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

..

finance

BUG: Fix limit orders

2015-04-16 17:09:14 -04:00

modelling

ENH: Pipeline API

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

resources

ENH: Compute engine architecture for FFC API.

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

risk

TST: Adds tearDownClass methods to delete TradingEnvironments

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

utils

ENH: Add zipline.utils.cache.

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

__init__.py

Moved the test folder.

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

history_cases.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

serialization_cases.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

test_algorithm_gen.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_algorithm.py

TST: Remove instant fill from close position test.

2015-09-28 14:48:19 -04:00

test_assets.py

BUG: Correctly test for duplicate symbols

2015-10-01 15:02:23 -04:00

test_batchtransform.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_blotter.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_cli.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_doctests.py

ENH: Add zipline.utils.numpy_utils.

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

test_events_through_risk.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_examples.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

test_exception_handling.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_history.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_memoize.py

DEV: Add zipline.utils.memoize.

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

test_munge.py

MAINT: Flake8

2015-04-30 14:31:01 -04:00

test_perf_tracking.py

TST: Make params explicit to calc results.

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

test_pickle_serialization.py

STY: Renames serialization_utils dump and load methods

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

test_rolling_panel.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_security_list.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_serialization.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_sources.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

test_tradesimulation.py

ENH: Make data available in before_trading_start.

2015-08-21 12:37:17 -04:00

test_tradingcalendar.py

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

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

test_transforms_talib.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_transforms.py

TST: Adds tearDownClass methods to delete TradingEnvironments

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

test_versioning.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00