Scott Sanderson cabe22ae8e ENH: Always use Adjusted Close for benchmarks. ...

Previously we were using Close, and we calculated returns on the first
day of a window against the Open for that day.  We now always look back
an extra day to get the previous day's close.

2015-10-25 16:37:59 -04:00

..

assets

MAINT: Removes unneeded knowledge_date logic from future_chain

2015-10-19 11:37:56 -04:00

data

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

examples

DEP: Remove quantopian_buy_applye.py as logic covered in buyapple.py

2015-09-10 17:17:46 -04:00

finance

ENH: vectorize mean algorithm returns calculation

2015-10-24 13:18:52 -04:00

gens

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

history

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

lib

MAINT: cleanup doctests

2015-10-19 16:35:03 -04:00

pipeline

ENH: Allow pipelines to run with matching start/end dates

2015-10-22 14:23:00 -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

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

transforms

MAINT: Batch transform uses get_algo_instance

2015-09-18 14:17:53 -04:00

utils

ENH: pull sentinel construction into a function

2015-10-19 16:55:32 -04:00

__init__.py

Bump version: 0.8.0 → 0.8.0rc1

2015-02-13 17:53:02 +01:00

algorithm.py

MAINT: Renamed loader_dispatch to get_loader

2015-10-12 16:13:55 -04:00

api.py

BUG: Various functions were missing from the API.

2014-12-31 09:43:35 +01:00

errors.py

MAINT: Rename drain_pipeline -> pipeline_output.

2015-10-01 18:03:54 -04:00

protocol.py

ENH: Pipeline API

2015-10-01 18:03:53 -04:00

test_algorithms.py

MAINT: Use symbol lookup directly from algorithm.

2015-07-08 14:41:02 -04:00

version.py

Adds Apache 2.0 license header to source files.

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