John Ricklefs 53e5c4e113 PERF: Risk-adjust returns series once before calling empyrical ...

This prevents empyrical from having to subtract
the risk-free rate from the returns in each
individual method.

2016-08-29 12:13:19 -04:00

..

assets

MAINT: Put downgrade in transaction

2016-08-24 13:24:07 -04:00

data

ENH: Add asset dispatch to data portal.

2016-08-26 13:29:08 -04:00

examples

ENH: Use bundle name as exchange value

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

finance

PERF: Risk-adjust returns series once before calling empyrical

2016-08-29 12:13:19 -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

MAINT: Consolidate coercion to sqlite conn/eng

2016-08-24 13:24:07 -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

TST: Some futures-related fixtures cleanup.

2016-08-28 21:33:54 -04:00

utils

ENH: Add new parameter to schedule_function that accepts a trading

2016-08-28 21:33:42 -04:00

__init__.py

MAINT: use new tempdir for windows

2016-07-25 13:09:55 -04:00

__main__.py

DEV: zipline ingest can downgrade the assets db

2016-08-24 15:32:30 -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 new parameter to schedule_function that accepts a trading

2016-08-28 21:33:42 -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

MAINT: Add alt-constructor for NoFurtherDataError.

2016-08-17 16:52:09 -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