Andrew DanielsandGitHub 012888fcc7 MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428) ...

For scaling up pricing data before writing to bcolz, the writer now
accepts a dict mapping each sid to the ratio to use. It still accepts a
single ratio as default_ohlc_ratio, which is used as a fallback if no
mapping exists for a given sid. The default is OHLC_RATIO (1000).

This allows better handling of futures pricing data, where the required
precision across root symbols is not consistent.

2016-08-24 13:14:16 -04:00

..

assets

ENH: If no exchange_full provided, use exchange

2016-08-19 16:45:52 -04:00

data

MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428)

2016-08-24 13:14:16 -04:00

examples

ENH: Use bundle name as exchange value

2016-08-02 23:21:39 -04:00

finance

TST: Update to empyrical, increase test coverage

2016-08-23 13:49:43 -04:00

gens

BUG: Need to set simulation_dt in before_trading_start

2016-08-04 11:59:48 -04:00

lib

ENH: Finish adding groupby to rank/top/bottom.

2016-07-26 02:57:35 -04:00

pipeline

Added kwargs to ewma constructors

2016-08-22 13:14:23 -04:00

resources/security_lists/leveraged_etf_list/20020103

MAINT: Move knowledge date for existing DNT list

2015-03-03 16:46:56 -05:00

sources

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

testing

TST: Use equity calendar when writing equity data

2016-08-23 11:11:32 -04:00

utils

Merge pull request #1423 from quantopian/fix-sharedoc

2016-08-22 14:51:05 -04:00

__init__.py

MAINT: use new tempdir for windows

2016-07-25 13:09:55 -04:00

__main__.py

Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db"

2016-08-02 14:25:10 -04:00

_protocol.pyx

BUG: Temporarily commenting out new can_trade functionality until we sort out downstream dependencies.

2016-08-13 21:46:00 -04:00

_version.py

BLD: Adds versioneer

2015-11-11 18:47:51 -05:00

algorithm.py

ENH: Add input validation to attach_pipeline.

2016-08-16 15:53:20 -04:00

api.py

DOC: update docs for api functions

2016-05-06 15:25:30 -04:00

api.pyi

REL: 1.0.1.

2016-05-27 16:41:47 -04:00

dispatch.py

BUG: Don't delete namespace if import fails.

2016-06-02 11:05:53 -07:00

errors.py

MAINT: Add alt-constructor for NoFurtherDataError.

2016-08-17 16:52:09 -04:00

protocol.py

BUG: Account object missing initial total_positions_exposure attr

2016-07-25 10:05:47 -04:00

test_algorithms.py

ENH: made exchange a required parameter to Asset and its subclasses

2016-08-02 23:21:39 -04:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

2016-04-04 16:12:58 -04:00