Scott Sanderson 8e59d12daf ENH: Pipeline API ...

- Adds `zipline.pipeline.Pipeline`, a new user-facing class for managing
  pipelines of Modeling API expressions.

- Adds `attach_pipeline` and `drain_pipeline` as API methods

- Removes `add_factor` and `add_filter` as API methods.  These have been
  replaced two new methods on `Pipeline`: `add`, and `apply_screen`.

- Adding a `Filter` as a column no longer implicitly truncates rows from
  the Modelling API output.  It simply causes a new column, of dtype
  `bool` to show up in the output. Removal of rows is now handled by the
  new `apply_screen` method of `Pipeline`.

- Refactors the existing Modeling API tests to reflect the new APIs.

2015-10-01 18:03:53 -04:00

..

__init__.py

STY: Rename run_algo to run_pipeline.

2014-05-07 15:34:42 -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

ENH: Pipeline API

2015-10-01 18:03:53 -04:00

argcheck.py

STY: Flake8

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

cache.py

ENH: Add zipline.utils.cache.

2015-10-01 18:03:53 -04:00

cli.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

control_flow.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

data_source_tables_gen.py

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

data.py

PERF: History Perf Enhancements

2015-02-11 06:25:53 -05:00

events.py

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

factory.py

TST: Remove random simulation parameters.

2015-09-29 14:36:45 -04:00

math_utils.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

memoize.py

DEV: Add zipline.utils.memoize.

2015-09-16 01:28:15 -04:00

munge.py

PERF: History Perf Enhancements

2015-02-11 06:25:53 -05:00

numpy_utils.py

ENH: Add zipline.utils.numpy_utils.

2015-10-01 18:03:53 -04:00

pandas_utils.py

ENH/BUG: Modeling API enhancements.

2015-09-16 01:47:11 -04:00

preprocess.py

ENH: Add zipline.utils.preprocess.

2015-10-01 18:03:53 -04:00

protocol_utils.py

STY: Flake8

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

security_list.py

MAINT: Removes default_none from lookup_symbol

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

serialization_utils.py

STY: Renames serialization_utils dump and load methods

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

simfactory.py

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

test_utils.py

DOC: Better docstring.

2015-09-16 01:28:16 -04:00

tradingcalendar_bmf.py

PERF: Re-use the faster get_open_and_closes from tradingcalendar

2015-09-08 09:21:42 -04:00

tradingcalendar_lse.py

MAINT: Use "difference" instead of "-" to make Pandas happy

2015-04-30 13:19:00 -04:00

tradingcalendar_tse.py

PERF: Re-use the faster get_open_and_closes from tradingcalendar

2015-09-08 09:21:42 -04:00

tradingcalendar.py

PERF: Re-use the faster get_open_and_closes from tradingcalendar

2015-09-08 09:21:42 -04:00