Nathan Wolfe 4865ade9b2 ENH: Add fast "vectorized" minute_to_session_label for DatetimeIndex ...

The new TradingCalendar method is called `minute_index_to_session_labels`.
It takes a DatetimeIndex of in-order market minutes and returns a
DatetimeIndex of the corresponding sessions.

The new method is approximately 100x faster than mapping
`minute_to_session_label` over a large DatetimeIndex.

2016-08-18 17:27:47 -04:00

..

calendars

ENH: Add fast "vectorized" minute_to_session_label for DatetimeIndex

2016-08-18 17:27:47 -04:00

data

MAINT: Use TradingCalendar objects for bundles (#1397)

2016-08-17 13:37:07 -04:00

finance

ENH: Clock now fires a BEFORE_TRADING_START_BAR event.

2016-08-02 23:12:07 -04:00

history

ENH: Rewrite of Zipline to use lazy access pattern

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

pipeline

BUG/TEST: Fix stochastic oscillator test.

2016-08-09 17:55:24 -04:00

resources

TST: Fix broken tests, updated example data

2016-08-04 09:38:18 -04:00

risk

Re-implemented the Calendar API.

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

utils

Re-implemented the Calendar API.

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

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_api_shim.py

MAINT: PR cleanup

2016-08-02 23:12:07 -04:00

test_assets.py

BUG: Fixes asset writer to the select the latest asset to hold a sid (#1392)

2016-08-15 20:38:02 -04:00

test_bar_data.py

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

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

test_benchmark.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_blotter.py

ENH: Clock now fires a BEFORE_TRADING_START_BAR event.

2016-08-02 23:12:07 -04:00

test_clock.py

MAINT: PR cleanup

2016-08-02 23:12:07 -04:00

test_commissions.py

Re-implemented the Calendar API.

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

test_data_portal.py

ENH: Data portal reads future asset pricing.

2016-08-09 15:19:26 -04:00

test_examples.py

MAINT: Break reference cycle between algorithm and simulator

2016-06-03 11:24:43 -07:00

test_exception_handling.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_execution_styles.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_fetcher.py

DEV: Change daily mode to use last minute of session instead of session itself.

2016-07-27 09:20:24 -04:00

test_finance.py

Clean up daily bar reader/writer to take advantage of new trading calendar. The reader

2016-07-15 15:13:57 -04:00

test_history.py

TST: Use sum for volume on daily data resample.

2016-08-05 14:24:14 -04:00

test_labelarray.py

BUG: Fix bytes/unicode issues in py3.

2016-05-05 01:46:35 -04:00

test_memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

2016-04-12 19:33:21 -04:00

test_panel_bar_reader.py

MAINT: Correct PanelBarReader sessions property, expand test

2016-07-29 17:36:18 -04:00

test_perf_tracking.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_security_list.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_testing.py

ENH: Add single-column input/output capabilities to pipeline terms

2016-06-23 10:24:09 -04:00

test_tradesimulation.py

BUG: Need to set simulation_dt in before_trading_start

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