 825866948b BUG: get_splits should return empty list, not empty dict Jean Bredeche 2017-04-22 14:20:15 -04:00
• 64746b186b BUG: get_splits should return empty list, not empty dict Jean Bredeche 2017-04-22 14:20:15 -04:00
• fe84ff3582 REF: Remove assetfinder from PerformancePeriod Jean Bredeche 2017-04-22 14:05:44 -04:00
• 5305fbe471 REF: Remove assetfinder from PerformancePeriod Jean Bredeche 2017-04-22 14:05:44 -04:00
• 0b4b058065 REF: Remove asset_finder and multipliers from PositionTracker Jean Bredeche 2017-04-22 14:01:57 -04:00
• 9a0d9d868c REF: Remove asset_finder and multipliers from PositionTracker Jean Bredeche 2017-04-22 14:01:57 -04:00
• b7b8c46d74 REF: Blotter no longer needs AssetFinder Jean Bredeche 2017-04-21 14:00:21 -04:00
• e429664fa6 REF: Blotter no longer needs AssetFinder Jean Bredeche 2017-04-21 14:00:21 -04:00
• 483012ccf6 REF: Make dataportal emit splits that hold Assets, not sids Jean Bredeche 2017-04-21 14:00:07 -04:00
• 59a96bf782 REF: Make dataportal emit splits that hold Assets, not sids Jean Bredeche 2017-04-21 14:00:07 -04:00
• 450690801a BUG: Position cost basis was calculated incorrectly for Futures Jean Bredeche 2017-04-19 21:18:08 -04:00
• 1f8e194e09 BUG: Position cost basis was calculated incorrectly for Futures Jean Bredeche 2017-04-19 21:18:08 -04:00
• 8d275d8d83 REF: Explicitly use Assets in Position, Order, Transaction Jean Bredeche 2017-04-19 11:43:55 -04:00
• b1248cb6d6 REF: Explicitly use Assets in Position, Order, Transaction Jean Bredeche 2017-04-19 11:43:55 -04:00
• 21976dd651 Merge pull request #1760 from quantopian/constant-futures Jean Bredeche 2017-04-24 14:33:47 -04:00
• 123398d0e4 Merge pull request #1760 from quantopian/constant-futures Jean Bredeche 2017-04-24 14:33:47 -04:00
• e0060f61e8 TST: New fixture for constant futures data Jean Bredeche 2017-04-24 14:15:26 -04:00
• ec6492c84e TST: New fixture for constant futures data Jean Bredeche 2017-04-24 14:15:26 -04:00
• 1d1c244e84 Merge pull request #1755 from quantopian/schedule-function-calendar David Michalowicz 2017-04-24 10:07:30 -04:00
• 2f87f548ba Merge pull request #1755 from quantopian/schedule-function-calendar David Michalowicz 2017-04-24 10:07:30 -04:00
• 2f33ddb023 API: Add factory for calendars dmichalowicz 2017-04-18 13:54:51 -04:00
• f3086c548d API: Add factory for calendars dmichalowicz 2017-04-18 13:54:51 -04:00
• cd91d518bb Merge pull request #1754 from quantopian/premature-continuous-futures-2 David Michalowicz 2017-04-21 16:34:53 -04:00
• 35c3cf0eb7 Merge pull request #1754 from quantopian/premature-continuous-futures-2 David Michalowicz 2017-04-21 16:34:53 -04:00
• 0ec8841ea0 BUG: Ordered contracts could end prematurely dmichalowicz 2017-04-17 18:24:40 -04:00
• 67dd149660 BUG: Ordered contracts could end prematurely dmichalowicz 2017-04-17 18:24:40 -04:00
• acf345e1d3 PERF: Optimize session close lookups in resample bar reader (#1749) Andrew Daniels 2017-04-11 16:35:04 -04:00
• 4c334c6c38 PERF: Optimize session close lookups in resample bar reader (#1749) Andrew Daniels 2017-04-11 16:35:04 -04:00
• 26ffda9ca1 Merge pull request #1747 from quantopian/calendar-perf-improvements Andrew Daniels 2017-04-11 10:15:28 -04:00
• 4f6dd9bca8 Merge pull request #1747 from quantopian/calendar-perf-improvements Andrew Daniels 2017-04-11 10:15:28 -04:00
• 1d7d3fe33f PERF: Only get session close in MinuteResampleSessionBarReader Andrew Daniels 2017-04-10 17:21:18 -04:00
• bd7f121e85 PERF: Only get session close in MinuteResampleSessionBarReader Andrew Daniels 2017-04-10 17:21:18 -04:00
• 12f1429a8c PERF: Use scalar lookups for TradingCalendar.schedule Andrew Daniels 2017-04-10 17:16:36 -04:00
• 6dd1616c15 PERF: Use scalar lookups for TradingCalendar.schedule Andrew Daniels 2017-04-10 17:16:36 -04:00
• 0c88ba21b9 Merge pull request #1737 from quantopian/bump-blaze Maya Tydykov 2017-04-10 16:22:09 -04:00
• bd1b7f263c Merge pull request #1737 from quantopian/bump-blaze Maya Tydykov 2017-04-10 16:22:09 -04:00
• 9e0cf08c18 Merge pull request #1738 from quantopian/slippage-and-commissions-futures David Michalowicz 2017-04-10 15:05:28 -04:00
• aad5cd362e Merge pull request #1738 from quantopian/slippage-and-commissions-futures David Michalowicz 2017-04-10 15:05:28 -04:00
• f9d55cf9cd Merge pull request #1742 from quantopian/only-get-value-once Andrew Daniels 2017-04-10 14:56:29 -04:00
• 33442a9977 Merge pull request #1742 from quantopian/only-get-value-once Andrew Daniels 2017-04-10 14:56:29 -04:00
• bc27e369ff ENH: Preliminary support for Futures slippage and commission models dmichalowicz 2017-04-03 13:38:19 -04:00
• f6e1a95ca9 ENH: Preliminary support for Futures slippage and commission models dmichalowicz 2017-04-03 13:38:19 -04:00
• d5aa5b0c36 Merge pull request #1745 from quantopian/reconcile-default-args David Michalowicz 2017-04-10 11:24:50 -04:00
• 4b861fbf5e Merge pull request #1745 from quantopian/reconcile-default-args David Michalowicz 2017-04-10 11:24:50 -04:00
• ec8880a066 API: Make certain continuous future arguments optional dmichalowicz 2017-04-07 14:02:36 -04:00
• e2fadae5ec API: Make certain continuous future arguments optional dmichalowicz 2017-04-07 14:02:36 -04:00
• 9350759119 Merge pull request #1739 from quantopian/fix-zipline-and-pandas-bug Maya Tydykov 2017-04-07 12:22:06 -04:00
• ea419492a2 Merge pull request #1739 from quantopian/fix-zipline-and-pandas-bug Maya Tydykov 2017-04-07 12:22:06 -04:00
• b35ec1b5cd Merge pull request #1743 from quantopian/premature-continuous-futures David Michalowicz 2017-04-07 11:03:33 -04:00
• 02984a0483 Merge pull request #1743 from quantopian/premature-continuous-futures David Michalowicz 2017-04-07 11:03:33 -04:00
• 845dea3e5b BUG: OrderedContracts chain could sometimes terminate on first contract dmichalowicz 2017-04-06 17:46:56 -04:00
• 6f1d4b4a5f BUG: OrderedContracts chain could sometimes terminate on first contract dmichalowicz 2017-04-06 17:46:56 -04:00
• e6f2f562b3 BUG: reload_symbol_maps should clear the equity_supplementary_maps Joe Jevnik 2017-01-05 20:15:55 -05:00
• df82d3a221 BUG: reload_symbol_maps should clear the equity_supplementary_maps Joe Jevnik 2017-01-05 20:15:55 -05:00
• 569998179a Merge pull request #1735 from quantopian/speedup-daily-history-aggregator-closes Andrew Daniels 2017-04-06 10:24:29 -04:00
• ae1f9f8734 Merge pull request #1735 from quantopian/speedup-daily-history-aggregator-closes Andrew Daniels 2017-04-06 10:24:29 -04:00
• f8eced41bf PERF: Avoid repeated recursive calls when getting forward-filled close Andrew Daniels 2017-04-03 13:01:47 -04:00
• f4f2048a68 PERF: Avoid repeated recursive calls when getting forward-filled close Andrew Daniels 2017-04-03 13:01:47 -04:00
• ad7f727c47 MAINT: Refactor DataPortal._get_minute_spot_value to avoid two lookups Andrew Daniels 2017-04-05 17:55:38 -04:00
• 13b5b7efdc MAINT: Refactor DataPortal._get_minute_spot_value to avoid two lookups Andrew Daniels 2017-04-05 17:55:38 -04:00
• 1212d2f0a1 Merge pull request #1741 from quantopian/remove-adj-method David Michalowicz 2017-04-05 16:24:24 -04:00
• 8a672be7e7 Merge pull request #1741 from quantopian/remove-adj-method David Michalowicz 2017-04-05 16:24:24 -04:00
• 276b65f527 CRUFT: Remove ContinuousFuture adjustment method dmichalowicz 2017-04-05 15:25:50 -04:00
• 6ffd029537 CRUFT: Remove ContinuousFuture adjustment method dmichalowicz 2017-04-05 15:25:50 -04:00
• 18b0def1a1 Merge pull request #1731 from quantopian/update-assetdbwriter-docs Freddie Vargus 2017-04-04 23:27:50 -04:00
• 0746fc7597 Merge pull request #1731 from quantopian/update-assetdbwriter-docs Freddie Vargus 2017-04-04 23:27:50 -04:00
• e914b23c80 Merge pull request #1740 from quantopian/guarantee-can-trade-order Scott Sanderson 2017-04-04 18:39:53 -04:00
• b8b504b724 Merge pull request #1740 from quantopian/guarantee-can-trade-order Scott Sanderson 2017-04-04 18:39:53 -04:00
• 340a66afd5 Merge pull request #1729 from quantopian/us-futures-cal-in-tests David Michalowicz 2017-04-04 17:49:51 -04:00
• d4fd955b29 Merge pull request #1729 from quantopian/us-futures-cal-in-tests David Michalowicz 2017-04-04 17:49:51 -04:00
• d289e86895 MAINT: Guarantee bool dtype for can_trade. Scott Sanderson 2017-04-04 17:26:38 -04:00
• fb3efc6d75 MAINT: Guarantee bool dtype for can_trade. Scott Sanderson 2017-04-04 17:26:38 -04:00
• c701f200c2 REV: Only use benchmark csv files in source for testing dmichalowicz 2017-04-04 15:33:32 -04:00
• 0178ea03ea REV: Only use benchmark csv files in source for testing dmichalowicz 2017-04-04 15:33:32 -04:00
• 65381ecbcd BUG: Return from can_trade in same order as input. Scott Sanderson 2017-04-04 17:12:21 -04:00
• f3aba5f281 BUG: Return from can_trade in same order as input. Scott Sanderson 2017-04-04 17:12:21 -04:00
• 63ad5a5b55 BUG: address pandas normalization bug on non-sorted DT index Maya Tydykov 2017-04-04 17:00:32 -04:00
• 497708d86e BUG: address pandas normalization bug on non-sorted DT index Maya Tydykov 2017-04-04 17:00:32 -04:00
• 63951ad9e9 BUG: test DatetimeIndex equality correctly Maya Tydykov 2017-04-04 17:00:16 -04:00
• e1d63dcee4 BUG: test DatetimeIndex equality correctly Maya Tydykov 2017-04-04 17:00:16 -04:00
• 3dfc20ec1c DOC: Show exchange required for equities Freddie Vargus 2017-03-25 19:37:10 -04:00
• 0c246a7de1 DOC: Show exchange required for equities Freddie Vargus 2017-03-25 19:37:10 -04:00
• dee19a0d8b TST: Make TradingEnvironment resources static dmichalowicz 2017-03-31 11:07:41 -04:00
• 483ec5dae8 TST: Make TradingEnvironment resources static dmichalowicz 2017-03-31 11:07:41 -04:00
• a89d05dd56 BLD: bump blaze Maya Tydykov 2017-04-03 15:20:49 -04:00
• 8faab75459 BLD: bump blaze Maya Tydykov 2017-04-03 15:20:49 -04:00
• 0c49c5bbc7 TST: Use 'us_futures' calendar in test fixtures dmichalowicz 2017-03-29 11:10:37 -04:00
• cf68953bf2 TST: Use 'us_futures' calendar in test fixtures dmichalowicz 2017-03-29 11:10:37 -04:00
• 84b24d2cee Merge pull request #1734 from quantopian/prepare-for-validity-checks Eddie Hebert 2017-03-30 14:02:03 -04:00