zipline/conda/iso3166
Scott Sanderson e491ebef53 ENH: Initial support for international pipelines.
This commit adds initial support for international markets in the Pipeline API
via addition of the concept of "domains".

Significant changes on this branch include:

- Added `zipline.pipeline.domain` and the `Domain` interface.
  - Added several canonical domain definitions:
    - GENERIC
    - US_EQUITIES
    - CA_EQUITIES
    - GB_EQUITIES

- Added `zipline.country` as a place to define canonical country code names.

- Made `PipelineLoader` an interface and added new `domain` parameter to
  signature of `load_adjusted_array`.

- Added a new system for "generic" and "specialized" DataSet and BoundColumn
  objects.

- Added a new system for inferring a domain from a pipeline that contains a mix
  of generic and non-generic terms.

- Reworked the built-in pricing dataset. USEquityPricing dataset is now a
  specialized version of a generic EquityPricing dataset, and most built-in
  factors are now implemented in terms of EquityPricing rather than
  USEquityPricing.

- Removed `zipline.data.us_equity_pricing`.
  - Moved BcolzDailyBar{Reader,Writer} to `zipline.data.bcolz_daily_bars`.
  - Moved SQLiteAdjustment{Reader,Writer} to `zipline.data.adjustments`.

New dependencies added as part of this work:

- iso3166 (for canonical country code definitions)
- python-interface (for strict interface definitions).

See https://github.com/quantopian/zipline/issues/2265 for a full description of
the design for domains.
2018-09-10 10:05:39 -05:00
..
meta.yaml ENH: Initial support for international pipelines. 2018-09-10 10:05:39 -05:00