From 709aeb10551784a0d66a23bed67b1493e5cc54c4 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 11:30:01 -0400
Subject: [PATCH 01/28] BLD: Try github actions again

---
 .github/workflows/ci.yaml | 35 +++++++++++++++++++++++++++++++++++
 1 file changed, 35 insertions(+)
 create mode 100644 .github/workflows/ci.yaml

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
new file mode 100644
index 0000000000..6db4999fa5
--- /dev/null
+++ b/.github/workflows/ci.yaml
@@ -0,0 +1,35 @@
+name: Zipline CI
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+
+jobs:
+  build-and-test:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest]
+        python-version: [3.5]
+  steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'recursive'
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v2.1.1
+      with:
+        python-version: ${{ matrix.python-version }}
+    # TODO: set up pip cache
+    - name: Install requirements
+      run: |
+        python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
+        python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in -c etc/requirements_locked.txt
+    - name: Run tests
+      run: |
+        nosetests tests

From bfe1dcfdee0010c4cb9ef734ef9e3c50fe27a162 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 11:32:06 -0400
Subject: [PATCH 02/28] bad indent

---
 .github/workflows/ci.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 6db4999fa5..0bc20b264b 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -17,7 +17,7 @@ jobs:
       matrix:
         os: [ubuntu-latest]
         python-version: [3.5]
-  steps:
+    steps:
     - uses: actions/checkout@v2
       with:
         submodules: 'recursive'

From 4f0eb58e44a686ee96e4e6399076fc9e5ce5741f Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 12:01:25 -0400
Subject: [PATCH 03/28] try TA lib

---
 .github/workflows/ci.yaml | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 0bc20b264b..678209aa3a 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -25,6 +25,15 @@ jobs:
       uses: actions/setup-python@v2.1.1
       with:
         python-version: ${{ matrix.python-version }}
+    - name: Install TA lib (ubuntu)
+      if: startsWith(matrix.os, 'ubuntu')
+      run: |
+        wget https://s3.amazonaws.com/quantopian-orchestration/packages/ta-lib-0.4.0-src.tar.gz
+        tar xvfz ta-lib-0.4.0-src.tar.gz
+        cd ta-lib
+        ./configure
+        make
+        sudo make install
     # TODO: set up pip cache
     - name: Install requirements
       run: |

From 33a4b576b52a82f7c0bd1de6ecab14837a3dcf47 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 12:19:36 -0400
Subject: [PATCH 04/28] try macos ta-lib as well

---
 .github/workflows/ci.yaml | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 678209aa3a..014478a688 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -15,7 +15,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ubuntu-latest]
+        os: [ubuntu-latest, macos-latest]
         python-version: [3.5]
     steps:
     - uses: actions/checkout@v2
@@ -34,6 +34,10 @@ jobs:
         ./configure
         make
         sudo make install
+    - name: Install TA lib (ubuntu)
+      if: startsWith(matrix.os, 'macos')
+      run: |
+        brew install ta-lib
     # TODO: set up pip cache
     - name: Install requirements
       run: |

From e4113fd07cf36489fd9480d4530938634e359811 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 12:34:39 -0400
Subject: [PATCH 05/28] try ldconfig

---
 .github/workflows/ci.yaml | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 014478a688..dea9246647 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -34,7 +34,8 @@ jobs:
         ./configure
         make
         sudo make install
-    - name: Install TA lib (ubuntu)
+        ldconfig
+    - name: Install TA lib (macOS)
       if: startsWith(matrix.os, 'macos')
       run: |
         brew install ta-lib

From d6b218427a02dbc19f804a578fcc6f1c6394fc05 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 12:37:25 -0400
Subject: [PATCH 06/28] sudo

---
 .github/workflows/ci.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index dea9246647..36eb6c4c3a 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -34,7 +34,7 @@ jobs:
         ./configure
         make
         sudo make install
-        ldconfig
+        sudo ldconfig
     - name: Install TA lib (macOS)
       if: startsWith(matrix.os, 'macos')
       run: |

From ac8643c574abec66854c8d89e9aec0e9c89efe77 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 12:54:48 -0400
Subject: [PATCH 07/28] pip cache

---
 .github/workflows/ci.yaml | 12 +++++++++++-
 1 file changed, 11 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 36eb6c4c3a..cbc26d7990 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -39,7 +39,17 @@ jobs:
       if: startsWith(matrix.os, 'macos')
       run: |
         brew install ta-lib
-    # TODO: set up pip cache
+    - name: Get pip cache dir
+      id: pip-cache
+      run: |
+        echo "::set-output name=dir::$(pip cache dir)"
+    - name: pip cache
+      uses: actions/cache@v2
+      with:
+        path: ${{ steps.pip-cache.outputs.dir }}
+        key: ${{ runner.os }}-pip-${{ hashFiles('etc/requirements_locked.txt') }}
+        restore-keys: |
+          ${{ runner.os }}-pip-
     - name: Install requirements
       run: |
         python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt

From 6655822f32b14096de04e73f30448fa68176d2b7 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 13:32:52 -0400
Subject: [PATCH 08/28] let's try windows

---
 .github/workflows/ci.yaml | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index cbc26d7990..6a30abd2dd 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -15,7 +15,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ubuntu-latest, macos-latest]
+        os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: [3.5]
     steps:
     - uses: actions/checkout@v2
@@ -39,6 +39,13 @@ jobs:
       if: startsWith(matrix.os, 'macos')
       run: |
         brew install ta-lib
+    - name: Install TA lib (windows)
+      if: startsWith(matrix.os, 'windows')
+      run: |
+        (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')
+        Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')
+        cd C:\ta-lib\c\make\cdr\win32\msvc
+        nmake
     - name: Get pip cache dir
       id: pip-cache
       run: |

From 743ce623538593ee73628887b10348eba05e2c0f Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 13:37:14 -0400
Subject: [PATCH 09/28] namke?

---
 .github/workflows/ci.yaml | 1 +
 1 file changed, 1 insertion(+)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 6a30abd2dd..bf238a5a25 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -40,6 +40,7 @@ jobs:
       run: |
         brew install ta-lib
     - name: Install TA lib (windows)
+      uses: ilammy/msvc-dev-cmd@v1
       if: startsWith(matrix.os, 'windows')
       run: |
         (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')

From bf3287776a48ac913c5f48f384fad18a5048c827 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 13:39:47 -0400
Subject: [PATCH 10/28] namke

---
 .github/workflows/ci.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index bf238a5a25..0858ac86d5 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -39,8 +39,8 @@ jobs:
       if: startsWith(matrix.os, 'macos')
       run: |
         brew install ta-lib
+    - uses: ilammy/msvc-dev-cmd@v1
     - name: Install TA lib (windows)
-      uses: ilammy/msvc-dev-cmd@v1
       if: startsWith(matrix.os, 'windows')
       run: |
         (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')

From 917428313a498f4833e9280e796fc84eb0b14aa9 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Tue, 28 Jul 2020 13:45:55 -0400
Subject: [PATCH 11/28] turn on fail-fast while I work on windows

---
 .github/workflows/ci.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 0858ac86d5..bacf752ffd 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -13,7 +13,7 @@ jobs:
 
     runs-on: ${{ matrix.os }}
     strategy:
-      fail-fast: false
+      fail-fast: true
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: [3.5]

From 2f8813496da624f990df1368fcf600138bcc7c0d Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 10:19:26 -0400
Subject: [PATCH 12/28] add 3.6, remove windows

---
 .github/workflows/ci.yaml | 12 ++----------
 1 file changed, 2 insertions(+), 10 deletions(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index bacf752ffd..b16fd6d714 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -15,8 +15,8 @@ jobs:
     strategy:
       fail-fast: true
       matrix:
-        os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: [3.5]
+        os: [ubuntu-latest, macos-latest]
+        python-version: [3.5, 3.6]
     steps:
     - uses: actions/checkout@v2
       with:
@@ -39,14 +39,6 @@ jobs:
       if: startsWith(matrix.os, 'macos')
       run: |
         brew install ta-lib
-    - uses: ilammy/msvc-dev-cmd@v1
-    - name: Install TA lib (windows)
-      if: startsWith(matrix.os, 'windows')
-      run: |
-        (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')
-        Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')
-        cd C:\ta-lib\c\make\cdr\win32\msvc
-        nmake
     - name: Get pip cache dir
       id: pip-cache
       run: |

From f980bbfc542b28e70f3783d67e7eeb95bebb357a Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 10:33:00 -0400
Subject: [PATCH 13/28] remove failiong fast

---
 .github/workflows/ci.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index b16fd6d714..0597534b99 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -13,7 +13,7 @@ jobs:
 
     runs-on: ${{ matrix.os }}
     strategy:
-      fail-fast: true
+      fail-fast: false
       matrix:
         os: [ubuntu-latest, macos-latest]
         python-version: [3.5, 3.6]

From 4b56539041ec60ebe0564b046a5c324b5e8de086 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 11:46:24 -0400
Subject: [PATCH 14/28] new requirements for p36

---
 .github/workflows/ci.yaml        |  16 +++--
 etc/requirements.in              |   2 +-
 etc/requirements_blaze.in        |   2 +-
 etc/requirements_py36_locked.txt | 109 +++++++++++++++++++++++++++++++
 4 files changed, 123 insertions(+), 6 deletions(-)
 create mode 100644 etc/requirements_py36_locked.txt

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 0597534b99..f3ff3ccfda 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -1,4 +1,4 @@
-name: Zipline CI
+name: Zipline CI (Unbutnu/macOS Using Pip)
 
 on:
   push:
@@ -39,6 +39,14 @@ jobs:
       if: startsWith(matrix.os, 'macos')
       run: |
         brew install ta-lib
+    - name: Set Lockfile py 35
+      if: maxtrix.python_version == 3.5
+      run: |
+        echo ::set-env name=PIP_CONSTRAINT::etc/requirements_locked.txt
+    - name: Set Lockfile py36
+      if: maxtrix.python_version == 3.6
+      run: |
+        echo ::set-env name=PIP_CONSTRAINT::etc/requirements_py36_locked.txt
     - name: Get pip cache dir
       id: pip-cache
       run: |
@@ -47,13 +55,13 @@ jobs:
       uses: actions/cache@v2
       with:
         path: ${{ steps.pip-cache.outputs.dir }}
-        key: ${{ runner.os }}-pip-${{ hashFiles('etc/requirements_locked.txt') }}
+        key: ${{ runner.os }}-pip-${{ hashFiles('$PIP_CONSTRAINT') }}
         restore-keys: |
           ${{ runner.os }}-pip-
     - name: Install requirements
       run: |
-        python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
-        python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in -c etc/requirements_locked.txt
+        python -m pip install -r etc/requirements_build.in
+        python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in
     - name: Run tests
       run: |
         nosetests tests
diff --git a/etc/requirements.in b/etc/requirements.in
index 402d8a23ad..6e49732879 100644
--- a/etc/requirements.in
+++ b/etc/requirements.in
@@ -19,7 +19,7 @@ toolz>=0.8.2
 # Scientific Libraries
 numpy>=1.11.3
 pandas>=0.18.1,<=0.22
-pandas-datareader>=0.2.1
+pandas-datareader>=0.2.1,<0.9.0
 scipy>=0.17.1
 # Needed for parts of pandas.stats
 patsy>=0.4.0
diff --git a/etc/requirements_blaze.in b/etc/requirements_blaze.in
index 68c8858c83..d62d161669 100644
--- a/etc/requirements_blaze.in
+++ b/etc/requirements_blaze.in
@@ -1,5 +1,5 @@
 -e git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze
-dask[dataframe]>=0.13.0
+dask[dataframe]>=0.13.0,<2.11.0
 -e git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape
 -e git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo
 
diff --git a/etc/requirements_py36_locked.txt b/etc/requirements_py36_locked.txt
new file mode 100644
index 0000000000..c7e6f35f39
--- /dev/null
+++ b/etc/requirements_py36_locked.txt
@@ -0,0 +1,109 @@
+#
+# This file is autogenerated by pip-compile
+# To update, run:
+#
+#    pip-compile --no-index --output-file=etc/requirements_py36_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_docs.in etc/requirements_talib.in
+#
+-e git+git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze  # via -r etc/requirements_blaze.in
+-e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape  # via -r etc/requirements_blaze.in, odo
+-e git+git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo  # via -r etc/requirements_blaze.in, blaze
+alabaster==0.7.12         # via sphinx
+alembic==1.4.2            # via -r etc/requirements.in
+argh==0.26.2              # via sphinx-autobuild
+babel==2.8.0              # via sphinx
+bcolz==1.2.1              # via -r etc/requirements.in
+bottleneck==1.3.2         # via -r etc/requirements.in
+certifi==2020.6.20        # via requests
+chardet==3.0.4            # via requests
+click==7.1.2              # via -r etc/requirements.in, flask, pip-tools
+contextlib2==0.6.0.post1  # via -r etc/requirements.in
+coverage==5.2.1           # via -r etc/requirements_dev.in
+cycler==0.10.0            # via matplotlib
+cython==0.29.21           # via -r etc/requirements_build.in
+cytoolz==0.10.1           # via -r etc/requirements_blaze.in
+dask[dataframe]==2.10.1   # via -r etc/requirements_blaze.in, blaze, odo
+decorator==4.4.2          # via networkx
+docutils==0.16            # via sphinx
+empyrical==0.5.3          # via -r etc/requirements.in
+flake8==3.8.3             # via -r etc/requirements_dev.in
+flask-cors==3.0.8         # via blaze
+flask==1.1.2              # via blaze, flask-cors
+fsspec==0.8.0             # via dask
+h5py==2.10.0              # via -r etc/requirements.in
+idna==2.10                # via requests
+imagesize==1.2.0          # via sphinx
+importlib-metadata==1.7.0  # via flake8
+intervaltree==3.1.0       # via -r etc/requirements.in
+iso3166==1.0.1            # via -r etc/requirements.in
+iso4217==1.6.20180829     # via -r etc/requirements.in
+itsdangerous==1.1.0       # via flask
+jinja2==2.11.2            # via flask, numpydoc, sphinx
+kiwisolver==1.2.0         # via matplotlib
+livereload==2.6.2         # via sphinx-autobuild
+locket==0.2.0             # via partd
+logbook==1.5.3            # via -r etc/requirements.in
+lru-dict==1.1.6           # via -r etc/requirements.in
+lxml==4.5.2               # via pandas-datareader
+mako==1.1.3               # via alembic
+markupsafe==1.1.1         # via jinja2, mako
+matplotlib==3.3.0         # via -r etc/requirements_dev.in
+mccabe==0.6.1             # via flake8
+mock==4.0.2               # via -r etc/requirements_dev.in
+multipledispatch==0.6.0   # via -r etc/requirements.in, datashape, odo
+networkx==1.11            # via -r etc/requirements.in, odo
+nose-ignore-docstring==0.2  # via -r etc/requirements_dev.in
+nose-parameterized==0.6.0  # via -r etc/requirements_dev.in
+nose-timer==1.0.0         # via -r etc/requirements_dev.in
+nose==1.3.7               # via -r etc/requirements_dev.in, nose-timer
+numexpr==2.7.1            # via -r etc/requirements.in, tables
+numpy==1.19.1             # via -r etc/requirements.in, -r etc/requirements_build.in, bcolz, bottleneck, dask, datashape, empyrical, h5py, matplotlib, numexpr, odo, pandas, patsy, scipy, statsmodels, ta-lib, tables, trading-calendars
+numpydoc==1.1.0           # via -r etc/requirements_docs.in
+packaging==20.4           # via sphinx
+pandas-datareader==0.8.1  # via -r etc/requirements.in, empyrical
+pandas==0.22.0            # via -r etc/requirements.in, dask, empyrical, odo, pandas-datareader, statsmodels, trading-calendars
+partd==1.1.0              # via dask
+pathtools==0.1.2          # via sphinx-autobuild, watchdog
+patsy==0.5.1              # via -r etc/requirements.in, statsmodels
+pillow==7.2.0             # via matplotlib
+pip-tools==5.3.1          # via -r etc/requirements_dev.in
+port_for==0.3.1           # via sphinx-autobuild
+psutil==5.7.2             # via blaze
+pycodestyle==2.6.0        # via flake8
+pyflakes==2.2.0           # via flake8
+pygments==2.6.1           # via sphinx
+pyparsing==2.4.7          # via matplotlib, packaging
+python-dateutil==2.8.1    # via alembic, datashape, matplotlib, pandas
+python-editor==1.0.4      # via alembic
+python-interface==1.6.0   # via -r etc/requirements.in
+pytz==2020.1              # via -r etc/requirements.in, babel, pandas, trading-calendars
+pyyaml==5.3.1             # via sphinx-autobuild
+requests==2.24.0          # via -r etc/requirements.in, pandas-datareader, responses, sphinx
+responses==0.10.15        # via -r etc/requirements_dev.in
+scipy==1.5.2              # via -r etc/requirements.in, empyrical, statsmodels
+six==1.15.0               # via -r etc/requirements.in, cycler, flask-cors, h5py, livereload, multipledispatch, packaging, patsy, pip-tools, python-dateutil, python-interface, responses
+snowballstemmer==2.0.0    # via sphinx
+sortedcontainers==2.2.2   # via intervaltree
+sphinx-autobuild==0.7.1   # via -r etc/requirements_docs.in
+sphinx==3.1.2             # via -r etc/requirements_docs.in, numpydoc
+sphinxcontrib-applehelp==1.0.2  # via sphinx
+sphinxcontrib-devhelp==1.0.2  # via sphinx
+sphinxcontrib-htmlhelp==1.0.3  # via sphinx
+sphinxcontrib-jsmath==1.0.1  # via sphinx
+sphinxcontrib-qthelp==1.0.3  # via sphinx
+sphinxcontrib-serializinghtml==1.1.4  # via sphinx
+sqlalchemy==1.3.18        # via -r etc/requirements.in, alembic, blaze
+statsmodels==0.11.1       # via -r etc/requirements.in
+ta-lib==0.4.18            # via -r etc/requirements_talib.in
+tables==3.6.1             # via -r etc/requirements.in
+testfixtures==6.14.1      # via -r etc/requirements_dev.in
+toolz==0.10.0             # via -r etc/requirements.in, blaze, cytoolz, dask, odo, partd, trading-calendars
+tornado==6.0.4            # via livereload, sphinx-autobuild
+trading-calendars==1.11.8  # via -r etc/requirements.in
+urllib3==1.25.10          # via requests
+watchdog==0.10.3          # via sphinx-autobuild
+werkzeug==1.0.1           # via flask
+zipp==3.1.0               # via importlib-metadata
+
+# The following packages are considered to be unsafe in a requirements file:
+# pip
+# setuptools

From df53d2e9dcae23ebde58154fe2dd4dc73ad9b190 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 11:55:23 -0400
Subject: [PATCH 15/28] spelling

---
 .github/workflows/ci.yaml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index f3ff3ccfda..5d22ff0c21 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -40,11 +40,11 @@ jobs:
       run: |
         brew install ta-lib
     - name: Set Lockfile py 35
-      if: maxtrix.python_version == 3.5
+      if: matrix.python_version == 3.5
       run: |
         echo ::set-env name=PIP_CONSTRAINT::etc/requirements_locked.txt
     - name: Set Lockfile py36
-      if: maxtrix.python_version == 3.6
+      if: matrix.python_version == 3.6
       run: |
         echo ::set-env name=PIP_CONSTRAINT::etc/requirements_py36_locked.txt
     - name: Get pip cache dir

From 27167002cc48ac04e0c80e093cac1ec5eaf7a4c0 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 11:59:09 -0400
Subject: [PATCH 16/28] fix version check

---
 .github/workflows/ci.yaml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index 5d22ff0c21..fd9b2336a7 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -40,11 +40,11 @@ jobs:
       run: |
         brew install ta-lib
     - name: Set Lockfile py 35
-      if: matrix.python_version == 3.5
+      if: matrix.python-version == 3.5
       run: |
         echo ::set-env name=PIP_CONSTRAINT::etc/requirements_locked.txt
     - name: Set Lockfile py36
-      if: matrix.python_version == 3.6
+      if: matrix.python-version == 3.6
       run: |
         echo ::set-env name=PIP_CONSTRAINT::etc/requirements_py36_locked.txt
     - name: Get pip cache dir

From ef708f0550ae50415f7a117f37dd3d609e16969d Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 12:47:57 -0400
Subject: [PATCH 17/28] add windows, try to simplify install?

---
 .github/workflows/ci.yaml        |  2 +-
 .github/workflows/windows_ci.yml | 47 ++++++++++++++++++++++++++++++++
 2 files changed, 48 insertions(+), 1 deletion(-)
 create mode 100644 .github/workflows/windows_ci.yml

diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
index fd9b2336a7..89cdfb9090 100644
--- a/.github/workflows/ci.yaml
+++ b/.github/workflows/ci.yaml
@@ -61,7 +61,7 @@ jobs:
     - name: Install requirements
       run: |
         python -m pip install -r etc/requirements_build.in
-        python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in
+        python -m pip install --no-binary=bcolz -e .[all]
     - name: Run tests
       run: |
         nosetests tests
diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
new file mode 100644
index 0000000000..618bd80638
--- /dev/null
+++ b/.github/workflows/windows_ci.yml
@@ -0,0 +1,47 @@
+name: Zipline CI (Unbutnu/macOS Using Pip)
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+
+jobs:
+  build-and-test:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [windows-latest]
+        python-version: [3.6]
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'recursive'
+    - uses: goanpeca/setup-miniconda@v1
+      with:
+        auto-update-conda: true
+        python-version: ${{ matrix.python-version }}
+    - name: pip cache
+      uses: actions/cache@v2
+      with:
+        path: ${{ steps.pip-cache.outputs.dir }}
+        key: ${{ runner.os }}-pip-${{ hashFiles('etc/requirements_py36_locked.txt') }}
+        restore-keys: |
+          ${{ runner.os }}-pip-
+    # - name: Install requirements
+    #   run: |
+    #     python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
+
+    - name: Install requirements
+      run: |
+        conda install -y pandas==0.22.0 numpy==1.19.1 scipy==1.5.2 cython==0.29.21
+        conda install -c quantopian ta-lib
+        pip install --no-binary=bcolz -e .[all] -c etc/requirements_py36_locked.txt
+
+    - name: Run tests
+      run: |
+        nosetests tests

From 13e8485bce5b1e9b98d92a4432876001294885e0 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 12:48:46 -0400
Subject: [PATCH 18/28] fix the name

---
 .github/workflows/windows_ci.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 618bd80638..a7830f79c8 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -1,4 +1,4 @@
-name: Zipline CI (Unbutnu/macOS Using Pip)
+name: Zipline CI (Windows)
 
 on:
   push:

From 3799554e1c80a19e63290e8257dd65660e9eba0e Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 12:53:56 -0400
Subject: [PATCH 19/28] ignore cache for now

---
 .github/workflows/windows_ci.yml | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index a7830f79c8..6711b69fb8 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -25,13 +25,13 @@ jobs:
       with:
         auto-update-conda: true
         python-version: ${{ matrix.python-version }}
-    - name: pip cache
-      uses: actions/cache@v2
-      with:
-        path: ${{ steps.pip-cache.outputs.dir }}
-        key: ${{ runner.os }}-pip-${{ hashFiles('etc/requirements_py36_locked.txt') }}
-        restore-keys: |
-          ${{ runner.os }}-pip-
+    # - name: pip cache
+    #   uses: actions/cache@v2
+    #   with:
+    #     path: ${{ steps.pip-cache.outputs.dir }}
+    #     key: ${{ runner.os }}-pip-${{ hashFiles('etc/requirements_py36_locked.txt') }}
+    #     restore-keys: |
+    #       ${{ runner.os }}-pip-
     # - name: Install requirements
     #   run: |
     #     python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt

From 7257c49d7b6bae09c6e8e539f76ec6dbd591f1ac Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 13:04:26 -0400
Subject: [PATCH 20/28] fix scipy version

---
 .github/workflows/windows_ci.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 6711b69fb8..4b1a1da0dd 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -38,7 +38,7 @@ jobs:
 
     - name: Install requirements
       run: |
-        conda install -y pandas==0.22.0 numpy==1.19.1 scipy==1.5.2 cython==0.29.21
+        conda install -y pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
         conda install -c quantopian ta-lib
         pip install --no-binary=bcolz -e .[all] -c etc/requirements_py36_locked.txt
 

From ada7b2058390b9e1770180548bd80a0e5d242d37 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 13:19:54 -0400
Subject: [PATCH 21/28] try installing ta-lib first

---
 .github/workflows/windows_ci.yml | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 4b1a1da0dd..0c6cdb0b77 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -35,7 +35,13 @@ jobs:
     # - name: Install requirements
     #   run: |
     #     python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
-
+    - uses: ilammy/msvc-dev-cmd@v1
+    - name: Install TA lib
+      run: |
+        (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')
+        Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')
+        cd C:\ta-lib\c\make\cdr\win32\msvc
+        nmake
     - name: Install requirements
       run: |
         conda install -y pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21

From 799fcde409b0d136cae95c1c2745c103a4db9e73 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 13:38:59 -0400
Subject: [PATCH 22/28] try reordering everything

---
 .github/workflows/windows_ci.yml | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 0c6cdb0b77..83d37429cd 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -36,16 +36,18 @@ jobs:
     #   run: |
     #     python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
     - uses: ilammy/msvc-dev-cmd@v1
+    - name: Install scientific python requirements
+      run: |
+        conda install -y pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
     - name: Install TA lib
       run: |
         (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')
         Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')
         cd C:\ta-lib\c\make\cdr\win32\msvc
         nmake
-    - name: Install requirements
-      run: |
-        conda install -y pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
         conda install -c quantopian ta-lib
+    - name: Install other requirements
+      run: |
         pip install --no-binary=bcolz -e .[all] -c etc/requirements_py36_locked.txt
 
     - name: Run tests

From 80a57b340c6597111ff4b7ad85baf64820d1a076 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 13:39:45 -0400
Subject: [PATCH 23/28] increase verbosity

---
 .github/workflows/windows_ci.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 83d37429cd..c25b73be26 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -38,14 +38,14 @@ jobs:
     - uses: ilammy/msvc-dev-cmd@v1
     - name: Install scientific python requirements
       run: |
-        conda install -y pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
+        conda install -y -vv pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
     - name: Install TA lib
       run: |
         (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')
         Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')
         cd C:\ta-lib\c\make\cdr\win32\msvc
         nmake
-        conda install -c quantopian ta-lib
+        conda install -c quantopian -vv ta-lib
     - name: Install other requirements
       run: |
         pip install --no-binary=bcolz -e .[all] -c etc/requirements_py36_locked.txt

From 31753e287d51e97d8beb7c7836d754bb7f4edb12 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 13:44:54 -0400
Subject: [PATCH 24/28] install ta-lib with pip

---
 .github/workflows/windows_ci.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index c25b73be26..4d802c44c3 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -45,7 +45,7 @@ jobs:
         Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')
         cd C:\ta-lib\c\make\cdr\win32\msvc
         nmake
-        conda install -c quantopian -vv ta-lib
+        pip install ta-lib
     - name: Install other requirements
       run: |
         pip install --no-binary=bcolz -e .[all] -c etc/requirements_py36_locked.txt

From b7159d0cd0319bb4e7d7b2dffabfa6df1607d4be Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 13:50:24 -0400
Subject: [PATCH 25/28] reorder

---
 .github/workflows/windows_ci.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 4d802c44c3..d22c3e93ad 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -35,10 +35,10 @@ jobs:
     # - name: Install requirements
     #   run: |
     #     python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
-    - uses: ilammy/msvc-dev-cmd@v1
     - name: Install scientific python requirements
       run: |
         conda install -y -vv pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
+    - uses: ilammy/msvc-dev-cmd@v1
     - name: Install TA lib
       run: |
         (New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')

From b4750dede95e2c7eaca3ee1fdccbf8ad71555e18 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 14:01:07 -0400
Subject: [PATCH 26/28] turn up verbosity?

---
 .github/workflows/windows_ci.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index d22c3e93ad..853e01e29b 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -52,4 +52,4 @@ jobs:
 
     - name: Run tests
       run: |
-        nosetests tests
+        nosetests -vv tests

From 6056b8bd7779ff921e207f4b26a29cdaa4004349 Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 14:05:56 -0400
Subject: [PATCH 27/28] try installed conda

---
 .github/workflows/windows_ci.yml | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 853e01e29b..2362f83607 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -21,10 +21,6 @@ jobs:
     - uses: actions/checkout@v2
       with:
         submodules: 'recursive'
-    - uses: goanpeca/setup-miniconda@v1
-      with:
-        auto-update-conda: true
-        python-version: ${{ matrix.python-version }}
     # - name: pip cache
     #   uses: actions/cache@v2
     #   with:
@@ -37,7 +33,7 @@ jobs:
     #     python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
     - name: Install scientific python requirements
       run: |
-        conda install -y -vv pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
+        conda create --name test python={{matrix.python-version}} -y -vv pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
     - uses: ilammy/msvc-dev-cmd@v1
     - name: Install TA lib
       run: |

From b0a8e8f0c5ca807bc54dda560390e15e905c874e Mon Sep 17 00:00:00 2001
From: Gerry Manoim <gmanoim@quantopian.com>
Date: Fri, 7 Aug 2020 14:06:17 -0400
Subject: [PATCH 28/28] try installed conda

---
 .github/workflows/windows_ci.yml | 1 +
 1 file changed, 1 insertion(+)

diff --git a/.github/workflows/windows_ci.yml b/.github/workflows/windows_ci.yml
index 2362f83607..be3ce4b04a 100644
--- a/.github/workflows/windows_ci.yml
+++ b/.github/workflows/windows_ci.yml
@@ -34,6 +34,7 @@ jobs:
     - name: Install scientific python requirements
       run: |
         conda create --name test python={{matrix.python-version}} -y -vv pandas==0.22.0 numpy==1.19.1 scipy==1.5.0 cython==0.29.21
+        conda activate test
     - uses: ilammy/msvc-dev-cmd@v1
     - name: Install TA lib
       run: |