mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 15:09:59 +08:00
Eddie Hebert
19a1279385
Highlights, with thanks to contributors inline: - Runtime performance improvements - Fixed the omission of peformance messages on days with no trades - Changes to batch_transform implementation -- supports sid filtering -- performance improvements using pandas -- added an option for only computating when there is a window length's worth of data - Added new risk metrics -- Sortino -- information ration (Ryan Day, ryanday2@gmail.com @rday) - Added stop and limit orders (Tony Worm, verdverm@gmail.com @verdverm) - Added variable recording - Deprecated market_aware and delta kwargs to EventWindow - Fixes to trading calendars for missing holidays - Added TradingEnviorment context manager - Added support for streaming through dividends - Yahoo source now has OHLC - Updates downloaded benchmark and treasury data when new data is available. (Ryan Day, ryanday2@gmail.com @rday) - Added optional adjustment of Yahoo data (Jeremiah Lowin, jlowin@lowindata.com @jlowin)
72 lines
2.3 KiB
Python
72 lines
2.3 KiB
Python
#!/usr/bin/env python
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#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from setuptools import setup, find_packages
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LONG_DESCRIPTION = None
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README_MARKDOWN = None
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with open('README.md') as markdown_source:
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README_MARKDOWN = markdown_source.read()
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try:
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import pandoc
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pandoc.core.PANDOC_PATH = 'pandoc'
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# Converts the README.md file to ReST, since PyPI uses ReST for formatting,
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# This allows to have one canonical README file, being the README.md
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doc = pandoc.Document()
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doc.markdown = README_MARKDOWN
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LONG_DESCRIPTION = doc.rst
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except ImportError:
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# If pandoc isn't installed, e.g. when downloading from pip,
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# just use the regular README.
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LONG_DESCRIPTION = README_MARKDOWN
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setup(
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name='zipline',
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version='0.5.7',
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description='A backtester for financial algorithms.',
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author='Quantopian Inc.',
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author_email='opensource@quantopian.com',
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packages=find_packages(),
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long_description=LONG_DESCRIPTION,
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license='Apache 2.0',
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classifiers=[
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'Development Status :: 4 - Beta',
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'License :: OSI Approved :: Apache Software License',
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'Natural Language :: English',
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'Programming Language :: Python',
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'Programming Language :: Python :: 2.7',
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'Operating System :: OS Independent',
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'Intended Audience :: Science/Research',
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'Topic :: Office/Business :: Financial',
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'Topic :: Scientific/Engineering :: Information Analysis',
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'Topic :: System :: Distributed Computing',
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],
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install_requires=[
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'delorean',
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'msgpack-python',
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'iso8601',
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'Logbook',
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'blist',
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'pytz',
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'requests',
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'numpy',
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'pandas'
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],
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url="https://github.com/quantopian/zipline"
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)
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