Commit Graph

Select branches

Hide Pull Requests

5-minute

abnera-patch-2

cloud

cloud_conn

concurrent-exchanges

damo1884-talib_example

develop

gh-pages

live-trading

master

new_exchange_config

pandas0.2

pandas_0.22.0

revert-180-jupyter-allow-root-docker

server-0.3.10

unit-tests

0.1.dev3

0.1.dev4

0.1.dev5

0.1.dev6

0.1.dev7

0.1.dev8

0.1.dev9

0.2.dev1

0.2.dev2

0.2.dev3

0.2.dev4

0.2.dev5

0.3

0.3.1

0.3.10

0.3.2

0.3.3

0.3.4

0.3.5

0.3.6

0.3.7

0.3.8

0.3.9

0.4.0

0.4.1

0.4.2

0.4.3

0.4.4

0.4.6

0.4.7

0.5.0

0.5.1

0.5.2

0.5.3

0.5.4

0.5.5

0.5.6

0.5.7

0.5.8

Mono Color

• 1984d13c2f Merge pull request #1446 from quantopian/use-us-futures-in-test-resample Eddie Hebert 2016-08-30 10:24:18 -04:00
• 9919d47898 BLD: Tag empyrical conda packages with numpy version Richard Frank 2016-08-29 17:12:05 -04:00
• 92c2a4a408 BLD: Tag empyrical conda packages with numpy version Richard Frank 2016-08-29 17:12:05 -04:00
• 674a6200b4 Merge pull request #1437 from quantopian/empyrical_perf John Ricklefs 2016-08-29 16:20:41 -04:00
• 8b11358e46 Merge pull request #1437 from quantopian/empyrical_perf John Ricklefs 2016-08-29 16:20:41 -04:00
• bce159f275 TST: Use futures cal in resample suite. Eddie Hebert 2016-08-29 15:43:39 -04:00
• 9db385bb75 TST: Use futures cal in resample suite. Eddie Hebert 2016-08-29 15:43:39 -04:00
• 5b333df10e Merge pull request #1445 from quantopian/cover-resample-first-trading-day Eddie Hebert 2016-08-29 15:38:07 -04:00
• c2e8bd1552 Merge pull request #1445 from quantopian/cover-resample-first-trading-day Eddie Hebert 2016-08-29 15:38:07 -04:00
• c984cdb247 TST: Rebuild example data due to changes in beta calculation Ana Ruelas 2016-08-29 15:11:37 -04:00
• 20b4d007f7 TST: Rebuild example data due to changes in beta calculation Ana Ruelas 2016-08-29 15:11:37 -04:00
• 60c485c1ed ENH: Adds table_len method to BcolzMinuteBarReader (#1436) Andrew Daniels 2016-08-29 15:07:08 -04:00
• 73667cbf29 ENH: Adds table_len method to BcolzMinuteBarReader (#1436) Andrew Daniels 2016-08-29 15:07:08 -04:00
• 7146edbe7d TST: Cover resample bar first_trading_day method. Eddie Hebert 2016-08-29 15:00:08 -04:00
• 3c7dae8c41 TST: Cover resample bar first_trading_day method. Eddie Hebert 2016-08-29 15:00:08 -04:00
• 50e175bad2 Merge pull request #1444 from quantopian/use-session-label-on-daily Eddie Hebert 2016-08-29 14:05:39 -04:00
• 22ad891d51 Merge pull request #1444 from quantopian/use-session-label-on-daily Eddie Hebert 2016-08-29 14:05:39 -04:00
• 5dfd2286b3 BUG: Use session label instead of date for 1d. Eddie Hebert 2016-08-29 13:25:14 -04:00
• 9474ccb0b2 BUG: Use session label instead of date for 1d. Eddie Hebert 2016-08-29 13:25:14 -04:00
• 74ee33fd58 MAINT: Update conda recipe for empyrical Ana Ruelas 2016-08-29 13:07:25 -04:00
• 40b0535e8b MAINT: Update conda recipe for empyrical Ana Ruelas 2016-08-29 13:07:25 -04:00
• e22edbebae PERF: Send pre-adjusted returns to information_ratio John Ricklefs 2016-08-26 16:27:03 -04:00
• 97b562044a PERF: Send pre-adjusted returns to information_ratio John Ricklefs 2016-08-26 16:27:03 -04:00
• c713d4798f PERF: Risk-adjust returns series once before calling empyrical John Ricklefs 2016-08-26 16:16:19 -04:00
• 53e5c4e113 PERF: Risk-adjust returns series once before calling empyrical John Ricklefs 2016-08-26 16:16:19 -04:00
• 201e72aee1 PERF: Pass known calculations into empyrical methods John Ricklefs 2016-08-26 14:44:41 -04:00
• 85e68f0162 PERF: Pass known calculations into empyrical methods John Ricklefs 2016-08-26 14:44:41 -04:00
• e0cdc7bc3a ENH: Let event offsets be up to 12 hours. Jean Bredeche 2016-08-29 09:33:40 -04:00
• 749c2eea33 ENH: Let event offsets be up to 12 hours. Jean Bredeche 2016-08-29 09:33:40 -04:00
• 339417d27f Merge pull request #1441 from quantopian/cherry-pick-futures--stuff Jean Bredeche 2016-08-28 22:00:31 -04:00
• 0ae85eb9c6 Merge pull request #1441 from quantopian/cherry-pick-futures--stuff Jean Bredeche 2016-08-28 22:00:31 -04:00
• 51da755c43 TST: Some futures-related fixtures cleanup. Jean Bredeche 2016-08-25 08:53:04 -04:00
• 47dba5b6c9 TST: Some futures-related fixtures cleanup. Jean Bredeche 2016-08-25 08:53:04 -04:00
• 0cc08d79b4 ENH: Add new parameter to schedule_function that accepts a trading calendar. Jean Bredeche 2016-08-19 16:29:49 -04:00
• 7b83cbe820 ENH: Add new parameter to schedule_function that accepts a trading calendar. Jean Bredeche 2016-08-19 16:29:49 -04:00
• 3b502f53e4 Merge pull request #1435 from quantopian/use-dispatch-reader-in-data-portal Eddie Hebert 2016-08-26 14:18:09 -04:00
• 4a5d6e41df Merge pull request #1435 from quantopian/use-dispatch-reader-in-data-portal Eddie Hebert 2016-08-26 14:18:09 -04:00
• a4131ea84b ENH: Add asset dispatch to data portal. Eddie Hebert 2016-08-26 09:12:33 -04:00
• 40c7deb697 ENH: Add asset dispatch to data portal. Eddie Hebert 2016-08-26 09:12:33 -04:00
• 26797b132c create add/delete lists LotannaEzenwa 2016-08-26 11:52:05 -04:00
• 0bc692a8bc create add/delete lists LotannaEzenwa 2016-08-26 11:52:05 -04:00
• bf49a6541f Merge pull request #1433 from quantopian/dispatch-bar-reader Eddie Hebert 2016-08-26 08:44:20 -04:00
• c460af0a40 Merge pull request #1433 from quantopian/dispatch-bar-reader Eddie Hebert 2016-08-26 08:44:20 -04:00
• 413ea3d9d5 MAINT: Add a reader which dispatches on asset type Eddie Hebert 2016-08-25 10:23:31 -04:00
• 0f604686b6 MAINT: Add a reader which dispatches on asset type Eddie Hebert 2016-08-25 10:23:31 -04:00
• 0dd01650f1 Merge pull request #1432 from quantopian/reindex-reader Eddie Hebert 2016-08-25 09:34:06 -04:00
• 67112e0e11 Merge pull request #1432 from quantopian/reindex-reader Eddie Hebert 2016-08-25 09:34:06 -04:00
• 0b9084edec Merge pull request #1430 from quantopian/ingest-versions Richard Frank 2016-08-24 16:49:42 -04:00
• 3a7438cbb7 Merge pull request #1430 from quantopian/ingest-versions Richard Frank 2016-08-24 16:49:42 -04:00
• fc8cf38a6e ENH: Add a reader base which reindexes results. Eddie Hebert 2016-08-18 16:51:03 -04:00
• 562098dbf8 ENH: Add a reader base which reindexes results. Eddie Hebert 2016-08-18 16:51:03 -04:00
• abdfe0265d BLD: alembic is now a production requirement Richard Frank 2016-08-24 09:59:48 -04:00
• 317c5f07cc BLD: alembic is now a production requirement Richard Frank 2016-08-24 09:59:48 -04:00
• cf6ec9fd73 BUG: More python3 compat Richard Frank 2016-08-23 16:21:20 -04:00
• 1f9cb8ed9f BUG: More python3 compat Richard Frank 2016-08-23 16:21:20 -04:00
• 419bd1e3b5 DEV: zipline ingest can downgrade the assets db Richard Frank 2016-08-23 12:16:50 -04:00
• 3493723e7b DEV: zipline ingest can downgrade the assets db Richard Frank 2016-08-23 12:16:50 -04:00
• 418e8901f4 MAINT: Put downgrade in transaction Richard Frank 2016-08-23 11:19:42 -04:00
• e1497b0a56 MAINT: Put downgrade in transaction Richard Frank 2016-08-23 11:19:42 -04:00
• bc87ea4efb MAINT: Consolidate coercion to sqlite conn/eng Richard Frank 2016-08-23 10:17:33 -04:00
• 89132a6925 MAINT: Consolidate coercion to sqlite conn/eng Richard Frank 2016-08-23 10:17:33 -04:00
• 6d473ce23f MAINT: Clean up usage of engine versus connection Richard Frank 2016-08-23 10:07:58 -04:00
• 67dbeab820 MAINT: Clean up usage of engine versus connection Richard Frank 2016-08-23 10:07:58 -04:00
• 7ac0978f0c Merge pull request #1431 from quantopian/spot-price-get-value Eddie Hebert 2016-08-24 13:22:13 -04:00
• a788191b8e Merge pull request #1431 from quantopian/spot-price-get-value Eddie Hebert 2016-08-24 13:22:13 -04:00
• acb2cf118e MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428) Andrew Daniels 2016-08-24 13:14:16 -04:00
• 012888fcc7 MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428) Andrew Daniels 2016-08-24 13:14:16 -04:00
• a3c1f4ce36 MAINT: Standardize reader get value methods. Eddie Hebert 2016-08-24 10:12:52 -04:00
• 71a34bf7ac MAINT: Standardize reader get value methods. Eddie Hebert 2016-08-24 10:12:52 -04:00
• 20f9241252 Merge pull request #1322 from quantopian/move_risk_calculations Ana Ruelas 2016-08-23 18:39:22 -04:00
• eba78aec1b Merge pull request #1322 from quantopian/move_risk_calculations Ana Ruelas 2016-08-23 18:39:22 -04:00
• 1f829f8c92 MAINT: Update whatsnew for empyrical changes Ana Ruelas 2016-08-23 15:59:32 -04:00
• 5b0ff75c8a MAINT: Update whatsnew for empyrical changes Ana Ruelas 2016-08-23 15:59:32 -04:00
• a4638026c7 TST: Rebuilt example data using empyrical Ana Ruelas 2016-08-23 12:00:29 -04:00
• 7f042476be TST: Rebuilt example data using empyrical Ana Ruelas 2016-08-23 12:00:29 -04:00
• f0af856c13 TST: Update to empyrical, increase test coverage Ana Ruelas 2016-07-18 14:02:38 -04:00
• f57fe0a4b0 TST: Update to empyrical, increase test coverage Ana Ruelas 2016-07-18 14:02:38 -04:00
• 902865cf71 ENH: Use qrisk to calculate risk metrics in cumulative and period Ana Ruelas 2016-06-22 17:25:17 -04:00
• 57d1bb82c4 ENH: Use qrisk to calculate risk metrics in cumulative and period Ana Ruelas 2016-06-22 17:25:17 -04:00
• 78015066c8 Merge pull request #1427 from quantopian/use-equities-calendar-in-equity-fixtures Eddie Hebert 2016-08-23 12:15:00 -04:00
• 82436aa548 Merge pull request #1427 from quantopian/use-equities-calendar-in-equity-fixtures Eddie Hebert 2016-08-23 12:15:00 -04:00
• 6b2d614227 TST: Use equity calendar when writing equity data Eddie Hebert 2016-08-23 11:11:32 -04:00
• 0fb3d9033a TST: Use equity calendar when writing equity data Eddie Hebert 2016-08-23 11:11:32 -04:00
• 0c12e4a5a6 Merge pull request #1426 from quantopian/really-ingest Richard Frank 2016-08-22 18:56:27 -04:00
• b9a7e2fc32 Merge pull request #1426 from quantopian/really-ingest Richard Frank 2016-08-22 18:56:27 -04:00
• f247bc8d05 BUG: Fixes zipline ingest with non-default bundle on python 2 Richard Frank 2016-08-22 18:23:56 -04:00
• 45da8270ff BUG: Fixes zipline ingest with non-default bundle on python 2 Richard Frank 2016-08-22 18:23:56 -04:00
• 193b657bfe BUG: Fixes BcolzMinuteBarMetadata to read the version correctly (#1425) Andrew Daniels 2016-08-22 17:45:07 -04:00
• a8f2b704a2 BUG: Fixes BcolzMinuteBarMetadata to read the version correctly (#1425) Andrew Daniels 2016-08-22 17:45:07 -04:00
• 5be7e006e4 Merge pull request #1423 from quantopian/fix-sharedoc Scott Sanderson 2016-08-22 14:51:05 -04:00
• 7f575c5b0c Merge pull request #1423 from quantopian/fix-sharedoc Scott Sanderson 2016-08-22 14:51:05 -04:00
• 6fc5d7360d Merge pull request #1422 from quantopian/fix-ewma-constructors Lotanna Ezenwa 2016-08-22 14:29:10 -04:00
• 4b5c8f0e1c Merge pull request #1422 from quantopian/fix-ewma-constructors Lotanna Ezenwa 2016-08-22 14:29:10 -04:00
• 8af09141f9 Merge pull request #1424 from quantopian/no-more-symbols Richard Frank 2016-08-22 13:43:56 -04:00
• 5217e835c3 Merge pull request #1424 from quantopian/no-more-symbols Richard Frank 2016-08-22 13:43:56 -04:00
• 4c2783f7ca DOC: Updated more docs to remove --symbols, which was removed Richard Frank 2016-08-22 13:29:16 -04:00
• 87a40491d1 DOC: Updated more docs to remove --symbols, which was removed Richard Frank 2016-08-22 13:29:16 -04:00
• ae121ec1dc MAINT: Simpler impl of pad_lines_after_first. Scott Sanderson 2016-08-22 13:14:31 -04:00
• 346a58604e MAINT: Simpler impl of pad_lines_after_first. Scott Sanderson 2016-08-22 13:14:31 -04:00
• c19d2855ad Added kwargs to ewma constructors LotannaEzenwa 2016-08-22 12:26:57 -04:00