fix: generalize values for before_trading_start_minutes#222
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zhiyisun wants to merge 12 commits intostefan-jansen:mainfrom
Open
fix: generalize values for before_trading_start_minutes#222zhiyisun wants to merge 12 commits intostefan-jansen:mainfrom
zhiyisun wants to merge 12 commits intostefan-jansen:mainfrom
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Use open_times and timezone info from trading_calendar for before_trading_start_minutes. Replace the original 8:45 "US/Eastern". Signed-off-by: Zhiyi Sun <zhiyisun@msn.com>
exchange_calendar is migrating from pytz to zoneinfo. Using str(self.trading_calendar.tz) can support both pytz and zoneinfo.
- Modified winsorise_uint32 function to exclude volume from uint32 boundary checks - Updated daily bars (bcolz) to handle volume as uint64 instead of uint32 - Updated minute bars (bcolz) to handle volume as uint64 instead of uint32 - Updated HDF5 daily bars to handle volume as uint64 instead of uint32 - Updated Cython code to properly read volume as uint64 - Fixed related documentation and function signatures This resolves the issue where large volume values (e.g., billions of shares) were triggering uint32 overflow warnings. Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
Addresses the pandas FutureWarning that occurs when DataFrameGroupBy.apply operates on the grouping columns. Explicitly set include_groups=False to match the upcoming pandas behavior where grouping columns will be excluded from the operation by default. Fixes issues in: - src/zipline/assets/asset_writer.py (lines ~321 and ~383) - src/zipline/pipeline/loaders/earnings_estimates.py (line ~479) Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
Fixes the 'name 'uint64' is not defined' error that occurred when changing the volume column from 32-bit to 64-bit integers. The Cython file _src/zipline/data/_equities.pyx_ was missing the import for the uint64 dtype, which is now properly imported from numpy. Also fixed pyproject.toml license specification to comply with PEP 621. Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
… parameter - Removed include_groups=False parameter from groupby calls in asset_writer.py and earnings_estimates.py - This fixes TypeError in older pandas versions where include_groups parameter is not supported - Addresses issue where DataFrame.groupby() was getting unexpected keyword argument 'include_groups' Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
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In original zipline, the before_trading_start_minutes is fixed as 8:45AM US/Eastern timezone. But that won't fit if the security market is in different location. Using (open time - 45min) and timezone info to support different timezone markets.
One tricky is exchange_calendars is moving from pytz to zoneinfo. It seems str() is the best function to convert timezone (expressed in both pytz and zoneinfo) to timezone string.