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• cc0ff551ec Adds quarter date utilities back into zipline. Eddie Hebert 2012-11-27 17:12:29 -05:00
• f62548d6b1 Merge pull request #31 from quantopian/slippage_model_bug Eddie Hebert 2012-11-27 11:02:00 -08:00
• 4d41070585 Fix for slippage time getting out of sync with algo. Richard Frank 2012-11-26 16:02:24 -05:00
• c81d6a30d1 Fix to inject log dates from slippage methods. Richard Frank 2012-11-26 15:51:30 -05:00
• 04d8d25f0a Merge pull request #30 from quantopian/pip_versions Eddie Hebert 2012-11-27 09:08:56 -08:00
• 0771e43736 Explicitly list packages required by pandas. Jonathan Kamens 2012-11-27 11:59:05 -05:00
• 239b595a30 Removes unused pylint file. Eddie Hebert 2012-11-26 15:02:14 -05:00
• 4d0303cc75 Converts README.md file to ReST for setup's long_description. Eddie Hebert 2012-11-26 14:27:02 -05:00
• 0ccdaa9f7c Fixes and improves links in README. Eddie Hebert 2012-11-26 13:18:38 -05:00
• 0e88f6917b Updates flake8 to latest. 1.6 -> 1.6.2 Eddie Hebert 2012-11-26 09:45:59 -05:00
• 25687ea44a Upgrades Cython to latest version. 0.17.1 -> 0.17.2 Eddie Hebert 2012-11-23 19:30:37 -05:00
• 3a181529e2 fixed whitespace problem fawce 2012-11-22 07:21:52 -05:00
• bb108e5c08 Update zipline/transforms/utils.py fawce 2012-11-22 07:06:59 -05:00
• 7fd75cf96b Merge pull request #28 from quantopian/fix-nans-in-transforms Eddie Hebert 2012-11-21 17:32:11 -08:00
• 2c3d9a84db Fills in missing slots in transform data panels. Eddie Hebert 2012-11-21 17:54:57 -05:00
• cbd3fa1e78 Update README.md fawce 2012-11-21 13:37:56 -05:00
• b5946fee37 Update README.md fawce 2012-11-21 13:30:23 -05:00
• 0ba6f88a84 Fixes event window length in example algo. Eddie Hebert 2012-11-20 16:38:56 -05:00
• 9f715258e6 Updates pairtrade example to use window_length. Eddie Hebert 2012-11-20 16:31:18 -05:00
• 36fe43efce Merge pull request #25 from quantopian/use-data-source-for-data-frame Eddie Hebert 2012-11-20 13:11:24 -08:00
• e7dfca723d Relase 0.5.3 Eddie Hebert 2012-11-20 16:09:28 -05:00
• 7ff1ab2ab1 Makes indentation of setup.py compatible with flake8 Eddie Hebert 2012-11-20 16:08:52 -05:00
• 5d779c8867 Merge pull request #27 from quantopian/dataloader_fixes Eddie Hebert 2012-11-20 11:28:29 -08:00
• f4be285dd7 Removed quarter utilities unused by zipline Richard Frank 2012-11-20 13:46:48 -05:00
• b27ef0323f Merge pull request #26 from quantopian/change-day-to-trailing-window Richard Frank 2012-11-20 10:44:37 -08:00
• ab6b754922 Changes EventWindow parameter of days to window length. Eddie Hebert 2012-11-20 03:29:40 -05:00
• c9483a7e36 Merge branch 'master' into use-data-source-for-data-frame Eddie Hebert 2012-11-19 21:25:50 -05:00
• 68c5709f21 Stylistic compliance with flake8 checker. Eddie Hebert 2012-11-19 21:24:51 -05:00
• 8b16f7cfa0 Updates flake8 to latest in requirements txt. Eddie Hebert 2012-11-19 20:42:48 -05:00
• 5a95122f21 Converts data frame source over to using DataSource base object. Eddie Hebert 2012-11-19 17:29:08 -05:00
• f85ad50e60 Breaks the sources module into pieces. Eddie Hebert 2012-11-19 14:39:03 -05:00
• cf0de17b13 Merge pull request #22 from quantopian/fix_batch_transform_days Eddie Hebert 2012-11-19 12:40:26 -08:00
• 4a1fbb7d03 Removes unused fuzzy_dates method. Eddie Hebert 2012-11-19 11:50:11 -05:00
• 0617e53d69 Upgrades flake8 from 1.5 -> 1.6 Eddie Hebert 2012-11-19 12:49:09 -05:00
• 7bb8dca245 STY: Reversed order of if-statement. Thomas Wiecki 2012-11-19 10:55:30 -05:00
• f2ce713b99 DOC: Added doc-string to get_data(). Thomas Wiecki 2012-11-19 10:23:22 -05:00
• 4c02fea6e2 BUG: batch_transform was wrongly updating when days < refresh_period. Thomas Wiecki 2012-11-19 10:20:24 -05:00
• 4c3e0d5081 Brings pandas up to the latest version, 0.9.0 -> 0.9.1 Eddie Hebert 2012-11-15 23:31:46 -05:00
• d5697cdf0a Fixes under-incrementation of risk report. Eddie Hebert 2012-11-15 13:18:46 -05:00
• 4c3554042e Revert "Removes created member from risk metrics." Eddie Hebert 2012-11-14 18:25:57 -05:00
• a71cb94f1d Merge pull request #21 from snth/docs-snth Thomas Wiecki 2012-11-14 06:07:22 -08:00
• 4563cc6c03 Merge pull request #20 from snth/docs-fixes Thomas Wiecki 2012-11-14 06:06:58 -08:00
• b10bfc98a1 DOC: Added autodoc generating links for all submodules Tobias Brandt 2012-11-14 14:29:50 +02:00
• 220cc557df DOC: Added a note on Time Compression and reformatted the .rst file. Tobias Brandt 2012-11-14 13:43:03 +02:00
• 51838dbdd3 DOC: I took more documentation from the pypi README page and added it to the Sphinx documentation. Tobias Brandt 2012-11-14 13:18:55 +02:00
• e955012fce DOC: Replaced installation instructions with the ones from pypi. Tobias Brandt 2012-11-14 12:54:04 +02:00
• 630ef8d4b9 DOC: Removed the messaging documentation since it seems obsolete. Tobias Brandt 2012-11-14 12:44:00 +02:00
• b8380499bc DOC: Added Quantopian Manifesto Tobias Brandt 2012-11-14 12:40:03 +02:00
• 03f582701f DOC: Changed the modules heading. Tobias Brandt 2012-11-14 12:20:15 +02:00
• 2f325ee2b4 DOC: Added chapter headings for Messaging and Extensions to make the TOC more readable. Tobias Brandt 2012-11-14 12:17:12 +02:00
• 92fa9bf41d DOC: Renamed the notes section the installation section. Fixed some formatting in the DataSources paragraph. Tobias Brandt 2012-11-14 12:12:42 +02:00
• 3f969b7913 DOC: Made the Welcome page a little more welcoming and moved high-level notes out into a separate page. Tobias Brandt 2012-11-14 12:02:03 +02:00
• e0ef6586a2 DOC: Fixed escaping of special chars in math environment. Tobias Brandt 2012-11-14 11:26:02 +02:00
• b02e392b68 DOC: Fixed escaping of long words in table cells. Tobias Brandt 2012-11-14 11:25:17 +02:00
• 8ff566b5be DOC: Fixed syntax highlighting Tobias Brandt 2012-11-13 10:53:58 +02:00
• 0134bbed82 DOC: Removed autodoc directive for *lines* module. Tobias Brandt 2012-11-13 10:57:35 +02:00
• ff9093d226 DOC: Fixed some paragraph alignment and table formatting issues. Tobias Brandt 2012-11-13 11:18:19 +02:00
• e5f41e7455 Bumps release to 0.5.2. Eddie Hebert 2012-11-12 12:47:48 -05:00
• 8eecf25985 Removes unittest2 from dev installed packages. Eddie Hebert 2012-11-12 10:50:04 -05:00
• cf4d7ca353 Fixed unittest2 import error on Python 2.7 Tobias Brandt 2012-11-12 15:24:15 +02:00
• cc715b81ae Merge pull request #15 from quantopian/allow-data-when-installed-as-root Eddie Hebert 2012-11-12 07:24:04 -08:00
• 814953d077 Merge pull request #16 from quantopian/remove-created-field-from-risk Eddie Hebert 2012-11-12 07:23:50 -08:00
• 18587b0623 Removes created member from risk metrics. Eddie Hebert 2012-11-09 06:58:06 -05:00
• 8a0d6e72cd Changes the location of downloaded external data files. Eddie Hebert 2012-11-08 22:51:03 -05:00
• 742b44f87b Adds requests library to setup's required libraries. Eddie Hebert 2012-11-08 22:49:15 -05:00
• 126e9fdf26 Fixed batch_transform window length not being market aware. Thomas Wiecki 2012-11-06 12:04:01 -05:00
• ec6ad7182c Merge pull request #9 from quantopian/protect-portfolio Eddie Hebert 2012-11-05 12:52:55 -08:00
• 086c12ddf8 Locks down the ability to easily override the algo's portfolio. Eddie Hebert 2012-11-02 16:32:50 -04:00
• 96ba4c7d6c Upgrades numpy package to latest. 1.6.1 -> 1.6.2 Eddie Hebert 2012-11-05 10:36:49 -05:00
• bb2811e101 Updates ipython to the latest. 0.12 -> 0.13.1 Eddie Hebert 2012-11-05 10:32:28 -05:00
• 7e7bf72d76 Updates Logbook package to latest. 0.3 -> 0.4 Eddie Hebert 2012-11-05 10:22:13 -05:00
• 332d12c7e2 Upgrades Cython package to latest. 0.15.1 -> 0.17.1 Eddie Hebert 2012-11-05 10:18:12 -05:00
• a81a9bbf27 Upgrades msgpack-python package to latest. 0.1.12 -> 0.2.2 Eddie Hebert 2012-11-05 10:12:25 -05:00
• 64a190821d Upgrades nose package to latest. 1.1.2 -> 1.2.1 Eddie Hebert 2012-11-05 10:07:40 -05:00
• aa659772b2 Updates pytz package to latest. 2011n -> 2012h Eddie Hebert 2012-11-05 10:04:25 -05:00
• 18d4e61f00 Updates requests package. 0.14.1 -> 0.14.2 Eddie Hebert 2012-11-05 10:01:49 -05:00
• fa427afb16 added algotime get/set to algorithm fawce 2012-10-29 17:22:42 -04:00
• c0b260fc4a Bumps version up to 0.5.1 in setup config. Eddie Hebert 2012-10-25 22:31:15 -04:00
• c1227105ab Tweaks indentation. Eddie Hebert 2012-10-25 22:30:46 -04:00
• 04642c0077 Removes leased sockets from unit test. Eddie Hebert 2012-10-25 10:37:58 -04:00
• c529698730 Fixes Markdown links in README. Eddie Hebert 2012-10-25 09:42:58 -04:00
• 657f93165d Removes unused test class member and corresponding import. Eddie Hebert 2012-10-25 07:17:35 -04:00
• c0b161287d Fixed odd bug that caused the first day not to get simulated. This triggered some changes to the batchtransform unittests. Thomas Wiecki 2012-10-23 15:47:38 -04:00
• 42c2a6b892 Adds example algorithm scripts. Thomas Wiecki 2012-10-23 10:09:33 -04:00
• 63e19f71c0 Rewrites README. Thomas Wiecki 2012-10-22 13:01:19 -04:00
• e77cce1dc2 Removes extra getter method for getting returns member. Eddie Hebert 2012-10-23 13:29:42 -04:00
• cd23a4acca Merge pull request #4 from quantopian/default_market_aware Eddie Hebert 2012-10-23 10:22:48 -07:00
• 7a34e37b1e Transforms now default market_aware=True. Thomas Wiecki 2012-10-23 09:14:05 -04:00
• bad6296d24 Merge pull request #2 from quantopian/yahoo_finance_loader Eddie Hebert 2012-10-22 09:07:25 -07:00
• 38f4525148 Merge pull request #3 from quantopian/upgrade-flake8 Eddie Hebert 2012-10-22 09:05:07 -07:00
• 7904773d00 Updates flake8 to latest. Eddie Hebert 2012-10-22 11:35:21 -04:00
• ae1644fe35 Added yahoo finance loader. Thomas Wiecki 2012-10-22 09:28:56 -04:00
• ddb007a6f9 Removed optimize from __init__.py file. Thomas Wiecki 2012-10-22 09:04:12 -04:00
• d468d05ba4 Removes optimize directory and optimize unittests which live on a separate branch yet. Was not functional yet and should thus not be in the main branch. Thomas Wiecki 2012-10-22 08:51:30 -04:00
• b421d805b4 Merge pull request #1 from quantopian/restructure_files Eddie Hebert 2012-10-19 15:21:07 -07:00
• 15ac658024 Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP. Thomas Wiecki 2012-10-19 16:32:16 -05:00
• ff52787c1a Adds manifest file for sdist packaging. Eddie Hebert 2012-10-19 16:46:30 -04:00
• 23e7b0661c Fixes typo in nosetests invocation in Travis config. Eddie Hebert 2012-10-19 15:41:50 -04:00
• a789e8d6ff "sudo install me a gfortran" Eddie Hebert 2012-10-19 15:25:58 -04:00
• 14104a3866 Moves Travis gfortran install to "before" step so that it has root. Eddie Hebert 2012-10-19 15:23:26 -04:00