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• c3169f60cd ENH: Added dynamic name functionality to record() API function. Delaney Granizo-Mackenzie 2014-06-26 16:46:23 -04:00
• 75b415ac48 BUG: Algo no longer crashes after creating new history column. Scott Sanderson 2014-06-30 11:49:34 -04:00
• f8e84ecd48 MAINT: Remove unused annualizer code. Thomas Wiecki 2014-06-18 16:58:11 +02:00
• 10885e1b77 MAINT: One way to set sim_params and data_frequency. Thomas Wiecki 2014-06-18 11:35:47 +02:00
• 4c9cf1321d PERF: Replace .ix usages with with .loc in TradingEnvironment. Scott Sanderson 2014-06-26 17:17:08 -04:00
• 6a2ee7c417 BUG: History no longer fails on length-1 '1m' price-only HistorySpecs Scott Sanderson 2014-06-24 20:32:07 -04:00
• 1b571a53a5 BLD: Second try at coverage integration. Thomas Wiecki 2014-06-18 20:20:59 +02:00
• be1ccd169a DOC: Add coverage badge to README. Thomas Wiecki 2014-06-18 20:00:16 +02:00
• d4e05090a3 BLD: Add coverage integration. Thomas Wiecki 2014-06-18 19:59:06 +02:00
• ff11628cd3 DOC: Wrong link for badges. Thomas Wiecki 2014-06-18 17:46:59 +02:00
• d6a392e394 DOC: Add version and download counter to README. Thomas Wiecki 2014-06-18 17:45:26 +02:00
• fe52254bc2 BUG: Rolling back Logbook version due to incompatibility with Processor/filter interactions. Scott Sanderson 2014-06-16 13:49:53 -04:00
• 96bdb22db9 BUG: RollingPanel was not behaving correctly in corner cases. Thomas Wiecki 2014-06-04 16:28:53 +02:00
• e4c974f4b8 ENH: Add removal of elements in benchmark. Thomas Wiecki 2014-06-04 16:07:23 +02:00
• 79c91897ba ENH: Add freq_filter argument to HistoryContainer.update_digest_panels. Scott Sanderson 2014-06-09 17:42:41 -04:00
• 7995e6ac0d DOC: Tweaks to docstrings in history.py and history_container.py. Scott Sanderson 2014-06-09 17:40:57 -04:00
• 6e92b40ed9 MAINT/TEST: Move to_utc from history_cases.py to test_utils.py. Scott Sanderson 2014-06-09 17:37:26 -04:00
• 36501a462b BLD: Set scipy back to 0.12.0 Eddie Hebert 2014-06-09 14:43:15 -04:00
• 49eaeeb6ae BUG: Apply integer truncation to order amounts earlier in the pipeline. Scott Sanderson 2014-06-09 11:33:51 -04:00
• 2a73873097 BUG: Remove output arg before calling run_pipeline Thomas Wiecki 2014-06-09 17:17:37 +02:00
• f6cbd5eba8 Merge branch 'one_minute_history_for_realz' Scott Sanderson 2014-06-05 16:37:38 -04:00
• fba649dd7a TST: Changed test_mixed_frequencies to use a half day. Scott Sanderson 2014-06-05 13:55:21 -04:00
• cfe00b0c37 ENH/TEST: Enable '1m' history and add tests for the frequency. Scott Sanderson 2014-06-02 23:43:13 -04:00
• 3a1fc1032e ENH: Overhaul logic in HistoryContainer. Scott Sanderson 2014-06-03 15:26:55 -04:00
• 15f1947652 BUG: Don't return mostly nans from get_history when ffill=False. Scott Sanderson 2014-06-02 23:22:41 -04:00
• bad4c9a439 ENH: Prep work for supporting '1m' history. Scott Sanderson 2014-05-30 18:30:25 -04:00
• b6e5345893 ENH: Enhancements to TradingEnvironment. Scott Sanderson 2014-05-30 18:24:24 -04:00
• de3be983ad BUG: BarData.values() no longer causes in an infinite loop on Python 3. Scott Sanderson 2014-06-05 15:14:26 -04:00
• 7daf58ec9b ENH: Add a class-level instance method on TradingEnvironment. Scott Sanderson 2014-06-02 23:36:38 -04:00
• 5392506d6d DOC: Documentation fixups in history_container.py. Scott Sanderson 2014-05-16 13:44:08 -04:00
• 0b37663fed Revert "MAINT: Peg .travis.yml packages to specific versions in line with requirements.txt." Scott Sanderson 2014-06-04 14:48:59 -04:00
• a372549f6f DOC: Add @humdings to contributors. Thomas Wiecki 2014-06-04 20:08:18 +02:00
• 7547ef535a MAINT: Removed unused keyword arg David Edwards 2014-06-02 14:16:47 -07:00
• 243c0348f3 MAINT: Refactored target order methods David Edwards 2014-06-02 13:29:36 -07:00
• 450dded491 MAINT: Peg .travis.yml packages to specific versions in line with requirements.txt. Scott Sanderson 2014-06-04 13:58:03 -04:00
• 1fb78a34cd MAINT: Bump numpy version in .travis.yml. Scott Sanderson 2014-06-04 10:54:50 -04:00
• 744decf9de STY: Normalize styles across installations via .dir-locals.el Eddie Hebert 2014-06-03 11:15:21 -04:00
• 26b2a466cf BLD: Update pytz to latest version. Eddie Hebert 2014-06-02 22:14:39 -04:00
• 40001f3509 STY: Remove warning when ordering zero shares. Thomas Wiecki 2014-06-02 15:50:21 +02:00
• 1705428aa4 BLD: Remove pip-tools dependency. Eddie Hebert 2014-05-31 21:56:10 -04:00
• d384f63e25 BLD: Update tornado to latest. Eddie Hebert 2014-05-30 15:48:10 -04:00
• 45c3fafaae BLD: Update xlrd package to latest. Eddie Hebert 2014-05-30 14:58:08 -04:00
• f481d9e7df BLD: Update Markdown library. Eddie Hebert 2014-05-30 14:47:37 -04:00
• 93acee4091 BLD: Keep Travis lint and test packages in sync with requirements file. Eddie Hebert 2014-05-30 14:11:44 -04:00
• 2debde31ba BLD/STY: Upgrade to latest versions of lint checkers. Eddie Hebert 2014-05-30 12:44:10 -04:00
• 2c8e019835 BLD: Update nose to latest version. Eddie Hebert 2014-05-29 23:20:30 -04:00
• 99ecffdb42 BLD: Remove deprecated pip --use-mirrors flag. Eddie Hebert 2014-05-29 13:18:00 -04:00
• 46820ee796 BLD: Update pyparsing to 2.0.2 Eddie Hebert 2014-05-29 13:13:56 -04:00
• 0338dd73e1 ENH: Filter out empty lists from get_open_orders. Scott Sanderson 2014-05-28 17:23:57 -04:00
• 00f89a69b4 BLD: Make TA-Lib install compatible with pip >= 1.5 Eddie Hebert 2014-05-28 13:47:40 -04:00
• caa14ee8f0 BLD: Order build of pandas before statsmodels. Eddie Hebert 2014-05-28 12:03:09 -04:00
• b34191bb01 BLD: Order scipy install before statsmodels. Eddie Hebert 2014-05-28 11:44:19 -04:00
• ce4567b4bb BLD: Upgrade pytz to 2014.3 Eddie Hebert 2014-05-21 14:26:55 -04:00
• 2ef576a758 BLD: Upgrade Logbook to 0.7.0 Eddie Hebert 2014-05-21 14:26:27 -04:00
• 543165fa05 BLD: Upgrade Cython dependency. Eddie Hebert 2014-05-27 16:10:19 -04:00
• dbaf0facda BLD: Upgrade six library to 1.6.1 Eddie Hebert 2014-05-27 15:55:36 -04:00
• cfd3656d28 BLD: Upgrade requests dependency to 2.3.0 Eddie Hebert 2014-05-27 15:08:09 -04:00
• 9572c55a9d STY: Remove trailing empty line from requirements file. Eddie Hebert 2014-05-27 11:56:09 -04:00
• ecd9bff0d6 PERF/BUG: Make the portfolio property call updated_portfolio. Scott Sanderson 2014-05-26 17:44:13 -04:00
• 146ec9329b BLD: Upgrade numpy from 1.8.0 -> 1.8.1 Eddie Hebert 2014-05-23 16:19:43 -04:00
• 96d8ebec3d BLD: List patsy before statsmodels in requirements.txt Jonathan Kamens 2014-05-21 05:25:05 -04:00
• 03e40fd057 BLD: statsmodels requires patsy Jonathan Kamens 2014-05-21 05:15:56 -04:00
• fd0d0a84d8 DOC: More generic PostInit error messages. Scott Sanderson 2014-05-20 14:38:56 -04:00
• 32a29088fe BLD: Move statsmodels from dev requirements into main requirements. Tony Lambiris 2014-05-19 12:25:38 -04:00
• 2be999e277 DOC: Update release notes for all_api_methods helper. Scott Sanderson 2014-05-14 11:34:09 -04:00
• c3075f0ece ENH: Add a classmethod to TradingAlgorithm to get all API methods. Scott Sanderson 2014-05-14 11:06:58 -04:00
• c045f3a868 MAINT: deleted duplicate attribute in Portfolio David Edwards 2014-05-12 18:09:17 -07:00
• 2976a0dc5f DOC: Update release notes for trading controls. Scott Sanderson 2014-05-12 17:28:58 -04:00
• 644486e6da ENH: Add trading controls to zipline API. Scott Sanderson 2014-05-03 01:25:19 -04:00
• 9953c7ea28 DOC: Update release notes. Eddie Hebert 2014-05-12 14:31:47 -04:00
• 6e9dc6e552 BUG: Use env_trading_calender for open and closes data Pankaj Garg 2014-05-11 19:28:32 +05:30
• c44458790a DOC: Add release notes for 0.6.2. twiecki 2014-05-07 13:57:52 -04:00
• 8422006165 DOC: Fix typo in release announcement. twiecki 2014-05-07 13:57:38 -04:00
• 12b651d9f0 DOC: Update README on conda installation, CLI and new example algo. twiecki 2014-05-07 11:47:54 -04:00
• 59f8dfd94c DOC: Add note on installation to setting up dev env. twiecki 2014-05-07 09:32:20 -04:00
• c9a75c7b42 STY: Rename run_algo to run_pipeline. twiecki 2014-05-01 18:47:49 -04:00
• 2bfc2f9d93 DOC: Add doc strings. twiecki 2014-05-01 18:45:37 -04:00
• f5086e4b0e ENH: Add IPython cell magic. twiecki 2014-05-01 12:51:50 -04:00
• 5b45c46502 TST: Add tests for parse_args(). twiecki 2014-05-01 20:25:48 -04:00
• f9fded97ac ENH: Implement CLI. twiecki 2014-04-22 13:46:11 -04:00
• fde40192cf WIP: Initial port of qprof run script. Eddie Hebert 2014-04-10 09:20:29 -04:00
• 5d9a18c538 REL: Release notes file for 0.6.1 Eddie Hebert 2014-04-23 16:58:23 -04:00
• f41c37a606 ENH: Add the ability to specify an exchange on an ExecutionStyle. Scott Sanderson 2014-04-25 19:02:57 -04:00
• ebf16720ef BUG: security is no longer an int. fawce 2014-04-25 18:29:49 -04:00
• 5373b6797c ENH: Treat stop and limit prices differently when rounding. Scott Sanderson 2014-04-25 11:52:28 -04:00
• 17df628171 DOC: Replaced "i.e." with "e.g." where appropriate in module Richard Frank 2014-04-24 13:03:52 -04:00
• f21bbe58fc ENH: Allow for stock dividends, and in particular, Google's Richard Frank 2014-03-28 17:29:13 -04:00
• 0e4f3f957a BUG: ValueError for 'bars' masked by UnboundLocalError Richard Frank 2014-04-09 14:23:03 -04:00
• e3faf10dee MAINT: Add tests for UnsupportedOrderParameters. Scott Sanderson 2014-04-21 09:32:16 -04:00
• f1fafc34ce ENH: Add style parameters to order API helper methods. Scott Sanderson 2014-04-17 14:26:36 -04:00
• 119a1a4cda ENH: Update ordering API to support new ExecutionStyle class in favor of existing limit_price and stop_price parameters. The goal of this change is to refactor the existing ordering API to provide a cleaner interface for defining more complex order types. Scott Sanderson 2014-04-08 16:00:52 -04:00
• 353419e9ca BUG: Fix __unicode__ method for Order class in blotter.py Scott Sanderson 2014-04-22 10:58:30 -04:00
• eadf9d27e8 BUG: Fix a bug causing us to discard very low limit prices. Scott Sanderson 2014-04-21 17:01:35 -04:00
• 574415f434 MAINT: Adding tests for Blotter handling of limit and stop orders. Scott Sanderson 2014-04-21 16:34:59 -04:00
• 6412742799 MAINT: Clean up unused data in test. Scott Sanderson 2014-04-21 16:32:54 -04:00
• 47bfc2b536 MAINT: Clean up set_algo_instance usage in TradingAlgorithm. Scott Sanderson 2014-04-17 16:15:24 -04:00
• 316611abd5 BLD: Conda zipline fixes. twiecki 2014-04-17 16:02:58 -04:00
• b38bf07a95 Bump version: 0.6.0 → 0.6.1 twiecki 2014-04-17 15:49:33 -04:00
• 85053f7536 BLD: Wrong version in __init__.py twiecki 2014-04-17 15:49:31 -04:00
• a4554a75ef BLD: Add bumpversion config. twiecki 2014-04-17 15:48:45 -04:00