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Commits on Mar 3, 2015

• MAINT: Move knowledge date for existing DNT list

  

  a-campbell

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  Brian Fink

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• Merge performance improvements to simple transforms.

  

  Eddie Hebert

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• PRF: Normalize the history requested for SIDData rolling transforms.

  

  dalejung

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  Eddie Hebert

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• PRF: Sped up the SIDData transforms by using raw values. Also fixed a

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  dalejung

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  Eddie Hebert

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• PRF: Added nanmean, nanstd, nansum that will default to bottleneck if available

  

  dalejung

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  Eddie Hebert

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Commits on Mar 2, 2015

• STY: Remove unused import.

  

  Eddie Hebert

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• TST: Use pandas relativedelta for calendar end to account for leap year.

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  Eddie Hebert

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Commits on Feb 27, 2015

• BUG: Added sorting back to orders. This isn't a functional bug so much

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  dalejung

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• PERF: Merge blotter performance improvements.

  

  Eddie Hebert

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• TST: updated test to the fact that we aren't creating new lists to store

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  dalejung

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  Eddie Hebert

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• PRF: limit the subset of orders we check for bookkeeping

  

  dalejung

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  Eddie Hebert

  committed
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• MAINT: There is no place where orders are put in out of place

  

  dalejung

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  Eddie Hebert

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• ENH/PRF: Allow SlippageModels to alert that no more liquidity exists and

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  dalejung

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  Eddie Hebert

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Commits on Feb 26, 2015

• MAINT: Print benchmark return value to assertion message.

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  Eddie Hebert

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• BUG: Initial digest frame was set with object dtype. Older verison of

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  dalejung

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  Eddie Hebert

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Commits on Feb 25, 2015

• MAINT: Provide a function to create the position calc containers.

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  Eddie Hebert

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Commits on Feb 23, 2015

• BUG: Fix div by 0 error due to changed return type.

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  Eddie Hebert

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• BUG: Fix missed cache invalidations on assignment.

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  Eddie Hebert

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• ENH: Performance period compatibility with internal serialization.

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  Eddie Hebert

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• PERF: Use cached list of price and volume value.

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  dalejung

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  Eddie Hebert

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• PERF: Replaced use of a pandas.Series for dict-like duties to a cython

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  dalejung

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  Eddie Hebert

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Commits on Feb 22, 2015

• DOC Fix broken link to Getting started tutorials.

  

  sebnil

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  twiecki

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Commits on Feb 19, 2015

• Merge pull request scrtlabs#470 from quantopian/remove-overnight-minutes

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  CaptainKanuk

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• BUG: Remove sid entry from open_orders when there are none.

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  dalejung

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  Eddie Hebert

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Commits on Feb 18, 2015

• BUG: Changed benchmark returns to only contain market minutes.

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  CaptainKanuk

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Commits on Feb 17, 2015

• Revert "ENH Allow order_percent to work with various market values"

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  twiecki

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• PERF: Makes get_datetime not make a copy.

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  Joe Jevnik

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• BLD Fix setup.py and add link to homepage.

  twiecki

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Commits on Feb 13, 2015

• Merge pull request scrtlabs#486 from dalejung/test_matrix

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  twiecki

  committed
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• BLD Update 0.8.0rc1 zipline md5sum.

  twiecki

  committed
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• Bump version: 0.8.0 → 0.8.0rc1

  twiecki

  committed
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• TST: added pandas 13.1, 14.1 to travis

  dalejung

  committed
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• Moved to use Quantopian binstar, failing on ta-lib built on wrong numpy

  dalejung

  committed
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• Upped min numpy from 1.7.0 -> 1.7.1

  dalejung

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• Wrote an explicit matrix for 2 tests

  dalejung

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