Andrew Daniels f4f2048a68 PERF: Avoid repeated recursive calls when getting forward-filled close ...

Instead of recursively calling `DailyHistoryAggregator.closes` until we
find a non-nan close, we can instead call `load_raw_arrays` once, and
find the value from the returned array.

2017-04-06 09:51:01 -04:00

..

assets

CRUFT: Remove ContinuousFuture adjustment method

2017-04-05 15:25:50 -04:00

data

PERF: Avoid repeated recursive calls when getting forward-filled close

2017-04-06 09:51:01 -04:00

examples

DOC: Updated example notebook for latest zipline cell magic

2016-10-09 22:12:20 -04:00

finance

Rename _attrs_to_check to asdict

2017-02-23 11:32:04 -05:00

gens

ENH: can_trade should take restricted list into account

2016-09-29 10:11:14 -04:00

lib

MAINT: Apply linter recommendations to adjustments module.

2017-03-15 11:26:38 -04:00

pipeline

ENH: Adds StaticSids pipeline filter (#1717)

2017-03-22 14:28:54 -04:00

resources

TST: Make TradingEnvironment resources static

2017-04-04 10:58:45 -04:00

sources

MAINT: Use errors='coerce'.

2016-09-20 17:12:07 -04:00

testing

REV: Only use benchmark csv files in source for testing

2017-04-04 17:18:49 -04:00

utils

ENH: Adding CFE Adhoc Holidays

2017-03-26 15:54:14 -07:00

__init__.py

MAINT: Updates from Joe's PR feedback.

2016-09-07 20:42:19 -04:00

__main__.py

DOC: Fix typo in -k/--keep-last option description

2017-02-28 22:27:18 -05:00

_protocol.pyx

MAINT: Guarantee bool dtype for can_trade.

2017-04-04 17:26:38 -04:00

_version.py

BLD: Adds versioneer

2015-11-11 18:47:51 -05:00

algorithm.py

EHN: Make continuous future adjustment style an argument

2017-03-29 08:49:12 -04:00

api.py

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00

api.pyi

EHN: Make continuous future adjustment style an argument

2017-03-29 08:49:12 -04:00

dispatch.py

BUG: Don't delete namespace if import fails.

2016-06-02 11:05:53 -07:00

errors.py

TST: Add tests for winsorize factor

2017-03-07 17:14:27 -05:00

protocol.py

MAINT: Add additional fields to __getitem__ for Order (#1483)

2016-09-13 15:49:16 -04:00

test_algorithms.py

MAINT: Some cleanup while working on batch ordering

2016-12-20 19:27:28 -05:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

2016-04-04 16:12:58 -04:00