Andrew DanielsandGitHub 53ca68e8fb ENH: Pass calendar instance to BcolzMinuteBarWriter (#1406) ...

* First pass.

* Improvements and fixes

- Update usages of BcolzMinuteBarWriter
- Updates with rebuilt example data
- Expose calendar from BcolzMinuteBarMetadata instead of calendar_name
- Keep market_opens and market_closes in metadata for compatibility

* Store start_session and end_session in minute bcolz metadata

- start_session replaces first_trading_day
- Add end_session to limit to correct days

* For last_available_dt, get last close from calendar to maintain tz

* Bumps version and handles earlier versionson read

* Rebuilt example data on python 3

* Indicate metadata fields that are deprecated

2016-08-18 15:41:26 -04:00

..

calendars

ENH: Add public API to register calendars by type

2016-08-11 11:27:48 -04:00

data

ENH: Pass calendar instance to BcolzMinuteBarWriter (#1406)

2016-08-18 15:41:26 -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: Fix broken graph visualizations.

2016-08-18 11:07:17 -04:00

resources

ENH: Pass calendar instance to BcolzMinuteBarWriter (#1406)

2016-08-18 15:41:26 -04:00

risk

Re-implemented the Calendar API.

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

utils

BUG: Fix nondeterministic failure from sorting.

2016-08-17 19:48:33 -04:00

__init__.py

Moved the test folder.

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

test_algorithm.py

ENH: Pass calendar instance to BcolzMinuteBarWriter (#1406)

2016-08-18 15:41:26 -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