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• 287023498e BUG: Fix flake8 Brian Fink 2014-10-28 22:10:28 -04:00
• 93296d7ef5 ENH: Add serialization to account Brian Fink 2014-10-28 21:54:14 -04:00
• affeb2afbc DEV: Add tz kwarg to get_datetime. Scott Sanderson 2014-10-21 22:36:17 -04:00
• 820115f7be MAINT: Replace iterkv with iteritems. Thomas Wiecki 2014-10-22 15:55:33 +02:00
• 18ad02f6a4 MAINT: Make len check for ffillable explicit. Thomas Wiecki 2014-10-22 15:41:16 +02:00
• c6e85d08f0 ENH: Does value checking for time offsets for market_open and market_close Joe Jevnik 2014-10-14 11:01:18 -04:00
• 69124cb6ab BUG: Fixed a bug with offsets in week_start and week_end Joe Jevnik 2014-10-13 18:01:57 -04:00
• 615228b272 ENH: Changes the default time_rule for schedule_function to market_open() Joe Jevnik 2014-10-13 16:49:12 -04:00
• ad25f29b7b ENH: Provides aliases for the (Date|Time)RuleFactory classes for better Quantopian/Zipline interoperability Joe Jevnik 2014-10-13 16:14:56 -04:00
• d360b9d9bd ENH: Provides a more descriptive error if market_open or market_close are provided a non-keyword argument that is not a datetime.timedelta Joe Jevnik 2014-10-13 16:10:54 -04:00
• 76c32f2940 PERF: Use np.empty instead of np.ones. Scott Sanderson 2014-10-18 16:49:27 -04:00
• 7104725e3c DEV: Cleanup from PR comments. Scott Sanderson 2014-10-17 11:55:30 -04:00
• 30c4a1a1dc PERF: Optimized rewrite of HistoryContainer.update. Scott Sanderson 2014-10-16 22:32:43 -04:00
• 50c5b73a7b add account object to context Brian Fink 2014-09-12 13:34:13 -04:00
• df234f516c BUG: Fixes various bugs with the event manager: Joe Jevnik 2014-10-07 18:14:42 -04:00
• 1d3a8759bc MAINT: Remove use of deprecated getchildren method on xml element Jonathan Kamens 2014-10-02 14:12:55 -04:00
• d6e997e96c BUG: Stops the TradingEnvironment from being created at import time when zipline.utils.events is imported. Joe Jevnik 2014-10-07 12:30:28 -04:00
• 3c37704a5b ENH: Adds a new api method schedule_function. Joe Jevnik 2014-09-15 11:02:04 -04:00
• 6050b57fa4 Merge pull request #406 from gitter-badger/gitter-badge Thomas Wiecki 2014-10-05 01:23:25 +02:00
• 02f5f30fdf Added Gitter badge The Gitter Badger 2014-10-03 22:46:37 +00:00
• 490391b9ae TEST: Remove uncessary copy calls from history tests. Scott Sanderson 2014-10-03 00:30:30 -04:00
• 028ba719a2 BUG: Fix numpy dtype casting bug that only manifests in pandas 0.14.0. Scott Sanderson 2014-10-02 18:09:51 -04:00
• d52dc68b5a PERF: Use numpy functions for concatenation in history. Scott Sanderson 2014-10-02 16:10:56 -04:00
• 19d97524da PERF: Don't apply lambdas to large DataFrames. Scott Sanderson 2014-10-02 11:12:51 -04:00
• 235954d480 DEV: Overhaul core history logic. Scott Sanderson 2014-09-29 14:37:36 -04:00
• b3c7c26cee MAINT: Remove unused function in test_rolling_panel.py. Scott Sanderson 2014-09-29 14:38:45 -04:00
• fcb137e0bb DOC: Clarificatory comments in HistoryContainer. Scott Sanderson 2014-09-29 10:56:00 -04:00
• 9152d8da37 DOC: Slightly better comment on Frequency._ffill. Scott Sanderson 2014-09-29 10:52:53 -04:00
• c477680ca3 MAINT: Use filter builtin instead of if-statement and continue. Scott Sanderson 2014-09-22 11:56:52 -04:00
• 97e4e5e94d MAINT: In _create_generator only overwrite perf_tracker when it's None. Scott Sanderson 2014-09-29 10:51:27 -04:00
• 94b53bdcb7 MAINT: Minor tweaks to docstring. Scott Sanderson 2014-09-22 09:43:53 -04:00
• 4db4256cfe MAINT: Adds a tests/utils/ directory and renames test_utils.py to utils/test_factory.py Joe Jevnik 2014-09-29 12:57:39 -04:00
• fd71f956c7 DOC: Add more information to IncompatibleHistoryFrequency message. Scott Sanderson 2014-09-19 23:48:55 -04:00
• 16827e1af4 REV: Revert numpy update (back to 1.8.1) John Ricklefs 2014-09-18 14:10:13 -04:00
• 0eb12156c8 BLD: Update numpy to 1.8.2 John Ricklefs 2014-09-18 12:23:54 -04:00
• 4615b57fc2 MAINT: Add custom exception for incompatible history frequency specification. Thomas Wiecki 2014-09-18 16:18:55 +02:00
• 69a66f776e BLD: Trying to fix travis. Thomas Wiecki 2014-09-17 19:21:29 +02:00
• cbb8e28f8e TST: Fix history unittest. Thomas Wiecki 2014-09-17 18:17:36 +02:00
• 5490349c62 MAINT: Test frequency.unit_str instead of frequency string. Thomas Wiecki 2014-09-17 18:17:11 +02:00
• 49b511558d BLD: Remove numpy 1.8.1 requirement from travis. Thomas Wiecki 2014-09-17 16:23:17 +02:00
• 011f072fe2 MAINT: Add assertion for incompatible history freq specification. Supplying 1m frequency to history but only providing daily source data resulted in an odd non-descript exception. This adds a specific check and raises a more informative exception. Thomas Wiecki 2014-09-17 15:04:37 +02:00
• 7eb1d719ed MAINT: Check attributes instead of contains for event fields. Eddie Hebert 2014-09-08 11:09:41 -04:00
• 6a5eaea835 MAINT: Use local variable with same value Richard Frank 2014-08-22 17:34:40 -04:00
• 3784ed4ba9 ENH: A TradingAlgorithm method called before each trading day Richard Frank 2014-08-22 09:30:57 -04:00
• 1b2d79988f BUG: Fix exception when comparing Event to object with no __dict__. Scott Sanderson 2014-09-02 20:42:49 -04:00
• 5d5dbb5c3a Merge pull request #385 from quantopian/exception-on-nan-order-value Delaney Granizo-Mackenzie 2014-08-26 14:43:22 -04:00
• 5488da0dc2 ENH: Well formed exception for any value passed to OrderStyle Delaney Granizo-Mackenzie 2014-08-25 15:47:31 -04:00
• 15f33d3e9d BUG: Exception will be raised when nan value sent to order() Delaney Granizo-Mackenzie 2014-08-22 00:55:09 -04:00
• 16d15ed514 Merge pull request #384 from quantopian/q-or-zipline Joe Jevnik 2014-08-21 14:32:14 -04:00
• 7563124547 ENH: Adds a new api_method called get_environment so that users may check if their algorithm is running in zipline or on Quantopian. llllllllll 2014-08-07 16:23:21 -04:00
• 4420e370ff MAINT: Move call to updated_portfolio in AlgorithmSimulator. Scott Sanderson 2014-07-28 22:20:41 -04:00
• 3e978d0ebb MAINT: Remove unused methods from TradingAlgorithm. Scott Sanderson 2014-07-28 22:19:18 -04:00
• d02dd972d5 BUG: Fix crash in transforms on malformed CUSTOM events. Scott Sanderson 2014-07-21 18:07:26 -04:00
• f9b1fe6ff6 Merge pull request #383 from quantopian/welcome-to-the-family Joe Jevnik 2014-08-06 18:43:33 -04:00
• 90405b1c99 MAINT: Adds symbol to the list of api_methods. llllllllll 2014-08-05 15:23:19 -04:00
• d73d2336ac Merge pull request #380 from quantopian/broker_order_statuses John Ricklefs 2014-08-06 15:33:57 -04:00
• f13bbd5d76 ENH: Re-work the usage of _status on Order John Ricklefs 2014-08-04 14:53:04 -04:00
• dd97292a94 TST: Add tests for behavior of rejected/held orders. John Ricklefs 2014-08-04 11:40:29 -04:00
• 65dea626a0 BUG: Clean up handling of reject() and hold() orders Brian Fink 2014-08-01 13:23:28 -04:00
• ec20b3be8a ENH: Add new order statuses for broker integration John Ricklefs 2014-06-06 11:32:17 -04:00
• bb6e9c26c0 Merge pull request #382 from quantopian/talib_optional Thomas Wiecki 2014-08-06 15:13:00 +02:00
• 3c8363722e MAINT: Log more information on history update failure. Eddie Hebert 2014-08-05 00:05:54 -04:00
• 3f1c3b39ad MAINT: Make talib an optional dependency. Fixes #362. Thomas Wiecki 2014-08-04 13:25:46 +02:00
• e9b7209c13 MAINT: Factor talib tests out to separate file. Thomas Wiecki 2014-08-04 13:17:21 +02:00
• c12304ce40 DOC: Updated dual moving average example to use symbol lookup. Thomas Wiecki 2014-08-04 12:21:50 +02:00
• 79041df093 Created 0.7.1 release notes Delaney Granizo-Mackenzie 2014-07-29 12:59:00 -04:00
• 3b9fa53719 Merge pull request #378 from quantopian/fixed-zero-last-sale-price Delaney Granizo-Mackenzie 2014-07-29 12:15:23 -04:00
• 0fd78cd54a BUG: Fixed random dips in returns as shown to user. Delaney Granizo-Mackenzie 2014-07-25 15:04:23 -04:00
• 2a71f8353a DOC: Fix readme example and update dependency doc. Thomas Wiecki 2014-07-26 09:28:44 +02:00
• 97781dc39e BLD: Update md5 sum in meta.yaml. Thomas Wiecki 2014-07-25 19:37:17 +02:00
• a7de02176b Bump version: 0.7.0rc1 → 0.7.0 Thomas Wiecki 2014-07-25 19:34:49 +02:00
• 6dc9c1b8ae BUG: Fix comparison for pandas 0.14. Closes #377. Thomas Wiecki 2014-07-25 19:31:25 +02:00
• d4d0477eb5 BLD: Add Python as a conda dependency. Thomas Wiecki 2014-07-22 11:09:42 +02:00
• 62c9b96674 Merge pull request #372 from quantopian/moved-perf-tracker-assignment Delaney Granizo-Mackenzie 2014-07-21 13:48:22 -04:00
• 97c88c3c30 BUG: Put initialization of perf_tracker back in __init__ Delaney Granizo-Mackenzie 2014-07-16 15:41:18 -04:00
• 0ff6a1cc1b BLD: Update md5 sum. Thomas Wiecki 2014-07-21 15:05:29 +02:00
• 5b1afe166b DOC: Update release notes for 0.7 Thomas Wiecki 2014-07-21 14:31:40 +02:00
• d610ea0a3b DOC: Rename 'guid' to 'id' in dividend tracking logic. Scott Sanderson 2014-07-14 02:23:24 -04:00
• 1039919340 STY: In test_perf_tracking, import datetime/timedelta via from-import. Scott Sanderson 2014-07-11 18:55:00 -04:00
• 4712891e88 ENH: Remove dividends from the event stream. Scott Sanderson 2014-07-11 18:53:52 -04:00
• a8431944aa MAINT: Add comments and rename methods in PerformanceTracker. Scott Sanderson 2014-07-10 16:14:46 -04:00
• 0176279404 MAINT: Refactor AlgorithmSimulator.transform. Scott Sanderson 2014-07-08 13:51:17 -04:00
• 8d16efc5c4 Bump version: 0.7.0 → 0.7.0rc1 Thomas Wiecki 2014-07-18 15:38:30 +02:00
• d6f26274ac Bump version: 0.6.1 → 0.7.0 Thomas Wiecki 2014-07-18 15:38:20 +02:00
• 5199031b68 BLD: Update .bumpversion.cfg to new config file specs. Thomas Wiecki 2014-07-18 14:37:58 +02:00
• e139294551 DOC: Typos in release announcements. Thomas Wiecki 2014-07-17 17:29:54 +02:00
• 0bfb18f23b DOC: Update release notes for 0.7. Add tutorial link to README. Thomas Wiecki 2014-07-17 17:23:22 +02:00
• eae41b8e7a DOC: Add tutorial and update examples to use history. Thomas Wiecki 2014-06-04 15:46:54 +02:00
• 443bc718f4 Merge branch 'history_support_daily_input' Thomas Wiecki 2014-07-16 17:22:32 +02:00
• 78d2a7ef9a TST: Add unittest for daily history with midnight dt. Thomas Wiecki 2014-07-15 17:39:30 +02:00
• 845712e5eb MAINT: Factor out column conversion in HistoryContainer. Thomas Wiecki 2014-06-30 17:49:27 +02:00
• 6de4d32ee1 ENH: Change open and close to midnight if using daily input data. Thomas Wiecki 2014-06-29 17:40:48 +02:00
• 4980928394 MAINT: Remove redundant perf_tracker member. Eddie Hebert 2014-07-12 00:06:09 -04:00
• 9b01d78f5d ENH: Implemented AUTO_INITIALIZE feature. Delaney Granizo-Mackenzie 2014-07-08 11:01:05 -04:00
• 3521a11ed4 ENH: Added informative message for calling order in init. Delaney Granizo-Mackenzie 2014-07-08 10:58:31 -04:00
• 6baabc5975 Update zipline-0.6.2.md Delaney Granizo-Mackenzie 2014-07-02 11:20:12 -04:00
• 3a48eb9bc2 Update zipline-0.6.2.md Delaney Granizo-Mackenzie 2014-07-02 11:03:17 -04:00
• 6920fec9a3 Update zipline-0.6.2.md Delaney Granizo-Mackenzie 2014-07-02 10:57:27 -04:00
• d105d615d0 MAINT: Removed undocumented and untested sources for pytables and csv. Closes #267. Thomas Wiecki 2014-07-02 11:32:27 +02:00
• 8d09305c36 BUG: Fix constant of trading hours to be 6.5. Fixes #214. Thomas Wiecki 2014-07-02 11:26:35 +02:00