quantopian / zipline

Completed

Pull Request — master (#906)

by Eddie

created 2015-12-09 21:36 UTC

Python Classes Changes

	⇢	B	zipline.data.DataPortal added
	⇢	A	tests.utils.DailyBarWriterFromDataFrames added
	⇢	A	zipline.data.FutureMinuteReader added
	⇢	A	tests.TestDataPortal added
	⇢	A	zipline.data.BcolzMinuteBarReader added
	⇢	A	zipline.data.MinuteBarWriterFromCSVs added
	⇢	A	zipline.data.MinuteBarWriterFromDataFrames added
	⇢	A	zipline.data.BcolzMinuteBarWriter added
F	↗	A	tests.risk.TestRisk improved

Python Functions Changes

	⇢	D	zipline.data.DataPortal._apply_adjustments_to_wind... added
	⇢	C	tests.TestDataPortal.test_adjust_forward_fill_minu... added
	⇢	C	zipline.data.DataPortal._get_minute_spot_value() added
	⇢	B	tests.TestDataPortal.test_forward_fill_daily() added
	⇢	B	zipline.data.DataPortal._get_minute_spot_value_fut... added
	⇢	B	zipline.data.DataPortal.get_spot_value() added
	⇢	B	tests.TestDataPortal.test_forward_fill_minute() added
	⇢	B	zipline.data.DataPortal._check_is_currently_alive(... added
	⇢	B	zipline.data.DataPortal._get_ctable() added
	⇢	B	zipline.data.BcolzMinuteBarReader._find_position_o... added
⋮			view more
A	↘	B	zipline.finance.risk.information_ratio() got worse
A	↘	B	tests.risk.TestRisk.setUp() got worse
B	↗	A	zipline.utils.get_early_closes() improved
A	↘	B	zipline.pipeline.factors.reflected_binary_operator... got worse
B	↗	A	tests.risk.TestRisk.test_algorithm_volatility_06() improved
A	↘	B	tests.TestMiscellaneousAPI.handle_data() got worse
B	↗	A	zipline.examples.handle_data() improved
B	↘	C	zipline.pipeline.factors.binary_operator() got worse