Commit Graph

Select branches

Hide Pull Requests

5-minute

abnera-patch-2

cloud

cloud_conn

concurrent-exchanges

damo1884-talib_example

develop

gh-pages

live-trading

master

new_exchange_config

pandas0.2

pandas_0.22.0

revert-180-jupyter-allow-root-docker

server-0.3.10

unit-tests

0.1.dev3

0.1.dev4

0.1.dev5

0.1.dev6

0.1.dev7

0.1.dev8

0.1.dev9

0.2.dev1

0.2.dev2

0.2.dev3

0.2.dev4

0.2.dev5

0.3

0.3.1

0.3.10

0.3.2

0.3.3

0.3.4

0.3.5

0.3.6

0.3.7

0.3.8

0.3.9

0.4.0

0.4.1

0.4.2

0.4.3

0.4.4

0.4.6

0.4.7

0.5.0

0.5.1

0.5.2

0.5.3

0.5.4

0.5.5

0.5.6

0.5.7

0.5.8

Mono Color

• f1cfacd6e4 Adds gfortran to Travis CI env so that it's available to numpy. Eddie Hebert 2012-10-19 15:14:27 -04:00
• e9d4f1d9d0 Applies flake8 recommendation. Whitespace wrangling. Eddie Hebert 2012-10-19 14:14:53 -04:00
• d2283ea887 Adds Travis CI build status to README. Eddie Hebert 2012-10-19 14:04:44 -04:00
• fc27793ee6 Removes typo of 'pip install' prefix from Travis CI config. Eddie Hebert 2012-10-19 14:02:30 -04:00
• 1334913a33 Uses ordered pip for Travis CI. Eddie Hebert 2012-10-19 13:50:10 -04:00
• 8ead20b6b1 Adds configuration for Travis CI. Eddie Hebert 2012-10-19 13:44:42 -04:00
• 92f1dbef0c Fixes bug that .run() could not be called twice on an algorithm. Added unittest to check. Thomas Wiecki 2012-10-19 11:47:59 -05:00
• 943a56322e added a __call__ method to BatchTransform to make it useable as a decorator. fawce 2012-10-19 11:00:28 -04:00
• e752dfacc9 Changes answer key to benchmarks to match fresh data from Yahoo. Eddie Hebert 2012-10-19 10:06:05 -04:00
• 0ab136f1c8 Adds a loader for market data when it doesn't exist locally. Eddie Hebert 2012-10-18 15:11:04 -04:00
• 58bf8ceed9 Adds .noseids generated by nosetests --failed to ignore list. Eddie Hebert 2012-10-19 10:29:59 -04:00
• 05bb179aba Accounts for negative values when creating compounded returns. Eddie Hebert 2012-10-17 23:49:06 -04:00
• b976c1252b Provides an iterative version of risk metrics. Thomas Wiecki 2012-10-17 22:24:28 -04:00
• 44efa4294f Adds section about hosting of the source to README. Eddie Hebert 2012-10-17 15:29:31 -04:00
• b61a5a31a5 Removes notes about data soures in README. Eddie Hebert 2012-10-17 15:22:58 -04:00
• b1ed4c6d8c Removes unused sum_true method. Eddie Hebert 2012-10-16 21:48:38 -04:00
• ae41a94c8f flake8 cleanup to protocol_utils Eddie Hebert 2012-10-16 16:35:23 -04:00
• 9545c2672f Removes unused trading day rules in date_utils. Eddie Hebert 2012-10-16 16:31:13 -04:00
• 3395d3ad3b Removes unused date_to_datetime in zipline. Eddie Hebert 2012-10-16 15:20:22 -04:00
• 1843447552 Removes unused utcdatetime class from date_utils. Eddie Hebert 2012-10-16 15:18:01 -04:00
• 077fc38806 Removes unused d_tuple from date_utils. Eddie Hebert 2012-10-16 15:15:44 -04:00
• c008a957df added a __contains__ method that looks for a special property _ndict_contains__ (must be a function) when present, the in operator behavior will be determined by the return of the special property. fawce 2012-10-16 12:59:22 -04:00
• 16aa63ac6e Changes import to use tuple-like syntax. Eddie Hebert 2012-10-15 23:32:55 -04:00
• 0608d53b16 Changes import of ndict in optimize to avoid threading through protocol. Eddie Hebert 2012-10-15 23:29:47 -04:00
• 95ce2d90cf Removes unused constant and redirection of imports. Eddie Hebert 2012-10-15 22:57:06 -04:00
• c26a6442e5 Moves project back over to using setuptools. Eddie Hebert 2012-10-15 21:21:38 -04:00
• 3456a583d0 Adds missing license header to protocol_utils module. Eddie Hebert 2012-10-15 16:53:44 -04:00
• d80099db80 Removes log_utils module. Eddie Hebert 2012-10-15 16:24:00 -04:00
• 56b23c46ef Removes unused timeout module. Eddie Hebert 2012-10-15 15:29:00 -04:00
• c626f527e1 Adjusts indentation of lists. Eddie Hebert 2012-10-15 15:17:22 -04:00
• b23ca3f442 Removes unused gens.merge module. Eddie Hebert 2012-10-15 15:11:11 -04:00
• cc5481daab Adds linebreak so that Markdown list is enabled. Eddie Hebert 2012-10-15 14:54:02 -04:00
• 3c51014b21 Removes references to old project name. Eddie Hebert 2012-10-15 14:48:45 -04:00
• 35616582e8 Removes references to pavement in README. Eddie Hebert 2012-10-15 14:44:49 -04:00
• 97df95a441 Adds information style guide, discussion, and contact info to README. Eddie Hebert 2012-10-15 14:39:23 -04:00
• 44d614591d Removes non-zipline specific delayed_signals module. Eddie Hebert 2012-10-15 14:16:50 -04:00
• 25ce71651f Removes unused namelookup function. Eddie Hebert 2012-10-15 14:02:26 -04:00
• 557f93f1e6 Removes unused FrameExceptionFactory. Eddie Hebert 2012-10-15 13:38:40 -04:00
• 7bc1e99ad8 Don't strip #.* from ends of lines Jonathan Kamens 2012-10-15 11:36:45 -04:00
• 78bc364c45 Imports submodules of zipline on import of top-level module. Eddie Hebert 2012-10-12 17:03:15 -04:00
• a7e2accd05 Updates pandas to latest release version. Eddie Hebert 2012-10-12 16:52:10 -04:00
• 4955ceea44 Adds submodules to setup.py Eddie Hebert 2012-10-12 16:10:39 -04:00
• 5eb4b171a9 Removes unused module. Eddie Hebert 2012-10-12 15:15:32 -04:00
• 35b0bb9b26 Removes unused log_path method. Eddie Hebert 2012-10-12 15:15:07 -04:00
• fcccca1530 Removes qexec reference from test logger. Eddie Hebert 2012-10-12 15:12:44 -04:00
• 0c96915404 Removes requirement of existence /var/log/zipline.log Eddie Hebert 2012-10-12 11:27:42 -04:00
• aa0d3e06b1 Removes outdated comments in README. Eddie Hebert 2012-10-12 11:05:09 -04:00
• 699c304321 Merge pull request #131 from quantopian/integrate-algo-class-and-remove-sids Eddie Hebert 2012-10-12 07:37:45 -07:00
• df729e01ed Strip comments from ends of lines before passing to pip Jonathan Kamens 2012-10-11 10:57:27 -04:00
• 23076ae7f1 Allows for collapsed orders by changing the current order filter. Eddie Hebert 2012-10-11 13:42:53 -04:00
• 7c2bdb7b56 Strip comments from ends of lines before passing to pip Jonathan Kamens 2012-10-11 10:57:27 -04:00
• 5e87e174f0 Changes name of filled order variable. Eddie Hebert 2012-10-10 15:52:02 -04:00
• 9fef466323 Uses min function in place of taking the minimum with an if statement. Eddie Hebert 2012-10-10 15:51:15 -04:00
• 69a4e542ea Filters out orders in the future. Eddie Hebert 2012-10-10 15:49:07 -04:00
• c510cab915 Removes unit test exercising expiring orders. Eddie Hebert 2012-10-10 14:35:52 -04:00
• a220bc4e8f Removes expiration from orders. Eddie Hebert 2012-10-09 17:45:12 -04:00
• a3c3a5c6f9 Removes extra assert. Eddie Hebert 2012-10-09 17:27:19 -04:00
• a83f9f9106 First pass at writing unit tests to exercise slippage models. Eddie Hebert 2012-10-09 17:09:40 -04:00
• 29a87ef7a2 Normalizes indentation before editing. Eddie Hebert 2012-10-09 13:42:53 -04:00
• 98f063464e Adds extra constraint of year to check for day inequality. Eddie Hebert 2012-10-09 12:59:54 -04:00
• 0f819474e0 Normalizes indentation to 4 spaces. Eddie Hebert 2012-10-09 12:59:05 -04:00
• ca78b1b9e1 Makes ordering of transaction parameters consistent. Eddie Hebert 2012-10-09 12:55:21 -04:00
• e11b35f149 added messages file... fawce 2012-10-08 14:58:29 -04:00
• 96fed05fc0 support for test fixes in qexec fawce 2012-10-07 21:33:43 -04:00
• 815c9f2cf6 providing default behavior for positions dictionary. non-existent positions are returned as zero size/value positions. fawce 2012-10-06 12:15:54 -04:00
• d9cf193ce0 fixes to unit tests fawce 2012-10-06 11:34:56 -04:00
• e3f750014e __missing__ needs to put the value into the dictionary fawce 2012-10-06 11:28:12 -04:00
• 5650a99fe1 Removes now unused lines.py Eddie Hebert 2012-10-05 17:38:07 -04:00
• 16b0d71506 refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking. fawce 2012-10-05 16:32:27 -04:00
• d2e639c2da quarterly conversions fawce 2012-09-26 21:19:47 -04:00
• d98190daf7 Removes unused kwarg btrid to create_txn. Eddie Hebert 2012-10-09 14:16:48 -04:00
• 9500163ed8 Adds Apache 2.0 license header to source files. Eddie Hebert 2012-10-06 20:10:26 -04:00
• 58bde75bfa Removes commented out reference to old project logging. Eddie Hebert 2012-10-06 20:01:25 -04:00
• bbf2317c57 Saving point for adding license files. Eddie Hebert 2012-10-05 16:35:11 -04:00
• 7c3674c62b Adds Apache License, Version 2.0 Eddie Hebert 2012-10-05 15:59:58 -04:00
• 8bd6b675b2 fixed weird indentation bug fawce 2012-10-08 12:06:22 -04:00
• e6c2709151 Adds installation of flake8 linter to development installs. Eddie Hebert 2012-10-05 15:06:32 -04:00
• 75dba396c8 Merge pull request #128 from quantopian/vanilla-setup-py Eddie Hebert 2012-10-05 12:04:26 -07:00
• df9fb66736 Updates development status to Beta. Eddie Hebert 2012-10-05 15:03:06 -04:00
• 013ab86321 Adds ordered_pip script back in. Eddie Hebert 2012-10-05 14:58:38 -04:00
• fd2d66f53e Removes unused library of messagepack. Eddie Hebert 2012-10-05 14:58:11 -04:00
• b6af686392 Updates version to initial release version in setup.py Eddie Hebert 2012-10-05 14:31:51 -04:00
• f8c3f10589 Strips out use of pavement in generating our setup.py Eddie Hebert 2012-10-03 15:13:20 -04:00
• a46645d1e6 Merge pull request #129 from quantopian/flake8 Eddie Hebert 2012-10-05 10:49:20 -07:00
• 15604134c7 Removes unused random source method. Eddie Hebert 2012-10-05 12:14:39 -04:00
• 77af1ca632 Applies PEP-8 and pyflakes style to tests and zipline. Eddie Hebert 2012-10-04 16:05:13 -04:00
• 0cd8931a5b Whitespace wrangling. According to PEP8 recommendations. Eddie Hebert 2012-10-03 13:20:26 -04:00
• 3f2f16dba2 Removes unused import. Eddie Hebert 2012-10-03 12:02:46 -04:00
• 2c380e5abc Removes unused imports. Eddie Hebert 2012-10-03 12:01:25 -04:00
• 891a283c39 Whitespace tweaking. PEP-8 conventions. Eddie Hebert 2012-10-03 11:53:36 -04:00
• 64363fae31 Applies pep8 and pyflakes recommendations. Eddie Hebert 2012-10-03 11:40:14 -04:00
• d56c976455 Merge branch 'master' of github.com:quantopian/zipline Eddie Hebert 2012-10-03 11:25:46 -04:00
• f8a9cc6cc0 Removes reference to host_settings.py from .gitignore Eddie Hebert 2012-10-03 11:25:12 -04:00
• 6dda60f6cc Merge pull request #127 from quantopian/remove-core Eddie Hebert 2012-10-03 08:06:20 -07:00
• 259498dad2 Removes unused modules. Eddie Hebert 2012-10-03 10:59:04 -04:00
• aa24701c30 Removes 'core' submodule. Eddie Hebert 2012-10-03 10:50:53 -04:00
• cd9274780f Merge pull request #125 from quantopian/minimal-requirements Eddie Hebert 2012-10-02 08:43:45 -07:00
• a46273ed0f Removes documentation generation from jenkins.sh Eddie Hebert 2012-10-02 00:13:08 -04:00
• 9f8fd52b7d fixed bug where commission ignored order direction fawce 2012-10-01 21:46:48 -04:00
• 75d3578f04 Removes ordered_pip.sh script. Eddie Hebert 2012-10-01 13:32:35 -04:00