Eddie Hebert 136a09776d PERF: Reuse one cursor in asset finder lookups. ...

Instead of creating a new cursor with each query, use the same cursor
throughout the lifetime of the finder instance to remove any overhead
from creating a new cursor in tight loops.

2015-07-16 15:16:36 -04:00

..

assets

PERF: Reuse one cursor in asset finder lookups.

2015-07-16 15:16:36 -04:00

data

ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes

2015-06-11 11:35:49 -04:00

examples

API: DataFrame/Panel sources expect integer sids, not identifiers

2015-07-01 13:43:31 -04:00

finance

PERF: Improve risk metrics update speed.

2015-07-15 15:36:35 -04:00

gens

MAINT: Move ZiplineAPI context so that it always wraps main loop.

2015-07-01 10:58:47 -04:00

history

ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes

2015-06-11 11:35:49 -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

TST: Fixes broken tests for DataFrameSource

2015-07-01 13:43:31 -04:00

transforms

MAINT: Remove left over simple transform code.

2015-03-30 14:18:39 -04:00

utils

DEP: Removes sids field from SimulationParameters

2015-07-01 13:43:31 -04:00

__init__.py

Bump version: 0.8.0 → 0.8.0rc1

2015-02-13 17:53:02 +01:00

algorithm.py

ENH: Futures API

2015-07-13 09:50:36 -04:00

api.py

BUG: Various functions were missing from the API.

2014-12-31 09:43:35 +01:00

errors.py

MAINT: Consolidates and improves future lookup methods

2015-07-02 10:34:32 -04:00

protocol.py

ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes

2015-06-11 11:35:49 -04:00

test_algorithms.py

MAINT: Use symbol lookup directly from algorithm.

2015-07-08 14:41:02 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00