John RicklefsandGitHub c09f7ab04c Revert "BUG: Capital change deltas rely on cash, not portfolio_value" (#1470) ...

This reverts commit 5b1aa5ec55.

The paradigm is: we're calculating a new capital base for the
performance period. We are therefore using the total
portfolio_value, not just the cash, to calculate the
difference from the specified target as the algorithm
has meaningful holdings.

2016-09-05 14:12:04 -04:00

..

calendars

Merge pull request #1407 from quantopian/minute_panel_daily_history

2016-08-22 10:27:40 -04:00

data

TST/BUG: Full coverage on resample module.

2016-09-01 16:41:45 -04:00

events

ENH: Let event offsets be up to 12 hours.

2016-08-29 09:33:40 -04:00

finance

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

history

ENH: Rewrite of Zipline to use lazy access pattern

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

pipeline

STY: Don't assign variables that won't be created.

2016-09-02 12:53:01 -04:00

resources

BUG: Do not adjust returns for sharpe and sortino

2016-09-02 10:41:50 -04:00

risk

TST: Update to empyrical, increase test coverage

2016-08-23 13:49:43 -04:00

utils

ENH: Add new parameter to schedule_function that accepts a trading

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

__init__.py

Moved the test folder.

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

test_algorithm.py

Revert "BUG: Capital change deltas rely on cash, not portfolio_value" (#1470)

2016-09-05 14:12:04 -04:00

test_api_shim.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_assets.py

ENH: Simplified implementation of FutureChain object (not user-facing API).

2016-08-31 14:44:02 -04:00

test_bar_data.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_benchmark.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_blotter.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_clock.py

MAINT: PR cleanup

2016-08-02 23:12:07 -04:00

test_commissions.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_data_portal.py

TST: Add direct coverage for get last traded dt

2016-09-02 13:19:46 -04:00

test_examples.py

MAINT: Break reference cycle between algorithm and simulator

2016-06-03 11:24:43 -07:00

test_exception_handling.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_execution_styles.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_fetcher.py

DEV: Change daily mode to use last minute of session instead of session itself.

2016-07-27 09:20:24 -04:00

test_finance.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_history.py

ENH: Update can_trade to check exchange time

2016-08-31 21:22:06 -04:00

test_labelarray.py

BUG: Fix bytes/unicode issues in py3.

2016-05-05 01:46:35 -04:00

test_memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

2016-04-12 19:33:21 -04:00

test_panel_bar_reader.py

MAINT: Standardize reader get value methods.

2016-08-24 12:46:36 -04:00

test_perf_tracking.py

MAINT: Remove future/equity distinction.

2016-08-18 16:18:32 -04:00

test_security_list.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_testing.py

ENH: Add single-column input/output capabilities to pipeline terms

2016-06-23 10:24:09 -04:00

test_tradesimulation.py

BUG: Need to set simulation_dt in before_trading_start

2016-08-04 11:59:48 -04:00