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• a4ce9712b8 DEP: Removes sids field from SimulationParameters jfkirk 2015-06-24 13:36:11 -04:00
• 31f24a238a DEP: Removes unnecessary identifier_cache from asset_finder jfkirk 2015-06-24 10:54:57 -04:00
• 0769e7698b MAINT: Use full function for creating empty vector. Eddie Hebert 2015-07-01 11:14:48 -04:00
• 9bf4855b8c MAINT: Move ZiplineAPI context so that it always wraps main loop. Eddie Hebert 2015-06-30 11:30:13 -04:00
• 62ab540fa2 PERF: Remove repeated member lookup for cumulative metrics. Eddie Hebert 2015-07-01 10:50:57 -04:00
• 7a1a6ddb37 PERF: Reduce time spent indexing in risk cumulative update. Eddie Hebert 2015-06-29 15:30:47 -04:00
• b71b76e133 Merge pull request #605 from grundgruen/data-freq-docstring Scott Sanderson 2015-06-30 08:24:35 -04:00
• e15b6b0484 DOC: removes suggested hourly data_frequency and changes minutely to minute in docstring Warren O'Neill 2015-06-15 11:31:50 +02:00
• 759f346c93 BUG: Fixes issues with AssetFinder future lookups Andrew Daniels 2015-06-29 09:51:50 -04:00
• cc77a52322 ENH: Adds future chain cache and future lookups to AssetFinder Andrew Daniels 2015-06-24 13:47:54 -04:00
• 60418f931d DEV: Refactor logic for populating AssetFinder caches Now populate_cache actually handles the population, and spawn_asset is non-public, i.e. _spawn_asset Andrew Daniels 2015-06-24 13:35:51 -04:00
• 46e7b06991 ENH: Adds root_symbol attribute to Future class Also update AssetFinder to handle root_symbol in meta data Andrew Daniels 2015-06-24 13:18:13 -04:00
• 1ae6037a81 TST: Correct and clean up mock futures data for clarity Andrew Daniels 2015-06-24 13:03:14 -04:00
• 9291a89599 BUG: Prevents payout of dividend on final trading close jfkirk 2015-06-24 15:53:24 -04:00
• a2008f644a TEST: Remove unused test class. Scott Sanderson 2015-06-24 16:11:14 -04:00
• 1c7aaf885f MAINT: Remove left-behind comment. Scott Sanderson 2015-06-24 11:10:47 -04:00
• a0cec5d093 TEST: Clean AssetFinder initialization and tests. Scott Sanderson 2015-06-23 15:49:42 -04:00
• c101e82399 BLD: Pass args to ordered_pip through to pip Richard Frank 2015-06-22 09:44:38 -04:00
• ed8b3b6c8c MAINT: Upgrade mistune to 0.6 Jonathan Kamens 2015-06-17 18:46:08 -04:00
• e2bc13d2fa Merge pull request #613 from quantopian/consume-metadata-error-text Scott Sanderson 2015-06-17 17:21:15 -04:00
• 8b4552a887 BUG: Completes ConsumeAssetMetaDataError message jfkirk 2015-06-17 15:54:19 -04:00
• 3da3cbe7e7 MAINT: Remove position proxy. Eddie Hebert 2015-06-16 16:57:41 -04:00
• aa92922ea8 ENH: Adds security_start_date and _end_date with deprecation warnings jfkirk 2015-06-16 14:26:05 -04:00
• 3a88da28ca MAINT: Upgrade mccabe to 0.3.1 Jonathan Kamens 2015-06-15 08:34:17 -04:00
• bfc992363e TST: Fixes broken test_close_position_event jfkirk 2015-06-12 17:17:10 -04:00
• 847b5bdc42 BUG: The 'file_name' metadata arg now overwrites 'symbol', if it is given jfkirk 2015-06-12 15:54:52 -04:00
• 4aa5072154 DOC: Add docstring for risk.py:choose_treasury. Scott Sanderson 2015-06-12 10:59:43 -04:00
• eced4e700d TST: Adds close position tests for both Equity and Future jfkirk 2015-06-12 10:07:50 -04:00
• 4ef8df2fca ENH: Adds handling of Assets passed to AssetFinder as identifiers jfkirk 2015-06-11 16:49:23 -04:00
• 3ee3a1226b BUG: Fixes handling of CLOSE_POSITION events for Futures jfkirk 2015-06-11 11:40:54 -04:00
• 0d7e23857e TST: add unittest for CLOSE_POSTION event type for futures, add commission to TestAlgorithm warren-oneill 2015-06-10 16:14:25 +02:00
• 13180d5348 PERF: Removes unnecessary and expensive caching of values and exposures jfkirk 2015-06-09 22:50:31 -04:00
• 7e5c638eb8 PERF: Removes asset lookups on every transaction jfkirk 2015-06-09 16:50:13 -04:00
• 1b98d23b91 PERF: Removes asset lookups on ever trade event jfkirk 2015-06-09 16:11:52 -04:00
• a5d1f79a37 TST: Reconciles tests with asset management system jfkirk 2015-06-08 16:30:16 -04:00
• b84ac01cbf ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes jfkirk 2015-06-08 16:29:19 -04:00
• 035bfbd514 ENH: Adds AssetFinder and asset metadata management jfkirk 2015-06-08 15:53:48 -04:00
• 9da644f767 ENH: Moves calling of TradingAlgorithm.initialize to _create_generator jfkirk 2015-06-10 16:00:57 -04:00
• 3d18a2954f TST:adds algo unittest for ClOSE_POSITON event type, adds commission as parameter to TestAlgorithm warren-oneill 2015-06-10 13:41:48 +02:00
• 5ff04c4ea6 Old version of pyflakes required by flake8 2.4.1 Jonathan Kamens 2015-06-09 19:21:48 -04:00
• 7411ca2b26 MAINT: Upgrade tornado, TA-Lib versions Jonathan Kamens 2015-06-09 17:29:34 -04:00
• a9affd5cfc MAINT: Upgrade nose and pyflakes Jonathan Kamens 2015-06-09 13:31:05 -04:00
• 68dbd5ed4a Merge pull request #593 from grundgruen/close_pos_event James Kirk 2015-06-08 17:45:25 -04:00
• c37f914c68 PERF: Use tolerant_equals instead of np.allclose in order types. Eddie Hebert 2015-06-05 14:29:35 -04:00
• 77fb100ae6 adding type as variable to create_test_panel warren-oneill 2015-06-04 15:50:41 +02:00
• 44fbdff4ac added CLOSE_POSITION as source type, added pt.close_position_event(), added process_close_postion(), added close processing to tradesimulation, added unittest for close_position_event warren-oneill 2015-06-04 14:23:46 +02:00
• 1097c37e3d MAINT: Peg pip version and fix incompatibility with pip 7.0.3 Jonathan Kamens 2015-06-03 14:50:56 -04:00
• f9d3dbff47 allow passing of data type from data source warren-oneill 2015-06-03 15:10:54 +02:00
• 9996502573 DEP: Removes use of 'count'-defined test sources jfkirk 2015-05-28 10:43:36 -04:00
• b24bd561e7 BUG: Stop account_needs_update from blocking performance updates Stewart Douglas 2015-05-18 14:29:35 -04:00
• d01e718373 MAINT: PIP requirements syntax change for current PIP compatibility Jonathan Kamens 2015-05-26 15:48:42 -04:00
• 3c862df336 Merge pull request #579 from grundgruen/tracker-days Eddie Hebert 2015-05-26 10:57:51 -04:00
• 064d973ec2 pass day instead of market_open to next_open_and_closes and use day instead of market_close for benchmark index warren-oneill 2015-05-20 16:44:18 +02:00
• 862cfbbd19 MAINT: Group events by type before processing. Eddie Hebert 2015-05-17 23:46:02 -04:00
• cebbe19319 Fix code block formatting in release notes Jeremiah Lowin 2015-05-19 14:25:36 -04:00
• bf3cb6e7a5 Merge pull request #586 from DruRly/DruRly-patch-1 Scott Sanderson 2015-05-19 10:40:36 -04:00
• 723e3e299a MAINT: Upgrade flake8 to 2.4.1 Jonathan Kamens 2015-05-19 10:27:20 -04:00
• a72fa81bbe Fix typo in release notes Dru Riley 2015-05-18 22:50:39 -04:00
• ec395d84f6 MAINT: Switch to python-excel/xlrd.git Jonathan Kamens 2015-05-17 10:24:51 -04:00
• 1e76be611b MAINT: Remove unused method on performance period. Eddie Hebert 2015-05-15 23:31:28 -04:00
• 9e57198e16 MAINT: Remove unused property on performance period. Eddie Hebert 2015-05-14 15:46:17 -04:00
• 8188d9c975 MAINT: Upgrade pytz to 2015.4 Jonathan Kamens 2015-05-13 22:55:10 -04:00
• 3790a5631f MAINT: Upgrade certifi to 2015.4.28 Jonathan Kamens 2015-05-13 06:04:53 -04:00
• 9dab742725 MAINT: Upgrade pandas to 0.16.1 and requests to 2.7.0 Jonathan Kamens 2015-05-12 21:21:28 -04:00
• e32d79807f TEST: Object serialization test requires a trading environment Jonathan Kamens 2015-05-12 15:22:04 -04:00
• 63169961b7 MAINT: Upgrade Logbook to 0.9.1 Jonathan Kamens 2015-05-12 14:46:55 -04:00
• b3faa1dd3f BLD: New xlrd commitish Jonathan Kamens 2015-05-12 13:56:28 -04:00
• dba0a99a16 PERF: Use specific methods for processing events. Eddie Hebert 2015-05-06 23:06:20 -04:00
• 72ab9e74dd MAINT: Remove unused event_count from tracker. Eddie Hebert 2015-05-05 16:31:02 -04:00
• 3bc3316248 Merge pull request #575 from quantopian/remove-dependency-on-intraday-risk-metrics Eddie Hebert 2015-05-04 14:12:24 -04:00
• 16a615f3f0 MAINT: Use setitem syntax instead of update for tracker dict addition. Eddie Hebert 2015-05-04 14:02:47 -04:00
• 63dbea5da4 ENH: Remove unused minute risk containers. Eddie Hebert 2015-04-28 14:23:07 -04:00
• da0a5bbc3f MAINT: Remove dependence on intraday risk for benchmark returns. Eddie Hebert 2015-04-27 14:47:27 -04:00
• 4908d5577e MAINT: Remove unsued perf_key property on simulation object. Eddie Hebert 2015-05-04 13:10:50 -04:00
• 84eb25faab Merge pull request #577 from quantopian/minor_zipline_path_fix Jonathan Kamens 2015-05-04 11:30:43 -04:00
• c43d504212 MAINT: Remove unused hash_args from simulation object. Eddie Hebert 2015-05-04 11:03:01 -04:00
• cd98b52454 BUG: Correct method for finding security lists directory Jonathan Kamens 2015-05-04 10:33:47 -04:00
• fd0530d889 MAINT: Flake8 Jonathan Kamens 2015-05-01 11:03:01 -04:00
• 557e6a3009 Every setup_logger needs a teardown_logger Jonathan Kamens 2015-05-01 07:38:42 -04:00
• 656bd86c17 TST: One more overwrite_sim_params=False needed Jonathan Kamens 2015-04-30 15:38:09 -04:00
• c94880af2c TST: Suppress warnings in test_history_add_field_* tests Jonathan Kamens 2015-04-30 15:31:21 -04:00
• 5c546b4f6c TST: overwrite_sim_params=False in tests when using list of sources Jonathan Kamens 2015-04-30 15:30:19 -04:00
• 8f9f65bdc6 MAINT: Flake8 Jonathan Kamens 2015-04-30 14:31:01 -04:00
• 73459333ef TST: Fix DeprecationWarning in xlrd by using custom version of it Jonathan Kamens 2015-04-30 14:23:53 -04:00
• dcb8aa06af TST: Simplify test_examples and convert to unittest TestCase Jonathan Kamens 2015-04-30 14:23:16 -04:00
• 7bb2677a9d TST: Convert test_munge.py tests to unittest format Jonathan Kamens 2015-04-30 13:27:46 -04:00
• 865a20099a MAINT: Use "difference" instead of "-" to make Pandas happy Jonathan Kamens 2015-04-30 13:19:00 -04:00
• d1b1708ccb Merge pull request #574 from quantopian/do_not_modify_security_lists_directory Jonathan Kamens 2015-04-30 13:01:09 -04:00
• ca0f906b11 TST: Don't modify master security lists directory during tests Jonathan Kamens 2015-04-29 21:41:32 -04:00
• 00ea7b04d1 PERF: Reduce memory usage during risk metric calculations. Eddie Hebert 2015-04-26 13:02:52 -04:00
• e5a93b6f7e MAINT: Upgrade requests to 2.6.2 Jonathan Kamens 2015-04-24 07:12:01 -04:00
• a4f85b9436 Merge pull request #570 from quantopian/orders-by-modified-leak Eddie Hebert 2015-04-23 15:43:03 -04:00
• 5ea4886dc1 MAINT: Upgrade requests to 2.6.1 Jonathan Kamens 2015-04-23 10:56:54 -04:00
• d39c0e830f Merge pull request #568 from quantopian/new_tweak_warnings_module Jonathan Kamens 2015-04-22 22:29:50 -04:00
• f44c15bb38 Scrubbing known warnings Andrew Liang 2015-04-16 18:05:30 -04:00
• 74306f5d2d MAINT: Upgrade Markdown to 2.6.2 Jonathan Kamens 2015-04-22 21:12:12 -04:00
• 8ee7f6bd79 List dependencies before the things that depend on them Jonathan Kamens 2015-04-22 16:06:33 -04:00
• d343e06593 BUG: Remove use of defaultdict leading to memory growth. Eddie Hebert 2015-04-20 23:09:29 -04:00
• ec63397d28 BUG: Stop addition of new list in orders_by_modified on every dt. Eddie Hebert 2015-04-20 22:04:49 -04:00
• fdd4940faf make calendar test compare generated calendar with the benchmark calendar warren-oneill 2015-03-26 10:44:31 +01:00