Scott Sanderson 16e3cb50cc PERF: Use vectorized assignment into dataframe. ...

This is a dramatic speedup (~25% in local benchmarks) for history calls
with a large number of assets and a short window length.

2016-10-26 21:10:40 -04:00

..

assets

PERF: Try cache on scalar asset lookups.

2016-10-26 15:22:28 -04:00

data

PERF: Use vectorized assignment into dataframe.

2016-10-26 21:10:40 -04:00

examples

DOC: Updated example notebook for latest zipline cell magic

2016-10-09 22:12:20 -04:00

finance

BUG: Restrictions passed into HistoricalRestrictions not sorted correctly

2016-10-05 14:09:26 -04:00

gens

ENH: can_trade should take restricted list into account

2016-09-29 10:11:14 -04:00

lib

PERF: Refactor AdjustedArrayWindow.

2016-10-26 17:32:27 -04:00

pipeline

BUG: pass the entire list of assets

2016-10-21 16:23:38 -04:00

resources/security_lists/leveraged_etf_list/20020103

Revert "added DGZ to delete list" (#1481)

2016-09-13 14:45:12 -04:00

sources

MAINT: Use errors='coerce'.

2016-09-20 17:12:07 -04:00

testing

PERF: Speedup minute to session sampling.

2016-10-24 09:59:22 -04:00

utils

ENH: Name overrides in preprocessor factories.

2016-10-12 15:50:10 -04:00

__init__.py

MAINT: Updates from Joe's PR feedback.

2016-09-07 20:42:19 -04:00

__main__.py

DEV: zipline ingest can downgrade the assets db

2016-08-24 15:32:30 -04:00

_protocol.pyx

ENH: Add history for continuous futures.

2016-10-16 22:40:08 -04:00

_version.py

BLD: Adds versioneer

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

algorithm.py

ENH: Add continuous future current contract.

2016-10-07 18:26:23 -04:00

api.py

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00

api.pyi

REL: Prepare for 1.0.2 release.

2016-09-06 16:59:34 -04:00

dispatch.py

BUG: Don't delete namespace if import fails.

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

errors.py

PERF: Remove module-scope calendar creations.

2016-09-06 09:57:23 -04:00

protocol.py

MAINT: Add additional fields to __getitem__ for Order (#1483)

2016-09-13 15:49:16 -04:00

test_algorithms.py

ENH: _UnionRestrictions for combining multiple Restrictions

2016-09-30 16:35:24 -04:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

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