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• d1dace948e ENH: Added new kwarg to batch_transform: create_panel. Thomas Wiecki 2012-12-30 17:04:01 -05:00
• 5deeb38fb6 ENH: sid and field filter kwargs can also be strings or ints. Thomas Wiecki 2012-12-20 11:58:23 -05:00
• 2729936aff ENH: batch_transform now supports field filtering. Thomas Wiecki 2012-12-20 11:56:49 -05:00
• 0e3b1e76e8 ENH: batch_transform now supports sid-filtering. DOC: Added docs to batch_transform. Thomas Wiecki 2012-12-20 11:09:32 -05:00
• fc03e80cdf Removes done message. Eddie Hebert 2013-01-02 03:35:59 -05:00
• e7a31c0661 Removes sort module. Eddie Hebert 2013-01-01 23:01:25 -05:00
• 13a2b1c637 Changes date_sort to use heapq module. Eddie Hebert 2013-01-01 20:56:25 -05:00
• 0d841503a7 Uses dictionary update instead of iterating through keys. Eddie Hebert 2013-01-06 17:31:03 -05:00
• dd64bb0fbf Changes type emitted from DataSource to Event. Eddie Hebert 2013-01-06 17:23:26 -05:00
• 799a357d98 Changes test factory to use Event instead of ndict. Eddie Hebert 2013-01-06 17:13:07 -05:00
• 59dbffb3aa Changes test sources to use unit test's assert instead of plain assert. Eddie Hebert 2013-01-06 17:11:38 -05:00
• 27df611b8e Upgrade pytz Jonathan Kamens 2013-01-04 12:45:53 -05:00
• d1784b26c3 Adds an init to protocol.Event to enable setting of initial values. Eddie Hebert 2013-01-01 22:59:25 -05:00
• a25590b0a1 Exposes the list of trading days contained in a trading environment. Eddie Hebert 2013-01-01 13:01:49 -05:00
• 7b1b9887ba Removes timeout handling from simulator's simulate_snapshot. Eddie Hebert 2012-12-31 17:40:31 -05:00
• a71226c400 Merge pull request #49 from quantopian/granularity Eddie Hebert 2012-12-30 09:52:06 -08:00
• fccc5e8006 ENH: Added constants.py which contains financial constants. Thomas Wiecki 2012-12-30 12:02:38 -05:00
• 4615b29713 REF: Renamed granularity to data_frequency. Thomas Wiecki 2012-12-30 11:50:46 -05:00
• 75e60fdc91 Fixes number of bars to create covering date range in test. Eddie Hebert 2012-12-29 18:45:31 -05:00
• ec745736ac Fixes period_start in test_perf test. Eddie Hebert 2012-12-28 13:48:47 -05:00
• 50f4e1fff2 Fixes bug in test where period_end is too early. Eddie Hebert 2012-12-28 13:46:44 -05:00
• 1c15e983dc Parameterizes test_tracker test with different days' events dropped. Eddie Hebert 2012-12-28 13:40:15 -05:00
• 805bfe0f30 Moved treasury_durations from property to module constant Richard Frank 2012-12-28 13:40:09 -05:00
• 11fa56e5d9 Breaks up performance tracker tests. Eddie Hebert 2012-12-28 12:06:38 -05:00
• 2939cce155 Merge pull request #51 from quantopian/yield-perf-data-for-missing-days Eddie Hebert 2012-12-28 09:04:31 -08:00
• 79c101a32a Remove nosexcover from dev requirements for zipline Jonathan Kamens 2012-12-28 11:45:58 -05:00
• f7e4f57425 Enables performance messages on days that have no trades. Eddie Hebert 2012-12-28 09:55:55 -05:00
• b5867774e9 Reduces the the dataset size for performance tracker test. Eddie Hebert 2012-12-27 18:25:11 -05:00
• c436f85758 Removes random test invocation. Eddie Hebert 2012-12-27 16:11:42 -05:00
• a8413e1cc2 Adds reprs for PerformanceTracker and TradingEnvironment. Eddie Hebert 2012-12-27 16:58:35 -05:00
• c6759eb938 Upgrades requests to latest. 1.0.3 -> 1.0.4 Eddie Hebert 2012-12-26 11:01:28 -05:00
• 32ed8dacad Updates msgpack-python to latest. 0.2.3 -> 0.2.4 Eddie Hebert 2012-12-26 10:59:48 -05:00
• c85f8147bc Removes coverage being run on each internal build of the project. Eddie Hebert 2012-12-26 10:43:54 -05:00
• 8346155f0e MIN: Override annualizer if set. New handling of granularity (no default arg anymore). Renamed minutely to minute. Thomas Wiecki 2012-12-24 12:55:52 -05:00
• 5da5727289 Updates to latest version of flake8. 1.6.2 -> 1.7.0 Eddie Hebert 2012-12-21 21:49:48 -05:00
• 403a8e9064 Removes assert of sort protocol in inner loop. Eddie Hebert 2012-12-21 21:46:46 -05:00
• 8c2c36755e Removes assert of message confirming to protocol. Eddie Hebert 2012-12-21 21:36:32 -05:00
• 8f6ff20e6a Adds a __repr__ method for Event. Eddie Hebert 2012-12-21 17:07:56 -05:00
• 21da812c10 Optimizes checking ready state of sources during sorting. Eddie Hebert 2012-12-21 16:46:16 -05:00
• 2b6f7b1c8b Merge pull request #48 from quantopian/change-trade-from-ndict-to-object-based-event Eddie Hebert 2012-12-21 12:33:01 -08:00
• f54881cd08 Changes tests from using an ndict for trades to an Event object. Eddie Hebert 2012-12-21 14:17:47 -05:00
• 3ca8029766 MIN: Replaced annualizer with a dictionary. Added set_granularity method. Thomas Wiecki 2012-12-20 14:27:40 -05:00
• daf29c2d39 ENH: Add granularity and annualizer arguments to TradingAlgorithm. Accompanying doc string and unittest. Thomas Wiecki 2012-12-20 12:49:24 -05:00
• 204eae7274 Updates README example code to use window_length instead of days. Eddie Hebert 2012-12-19 18:10:20 -05:00
• c919e380f4 Handles the case where pandoc isn't available during download. Eddie Hebert 2012-12-19 16:25:17 -05:00
• 7d15cb870f BUG: Adding of new fields to data panel source should be inside of if-statement. Thomas Wiecki 2012-12-19 10:08:20 -05:00
• aaefd3270e Merge pull request #43 from quantopian/extend_df_source Eddie Hebert 2012-12-18 13:18:59 -08:00
• 2cc983a4c7 Moves requests to main requirements. Also upgrades to 1.0.3 Eddie Hebert 2012-12-18 11:27:25 -05:00
• 1af76458fd Release 0.5.5 Eddie Hebert 2012-12-18 10:49:32 -05:00
• 7f74d53804 Updates pandas to the latest version. 0.9.1 --> 0.10.0 Eddie Hebert 2012-12-17 12:41:24 -05:00
• e71c1f5e91 Updates requests to newest release. (1.0.0) Eddie Hebert 2012-12-17 12:08:02 -05:00
• 1e940d473a Merge pull request #45 from quantopian/handle_no_treasury_data Richard Frank 2012-12-14 14:42:53 -08:00
• 54063854aa Forward-fill missing treasury data Richard Frank 2012-12-14 14:54:48 -05:00
• 084e04dc56 Removes Cython from requirements list. Eddie Hebert 2012-12-14 14:12:30 -05:00
• 1d3c10d82f Updates to the latest version of Cython. Eddie Hebert 2012-12-14 10:26:33 -05:00
• 775c564ea1 ENH: Added DataPanelSource. Thomas Wiecki 2012-12-13 12:55:05 -05:00
• bbc8050c81 Merge pull request #42 from quantopian/iso8061_to_8601 Eddie Hebert 2012-12-12 16:47:55 -08:00
• 11391f356b Merge pull request #41 from quantopian/revert_fix_window Eddie Hebert 2012-12-12 16:47:42 -08:00
• 4c6f24094d Merge pull request #39 from quantopian/backtest_end_dates Richard Frank 2012-12-12 13:19:29 -08:00
• 3684a85474 Don't log warning when we only have a partial month's data Richard Frank 2012-12-11 11:13:29 -05:00
• 095f2dd65b Date bookkeeping fixes in perf and risk Richard Frank 2012-12-12 14:01:10 -05:00
• e7b504f4ca Removed list of trading days since we already have an OrderedDict Richard Frank 2012-12-10 16:12:29 -05:00
• 831034eb3b Remove unused ISO 8601 stuff from Zipline Jonathan Kamens 2012-12-07 12:44:07 -05:00
• 17b1b245f1 Need nosexcover and coverage Jonathan Kamens 2012-12-11 13:50:16 -05:00
• 71bcda9ba1 Upgrade to Logbook 0.4.1 Jonathan Kamens 2012-12-11 13:29:41 -05:00
• f8e4d8ade6 Revert "BUG: EventWindow now always contains constant number of days." Thomas Wiecki 2012-12-11 12:12:51 -05:00
• 8621eb2223 Revert "STY: Removed drop_condition arguments." Thomas Wiecki 2012-12-11 12:12:32 -05:00
• 3aaa2ef5a2 Updates msgpack-python to latest version. Eddie Hebert 2012-12-11 11:56:30 -05:00
• 4981c67c31 Handle missing historical data more elegantly Richard Frank 2012-11-21 16:31:41 -05:00
• 7edf79f205 Adds dev requirements and goodies. Eddie Hebert 2012-12-07 18:24:54 -05:00
• a4174b0da1 Merge pull request #38 from quantopian/only-use-int-float-fields-for-panel Eddie Hebert 2012-12-07 11:36:45 -08:00
• 67b8f63972 Limit the fields of batch transform datapanel to ints and floats. Eddie Hebert 2012-12-07 13:59:32 -05:00
• 79a8a08812 STY: Renamed fillna to clean_nans. Thomas Wiecki 2012-12-06 17:21:36 -05:00
• 5a585fc3aa Merge pull request #37 from quantopian/fix_transforms Eddie Hebert 2012-12-06 14:00:35 -08:00
• ecb26e9eec BUG: Can not test for length when dropping nans. Thomas Wiecki 2012-12-06 16:07:18 -05:00
• c46e09f52a BUG: Do not backfill but drop rows with N/A in them. Thomas Wiecki 2012-12-06 15:52:50 -05:00
• a14d702a0d STY: Replaced hardcoded values with variables. Thomas Wiecki 2012-12-06 15:26:49 -05:00
• c7383f6275 STY: Removed drop_condition arguments. Thomas Wiecki 2012-12-06 15:24:01 -05:00
• dfefaafd03 BUG: Fixed source unittest (regression in testing source). Thomas Wiecki 2012-12-06 14:46:33 -05:00
• ba46c6292f ENH: DataPanel is now created more flexible over all sids and all given fields. Added unittest to test for nan-filling. Added backwards filling by default. Thomas Wiecki 2012-12-06 14:43:20 -05:00
• 5f6839beea BUG: Refactored batch_transform unittests and fixed some bugs. Thomas Wiecki 2012-12-06 12:36:47 -05:00
• c69858f8b9 ENH: Added kwarg to turn off fillna or use different fill method. Thomas Wiecki 2012-12-06 12:35:46 -05:00
• 7a0a6f5231 BUG: EventWindow now always contains constant number of days. Thomas Wiecki 2012-12-06 12:33:18 -05:00
• 90fa80cc72 Merge pull request #36 from quantopian/add-special-non-trading-days Eddie Hebert 2012-12-04 13:22:39 -08:00
• bbef0658d1 Adds non-market days due to National Days of Mourning. Eddie Hebert 2012-12-04 15:04:25 -05:00
• a8e1647d6e Adds Hurricane Sandy related closings to non-trading days. Eddie Hebert 2012-12-04 14:16:30 -05:00
• b2b7ea0063 Adds closings due to 9/11 attacks. Eddie Hebert 2012-12-04 14:08:30 -05:00
• 81efe8247f Merge pull request #35 from quantopian/makes-capital-base-more-configureable Eddie Hebert 2012-12-04 07:49:53 -08:00
• 3ff3a6964e Allows the capital base of an algorithm to be more easily modified. Eddie Hebert 2012-12-04 08:07:40 -05:00
• ac8ae973bc ENH: replaced union with intersection in assert (more stringent). Thomas Wiecki 2012-12-04 10:17:53 -05:00
• 3f94fad97e Fixes README link to Scipy. Eddie Hebert 2012-12-03 21:45:05 -05:00
• 402d2c87f5 Points Quantopian link in README to www. Eddie Hebert 2012-12-03 21:44:07 -05:00
• 1f09450584 Fixes reading of README file. Eddie Hebert 2012-12-03 19:43:41 -05:00
• 11a31dff22 Updates release version to 0.5.4 Eddie Hebert 2012-12-03 18:26:48 -05:00
• f81addb7df ENH: batch_transform now adds arbitrary keys to datapanel. Thomas Wiecki 2012-12-03 11:48:45 -05:00
• 803a0cee5c Merge pull request #32 from quantopian/volumeshare_fp_error Eddie Hebert 2012-11-29 10:02:59 -08:00
• 1b2f6739e9 Fixed floating-point error in volume share slippage model Richard Frank 2012-11-28 19:42:57 -05:00
• 149309d4af Update README.md fawce 2012-11-28 17:31:53 -05:00
• e266d926f3 Updates quarter utilities to fix offset. Eddie Hebert 2012-11-28 10:53:08 -05:00
• 89485a0ee9 Fixes invocation of datetime method. Eddie Hebert 2012-11-27 17:46:24 -05:00