Eddie Hebert b555af157b PERF: Use stored values for open and close. ...

The market_open_and_close method was a performance bottleneck,
since it was creating new dates on each query for open and close.

Instead use the pre-rendered frame of open and closes values
from the trading environment.

2013-11-12 13:12:12 -05:00

..

data

MAINT: Calculate tradingcalendar with days beyond the current day.

2013-11-11 15:48:44 -05:00

examples

MAINT: Clean up imports of zipline.finance.trading

2013-10-29 13:50:14 -04:00

finance

PERF: Use stored values for open and close.

2013-11-12 13:12:12 -05:00

gens

MAINT: Clean up imports of zipline.finance.trading

2013-10-29 13:50:14 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

MAINT: Clean up imports of zipline.finance.trading

2013-10-29 13:50:14 -04:00

utils

MAINT: Remove noop_environment.

2013-11-12 13:11:52 -05:00

__init__.py

REL: Add license to module init file.

2013-08-19 15:19:15 -04:00

algorithm.py

MAINT: Clean up imports of zipline.finance.trading

2013-10-29 13:50:14 -04:00

errors.py

BUG: TransactionVolumeExceedsOrder was referenced but not defined

2013-08-08 13:21:16 -04:00

protocol.py

MAINT: Use Series throughout for daily returns.

2013-10-19 23:06:18 -04:00

test_algorithms.py

ENH: Add option of instantly filling orders.

2013-10-01 20:30:01 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00