Commits

Branch selector

 67dd149

User selector

All users

Datepicker

All time

Commit History

Commits on Apr 21, 2017

• BUG: Ordered contracts could end prematurely

  dmichalowicz

  committed
  67dd149

  Copy full SHA for 67dd149

Commits on Apr 11, 2017

• PERF: Optimize session close lookups in resample bar reader (#1749)

  Show description for 4c334c6
  

  Andrew Daniels

  authored
  4c334c6

  Copy full SHA for 4c334c6

• Merge pull request #1747 from quantopian/calendar-perf-improvements

  Show description for 4f6dd9b
  

  Andrew Daniels

  authored
  4f6dd9b

  Copy full SHA for 4f6dd9b

Commits on Apr 10, 2017

• PERF: Only get session close in MinuteResampleSessionBarReader

  Show description for bd7f121
  

  Andrew Daniels

  committed
  bd7f121

  Copy full SHA for bd7f121

• PERF: Use scalar lookups for TradingCalendar.schedule

  Show description for 6dd1616
  

  Andrew Daniels

  committed
  6dd1616

  Copy full SHA for 6dd1616

• Merge pull request #1737 from quantopian/bump-blaze

  Show description for bd1b7f2
  

  Maya Tydykov

  authored
  bd1b7f2

  Copy full SHA for bd1b7f2

• Merge pull request #1738 from quantopian/slippage-and-commissions-futures

  Show description for aad5cd3
  dmichalowicz

  authored
  aad5cd3

  Copy full SHA for aad5cd3

• Merge pull request #1742 from quantopian/only-get-value-once

  Show description for 33442a9
  

  Andrew Daniels

  authored
  33442a9

  Copy full SHA for 33442a9

• ENH: Preliminary support for Futures slippage and commission models

  dmichalowicz

  committed
  f6e1a95

  Copy full SHA for f6e1a95

• Merge pull request #1745 from quantopian/reconcile-default-args

  Show description for 4b861fb
  dmichalowicz

  authored
  4b861fb

  Copy full SHA for 4b861fb

Commits on Apr 7, 2017

• API: Make certain continuous future arguments optional

  dmichalowicz

  committed
  e2fadae

  Copy full SHA for e2fadae

• Merge pull request #1739 from quantopian/fix-zipline-and-pandas-bug

  Show description for ea41949
  

  Maya Tydykov

  authored
  ea41949

  Copy full SHA for ea41949

• Merge pull request #1743 from quantopian/premature-continuous-futures

  Show description for 02984a0
  dmichalowicz

  authored
  02984a0

  Copy full SHA for 02984a0

• BUG: OrderedContracts chain could sometimes terminate on first contract

  dmichalowicz

  committed
  6f1d4b4

  Copy full SHA for 6f1d4b4

Commits on Apr 6, 2017

• BUG: reload_symbol_maps should clear the equity_supplementary_maps

  

  Joe Jevnik

  authored and

  llllllllll

  committed
  df82d3a

  Copy full SHA for df82d3a

• Merge pull request #1735 from quantopian/speedup-daily-history-aggregator-closes

  Show description for ae1f9f8
  

  Andrew Daniels

  authored
  ae1f9f8

  Copy full SHA for ae1f9f8

• PERF: Avoid repeated recursive calls when getting forward-filled close

  Show description for f4f2048
  

  Andrew Daniels

  committed
  f4f2048

  Copy full SHA for f4f2048

• MAINT: Refactor DataPortal._get_minute_spot_value to avoid two lookups

  

  Andrew Daniels

  committed
  13b5b7e

  Copy full SHA for 13b5b7e

Commits on Apr 5, 2017

• Merge pull request #1741 from quantopian/remove-adj-method

  Show description for 8a672be
  dmichalowicz

  authored
  8a672be

  Copy full SHA for 8a672be

• CRUFT: Remove ContinuousFuture adjustment method

  dmichalowicz

  committed
  6ffd029

  Copy full SHA for 6ffd029

• Merge pull request #1731 from quantopian/update-assetdbwriter-docs

  Show description for 0746fc7
  freddiev4

  authored
  0746fc7

  Copy full SHA for 0746fc7

Commits on Apr 4, 2017

• Merge pull request #1740 from quantopian/guarantee-can-trade-order

  Show description for b8b504b
  

  Scott Sanderson

  authored
  b8b504b

  Copy full SHA for b8b504b

• Merge pull request #1729 from quantopian/us-futures-cal-in-tests

  Show description for d4fd955
  dmichalowicz

  authored
  d4fd955

  Copy full SHA for d4fd955

• MAINT: Guarantee bool dtype for can_trade.

  

  Scott Sanderson

  committed
  fb3efc6

  Copy full SHA for fb3efc6

• REV: Only use benchmark csv files in source for testing

  dmichalowicz

  committed
  0178ea0

  Copy full SHA for 0178ea0

• BUG: Return from can_trade in same order as input.

  Show description for f3aba5f
  

  Scott Sanderson

  committed
  f3aba5f

  Copy full SHA for f3aba5f

• BUG: address pandas normalization bug on non-sorted DT index

  

  Maya Tydykov

  committed
  497708d

  Copy full SHA for 497708d

• BUG: test DatetimeIndex equality correctly

  

  Maya Tydykov

  committed
  e1d63dc

  Copy full SHA for e1d63dc

• DOC: Show exchange required for equities

  buinvest

  committed
  0c246a7

  Copy full SHA for 0c246a7

• TST: Make TradingEnvironment resources static

  dmichalowicz

  committed
  483ec5d

  Copy full SHA for 483ec5d

Commits on Apr 3, 2017

• BLD: bump blaze

  

  Maya Tydykov

  committed
  8faab75

  Copy full SHA for 8faab75

• TST: Use 'us_futures' calendar in test fixtures

  dmichalowicz

  committed
  cf68953

  Copy full SHA for cf68953

Commits on Mar 30, 2017

• Merge pull request #1734 from quantopian/prepare-for-validity-checks

  Show description for a006b4b
  ehebert

  authored
  a006b4b

  Copy full SHA for a006b4b

• Merge pull request #1730 from quantopian/no-current-contract

  Show description for 0cc1836
  dmichalowicz

  authored
  0cc1836

  Copy full SHA for 0cc1836

• BUG: Getting continuous future current contract failed on None

  dmichalowicz

  committed
  99dfe59

  Copy full SHA for 99dfe59

Pagination

Previous

Next