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• 2cc6764b90 TST: Factor out the running events through a test performance tracker. Eddie Hebert 2013-04-25 16:33:01 -04:00
• d0651706ac TST: Prevent dividend test from using non-trading day. Eddie Hebert 2013-04-25 15:41:26 -04:00
• fd6c71286d MAINT: Use sim_params for risk metrics init. Eddie Hebert 2013-04-25 15:30:34 -04:00
• d067f13ba8 MAINT: Use a fake progress value for minute performance. Eddie Hebert 2013-04-24 10:40:46 -04:00
• 4b33d6ea4b TST: Ensure that create_trade_history uses midnight for daily trades. Eddie Hebert 2013-04-25 12:50:40 -04:00
• 2b0a91e568 BUG: Fix examples with regards to simulation parameters. Eddie Hebert 2013-04-25 12:57:56 -04:00
• fed0a9a998 TST: Ensure that test bars and events use midnight for daily data. Eddie Hebert 2013-04-25 11:30:57 -04:00
• c6cbc9f8e2 TST: Explicitly define the data frequency of record incr test. Eddie Hebert 2013-04-25 01:12:58 -04:00
• 1183c44fad MAINT: Remove unused last_dt member from risk.RiskMetricsIterative Eddie Hebert 2013-04-18 11:17:08 -04:00
• ab1a23526d BUG: Use last trading day for last successful date message. Eddie Hebert 2013-04-24 16:17:31 -04:00
• 8937ac1f41 MAINT: Generate perfomance message only once per bar for minute mode. Eddie Hebert 2013-04-22 13:29:33 -04:00
• 3811df78b9 BUG: Fix grouping of events streamed through blotter. fawce 2013-04-22 15:22:28 -04:00
• a1e3222456 STY: Tweak whitespace in comment. Eddie Hebert 2013-04-22 15:56:03 -04:00
• 32d57ef955 STY: Add space after comma in order docstring. Eddie Hebert 2013-04-22 15:33:13 -04:00
• 097c225c6b BUG: Fix treasury loading. Eddie Hebert 2013-04-22 14:03:25 -04:00
• 4ba35d7d46 ENH: Stream benchmark and treasury data when downloading Richard Frank 2013-04-19 12:22:06 -04:00
• ca0bce1680 TST: Refactor so tests can exercise internal methods in blotter. fawce 2013-04-18 14:30:01 -04:00
• bc95c3a62e BUG: Fix emission of order updates. fawce 2013-04-17 22:47:00 -04:00
• fc4d563a02 DOC: Fix documentation compilation Ben McCann 2013-04-14 23:10:14 -07:00
• bf1fc42acc BUG: Fix time spent checking equality of floating point numbers. Eddie Hebert 2013-04-16 13:09:26 -04:00
• 9f0500aa33 TST: Use 9:31 AM EST for first minute of minute performance tests. Eddie Hebert 2013-04-16 12:21:37 -04:00
• e7d64fa2e5 STY: Move import in test to top of file. Eddie Hebert 2013-04-16 11:42:32 -04:00
• 5a73ec7de3 TST: Prevent random integer during unit test from exceeding bounds. Eddie Hebert 2013-04-15 13:17:42 -04:00
• 643d556482 MAINT: Add empty values for risk metric calculated components. Eddie Hebert 2013-04-16 10:34:28 -04:00
• e8f6b43f2b TST: When comparing dicts, ensure they have the same keys. Richard Frank 2013-04-15 16:54:47 -04:00
• d487401989 BUG: Perf tracker should emit perf messages only for TRADE events Richard Frank 2013-04-15 16:53:49 -04:00
• 4ff49749d7 BUG: Fix environment minute date range start and volume. Eddie Hebert 2013-04-15 16:31:49 -04:00
• 9099d301f3 ENH: Stream benchmark returns as events. Eddie Hebert 2013-04-10 13:58:31 -04:00
• 6210467bec MAINT: Use pd.Series for benchmarks and algorithm returns in risk. Eddie Hebert 2013-04-04 16:32:23 -04:00
• 2dbafd5162 BUG: Zero out the microsecond attribute of datetimes Richard Frank 2013-04-14 16:41:38 -04:00
• cc322af498 TST: Removes unused members in set up from TestPerformanceTracker. Eddie Hebert 2013-04-15 10:29:30 -04:00
• 35f57ada3e ENH: Send transactions and orders as standalone events. Eddie Hebert 2013-04-14 18:59:57 -04:00
• cfbbbe2f1c TEST: Ensure that test_transforms's algos are passed sim_params. Eddie Hebert 2013-04-12 12:54:11 -04:00
• 48a691e9a7 TST: Group test trades for transaction simulator by date. Eddie Hebert 2013-04-12 11:13:23 -04:00
• 3883f79ece TST: Remove unused trade_delay parameter from transaction_sim method. Eddie Hebert 2013-04-12 11:04:01 -04:00
• 6a3c35c0fd BUG: Ensure that correct dates are emitted during entire minute rate. Eddie Hebert 2013-04-11 15:42:07 -04:00
• 575d68a4e5 DEV: Allow test_minute_tracker to run by itself. Eddie Hebert 2013-04-11 14:24:42 -04:00
• d21b500db6 ENH: Emit a rollup of day's performance in minutely emission mode. Eddie Hebert 2013-04-10 16:20:44 -04:00
• e03d51f0bc BUG: Fix extra minutely performance period during minute performance. Eddie Hebert 2013-04-09 19:31:25 -04:00
• 5a7039ab93 BUG: Move minutely performance period end time forward in time. Eddie Hebert 2013-04-09 21:09:07 -04:00
• d61c6c0af5 MAINT: nit: "nose==1.3.0" instead of "nose==1.3" Jonathan Kamens 2013-04-10 10:35:16 -04:00
• ccc6cd892b BUG: Ensure algorithm tests use test simulation parameters. Eddie Hebert 2013-04-09 16:24:16 -04:00
• 8997b4f68c MAINT: Remove parameters from test that tests lack of parameters. Eddie Hebert 2013-04-09 16:42:18 -04:00
• 57db5bc17c BUG: Fix start and end dates of simulation parameters used in tests. Eddie Hebert 2013-04-09 15:11:43 -04:00
• 23ff65ad32 MAINT: Convert per share cost to float during init. Eddie Hebert 2013-04-09 11:59:28 -04:00
• 790e588911 MAINT: Upgrade nose==1.3, numpy==1.7.1 Jonathan Kamens 2013-04-09 11:55:02 -04:00
• da9d599afd BUG: Fix floored results in trade commission calculations. Eddie Hebert 2013-04-09 11:44:16 -04:00
• 90fa2a8a4e MAINT: Stop including progess field with minute performance result. Eddie Hebert 2013-04-09 10:58:36 -04:00
• dc11534d54 ENH: Provide better defaults for load_from_yahoo. Ben McCann 2013-04-04 12:18:19 -07:00
• 58af62f18d REL: Update copyright on all files touched since end of 2012. Eddie Hebert 2013-04-05 14:28:15 -04:00
• 5422970d13 BUG: Stop intraday performance from emitting all transactions. Eddie Hebert 2013-04-05 13:55:04 -04:00
• dd76386e56 REL: Updates copyright on transforms.utils module. Eddie Hebert 2013-04-05 12:03:50 -04:00
• 16660cf414 BUG: Preseve docstring in batch functions Jason Kölker 2013-04-02 20:05:16 -05:00
• 1906c2d416 DEV: Add notes on dependency installation to README Eddie Hebert 2013-04-05 11:37:45 -04:00
• 7608cbdd1b DEV: Add note about running tests to README Ben McCann 2013-04-04 14:44:10 -07:00
• eb42d4bfbd BUG: Fix tradesimulation index into perf results when emitting minutely. Eddie Hebert 2013-04-04 17:11:16 -04:00
• 564c81f4a7 MAINT: PyPI upgrade mccabe==0.2.1 Jonathan Kamens 2013-04-04 16:13:48 -04:00
• a021d6d259 MAINT: Add --use-mirrors to Travis CI build script Jonathan Kamens 2013-04-04 15:37:37 -04:00
• b7743e0f02 Merge move of risk module treasury curve methods to module functions. Eddie Hebert 2013-04-04 13:44:55 -04:00
• a66d6866f5 MAINT: Use searchsorted instead of bisect on treasury curves. Eddie Hebert 2013-04-03 15:55:04 -04:00
• bb3e9727dc MAINT: Mask treasury_curves used by risk metrics to period range. Eddie Hebert 2013-04-03 15:47:14 -04:00
• cf60eeb46b MAINT: Refactors out selection of treasury duration its own function. Eddie Hebert 2013-04-03 15:36:01 -04:00
• 0cc953e00f MAINT: Move choose_treasury method from risk metrics class to module. Eddie Hebert 2013-04-03 15:15:26 -04:00
• 2e603fa936 MAINT: Factor out treasury_curve argument from risk choose_benchmark Eddie Hebert 2013-04-03 15:07:37 -04:00
• 39038131db MAINT: Remove saving of treasury duration. Eddie Hebert 2013-04-03 15:03:20 -04:00
• 8ea52e0421 MAINT: Factor out start and end date choose_treasury parameters. Eddie Hebert 2013-04-03 14:57:20 -04:00
• b461c0d91c MAINT: Move get_treasury_rate to risk module level. Eddie Hebert 2013-04-03 14:53:50 -04:00
• 5f86ee72ee MAINT: Move search day distance function to module level. Eddie Hebert 2013-04-03 14:49:01 -04:00
• 4971d8478e MAINT: Specify --use-mirrors to pip install Jonathan Kamens 2013-04-04 11:40:47 -04:00
• 5a7702c22d MAINT: Factored out _create_data_generator helper method Richard Frank 2013-04-03 15:48:21 -04:00
• 95ca73b15f MAINT: Remove unused members from risk test module. Eddie Hebert 2013-04-01 15:53:22 -04:00
• a620afe639 STY: Add Test prefix to risk module test case. Eddie Hebert 2013-04-01 15:46:27 -04:00
• 9627f48963 MAINT: Convert treasury curves data to pd.Series Eddie Hebert 2013-04-03 11:59:08 -04:00
• 39f457ca28 MAINT: Use dateutil module for adding months to a datetime. Eddie Hebert 2013-04-03 10:41:47 -04:00
• 0dca5d004a MAINT: Remove unused RiskReport.find_metric_by_end Eddie Hebert 2013-04-03 10:14:36 -04:00
• 94f1152353 DEV: Update pegged version of requests. 1.1.0 -> 1.2.0 Eddie Hebert 2013-04-02 20:14:24 -04:00
• b3c23b0d8b MAINT: Rename risk metric function names to include '_ratio' suffix. Eddie Hebert 2013-04-02 11:27:34 -04:00
• 45bca4301f REL: v0.5.9 Eddie Hebert 2013-04-02 11:22:31 -04:00
• 05a03bcf21 BUG: Fix error during benchmark update over empty period. Eddie Hebert 2013-04-02 11:13:26 -04:00
• dd172dd42a MAINT: Use trading day increment instead of timedelta in test factory. Eddie Hebert 2013-04-01 18:51:19 -04:00
• 210a43a306 MAINT: Factor out risk metric logic from risk objects. Eddie Hebert 2013-03-28 16:04:12 -04:00
• 63063b1ebe DEV: Fixes typo in git stash message comparison. Eddie Hebert 2013-03-29 17:12:07 -04:00
• 702e6f00d2 MAINT: Use numpy for risk period returns. Eddie Hebert 2013-03-28 18:59:39 -04:00
• c6f8f430d7 DEV: Handles empty stash case in pre-commit hook. Eddie Hebert 2013-03-29 16:58:47 -04:00
• 147e806bb0 MAINT: Moves exchange to utc conversion inside of environment object. Eddie Hebert 2013-03-28 12:29:52 -04:00
• 10825c9a1d MAINT: Updates copyright year on finance module. Eddie Hebert 2013-03-28 09:24:53 -04:00
• 7679e5a581 ENH: Wires minutely emission of data from performance tracker. Eddie Hebert 2013-03-25 13:36:33 -04:00
• 20d50450b6 ENH: use array and pandas operations to speed up risk computations Wes McKinney 2013-03-21 21:34:14 -04:00
• d87213a5f1 MAINT: Adds floating point tolerance to risk metric comparison tests. Eddie Hebert 2013-03-27 13:36:59 -04:00
• 7dfa0d1980 REL: v0.5.8 Eddie Hebert 2013-03-27 13:04:24 -04:00
• 09af6fb721 BUG: Avoids install errors caused by lack of pandoc binary. Eddie Hebert 2013-03-27 12:27:17 -04:00
• 94e70a394b MAINT: Restricts dates to trading calendar in risk comparison test. Eddie Hebert 2013-03-27 11:42:40 -04:00
• 41d3c72627 MAINT: Removes unused currentValue method on Position object. Eddie Hebert 2013-03-26 22:33:19 -04:00
• 736a4babf0 MAINT: Renames parameter to TradeSimulationClient. Eddie Hebert 2013-03-26 16:45:15 -04:00
• 9f17ccab39 Merge pull request #114 from quantopian/filter_sources jbredeche 2013-03-26 13:53:47 -07:00
• 241a43bb13 ENH: Adds an optional filter to the algorithm's date_sorted_sources fawce 2013-03-26 14:54:33 -04:00
• 09627c2809 adds an optional filter to the algorithm's date_sorted_sources fawce 2013-03-26 14:54:33 -04:00
• a05039c514 MAINT: Uses Transaction object in tests instead of ndict. Eddie Hebert 2013-03-25 16:32:41 -04:00
• f2d618b466 MAINT: Moves create_trade out of gens.utils Eddie Hebert 2013-03-25 16:14:26 -04:00
• 45e28a4b9d MAINT: Updates copyright year on gens.utils module. Eddie Hebert 2013-03-25 15:44:53 -04:00