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• 73573680f1 MAINT: Remove unneeded parameter to cumulative.calculate_alpha Eddie Hebert 2014-04-17 11:19:45 -04:00
• 35b09690a1 STY: Conform indentation to current flake8 recommendation. Eddie Hebert 2014-04-16 16:49:54 -04:00
• acd0aeacf0 PERF: Reduce number of times the downside mask is created. Eddie Hebert 2014-04-16 15:58:29 -04:00
• 1406f8e9ba PERF: Remove the drop of 'null return' from cumulative returns. Eddie Hebert 2014-04-16 15:48:13 -04:00
• ea7d988721 DOC: Update link to latest risk answer key. Eddie Hebert 2014-04-15 16:17:39 -04:00
• 101baad0f8 BUG: Fix change of type of period.sharpe Eddie Hebert 2014-04-14 18:45:33 -04:00
• 7cc24cec1f BUG: Fix numerous cumulative and period risk calculations. Eddie Hebert 2014-03-20 22:51:00 -04:00
• 12f6b95982 TST: Standardize order of test assert params. Eddie Hebert 2014-04-14 16:00:38 -04:00
• 76e4334d64 TST: Change cumulative risk test to use some style as rest of suite. Eddie Hebert 2014-04-14 15:54:57 -04:00
• 63e3aa4c1e BLD: Remove duplicate six entry. twiecki 2014-04-14 09:04:02 -04:00
• bbd533ac27 DOC: Add @sdrdis to contributors. twiecki 2014-04-14 08:05:31 -04:00
• b0220ab225 BLD: Add six as dependency. twiecki 2014-04-14 08:03:48 -04:00
• 89ba2a6979 BLD: Updated conda files. Adds support for windows builds. Thomas Wiecki 2014-02-19 15:30:48 -05:00
• 5dbedfdce8 Merge branch 'history_port' twiecki 2014-04-10 16:05:46 -04:00
• e261438d01 ENH: Adapt history() to work on zipline. twiecki 2014-03-17 11:34:53 +09:00
• c9b1a3f1c7 WIP: Initial port of history. Eddie Hebert 2014-03-17 10:32:55 +09:00
• 7517032e8d STY: More pep8 fixes. twiecki 2014-04-10 13:01:44 -04:00
• 5cb2919b10 STY: pep8 fixes. twiecki 2014-04-10 09:32:34 -04:00
• ec136c265e BLD: Fix import of answer key for compatibility with Python 3. Eddie Hebert 2014-04-10 09:44:15 -04:00
• ecd80b88ba ENH: Add OHLC to simulated data source twiecki 2014-03-26 17:22:17 +09:00
• c77e840833 BLD: Peg CI versions of lint checker libraries. Eddie Hebert 2014-04-10 04:36:23 -04:00
• 618d554da1 TST: Use benchmark returns from spreadsheet. Eddie Hebert 2014-04-09 15:39:05 -04:00
• 4bf8ab0f8d ENH: Remove dependency on benchmark for trading day calendar. Eddie Hebert 2014-03-28 13:16:27 -04:00
• b5dbaf88d1 BUG: Prevent out of sync market closes in performance tracker. Eddie Hebert 2014-03-30 13:24:20 -04:00
• c09d501fbf BUG: Random source did not generate last days' event twiecki 2014-03-26 17:25:17 +09:00
• ad08164582 MAINT: Remove unused setup from trading calendar test. Eddie Hebert 2014-03-26 13:03:54 -04:00
• 352c8a6a8a MAINT: Change variable name in test transforms comprehension. Eddie Hebert 2014-03-26 13:54:59 -04:00
• 95b379d567 BUG: Fix misalignment of downside series calc when using exact dates. Eddie Hebert 2014-03-25 15:32:45 -04:00
• 25659f9672 MAINT: Use current_data instead of last_sale_price Jeremiah Lowin 2014-03-23 15:51:06 -04:00
• 64b2a7377c TST: Disable talib default params test. Eddie Hebert 2014-03-26 15:47:09 -04:00
• 4bdecd6402 STY: PEP8 fixes. twiecki 2014-03-26 20:46:20 +09:00
• 56c5c7e45a Add symbol to __all__ Suminda Dharmasena 2014-03-21 02:02:41 +05:30
• 51750a3a35 MAINT: Factor out downside risk calculation. Eddie Hebert 2014-03-25 12:22:17 -04:00
• d00edbcf04 BUG: check that self.logger exists Jeremiah Lowin 2014-03-23 15:44:40 -04:00
• 51c8a310be MAINT: Remove unused members of TradingEnvironment. Eddie Hebert 2014-03-24 21:56:17 -04:00
• a6184b87e3 MAINT: Set initial values so to_dict can be called immediately Richard Frank 2014-03-24 13:57:29 -04:00
• bb50d996ed MAINT: Using dictionary literal syntax and combining lines Richard Frank 2014-03-24 13:46:44 -04:00
• 3eb810ad97 ENH: Add simulated random trade source. twiecki 2014-03-08 14:55:07 -05:00
• 803b58c8aa MAINT: More precise extraction of returns from returns container. Eddie Hebert 2014-03-21 17:22:10 -04:00
• 7ce971fa17 MAINT: Use more clearly named cumulative risk returns containers. Eddie Hebert 2014-03-20 16:00:34 -04:00
• 54ad18e2ff MAINT: Simplified event stream creation for tests Richard Frank 2014-03-11 18:35:11 -04:00
• 7a3f73cf1d BUG: Update perf period state when positions are changed by splits Richard Frank 2014-03-11 16:42:52 -04:00
• 4860a966b3 REL: Update copyright year on all files changed since the new year. Eddie Hebert 2014-03-07 22:31:14 -05:00
• a203f69635 PERF: Remove alias_dt transform in favor of property on SIDData. Eddie Hebert 2014-03-07 10:26:43 -05:00
• 778da20468 BUG: Fix floating point error in order(). twiecki 2014-03-05 17:58:03 -05:00
• eccaf8d53d ENH: Add symbol api function twiecki 2014-03-05 12:13:06 -05:00
• 5020c36f8d BUG: Fix cost basis calculation Richard Frank 2014-03-04 13:35:44 -05:00
• e459c2729c MAINT: Refactored unit tests to remove duplication Richard Frank 2014-03-05 11:25:51 -05:00
• e7ec629510 MAINT: Cleaned up sid checks and exception types Richard Frank 2014-03-05 11:49:08 -05:00
• 63f1c791da DOC: Changed conda install channel. twiecki 2014-03-05 13:13:07 -05:00
• 76b11e8b84 MAINT: Removed unnecessary floating point checks in slippage Richard Frank 2014-03-04 18:35:09 -05:00
• 6cdd5ddb10 BUG: Fix max drawdown calculation. Eddie Hebert 2014-02-27 16:46:00 -05:00
• e3096e9afc MAINT: Remove unused rounding method. Eddie Hebert 2014-02-26 21:54:38 -05:00
• 7f724a9696 ENH: Provide all drawdowns and max drawdowns in cumulative risk. Eddie Hebert 2014-02-26 20:46:58 -05:00
• 011ed09dc2 ENH: Extended commission PerShare method to allow a minimum cost per trade. Colin Alexander 2014-02-23 18:44:57 -08:00
• ae4a9b7d96 DOC: Added contributors to README.md twiecki 2014-02-21 09:05:22 -05:00
• 14bae3e15b MAINT: Names were reversed from their actual values Richard Frank 2014-02-20 17:44:51 -05:00
• 5dab18613b BUG: Prevent crash in vwap transform due to non-existent member. Eddie Hebert 2014-02-20 17:33:30 -05:00
• dd61ed4e25 BUG: Check required fields for stdev transform. Eddie Hebert 2014-02-20 17:29:25 -05:00
• c139afb6a9 STY: Indentation fix in stddev. Eddie Hebert 2014-02-20 17:23:37 -05:00
• 57c56351e9 MAINT: Re-enable algorithms which omit initialize method. Eddie Hebert 2014-02-20 13:50:03 -05:00
• 170fe97631 BLD: Updates to conda build files. Now builds on windows. twiecki 2014-02-19 16:19:14 -05:00
• e4caa43128 BLD: Added conda build files. twiecki 2014-02-11 14:21:44 -05:00
• d900338e00 BUG: Py3 compatibility changes. twiecki 2014-02-11 16:03:05 -05:00
• f0322015bd BUG: Fix pandas indexing in trading calendar. twiecki 2014-02-11 15:24:31 -05:00
• e4d2527eca ENH: Limit handle_data to times with market data. Eddie Hebert 2014-02-10 14:47:26 -05:00
• 7aeaa69acf BUG: Prevent minute emission from crashing at end of available data. Eddie Hebert 2014-02-10 21:02:01 -05:00
• e1608ad3f3 MAINT: Always defer to the algorithms data frequency. Eddie Hebert 2014-02-10 15:24:18 -05:00
• 8a22736f1e MAINT: Allow sim_params to provide data frequency for the algorithm. Eddie Hebert 2014-02-10 14:42:49 -05:00
• b294d30af0 BLD: Update TA-Lib to latest version. Eddie Hebert 2014-02-07 22:03:06 -05:00
• 7ecf544d15 BUG: Fix repr for cumulative risk metrics. Eddie Hebert 2014-02-07 21:31:33 -05:00
• d91c18b1c2 BUG: Python 3 fix. twiecki 2014-01-30 18:48:46 -05:00
• 59bcd097d5 ENH: Add hdf5 and csv source. Michael Schatzow 2013-12-01 11:56:31 -05:00
• 07e25ae018 Merge branch to adjust benchmark times in minute mode. twiecki 2014-01-30 16:35:59 -05:00
• 734abb2800 BUG: NoopAlgorithm requires initialize(). twiecki 2014-01-30 16:33:49 -05:00
• 147242339d BUG: ensure perf stats are generated for all days Jamie Kirkpatrick 2014-01-02 13:30:31 +00:00
• 45844bac31 BUG: adjust benchmark events to match market hours Jamie Kirkpatrick 2013-12-31 19:11:40 +00:00
• 9feed61748 MAINT: Use more exact boolean checks for pandas structures. Eddie Hebert 2014-01-15 14:20:47 -05:00
• ff965060ff BUG: Fix typo in requirements file. Eddie Hebert 2014-01-21 10:51:53 -05:00
• 47954755fa BLD: Add mock to requirements file. Eddie Hebert 2014-01-21 10:28:01 -05:00
• 9573e28002 BLD: Update to latest tornado release. Eddie Hebert 2014-01-20 20:07:36 -05:00
• aa4c67cd4d BLD: Update to latest Cython release. Eddie Hebert 2014-01-20 20:05:02 -05:00
• 64b28d15f8 ENH: Add Brazilian calendar for BMF&Bovespa stock market Moises Trovo 2014-01-10 12:19:40 -02:00
• b69590a2f7 ENH: Factor out API methods. Add support for algo scripts. Thomas Wiecki 2013-12-19 15:01:37 -05:00
• adcae79da3 BUG: Make itervalues in empty position test Python 3 compatible. Eddie Hebert 2014-01-10 15:47:09 -05:00
• 51e8b3244e ENH: Filter out empty positions from portfolio container. Eddie Hebert 2014-01-10 14:25:19 -05:00
• 15dd1f9c0e ENH: Always process new orders Richard Frank 2014-01-10 13:13:30 -05:00
• dadf867cf4 MAINT: Updated requests requirement to 2.2.0 Richard Frank 2014-01-10 10:01:42 -05:00
• 770d8b4e29 MAINT: Use date range in example that that has 1 Month curves. Eddie Hebert 2014-01-09 13:38:16 -05:00
• 7f943e94a3 DOC: Fix link to flake8 homepage. Eddie Hebert 2014-01-09 11:15:00 -05:00
• 61ccce760e BLD: Remove unused requirement of iso8601 package. Eddie Hebert 2014-01-08 11:11:58 -05:00
• 063039ea07 REL: Add Python 3 to PyPI classifiers. Eddie Hebert 2014-01-08 11:06:39 -05:00
• 4c6b9b945d REL: Release v0.6.0 Eddie Hebert 2014-01-08 10:00:31 -05:00
• c53196b5ea BUG: Make write of binary file compatible with Python 3. Eddie Hebert 2014-01-07 18:01:25 -05:00
• 71cda461c5 BUG: Fix check for cached public data for Python 2.7 Eddie Hebert 2014-01-07 17:19:16 -05:00
• 7274748275 STY: Remove unused import. Eddie Hebert 2014-01-07 16:42:21 -05:00
• 94edd2baed Merge Python 3 compatibility branch. Eddie Hebert 2014-01-07 15:34:04 -05:00
• 10bf5e3012 BLD: Use Python 3 on Travis. Eddie Hebert 2014-01-06 17:06:48 -05:00
• 46ab748dd2 MAINT: Use pandas for data cache file I/O Eddie Hebert 2014-01-06 16:57:19 -05:00
• ccb05acf5c MAINT: Read text in Python 3 instead of bytes when fetching public data. Eddie Hebert 2014-01-06 16:41:25 -05:00