mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-10 04:32:47 +08:00
Eddie Hebert
d7d2214756
This format is intended for storing data for all sids of an asset type, e.g. equities or futures for a session. bcolz is not used to avoid the overhead of creating the directories and files for each asset (which numbers around ~8000 for active equities) can be removed since the update is meant to be read at once, instead of supporting the random access pattern needed by the simulation. This patch only adds the reader/writer pair, with the management of finding the paths to delta files and the application of the updates to the bcolz write left to internal loader code. Also, the update reader interface is intentionally constrained to the data for an entire session to allow for an implementation that allows for mid-session updates.
74 lines
1.2 KiB
Plaintext
74 lines
1.2 KiB
Plaintext
# Incompatible with earlier PIP versions
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pip>=7.1.0
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# bcolz fails to install if this is not in the build_requires.
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setuptools>18.0
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# Logging
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Logbook==0.12.5
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# Scientific Libraries
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pytz==2016.4
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numpy==1.11.1
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# scipy and pandas are required for statsmodels,
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# statsmodels in turn is required for some pandas packages
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scipy==0.17.1
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pandas==0.18.1
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pandas-datareader==0.2.1
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# Needed for parts of pandas.stats
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patsy==0.4.0
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statsmodels==0.6.1
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python-dateutil==2.4.2
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six==1.10.0
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# For fetching remote data
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requests==2.9.1
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Cython==0.22.1
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# faster OrderedDict
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cyordereddict==0.2.2
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# faster array ops.
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bottleneck==1.0.0
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contextlib2==0.4.0
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# networkx requires decorator
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decorator==4.0.0
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# Graph algorithms used by zipline.pipeline
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networkx==1.9.1
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# NumericalExpression pipeline terms.
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numexpr==2.4.6
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# On disk storage format for pipeline data.
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bcolz==0.12.1
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# Command line interface helper
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click==4.0.0
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# FUNctional programming utilities
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toolz==0.7.4
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multipledispatch==0.4.8
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# Asset writer and finder
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sqlalchemy==1.0.8
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# For asset db management
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alembic==0.7.7
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# for intervaltree
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sortedcontainers==1.4.4
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intervaltree==2.1.0
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# for caching
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lru-dict==1.1.4
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# For financial risk calculations
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empyrical==0.2.1
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tables==3.3.0
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