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• 8481e2df49 MAINT: Use Python 3 compatible metaclass. Eddie Hebert 2014-01-06 16:23:12 -05:00
• f093b2fb59 MAINT: Adjust for comparison changes in Python 3. Eddie Hebert 2014-01-06 16:10:51 -05:00
• 9326a732a4 MAINT: Make exception handling tests compatible between Python 2 and 3 Eddie Hebert 2014-01-06 14:15:10 -05:00
• d06f35623a MAINT: Make walk usage in example tests compatible with Python 3 Eddie Hebert 2014-01-06 12:51:20 -05:00
• 36f8b77290 MAINT: Support both Python 2 and 3 next interfaces. Eddie Hebert 2014-01-05 08:13:46 -05:00
• 045e2975b7 MAINT: Remove type checking which trip up Python 3 compatibility. Eddie Hebert 2014-01-06 11:32:10 -05:00
• 68b78a6914 MAINT: Explicitly convert map to list when converting answer key values. Eddie Hebert 2014-01-06 11:05:27 -05:00
• 98956f19ed MAINT: Make answer key reading compatible with Python 3. Eddie Hebert 2014-01-06 10:52:32 -05:00
• e458e8c3c5 MAINT: Use explicit relative pathing for Python 3 compatibility. Eddie Hebert 2014-01-05 08:12:00 -05:00
• b4959e46cf MAINT: Use six for Python 3 compatible names and behavior. Eddie Hebert 2014-01-06 12:21:18 -05:00
• 40c8c38257 MAINT: Updated libraries Richard Frank 2014-01-02 19:48:52 -05:00
• 54ddd1c109 MAINT: print function clean up in preparation for Python 3 Eddie Hebert 2014-01-04 20:55:43 -05:00
• df8464308d MAINT: Update URL for free benchmark data. Eddie Hebert 2014-01-02 19:22:19 -05:00
• e45528458f ENH: Added functionality to download Canadian treasury curves. David Stephens 2013-12-10 17:25:07 -08:00
• e5786b2593 ENH: Add calendar and test for Toronto stock exchange. David Stephens 2013-12-09 20:03:57 -08:00
• 2cc9cab17f MAINT: Initialize Portfolio object with default values for attributes Richard Frank 2013-12-20 17:11:53 -05:00
• adb4de740e MAINT: Removed unused parameter Richard Frank 2013-12-20 15:45:10 -05:00
• f70ae02694 PERF: Speed up get_open_and_closes by assigning entire columns Richard Frank 2013-12-20 15:13:35 -05:00
• 457ac2630c BUG: Make BarData iterkeys method match dict iterkeys behavior. Eddie Hebert 2013-12-20 12:41:51 -05:00
• f2dc979fbc BUG: Make all iteration related methods fo BarData match __iter__ Eddie Hebert 2013-12-17 11:13:12 -05:00
• 8524039580 REF: Moved trading-related methods from AlgoProxy. Thomas Wiecki 2013-12-11 12:37:49 -05:00
• 108ffc6608 BLD: Add LD_LIBRARY_PATH to fix Travis CI failures. David Stephens 2013-12-10 11:10:55 -08:00
• 6f3a3dab04 TST: Defend against non-trading days as period start in commission test. Eddie Hebert 2013-12-10 12:58:19 -05:00
• d52a7b6d8e DOC: Added doc string for instant_fill. Thomas Wiecki 2013-12-04 07:16:18 -05:00
• 5f4d8817e8 ENH: Add len() functionality to BarData. Thomas Wiecki 2013-12-03 16:29:17 -05:00
• bbad5b386a MAINT: Removed unused test_utils.check functions. Eddie Hebert 2013-12-02 13:19:00 -05:00
• 860a340e55 BUG: Erroneous call to log. Thomas Wiecki 2013-11-25 19:52:05 -05:00
• 37ef8f6a93 STY: Removed unused import. Thomas Wiecki 2013-11-25 18:07:36 -05:00
• c199a0d956 STY: Move order_value from blotter to TradingAlgorithm. Thomas Wiecki 2013-11-25 17:38:30 -05:00
• 579cb56663 STY: Long line break for pep8. Thomas Wiecki 2013-11-25 12:16:41 -05:00
• 9cb9831c08 STY: Prepend order_ to all target methods. Thomas Wiecki 2013-11-25 11:28:27 -05:00
• 571e07f89c MAINT: Add data_frequency to SimulationParameters repr. Eddie Hebert 2013-11-22 14:10:27 -05:00
• a07c94665b BUG: Need to set portfolio_needs_update on the algorithm Richard Frank 2013-11-19 16:56:09 -05:00
• cfe6296a3e Merge lazy loading of portfolio and related values. Eddie Hebert 2013-11-19 14:42:36 -05:00
• ccb7f493f7 PERF: Only update the portfolio once per dt. Eddie Hebert 2013-11-19 14:39:19 -05:00
• 6d46eb71ea PERF: moved performance calculation out of inner loop fawce 2013-10-30 17:44:27 -04:00
• 50800a9863 BUG: Fix data cache filepath on Windows. Eddie Hebert 2013-11-18 20:37:45 -05:00
• e9dbffbbaa MAINT: Upgrade Logbook to 0.6.0. Jonathan Kamens 2013-11-18 16:08:06 -05:00
• 1f1be35734 ENH: Added commission model PerDollar stanh 2013-09-27 10:59:46 +08:00
• 395ce67c53 PERF: using comparison operation instead of tolerant_equals fawce 2013-11-12 22:40:53 -05:00
• 923d3e4cbc PERF: re-ordered if statements, made into exclusive checks fawce 2013-11-12 22:40:16 -05:00
• 9b22b86703 BLD: Peg pytz to latest. Eddie Hebert 2013-11-13 10:37:41 -05:00
• 4a317762d1 BLD: Peg tornado to latest version. Eddie Hebert 2013-11-13 10:35:20 -05:00
• f33193069c PERF: Remove in operator from inner loop. fawce 2013-11-12 21:24:30 -05:00
• f8755a5602 STY: Remove unused imports. Eddie Hebert 2013-11-12 13:26:08 -05:00
• b555af157b PERF: Use stored values for open and close. Eddie Hebert 2013-11-10 21:08:25 -05:00
• a2a56f7c63 MAINT: Remove noop_environment. Eddie Hebert 2013-11-12 13:10:14 -05:00
• 102cfcbe5b BUG: Fix bad dates from test factory. Eddie Hebert 2013-11-12 12:43:35 -05:00
• 20e0ad191b TST: Disable test covering London stock exchange. Eddie Hebert 2013-11-12 12:09:54 -05:00
• aff8311f2f MAINT: Change name of column in open and close frame. Eddie Hebert 2013-11-11 16:05:10 -05:00
• 48be898a13 ENH: Add open and closes to trading calendar. Eddie Hebert 2013-11-11 15:47:00 -05:00
• 43b85cffb0 MAINT: Calculate tradingcalendar with days beyond the current day. Eddie Hebert 2013-11-11 14:55:45 -05:00
• 797cb8ece3 BUG: Fix bad reference to benchmark timezone in loader. Eddie Hebert 2013-11-11 14:39:11 -05:00
• 89793e371c MAINT: Protect loader against Series saved with no tz. Eddie Hebert 2013-11-11 14:17:14 -05:00
• 408c129760 BLD: Remove Delorean as a build and setup dependency. Eddie Hebert 2013-11-11 11:47:41 -05:00
• 796b9fb67a MAINT: Use Timestamp for calculating next_trading_dt in test factory. Eddie Hebert 2013-11-11 11:44:40 -05:00
• 4d11ca131e TST: Use Timestamp instead of Delorean for trading calendar test. Eddie Hebert 2013-11-11 10:38:04 -05:00
• dd95b6bfa3 MAINT: Use Timestamp instead of Delorean for tradingcalendar end. Eddie Hebert 2013-11-11 10:13:05 -05:00
• 8014d9d938 BUG: Order.status now returns correct value Richard Frank 2013-11-06 12:24:23 -05:00
• 4dbdf45006 MAINT: Factored process_transactions out of blotter's process_trade Richard Frank 2013-11-06 12:25:45 -05:00
• 3f89904e33 MAINT: Remove unused calculations of max_leverage, et al. Eddie Hebert 2013-11-06 14:22:20 -05:00
• 2492feb938 ENH: Keep track of total commissions as attribute on Order Richard Frank 2013-10-30 15:05:09 -04:00
• 4b023a852a MAINT: Use 1 as the first bitmask value instead of 0. Eddie Hebert 2013-11-01 16:26:48 -04:00
• 1575867b40 STY: Use named args for Transaction object creation. Eddie Hebert 2013-11-01 16:10:19 -04:00
• a192ba01a2 STY: Used named args in hardcoded test objects. Eddie Hebert 2013-11-01 15:28:35 -04:00
• 73faf9133e MAINT: Clean up imports of zipline.finance.trading Jonathan Kamens 2013-10-29 09:39:39 -04:00
• 1794e4e716 DEV: Update flake8 to latest release. Eddie Hebert 2013-10-29 13:39:59 -04:00
• f0465c5b87 STY: Tweak over-indented code. Eddie Hebert 2013-10-29 13:38:31 -04:00
• c45c1a22e1 BUG: Only localize benchmark index if it is naive. Eddie Hebert 2013-10-29 13:17:58 -04:00
• 0a7539b6de MAINT: flake8 Jonathan Kamens 2013-10-29 12:02:51 -04:00
• c3ddbc258d ENH: Accept simulation parameters and benchmark source args to create_test_zipline Jonathan Kamens 2013-10-29 11:39:07 -04:00
• e36f70f541 ENH: Allow market data loader to be specified to create_simulation_parameters Jonathan Kamens 2013-10-29 11:17:41 -04:00
• 2d64ab8bfe BUG: Fix naive timestamps in benchmarks. Eddie Hebert 2013-10-29 08:36:53 -04:00
• 912539248f Merge fix for stop orders. Eddie Hebert 2013-10-28 21:10:46 -04:00
• 7412cc97a0 MAINT: Use bitwise flags to help order cases easier to follow. Eddie Hebert 2013-10-25 16:14:11 -04:00
• 32c1f93572 TST: Updates tests to fit fixed stop behavior. Eddie Hebert 2013-10-25 15:29:06 -04:00
• 28f86bc14e BUG: Fix handling of STOP, LIMIT and STOP LIMIT Orders Peter Cawthron 2013-10-16 15:14:58 +01:00
• 0c71f95016 TST: Parameterize stop order test. Eddie Hebert 2013-10-25 17:02:04 -04:00
• 279605dfb5 BUG: Fix excessive recalcuations in batch. fawce 2013-10-20 05:59:41 -04:00
• cdbafc534a BUG: Fix mismatch of stored benchmark timestamps. Eddie Hebert 2013-10-20 08:00:17 -04:00
• 37c56b9aa4 MAINT: Use Series throughout for daily returns. Eddie Hebert 2013-10-19 22:31:47 -04:00
• 76887e2855 BUG: Fix non-trading advancement of trading day count and downsample. fawce 2013-10-17 21:18:28 -04:00
• aedf3766a8 Revert "MAINT: Store values for market open and close in environment." Eddie Hebert 2013-10-18 12:30:01 -04:00
• 0ceabb590b BUG: Group and aggregate downsampling by trading day. fawce 2013-10-17 21:18:28 -04:00
• 17b8980fb9 MAINT: Store values for market open and close in environment. Eddie Hebert 2013-10-17 17:38:25 -04:00
• 800210fbb3 MAINT: Ensure that test sources only provide market days. Eddie Hebert 2013-10-17 16:45:51 -04:00
• 3a1ca1ddb2 BUG: Mask of batch_transform columns to match keys in data parameter. fawce 2013-10-16 14:16:33 -04:00
• 0224aeb552 MAINT: Use enviroment normalize_date instead of dt.replace Eddie Hebert 2013-10-16 15:11:02 -04:00
• 37e1e74391 TST: Add logging of sim params for perf tracker tests. Eddie Hebert 2013-10-16 12:07:14 -04:00
• f8ce7d944b ENH: Add downsampling to BatchTransform. fawce 2013-10-11 16:38:45 -04:00
• 9ac180d4bb BUG: Ensure compounded_log_returns set on first dt. John Ricklefs 2013-10-11 12:13:32 -04:00
• d177ddd860 Merge branch with annualized cumulative risk metrics. Eddie Hebert 2013-10-11 00:27:20 -04:00
• 1bad245675 ENH: Use annualized returns for beta and alpha. Eddie Hebert 2013-10-10 11:47:28 -04:00
• dad34d2ddb TST: Add annualized alpha and beta to answer key. Eddie Hebert 2013-10-10 10:42:47 -04:00
• dcae6af67b ENH: Annualize information ratio. Eddie Hebert 2013-10-09 16:58:33 -04:00
• 0ebdb2fe77 ENH: Annualize sortino ratio. Eddie Hebert 2013-10-09 16:11:50 -04:00
• 1afc9069b1 TST: Update answer key with annualized sortino and information. Eddie Hebert 2013-10-09 15:18:30 -04:00
• bfa94e9c91 ENH: Approximate stats for the first day of minute emission. Eddie Hebert 2013-10-03 11:36:50 -04:00
• 433f97c38f ENH: Improve headline Sharpe risk calculations. Eddie Hebert 2013-08-12 16:02:40 -04:00
• 822e21fa84 MAINT: Factored out update_position method Richard Frank 2013-10-10 16:39:22 -04:00