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

..

assets

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

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

data

MAINT: Use TradingCalendar objects for bundles (#1397)

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

examples

ENH: Use bundle name as exchange value

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

finance

ENH: Clock now fires a BEFORE_TRADING_START_BAR event.

2016-08-02 23:12:07 -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

BUG: zscores should be window safe

2016-08-08 18:07:34 -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

Merge pull request #1388 from quantopian/future-pricing-cleanup

2016-08-11 14:21:53 -04:00

utils

ENH: Add fast "vectorized" minute_to_session_label for DatetimeIndex

2016-08-18 17:27:47 -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

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

2016-08-02 14:25:10 -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