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• 33a1ed305f MAINT: Removes alternate function from gens.utils Eddie Hebert 2013-03-25 15:40:07 -04:00
• 5118789e9b MAINT: Removes unused mock data function from gens.utils Eddie Hebert 2013-03-25 15:34:27 -04:00
• 47f3192728 MAINT: Updates copyright year of perf_tracking tests. Eddie Hebert 2013-03-25 15:06:52 -04:00
• 6f1cbcbc4f MAINT: Moves internal state variables in performance tracker. Eddie Hebert 2013-03-25 12:40:19 -04:00
• 19a1279385 REL: v0.5.7 Eddie Hebert 2013-03-21 21:30:51 -04:00
• eb6b7c08fc MAINT: Using zone attribute of tzinfo instead of string Richard Frank 2013-03-24 11:59:23 -04:00
• fdf38d3562 BUG: Moved asserts back to before calculations that rely on them. Richard Frank 2013-03-24 11:58:03 -04:00
• 2504874a84 DEV: Updates README with numpy installation tip. Eddie Hebert 2013-03-22 13:53:05 -04:00
• 5b59bf3453 Merge branch 'master' of github.com:quantopian/zipline fawce 2013-03-21 15:14:48 -04:00
• 0e0fecf4ee allows config to force no datasources by passing a None. absence of the parameter triggers the default. fawce 2013-03-21 15:13:56 -04:00
• 832c93134f MAINT: Removes comment referreing to removed started_at member. Eddie Hebert 2013-03-20 22:18:30 -04:00
• 279e125ab8 MAINT: Pull initialization of simulation dt out of event loop. Eddie Hebert 2013-03-20 14:34:12 -04:00
• 08882bc8aa MAINT: Updates copyright on risk module. Eddie Hebert 2013-03-20 14:30:11 -04:00
• 5dc449ba19 MAINT: Changes boolean check for snapshot existence in performance. Eddie Hebert 2013-03-20 13:19:39 -04:00
• 75049fdd15 MAINT: Removes unused started_at member from performance tracker. Eddie Hebert 2013-03-20 13:05:38 -04:00
• 3707c7b225 MAINT: Changes name of grouping of by dt in generator chain. Eddie Hebert 2013-03-20 12:12:33 -04:00
• 95a9b7b3c2 MAINT: Updates docstring for performance tracker class. Eddie Hebert 2013-03-20 11:27:57 -04:00
• 060b565cdc DEV: Adds stashing to pre-commit hook. Eddie Hebert 2013-03-20 11:00:38 -04:00
• 8bf4c60169 MAINT: Removes unused member from performance tracker class. Eddie Hebert 2013-03-20 10:42:01 -04:00
• d740394184 Merge branch 'master' of github.com:quantopian/zipline fawce 2013-03-20 02:23:08 -04:00
• 93e22aa8b7 added more acceptable number types for event fields in batch transforms. fawce 2013-03-20 02:21:44 -04:00
• f054835cd1 DEV: Provides an example pre-commit hook. Eddie Hebert 2013-03-19 23:33:36 -04:00
• 0169251c89 MAINT: Removes unused init method from algorithm. Eddie Hebert 2013-03-19 22:59:38 -04:00
• d2bdfc931d BUG: Fixes error added while rearticulating sim_params. Eddie Hebert 2013-03-19 22:32:42 -04:00
• ccef17dec6 MAINT: Fixes comment about perf type. Eddie Hebert 2013-03-19 21:35:01 -04:00
• a645b2a86e MAINT: Fixes comment about returned performance types. Eddie Hebert 2013-03-19 20:56:56 -04:00
• 50e0334b3d STY: Uses if/else for setting sim_params in algorithm. Eddie Hebert 2013-03-19 20:53:44 -04:00
• 1909a0576f MAINT: Removes unused frame_count member from algorithm class. Eddie Hebert 2013-03-19 20:36:53 -04:00
• 0b6e4650d9 MAINT: Removes unused flag from algorithm class. Eddie Hebert 2013-03-19 19:50:40 -04:00
• 3e65980bda MAINT: Updates copyright of algorithm module to current year. Eddie Hebert 2013-03-19 19:06:54 -04:00
• 351d5e8686 MAINT: Updates copyright to current year for returns module. Eddie Hebert 2013-03-19 17:14:01 -04:00
• d17fb1c266 STY: Removes unused import. Eddie Hebert 2013-03-19 17:13:44 -04:00
• ff991549b8 MAINT: Removes ipython related requirements. Eddie Hebert 2013-03-19 14:38:55 -04:00
• 086679c3d6 ENH: Adds new order types. Tony Worm 2013-03-06 13:44:17 -05:00
• dba86153d2 ENH: added a CUSTOM datasource type for custom data. fawce 2013-03-08 22:59:35 -05:00
• 890762bde7 MAINT: added typed errors module fawce 2013-03-18 14:52:51 -04:00
• 9ad33ec941 MAINT: PyPI updates: six==1.3.0, delorean==0.2.0 Jonathan Kamens 2013-03-19 09:13:35 -04:00
• 632cbf2e62 MAINT: Updates copyright for recently changed files. Eddie Hebert 2013-03-18 18:04:34 -04:00
• 77bc821025 MAINT: Defines members of the Order object. Eddie Hebert 2013-03-18 17:59:14 -04:00
• 8f91711390 MAINT: New pytz version in requirements.txt Jonathan Kamens 2013-03-15 13:31:29 -04:00
• 89ab65c413 REF: Import interface. Thomas Wiecki 2013-03-14 08:56:16 -04:00
• ea11a43f68 MAINT: Removes unneeded assignment in slippage. Eddie Hebert 2013-03-12 20:37:36 -04:00
• 43fac333a1 BUG: Fixes check reversal in slippage transact_stub. Eddie Hebert 2013-03-12 20:34:16 -04:00
• 2bf285b084 MAINT: More slippage comparison changes for floating point. Eddie Hebert 2013-03-12 20:28:47 -04:00
• 27761f9dec MAINT: Uses copysign to extract order direction in FixedSlippage. Eddie Hebert 2013-03-12 19:47:01 -04:00
• 080c54d4dc MAINT: Accounts for possible floating point rounding in slippage. Eddie Hebert 2013-03-12 19:40:24 -04:00
• 39cfdaa7c9 MAINT: Updates copyright date of slippage module. Eddie Hebert 2013-03-12 19:18:52 -04:00
• f7b4df4a09 MAINT: Uses copysign to extract direction of order. Eddie Hebert 2013-03-12 19:14:02 -04:00
• 085eb040af MAINT: Updates pep8 from 1.4.4 -> 1.4.5 Eddie Hebert 2013-03-09 17:32:55 -05:00
• 045773264b ENH: Adds a flag for optionally not serializing positions. fawce 2013-03-08 14:21:51 -05:00
• a4e6520137 MAINT: Reverses polarity on keep transactions default. Eddie Hebert 2013-03-08 15:00:12 -05:00
• 0113765f70 Merge pull request #103 from mdengler/for-quantopian Thomas Wiecki 2013-03-07 11:29:30 -08:00
• 66fb0c583c README.md: update "Dependencies" section from setup.py Martin Dengler 2013-03-07 01:08:21 +00:00
• 6a3e402a32 Merge pull request #101 from quantopian/fix_1516 fawce 2013-03-06 14:26:33 -08:00
• a12eeb2383 incorporating feedback from @richafrank fawce 2013-03-06 16:49:31 -05:00
• e53622c930 MAINT: Changes unittest use of ndict to use specific objects. Eddie Hebert 2013-03-06 15:48:01 -05:00
• 2095679a1d ENH: Adjust OHLC when loading bars to remove split/dividend noise Jeremiah Lowin 2013-03-03 09:32:38 -05:00
• b8144cea2a added tests to ensure: - repeated calls with the same data window do not update batch transform windows. - repeated calls with the same data and same supplemental parameters do not update batch transform results - repeated calls with the same data and different supplemental params do update batch transform results fawce 2013-03-05 22:23:43 -05:00
• 530f1cce55 added checks for change in optional parameters to trigger transform recalculation. fawce 2013-03-04 22:33:30 -05:00
• 718ce0270a ENH: Improves handling of edge case in data update. Eddie Hebert 2013-03-04 21:25:27 -05:00
• 4170c05fb6 ENH: Update msgpack files if new data is available. Ryan Day 2013-02-18 13:27:19 -05:00
• a47143099c refining the batch transform interface: - removed use_panel - default for refresh_period is now 0 - refresh_period will only affect the recreation of the datapanel - user's transform method is invoked on every call to batch transform fawce 2013-03-04 21:08:15 -05:00
• 3e21ea52bc DEV: Adds a script to test data saved as msgpacks. Eddie Hebert 2013-03-04 17:07:36 -05:00
• 092af814b8 MAINT: Adds license to treasuries module. Eddie Hebert 2013-03-04 11:11:57 -05:00
• 6329f477b8 removed data_panel option from BatchTransform. fawce 2013-03-04 06:26:41 -05:00
• 95e702ac84 MAINT: Update pyzmq version in dev requirements Jonathan Kamens 2013-03-03 16:03:02 -05:00
• e901e06f39 Changes the API for recording variables. Eddie Hebert 2013-02-18 16:57:24 -05:00
• ebdb5429aa MAINT: Moved DailyReturn to protocol module to break circular references Richard Frank 2013-02-26 12:01:52 -05:00
• f1ff9cee0d ENH: New example algorithm OLMAR. Thomas Wiecki 2013-02-28 22:39:15 -05:00
• 7696abb169 MAINT: Removed unused prior_day_open from SimulationParameters Richard Frank 2013-03-01 13:21:28 -05:00
• 414e12ecc9 BUG: Fixes error due to floating point rounding in stddev calc. Eddie Hebert 2013-02-28 22:19:31 -05:00
• 46104fcd7c BUG: DataPanelSource was looping in the incorrect order. Thomas Wiecki 2013-02-28 21:33:49 -05:00
• f38ed47773 DEV: List mccabe, pep8, pyflakes (used by flake8) in dev requirements Jonathan Kamens 2013-02-26 11:11:23 -05:00
• cfd0fa507b MAINT: Upgrade dev requirements to flake8 2.0 Jonathan Kamens 2013-02-25 11:22:48 -05:00
• bea325f25a Merge pull request #95 from sender/delorean-fix Thomas Wiecki 2013-02-24 06:26:20 -08:00
• 724fe60f20 adding delorean to dependency list Aidan 2013-02-24 18:10:19 +11:00
• 4c761c6708 Prevents entire data panel being collapsed when a stock stops trading. Eddie Hebert 2013-02-21 11:29:24 -05:00
• 368a31587f Fix flake8 problem Jonathan Kamens 2013-02-21 11:13:18 -05:00
• 8120fd1bf7 Disable test_{,lse_}calendar_vs_environment until issue #93 is addressed Jonathan Kamens 2013-02-21 11:03:55 -05:00
• 0de67d8096 Fix flake8 error Jonathan Kamens 2013-02-19 23:28:18 -05:00
• 1a30bdf93a Upgrade msgpack-python to 0.3.0 Jonathan Kamens 2013-02-19 23:09:38 -05:00
• 866d45403b tradingcalendar was assuming eastern time when calculating its end date, switched to use UTC and utcnow. Also factored the common code out of the nyse and lse specific tests into a helper method. fawce 2013-02-19 19:08:24 -05:00
• bf25e695ce Merge pull request #92 from quantopian/noop_env_fix_1470 fawce 2013-02-19 10:17:58 -08:00
• 5587c1bc64 added functools.wraps as per @richafrank fawce 2013-02-19 13:15:57 -05:00
• 9cc043f130 added a decorator for applying an environment to a function context. fawce 2013-02-19 12:52:17 -05:00
• 97cbea2514 Fixes crashes when using numpy log on a batch transform data panel. Eddie Hebert 2013-02-19 11:20:04 -05:00
• e6b9a355c1 Merge pull request #91 from quantopian/calendar_fix fawce 2013-02-18 21:18:56 -08:00
• 791328c5ad changing the calendar test for lse to use the last available date rather than the end date. fawce 2013-02-19 00:14:08 -05:00
• 4199b530b9 trying to fix broken jenkins build that seems to be due to the end time of the trading calendar calculations and availability of data from yhoo. fawce 2013-02-18 23:46:08 -05:00
• b8a885a2d6 Merge pull request #90 from quantopian/fake_environment fawce 2013-02-18 20:37:37 -08:00
• 2db01b3935 created a new generator-backed trading environment for testing. other details: - also fixed grammatical errors in loader's status messages. - converting the treasury curves to an ordered dict. - moved to using a lambda for clarity as per @ehebert - initializing calendar end dates to be midnight of current date in - US/Eastern. Yahoo data isn't available until midnight eastern. fawce 2013-02-18 20:27:33 -05:00
• 8eb92830c9 Don't capitalize delorean in requirements.txt Jonathan Kamens 2013-02-18 14:20:58 -05:00
• 1a85781170 updated run method to use sim_params. fawce 2013-02-18 09:55:03 -05:00
• d67e5d7a4b factory had a bug in the creation of trade history that traversed daylight savings time changes. added a fix and a test. fawce 2013-02-16 21:51:21 -05:00
• a4a4d38a73 TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE. fawce 2013-02-14 23:35:35 -05:00
• 2c7355a0dc Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters. fawce 2013-02-12 16:27:03 -05:00
• 8f37b794e5 Merge pull request #85 from twmeggs/master Thomas Wiecki 2013-02-16 11:44:07 -08:00
• d3f1e0ffa9 Small spelling change. Tim 2013-02-16 17:43:38 +00:00
• b09ab5da99 Added closing parenthesis to comment note. Tim 2013-02-16 17:39:18 +00:00
• 593aaa9880 Remove extra space in comment sentence. Tim 2013-02-16 17:29:36 +00:00