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FFC API #630
NOTE: Throughout this description I've added sections marked with RFC, meaning "Request For Comments", on locations where I'm particularly interested in feedback.
This patch lays the groundwork for a compute engine designed to facilitate construction of factor-based universe screening and portfolio allocation.
6 times, most recently
Jun 30, 2015
I'm still working on acceptance tests for this, but it's ready for review to be merged into Zipline. This is a big merge, so I'm not sure how we want to do the review for this. I've tagged all the people who I would expect might want to provide input.
The two most important modules here are zipline.modelling.term and zipline.modelling.engine. It'd be great if the people I tagged could read at least those two files so they have a basic sense of how the core of this works.
@ehebert, @jfkirk, and maybe @yankees714 and @StewartDouglas can you look at the changes in assets.py since you're actively overhauling that system? The most important function is the new
More bikeshedding questions: should we continue to call the DataSet