Eddie Hebert d5c3b5a15c ENH: Add writer for minute bcolz format. ...

Implement a writer for minute data into a format comprised of multiple
ctables, one for each individual asset, with a common 'index' shared by
all ctables where a given a dt maps to the same array index for all
equities and fields.

This format is pulled from the lazy-mainline/Q2.0 branch, with some
changes to the interface.

Add basic retrieval of values at a given dt to reader. Not yet used by
Zipline simulations, but added to support unit tests.

Also, rename stubbed out us_equity_minutes to minute_bars, since the
writer can be agnostic to asset type.

2016-01-21 10:54:27 -05:00

..

data

ENH: Add writer for minute bcolz format.

2016-01-21 10:54:27 -05:00

finance

BUG: Fix limit orders

2015-04-16 17:09:14 -04:00

pipeline

ENH: Make the data_query_time arguments optional

2016-01-13 15:26:37 -05:00

resources

MAINT: Rename ALL the things.

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

risk

MAINT: Pass leverage instead of account to risk.

2015-12-16 15:32:48 -05:00

utils

ENH: adds optionally for preprocessors

2016-01-13 15:26:37 -05:00

__init__.py

Moved the test folder.

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

history_cases.py

MAINT: Removes unnecessary benchmark load on some TradingEnvironments

2015-10-14 12:04:58 -04:00

serialization_cases.py

REF: Move transaction class to own module.

2015-12-15 16:23:59 -05:00

test_algorithm_gen.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_algorithm.py

Merge pull request #846 from grundgruen/data_test

2016-01-19 13:05:15 -05:00

test_assets.py

BUG: Adds version checking to AssetFinder init

2016-01-05 13:48:00 -05:00

test_batchtransform.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_blotter.py

REF: Move order class to distinct module.

2015-12-15 16:23:59 -05:00

test_cli.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_doctests.py

MAINT: cleanup doctests

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

test_events_through_risk.py

ENH: adds lookup_expired_futures to asset_finder

2015-12-01 15:24:02 +01:00

test_examples.py

MAINT: Removes the ability to reference a global TradingEnvironment

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

test_exception_handling.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_history.py

TST: cleanup test_history param output

2015-11-11 19:23:20 -05:00

test_memoize.py

DEV: Add zipline.utils.memoize.

2015-09-16 01:28:15 -04:00

test_munge.py

MAINT: Flake8

2015-04-30 14:31:01 -04:00

test_perf_tracking.py

MAINT: Futures cash adjustment on change and calc.

2016-01-04 16:52:37 -05:00

test_pickle_serialization.py

STY: Renames serialization_utils dump and load methods

2015-09-10 11:53:29 -04:00

test_rolling_panel.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_security_list.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_serialization.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_sources.py

ENH: adds lookup_expired_futures to asset_finder

2015-12-01 15:24:02 +01:00

test_tradesimulation.py

ENH: Make data available in before_trading_start.

2015-08-21 12:37:17 -04:00

test_tradingcalendar.py

MAINT: Use "difference" instead of "-" to make Pandas happy

2015-04-30 13:19:00 -04:00

test_transforms_talib.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_transforms.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_versioning.py

TST: Explicitly skip versioning tests.

2015-12-15 16:23:59 -05:00