{"push_id":688696498,"size":52,"distinct_size":22,"ref":"refs/heads/ffc-daily-equities","head":"175862104e6110f31408cccac36a8b05ba57b56f","before":"5d6a5c37133fb4acf18b2d129c5598625a2ea6a2","commits":[{"sha":"cd98b524549509cb67b77bfdb9aa819e98e40f64","author":{"email":"7fe67a74751741ac2467d2e2fef7077f89be7f1e@quantopian.com","name":"Jonathan Kamens"},"message":"BUG: Correct method for finding security lists directory\n\nThe correct thing to look at to figure out where the root of the\nzipline tree is, is `zipline.__file__`, not `zipline.__path__`. The\nlatter could contain multiple directories in it, and is not intended\nto be `os.path.join()`ed as the previous code was doing.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/cd98b524549509cb67b77bfdb9aa819e98e40f64"},{"sha":"c43d5042122b517c7deef11549cfd83b76cb4c8a","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"MAINT: Remove unused hash_args from simulation object.\n\nThe `get_hash` method on the AlgorithmSimulator is never called, so\nremove.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/c43d5042122b517c7deef11549cfd83b76cb4c8a"},{"sha":"84eb25faab3ebd36f3503eb3603a942d301cce6a","author":{"email":"7fe67a74751741ac2467d2e2fef7077f89be7f1e@kamens.us","name":"Jonathan Kamens"},"message":"Merge pull request #577 from quantopian/minor_zipline_path_fix\n\nBUG: Correct method for finding security lists directory","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/84eb25faab3ebd36f3503eb3603a942d301cce6a"},{"sha":"4908d5577eeecbe6c2439ebc07b43ff4cb864935","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"MAINT: Remove unsued perf_key property on simulation object.\n\nThe perf_key property is no longer referenced.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/4908d5577eeecbe6c2439ebc07b43ff4cb864935"},{"sha":"da0a5bbc3f4e1206eec2a4d5d74450c0d9b47f47","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"MAINT: Remove dependence on intraday risk for benchmark returns.\n\nThe intraday_risk_metrics is being removed since the values are not\nused; cumulative risk metrics with the last value updated to the latest\nclose has been used for some time.\n\nBefore the removal of intraday_risk_metrics, the position trackers\npassing of benchmark returns to the cumulative risk metrics needs to no\nlonger depend on the calculations done by the intraday stats. So instead\nuse the all_benchmark_returns stored in the tracker directly.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/da0a5bbc3f4e1206eec2a4d5d74450c0d9b47f47"},{"sha":"63dbea5da430dea824cb258afa98c7c4e5695ab2","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"ENH: Remove unused minute risk containers.\n\nThe risk containers that are actually used for reports use the\n'cumulative' style container which has an index of days, not minutes.\n\nThe minute containers and copying of data etc. were causing an expanding\nmemory footprint.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/63dbea5da430dea824cb258afa98c7c4e5695ab2"},{"sha":"16a615f3f09bf1beda4dd86caf995fb08bc89da2","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"MAINT: Use setitem syntax instead of update for tracker dict addition.\n\nSince only value is being changed, use the setitem brackets intsead of\ncalling updated.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/16a615f3f09bf1beda4dd86caf995fb08bc89da2"},{"sha":"3bc331624802d2be67a1bc89cf249cea0e2098e5","author":{"email":"02aef9020d5bc46869869d09f433437f58ae56a5@gmail.com","name":"Eddie Hebert"},"message":"Merge pull request #575 from quantopian/remove-dependency-on-intraday-risk-metrics\n\nReduce memory footprint of minute emission algorithms.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/3bc331624802d2be67a1bc89cf249cea0e2098e5"},{"sha":"72ab9e74ddc3369c5ebc961f6d89c11542582af5","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"MAINT: Remove unused event_count from tracker.\n\nevent_count is not referenced anywhere, so remove extra bit of state\ntracking.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/72ab9e74ddc3369c5ebc961f6d89c11542582af5"},{"sha":"dba0a99a1603dad87dccff67c78d364c6d914ff3","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"PERF: Use specific methods for processing events.\n\nBy having both the trade simulation main loop route events to \"process\"\nmethods based on event type and the process methods also checking event\ntype, there was some duplicated effort in doing that comparison many\ntimes.\n\nA particular case where this was noted in profiling was for the\n`process_event` function which was checking if the type was not a trade\nand returning early, when in a larger universe of stocks the value\nreturned False 99% of the time.\n\nInstead provide separate process functions specific to each type,\ne.g. e.g. `process_trade` and `process_transaction` and route traffic to\nthose functions in tradesimulation.\n\nFor a universe of 160 stocks on both no-op algo and an algo that rebuys\nits universe every day, saw about a 10% increase locally.\n\nAlso:\n\n- Add process_benchmark to blotter since internal subclass relies on\nlogic on benchmark, this allows the internal process_trade to be a\n`pass`.\n\n- Add warning on unrecoginzed event types.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/dba0a99a1603dad87dccff67c78d364c6d914ff3"},{"sha":"b3faa1dd3fc78211559c70b19724aca09dbb0ceb","author":{"email":"7fe67a74751741ac2467d2e2fef7077f89be7f1e@quantopian.com","name":"Jonathan Kamens"},"message":"BLD: New xlrd commitish","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/b3faa1dd3fc78211559c70b19724aca09dbb0ceb"},{"sha":"63169961b7ba0fe06c5b6183a7dc536b51f316a7","author":{"email":"7fe67a74751741ac2467d2e2fef7077f89be7f1e@quantopian.com","name":"Jonathan Kamens"},"message":"MAINT: Upgrade Logbook to 0.9.1","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/63169961b7ba0fe06c5b6183a7dc536b51f316a7"},{"sha":"e32d79807f0babb86596b2d67e6bd2f0fc25e203","author":{"email":"7fe67a74751741ac2467d2e2fef7077f89be7f1e@quantopian.com","name":"Jonathan Kamens"},"message":"TEST: Object serialization test requires a trading environment\n\nThe object serialization test case requires a trading environment\nbecause risk report generation requires treasury curves.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/e32d79807f0babb86596b2d67e6bd2f0fc25e203"},{"sha":"9dab7427250460897e02ade01a30df04342a4ebe","author":{"email":"7fe67a74751741ac2467d2e2fef7077f89be7f1e@quantopian.com","name":"Jonathan Kamens"},"message":"MAINT: Upgrade pandas to 0.16.1 and requests to 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prices property is no longer referenced elsewhere.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/9e57198e16fecc6214c0f7410b63bcb282ba273a"},{"sha":"1e76be611b5c2f980375f3d850e722b7274c3a39","author":{"email":"ad498e5a6de621070e46c1f874129b3d9d811a69@quantopian.com","name":"Eddie Hebert"},"message":"MAINT: Remove unused method on performance period.\n\nset_positions is no longer referenced.","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/1e76be611b5c2f980375f3d850e722b7274c3a39"},{"sha":"ec395d84f62317ae732bb3580ce15a6aaf23cfd6","author":{"email":"7fe67a74751741ac2467d2e2fef7077f89be7f1e@quantopian.com","name":"Jonathan Kamens"},"message":"MAINT: Switch to python-excel/xlrd.git","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/ec395d84f62317ae732bb3580ce15a6aaf23cfd6"},{"sha":"a72fa81bbe501f959e0ca01153927bd3b92b5999","author":{"email":"e14fe174cf5b50facdbd0dd19c36a9fad600c33d@drurly.com","name":"Dru Riley"},"message":"Fix typo in release notes","distinct":false,"url":"https://api.github.com/repos/quantopian/zipline/commits/a72fa81bbe501f959e0ca01153927bd3b92b5999"}]}