DOC: Updated http links to https

CONTRIBUTING.rst

@@ -4,7 +4,7 @@ For developers of Zipline, people who want to contribute to the Zipline codebase
 
 All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We `track issues`__ on `GitHub`__ and also have a `mailing list`__ where you can ask questions.
 
-__ http://www.zipline.io/development-guidelines.html
+__ https://www.zipline.io/development-guidelines.html
 __ https://github.com/quantopian/zipline/issues
 __ https://github.com/
 __ https://groups.google.com/forum/#!forum/zipline

conda/empyrical/meta.yaml

@@ -55,9 +55,9 @@ about:
 
     .. _Quantopian Inc: https://www.quantopian.com
 
-    .. _Zipline: http://zipline.io
+    .. _Zipline: https://www.zipline.io
 
-    .. _pyfolio: http://quantopian.github.io/pyfolio/
+    .. _pyfolio: https://quantopian.github.io/pyfolio/
 
     '
   doc_url: ''

conda/zipline/meta.yaml

@@ -34,7 +34,7 @@ test:
     - zipline
 
 about:
-  home: https://zipline.io
+  home: https://www.zipline.io
   license: Apache Software License
 
 # See

docs/source/conf.py

@@ -87,10 +87,10 @@ html_show_copyright = True
 htmlhelp_basename = 'ziplinedoc'
 
 intersphinx_mapping = {
-    'http://docs.python.org/dev': None,
-    'numpy': ('http://docs.scipy.org/doc/numpy/', None),
-    'scipy': ('http://docs.scipy.org/doc/scipy/reference/', None),
-    'pandas': ('http://pandas.pydata.org/pandas-docs/stable/', None),
+    'https://docs.python.org/dev/': None,
+    'numpy': ('https://numpy.org/doc/stable/', None),
+    'scipy': ('https://docs.scipy.org/doc/scipy/reference/', None),
+    'pandas': ('https://pandas.pydata.org/pandas-docs/stable/', None),
 }
 
 doctest_global_setup = "import zipline"

docs/source/development-guidelines.rst

@@ -84,8 +84,8 @@ Style Guide & Running Tests
 
 We use `flake8`__ for checking style requirements and `nosetests`__ to run Zipline tests. Our `continuous integration`__ tools will run these commands.
 
-__ http://flake8.pycqa.org/en/latest/
-__ http://nose.readthedocs.io/en/latest/
+__ https://flake8.pycqa.org/en/latest/
+__ https://nose.readthedocs.io/en/latest/
 __ https://en.wikipedia.org/wiki/Continuous_integration
 
 Before submitting patches or pull requests, please ensure that your changes pass when running:
@@ -189,7 +189,7 @@ __ https://en.wikipedia.org/wiki/ReStructuredText
 
 We use `Sphinx`__ to generate documentation for Zipline, which you will need to install by running:
 
-__ http://www.sphinx-doc.org/en/stable/
+__ https://www.sphinx-doc.org/en/master/
 
 
 .. code-block:: bash

docs/source/release-process.rst

@@ -168,7 +168,7 @@ they were compiled.
 Documentation
 ~~~~~~~~~~~~~
 
-To update `zipline.io <http://www.zipline.io/index.html>`__, checkout the
+To update `zipline.io <https://www.zipline.io>`__, checkout the
 latest master and run:
 
 .. code-block:: python
@@ -196,7 +196,7 @@ Once we are happy, push the updated docs to the GitHub ``gh-pages`` branch.
    $ git commit -m "DOC: update zipline.io"
    $ git push origin gh-pages
 
-`zipline.io <http://www.zipline.io/index.html>`__ will update in a few moments.
+`zipline.io <https://www.zipline.io>`__ will update in a few moments.
 
 Uploading conda packages
 ~~~~~~~~~~~~~~~~~~~~~~~~

docs/source/trading-calendars.rst

@@ -15,7 +15,7 @@ Why Should You Care About Trading Calendars?
 
 Let's say you want to buy a share of some equity on Tuesday, and then sell it on Saturday. If the exchange in which you're trading that equity is not open on Saturday, then in reality it would not be possible to trade that equity at that time, and you would have to wait until some other number of days past Saturday. Since you wouldn't be able to place the trade in reality, it would also be unreasonable for your backtest to place a trade on Saturday.
 
-In order for you to backtest your strategy, the dates in that are accounted for in your `data bundle <http://www.zipline.io/bundles.html>`__ and the dates in your ``TradingCalendar`` should match up; if the dates don't match up, then you you're going to see some errors along the way. This holds for both minutely and daily data.
+In order for you to backtest your strategy, the dates in that are accounted for in your `data bundle <https://www.zipline.io/bundles.html>`__ and the dates in your ``TradingCalendar`` should match up; if the dates don't match up, then you you're going to see some errors along the way. This holds for both minutely and daily data.
 
 
 The TradingCalendar Class
@@ -30,7 +30,7 @@ The ``TradingCalendar`` class has many properties we should be thinking about if
   - Regular & Ad hoc Holidays
   - Special Opens & Closes
 
-And several others. If you'd like to see all of the properties and methods available to you through the ``TradingCalendar`` API, please take a look at the `API Reference <http://www.zipline.io/appendix.html#trading-calendar-api>`__
+And several others. If you'd like to see all of the properties and methods available to you through the ``TradingCalendar`` API, please take a look at the `API Reference <https://www.zipline.io/appendix.html#trading-calendar-api>`__
 
 Now we'll take a look at the London Stock Exchange Calendar :class:`~zipline.utils.calendars.exchange_calendar_lse.LSEExchangeCalendar` as an example below:
 
@@ -88,7 +88,7 @@ Now we'll take a look at the London Stock Exchange Calendar :class:`~zipline.uti
       ])
 
 
-You can create the ``Holiday`` objects mentioned in ``def regular_holidays(self)` through the `pandas <http://pandas.pydata.org/pandas-docs/stable/>`__ module, ``pandas.tseries.holiday.Holiday``, and also take a look at the `LSEExchangeCalendar <https://github.com/quantopian/zipline/blob/master/zipline/utils/calendars/exchange_calendar_lse.py>`__ code as an example, or take a look at the code snippet below.
+You can create the ``Holiday`` objects mentioned in ``def regular_holidays(self)` through the `pandas <https://pandas.pydata.org/pandas-docs/stable/>`__ module, ``pandas.tseries.holiday.Holiday``, and also take a look at the `LSEExchangeCalendar <https://github.com/quantopian/zipline/blob/master/zipline/utils/calendars/exchange_calendar_lse.py>`__ code as an example, or take a look at the code snippet below.
 
 .. code-block:: python
 
@@ -185,4 +185,4 @@ And now we'll actually build this calendar, which we'll call ``TFSExchangeCalend
 Conclusions
 ~~~~~~~~~~~
 
-In order for you to run your algorithm with this calendar, you'll need have a data bundle in which your assets have dates that run through all days of the week. You can read about how to make your own data bundle in the `Writing a New Bundle <http://www.zipline.io/bundles.html#writing-a-new-bundle>`__ documentation, or use the `csvdir bundle <https://github.com/quantopian/zipline/blob/master/zipline/data/bundles/csvdir.py>`__ for creating a bundle from CSV files.
+In order for you to run your algorithm with this calendar, you'll need have a data bundle in which your assets have dates that run through all days of the week. You can read about how to make your own data bundle in the `Writing a New Bundle <https://www.zipline.io/bundles.html#writing-a-new-bundle>`__ documentation, or use the `csvdir bundle <https://github.com/quantopian/zipline/blob/master/zipline/data/bundles/csvdir.py>`__ for creating a bundle from CSV files.

docs/source/whatsnew/0.6.1.txt

@@ -300,7 +300,7 @@ Build
 ~~~~~
 
 * Added support for building and releasing via conda
-  For those who prefer building with http://conda.pydata.org/ to compiling
+  For those who prefer building with https://docs.conda.io/en/latest/ to compiling
   locally with pip.
   The following should install Zipline on many systems.
 

docs/source/whatsnew/0.8.0.txt

@@ -8,7 +8,7 @@ Highlights
 ~~~~~~~~~~
 
 * New documentation system with a new website at
-  `zipline.io <http://www.zipline.io>`__
+  `zipline.io <https://www.zipline.io>`__
 * Major performance enhancements.
 * Dynamic history.
 * New user defined method: ``before_trading_start``.

setup.py

@@ -264,7 +264,7 @@ if 'sdist' in sys.argv:
 
 setup(
     name='zipline',
-    url="http://zipline.io",
+    url="https://zipline.io",
     version=versioneer.get_version(),
     cmdclass=LazyBuildExtCommandClass(versioneer.get_cmdclass()),
     description='A backtester for financial algorithms.',

tests/test_labelarray.py

@@ -41,7 +41,7 @@ class LabelArrayTestCase(ZiplineTestCase):
         cls.strs = np.array([rotN(row, i) for i in range(3)], dtype=object)
 
     def test_fail_on_direct_construction(self):
-        # See http://docs.scipy.org/doc/numpy-1.10.0/user/basics.subclassing.html#simple-example-adding-an-extra-attribute-to-ndarray  # noqa
+        # See https://docs.scipy.org/doc/numpy-1.10.0/user/basics.subclassing.html#simple-example-adding-an-extra-attribute-to-ndarray  # noqa
 
         with self.assertRaises(TypeError) as e:
             np.ndarray.__new__(LabelArray, (5, 5))

zipline/assets/futures.py

@@ -13,6 +13,6 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-# http://www.cmegroup.com/product-codes-listing/month-codes.html
+# https://www.cmegroup.com/month-codes.html
 CMES_CODE_TO_MONTH = dict(zip('FGHJKMNQUVXZ', range(1, 13)))
 MONTH_TO_CMES_CODE = dict(zip(range(1, 13), 'FGHJKMNQUVXZ'))

zipline/lib/labelarray.py

@@ -136,7 +136,7 @@ class LabelArray(ndarray):
 
     See Also
     --------
-    http://docs.scipy.org/doc/numpy-1.10.0/user/basics.subclassing.html
+    https://docs.scipy.org/doc/numpy-1.11.0/user/basics.subclassing.html
     """
     SUPPORTED_SCALAR_TYPES = (bytes, unicode, type(None))
     SUPPORTED_NON_NONE_SCALAR_TYPES = (bytes, unicode)

zipline/sources/requests_csv.py

@@ -58,7 +58,7 @@ class FetcherCSVRedirectError(ZiplineError):
 
 # The following optional arguments are supported for
 # requests backed data sources.
-# see http://docs.python-requests.org/en/latest/api/#main-interface
+# see https://requests.readthedocs.io/en/latest/api/#main-interface
 # for a full list.
 ALLOWED_REQUESTS_KWARGS = {
     'params',
@@ -70,7 +70,7 @@ ALLOWED_REQUESTS_KWARGS = {
 
 # The following optional arguments are supported for pandas' read_csv
 # function, and may be passed as kwargs to the datasource below.
-# see http://pandas.pydata.org/
+# see https://pandas.pydata.org/
 # pandas-docs/stable/generated/pandas.io.parsers.read_csv.html
 ALLOWED_READ_CSV_KWARGS = {
     'sep',

zipline/utils/tradingcalendar.py

@@ -217,7 +217,7 @@ def get_non_trading_days(start, end):
     non_trading_days = non_trading_ruleset.between(start, end, inc=True)
 
     # Add September 11th closings
-    # http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
+    # https://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
     # Due to the terrorist attacks, the stock market did not open on 9/11/2001
     # It did not open again until 9/17/2001.
     #
@@ -235,7 +235,7 @@ def get_non_trading_days(start, end):
             datetime(2001, 9, day_num, tzinfo=pytz.utc))
 
     # Add closings due to Hurricane Sandy in 2012
-    # http://en.wikipedia.org/wiki/Hurricane_sandy
+    # https://en.wikipedia.org/wiki/Hurricane_sandy
     #
     # The stock exchange was closed due to Hurricane Sandy's
     # impact on New York.
@@ -282,7 +282,7 @@ trading_days = get_trading_days(start, end)
 
 def get_early_closes(start, end):
     # 1:00 PM close rules based on
-    # http://quant.stackexchange.com/questions/4083/nyse-early-close-rules-july-4th-and-dec-25th # noqa
+    # https://quant.stackexchange.com/questions/4083/nyse-early-close-rules-july-4th-and-dec-25th # noqa
     # and verified against http://www.nyse.com/pdfs/closings.pdf
 
     # These rules are valid starting in 1993