updating to zipline 1.3.0(no talib change) #119
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* DOC: Add tutorial on creating a custom TradingCalendar * DOC/STY: Formatting and fixup for the tutorial * MAINT: Suggested changes
* ENH: Use IEX Trading data instead of pandas-datareader * MAINT: Add attribution for IEX
Create MinLeverage control
when we haven't seen any minute volume yet today
…d-docs DOC: Docs & tutorial updates for ingesting, beginners, and csvdir
BUG: Fixed daily price ffill using today's close
Quandl's new API for the WIKI Prices dataset requires an API key. Omitting the API key when running 'zipline ingest' would cause: HTTPError: HTTP Error 400: Bad Request QUANDL_API_KEY is now checked at the start of the ingestion process, and an error is raised if its value is 'None'.
MAINT: Provides better error message when QUANDL_API_KEY isn't set
…ppage-model MAINT: set FixedBasisPointsSlippage as default
MAINT: make default bps value a float
Otherwise we get back NaN.
BUG: get_last_traded_dt expects a trading day
If a loadable term is in the graph but never loaded because all its dependents are pre-populated, we don't need to dispatch to its loader. This makes it so that you can avoid setting up all the loaders for a complex term if you supply it in the initial workspace, which is useful for local development and testing.
We were formatting in too few args.
BUG: cal attribute of aggregate rules was not being propagated
MAINT: bump empyrical to 0.3.4
to yesterday's data from today's perspective, but no adjustment happened between yesterday and today. They happened before yesterday's open.
…ebasing # Conflicts: # .appveyor.yml # .travis.yml # README.rst # docs/source/bundles.rst # setup.py # tests/data/bundles/test_csvdir.py # tests/resources/example_data.tar.gz # tests/resources/rebuild_example_data # tests/risk/test_risk_cumulative.py # tests/risk/test_risk_period.py # zipline/__main__.py # zipline/algorithm.py # zipline/data/benchmarks.py # zipline/data/bundles/csvdir.py # zipline/data/loader.py # zipline/finance/risk/cumulative.py # zipline/finance/risk/period.py # zipline/finance/trading.py # zipline/resources/market_data/SPY_benchmark.csv # zipline/testing/fixtures.py # zipline/utils/calendars/calendar_utils.py # zipline/utils/factory.py # zipline/utils/run_algo.py # zipline/utils/serialization_utils.py
installing talib on windows is a problem, using a pre-prepared whl instead. no whl for 0.4.9 nad python36 options - move to 0.4.17 or use python35. I chose talib. will change back if issues occur
['GPRO'] = 'SMART/NASDAQ' ['MSFT'] = 'SMART/NASDAQ' ['CSCO'] = 'SMART/NASDAQ'
adding polling for polling change in ib_broker
pulling from zipline origin latest code
due moving trading_calendars to a separate object, end date is mandatory for live algo's as well. This is incorrect, end data is not, and should not be mandatory
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rebasing the master branch
additional commits:
adding vim to docker image
adding broker support to run_algorithm()
some more ticker exceptions to ib_broker.py
end date for live algo is required.