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

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

algo_instance.py

ENH: Replaces the simple transforms with history calls. Switches

2014-11-17 13:16:30 -05:00

api_support.py

BUG: don't allow ordering in before_trading_start

2016-04-26 10:56:36 -04:00

argcheck.py

STY: Flake8

2015-03-19 17:21:25 -04:00

cache.py

ENH: Makes working_dir work on Windows. Updates bundle core

2016-07-25 13:10:23 -04:00

classproperty.py

MAINT: make the data loading apis more consistent.

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

cli.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

compat.py

MAINT: Add unicode to __all__.

2016-05-04 15:56:09 -04:00

context_tricks.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

control_flow.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

data.py

MAINT: make the data loading apis more consistent.

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

deprecate.py

DEV: Adds deprecation utility

2016-02-24 14:50:32 -05:00

enum.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

events.py

Make sure we are passing ints to nth.

2016-07-13 20:40:57 -04:00

factory.py

Re-implemented the Calendar API.

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

final.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

functional.py

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

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

input_validation.py

TST: 32b compat doctests

2016-06-21 15:07:03 -04:00

math_utils.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

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

metautils.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

numpy_utils.py

ENH: Make None the default for string columns.

2016-05-04 19:10:19 -04:00

pandas_utils.py

ENH: speed up calculation of all trading minutes.

2016-06-08 13:34:23 -04:00

paths.py

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

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

pool.py

ENH: Adds the ability to run blaze queries concurrently

2016-07-14 17:32:30 -04:00

preprocess.py

MAINT: make the data loading apis more consistent.

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

range.py

ENH: add __len__ and fix iteration for negative step

2016-08-02 18:53:57 -04:00

run_algo.py

BUG: Generate sim_params within run_algorithm, fix it for raw data

2016-07-29 17:11:49 -04:00

security_list.py

MAINT: Removes default_none from lookup_symbol

2015-09-16 14:55:42 -04:00

sentinel.py

MAINT: error message cleanup

2015-11-24 16:55:07 -05:00

serialization_utils.py

STY: Renames serialization_utils dump and load methods

2015-09-10 11:53:29 -04:00

simfactory.py

Re-implemented the Calendar API.

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

sqlite_utils.py

ENH: Rewrite of Zipline to use lazy access pattern

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

tradingcalendar.py

MAINT: Disable deprecation warning for tradingcalendar

2016-06-28 10:06:11 -04:00