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• 510dc2ae7b TST: test_finance.py can't handle being parallelized Jonathan Kamens 2015-09-08 08:49:11 -04:00
• cf41373f8f BUG: Symbol look-up now uses the sim_params.period_end as a look-up date jfkirk 2015-07-14 16:18:55 -04:00
• de09433fd4 MAINT: allows contract_multiplier to be non-integer Warren O'Neill 2015-08-31 16:46:35 +02:00
• 6e8a4b8144 ENH: Improvements to rank(). Scott Sanderson 2015-08-29 22:49:28 -04:00
• a04dcfa6b8 TEST: Rename test. Scott Sanderson 2015-08-28 11:43:28 -04:00
• 90e81d0df0 MAINT: Add TermGraph class. Scott Sanderson 2015-08-28 11:03:38 -04:00
• 7eae44fff7 STY: _add_to_graph fits on one line. Scott Sanderson 2015-08-25 15:16:01 -04:00
• 6c2d7ff395 STY: Use same names in subclass. Scott Sanderson 2015-08-25 14:09:46 -04:00
• dd1f9221f9 Merge pull request #691 from quantopian/500-errors Scott Sanderson 2015-08-28 18:51:24 -04:00
• 14ab02bfaa Remove comment dmichalowicz 2015-08-28 15:16:04 -04:00
• b7cf84e4ec Add SidNotFound exception case dmichalowicz 2015-08-28 13:27:22 -04:00
• c738eab0b8 TEST: Run nosetests with timings. Scott Sanderson 2015-08-26 18:39:54 -04:00
• 83f160dca0 Merge pull request #689 from quantopian/assets-from-ffc-matrix Scott Sanderson 2015-08-26 19:04:46 -04:00
• 780263da06 ENH: Return asset-indexed DataFrame for data.factors. Scott Sanderson 2015-08-26 17:32:44 -04:00
• c6aa36e5c1 Merge pull request #684 from quantopian/apparently-windows-doesnt-have-nan Scott Sanderson 2015-08-25 13:10:50 -04:00
• 2521263c06 TST: Prevent some test cases from being split Jonathan Kamens 2015-08-25 11:56:36 -04:00
• 39321c2868 Merge pull request #685 from quantopian/data-in-before-trading-start Scott Sanderson 2015-08-25 10:49:59 -04:00
• f7039d6f52 ENH: Make data available in before_trading_start. Scott Sanderson 2015-08-21 12:37:17 -04:00
• 41d4133c74 BUG: Use NAN from numpy. Scott Sanderson 2015-08-21 11:33:20 -04:00
• 8dc0276d99 Merge pull request #682 from quantopian/fix_ipython_call Thomas Wiecki 2015-08-20 11:16:31 +02:00
• 0c44ebe2ad BUG Regression caused by adding print_algo to args parser. Remove default print_algo kwarg when called from IPython interface. Thomas Wiecki 2015-08-20 10:58:16 +02:00
• cfce3a7c77 Merge pull request #681 from quantopian/sanest-setup Joe Jevnik 2015-08-19 15:19:02 -04:00
• d444f593cd BLD: Take advantage of pip download caching. Scott Sanderson 2015-08-19 03:05:22 -04:00
• d7635fb75c BLD: Install coverage during builds. Scott Sanderson 2015-08-19 02:57:49 -04:00
• de4446425f BLD: Build on travis' container infrastructure. Scott Sanderson 2015-08-19 02:57:22 -04:00
• ee47ec1d3d BLD: Package all zipline.* modules when building eggs. Jonathan Kamens 2015-08-19 10:38:11 -04:00
• f2d5f42a6b BLD: Lazy-load Cython and numpy when installing package. Jonathan Kamens 2015-08-19 10:37:25 -04:00
• 30847a10a7 BUG: Interface of load_adjusted_array is to return a list of arrays Richard Frank 2015-08-06 13:46:40 -04:00
• a801547122 BLD: Read requirements from setup.py Scott Sanderson 2015-08-05 18:28:23 -04:00
• 8528556970 Merge pull request #677 from quantopian/clarify-assets-test Scott Sanderson 2015-08-16 14:31:47 -04:00
• 4b7cef8703 TEST: Clarify test in asset finder. Scott Sanderson 2015-08-13 11:41:33 -04:00
• fcda943e7d Merge pull request #671 from quantopian/no-more-threadbound Jean Bredeche 2015-08-06 14:58:06 -04:00
• ff87fd32e3 BUG: Let logbook figure out how to bind the context manager. Jean Bredeche 2015-08-06 13:52:58 -04:00
• 6897536317 DEV: Raise useful error if we get dupe assets. Scott Sanderson 2015-08-06 11:11:54 -04:00
• e0bd25cb18 MAINT: Remove temporary nullctx alias. Scott Sanderson 2015-08-05 18:36:16 -04:00
• 48c609debc BUG: Improves lookup_future_chain to handle NaT date args Andrew Daniels 2015-08-03 17:59:55 -04:00
• 65448cc8d1 ENH Add command line option for printing algo on stdout, default is false. Andrea D'Amore 2015-03-29 13:24:36 +02:00
• 85d53dcce8 Merge pull request #588 from jlowin/patch-2 Joe Jevnik 2015-08-05 03:12:18 -04:00
• 3f45494771 MAINT: Encapsulate engine initialization. Scott Sanderson 2015-08-04 19:26:56 -04:00
• 223c8d02f9 MAINT: Don't alias bounds in engine loop. Scott Sanderson 2015-08-04 19:24:55 -04:00
• 7f374f2ba3 MAINT: Bump bcolz version to latest. Scott Sanderson 2015-08-04 18:16:09 -04:00
• b89fc0c028 BUG: Fix error from RequiredWindowLengthMixin. Scott Sanderson 2015-08-04 01:41:03 -04:00
• e91b1c56b2 MAINT: Remove unused import. Scott Sanderson 2015-08-04 01:40:16 -04:00
• 0cc84e7a15 BUG: Use normed last_close instead of period_end. Scott Sanderson 2015-08-03 12:09:26 -04:00
• 69d5aed7f6 BUG: Pop ffc_loader kwarg in TradingAlgorithm. Scott Sanderson 2015-08-03 12:09:00 -04:00
• 45d829cda0 BUG: Use a "real" index in NoOpFFCEngine. Scott Sanderson 2015-08-03 12:08:08 -04:00
• 7bb20eb297 MAINT: Check dates before computing factor_matrix. Scott Sanderson 2015-08-03 12:02:34 -04:00
• 5da03d2df5 BUG: Make NumExprFilter return ndarray. Scott Sanderson 2015-08-03 11:59:11 -04:00
• 67c56f768b ENH: Adds auto-closing feature and implements for Futures jfkirk 2015-07-31 10:38:44 -04:00
• f13e9fd125 TEST: Add test asserting dynamic api_methods. Scott Sanderson 2015-07-24 14:28:21 -04:00
• 01c03d2267 MAINT: Add nullctx back to test_utils. Scott Sanderson 2015-07-29 11:25:35 -04:00
• de3111d51a BUG: dict.itervalues() doesn't exist in PY3 Scott Sanderson 2015-07-27 14:01:05 -04:00
• ef4f642e62 ENH: Compute engine architecture for FFC API. Scott Sanderson 2015-05-07 13:53:37 -04:00
• 6b72b60cde MAINT: Don't install non-zipline packages. Scott Sanderson 2015-07-24 16:23:20 -04:00
• 26ef001bfc Merge pull request #658 from quantopian/remove-unused-property Scott Sanderson 2015-07-28 19:34:14 -04:00
• dca679edcb BUG: Logbook 0.10.0 requires explicit handler Jonathan Kamens 2015-07-28 04:38:41 -04:00
• 576e4184d7 BLD: Update mock to release 1.3.0 Jonathan Kamens 2015-07-24 12:28:51 -04:00
• 393ea35e46 BLD: Switch back to PyPI version of xlrd Jonathan Kamens 2015-07-24 12:28:12 -04:00
• 622144fa75 BLD: Add "--exists-action w" to pip invocations Jonathan Kamens 2015-07-23 15:58:08 -04:00
• 21610053e6 MAINT: Upgrade PyPI versions of tornado, mistune, mock, patsy Jonathan Kamens 2015-07-23 14:51:25 -04:00
• 5e796aacf1 DEV: Add piprot and its deps to requirements_dev.txt Jonathan Kamens 2015-07-23 14:34:03 -04:00
• 20c5fc356f MAINT: Remove unused assets property. Scott Sanderson 2015-07-21 17:43:43 -04:00
• 16ab46b69c DEV: Uses ValueError when PerformanceTracker.to_dict receives invalid emission type jfkirk 2015-07-21 16:06:52 -04:00
• 8d5bfd3c91 BUG: Aligns performance packet generation between minute and daily modes jfkirk 2015-07-21 13:25:39 -04:00
• f22e9e5122 Revert "PERF: Reuse one cursor in asset finder lookups." Eddie Hebert 2015-07-16 15:36:48 -04:00
• 136a09776d PERF: Reuse one cursor in asset finder lookups. Eddie Hebert 2015-07-16 15:16:36 -04:00
• 376dc7b703 BUG: Fix exception on no symbol with fuzzy enabled Eddie Hebert 2015-07-15 15:52:33 -04:00
• ace2b5c9e9 PERF: Improve risk metrics update speed. Eddie Hebert 2015-07-14 10:36:23 -04:00
• 27ab36deb2 MAINT: Remove references to minute risk. Eddie Hebert 2015-07-14 11:02:27 -04:00
• 64bbb83ee8 BUG: Force string for asset data values. Eddie Hebert 2015-07-15 09:24:42 -04:00
• 3f57b742d3 BUG: Provide asset data for multiple symbol error. Eddie Hebert 2015-07-15 08:30:49 -04:00
• 85b6260d80 BUG: Make sure metadata_cache is created. Eddie Hebert 2015-07-14 22:49:00 -04:00
• b2fc9da1c8 PyPI updates Jonathan Kamens 2015-07-14 17:18:57 -04:00
• ac77133672 Merge pull request #651 from quantopian/remove-string-is-checks Scott Sanderson 2015-07-14 15:39:21 -04:00
• a7f967fb20 BUG: Replaces is-check against string jfkirk 2015-07-14 15:18:55 -04:00
• 36319122cc PERF: Change asset finder to be backed by sqlite3. Eddie Hebert 2015-07-08 23:10:37 -04:00
• 3847fa70e0 MAINT: Remove shadowing of built-in type function. Eddie Hebert 2015-07-13 16:38:50 -04:00
• 2ab9f8a63c ENH: Futures API Andrew Daniels 2015-07-10 15:45:29 -04:00
• f30c249e0e Upgrade versions of pbr and mock Jonathan Kamens 2015-07-12 15:54:24 -04:00
• ad4126bf58 STY: Remove unused import. Eddie Hebert 2015-07-10 17:03:44 -04:00
• 7adba53f54 MAINT: pip<7.1.0 is incompatible with mock 1.1 Jonathan Kamens 2015-07-10 16:24:28 -04:00
• 2616a12551 TST: Remove test for lookup of future contract by symbol. Eddie Hebert 2015-07-10 14:35:52 -04:00
• 38112aebc4 MAINT: Fix typos in etc/requirements_dev.txt Jonathan Kamens 2015-07-10 10:47:05 -04:00
• 996ea19315 MAINT: Add more packages required by mock to requirements_dev.txt Jonathan Kamens 2015-07-10 10:29:18 -04:00
• cb1bc4aa19 MAINT: Update mock and pull in all the packages it requires Jonathan Kamens 2015-07-10 09:26:44 -04:00
• 5b0a7ae5a5 MAINT: Upgrade nose-parameterized to 0.5.0 Jonathan Kamens 2015-07-10 02:21:10 -04:00
• efa6d8dbce ENH: Adds a perf tracker method to handle SIDs leaving the universe jfkirk 2015-07-09 13:28:40 -04:00
• 7cde3939bf BUG: Determine valid future contracts with notice date Andrew Daniels 2015-07-09 15:03:00 -04:00
• 50d557975d MAINT: Upgrade Cython to 0.22.1 Jonathan Kamens 2015-07-09 14:41:57 -04:00
• 6820fa704a MAINT: Upgrade nose-parameterized to 0.4.2 Jonathan Kamens 2015-07-09 14:00:29 -04:00
• bfcb91b359 MAINT: Move possible side assignment to insert metadata method. Eddie Hebert 2015-07-08 15:05:00 -04:00
• 9688989eba MAINT: Use symbol lookup directly from algorithm. Eddie Hebert 2015-07-08 14:35:10 -04:00
• 1032972b74 ENH: Adds the full Asset objects to the kwargs of MultipleSymbolsFound jfkirk 2015-07-08 09:52:14 -04:00
• 1906052a7a BUG: Sets the datetime of TradingAlgorithm initially to the simulation period start Andrew Daniels 2015-07-07 17:15:12 -04:00
• f46fef1755 TST: Remove asset finder test for NASDAQ collisions. Eddie Hebert 2015-07-06 09:54:31 -04:00
• 977c6cfcde MAINT: Consolidates and improves future lookup methods Andrew Daniels 2015-06-30 17:39:05 -04:00
• a05253b1b6 BLD: Add contextlib2 to TravisCI build config. Eddie Hebert 2015-07-02 10:31:54 -04:00
• 1ec70b2a26 ENH: Removes use of lookup_generic in DataFrame index mapping jfkirk 2015-06-29 13:53:21 -04:00
• 2421753509 TST: Fixes broken tests for DataFrameSource jfkirk 2015-06-26 18:23:20 -04:00
• 258b5ea2ca API: DataFrame/Panel sources expect integer sids, not identifiers jfkirk 2015-06-26 16:41:38 -04:00