John Ricklefs 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

..

assets

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

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

data

MAINT: Remove unused data portal methods.

2016-09-02 12:12:22 -04:00

examples

ENH: Use bundle name as exchange value

2016-08-02 23:21:39 -04:00

finance

BUG: Do not adjust returns for sharpe and sortino

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

gens

ENH: Update can_trade to check exchange time

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

lib

ENH: Finish adding groupby to rank/top/bottom.

2016-07-26 02:57:35 -04:00

pipeline

ENH: Dont allow length=1 regressions/correlations.

2016-09-02 12:49:09 -04:00

resources/security_lists/leveraged_etf_list/20020103

MAINT: Move knowledge date for existing DNT list

2015-03-03 16:46:56 -05:00

sources

Re-implemented the Calendar API.

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

testing

TST: Some futures-related fixtures cleanup.

2016-08-28 21:33:54 -04:00

utils

DOC: Clarify expect_bounded docstring.

2016-09-02 13:33:55 -04:00

__init__.py

MAINT: use new tempdir for windows

2016-07-25 13:09:55 -04:00

__main__.py

DEV: zipline ingest can downgrade the assets db

2016-08-24 15:32:30 -04:00

_protocol.pyx

ENH: Update can_trade to check exchange time

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

_version.py

BLD: Adds versioneer

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

algorithm.py

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

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

api.py

DOC: update docs for api functions

2016-05-06 15:25:30 -04:00

api.pyi

REL: 1.0.1.

2016-05-27 16:41:47 -04:00

dispatch.py

BUG: Don't delete namespace if import fails.

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

errors.py

MAINT: Add alt-constructor for NoFurtherDataError.

2016-08-17 16:52:09 -04:00

protocol.py

BUG: Account object missing initial total_positions_exposure attr

2016-07-25 10:05:47 -04:00

test_algorithms.py

ENH: made exchange a required parameter to Asset and its subclasses

2016-08-02 23:21:39 -04:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

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