amor71 / LiuAlgoTrader

Framework for algorithmic trading
MIT License
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PYUP Scheduled weekly dependency update for week 23 #337

Closed pyup-bot closed 2 years ago

pyup-bot commented 2 years ago

Update coverage from 6.4 to 6.4.1.

Changelog ### 6.4.1 ``` -------------------------- - Greatly improved performance on PyPy, and other environments that need the pure Python trace function. Thanks, Carl Friedrich Bolz-Tereick (`pull 1381`_ and `pull 1388`_). Slightly improved performance when using the C trace function, as most environments do. Closes `issue 1339`_. - The conditions for using tomllib from the standard library have been made more precise, so that 3.11 alphas will continue to work. Closes `issue 1390`_. .. _issue 1339: https://github.com/nedbat/coveragepy/issues/1339 .. _pull 1381: https://github.com/nedbat/coveragepy/pull/1381 .. _pull 1388: https://github.com/nedbat/coveragepy/pull/1388 .. _issue 1390: https://github.com/nedbat/coveragepy/issues/1390 .. _changes_64: ```
Links - PyPI: https://pypi.org/project/coverage - Changelog: https://pyup.io/changelogs/coverage/ - Repo: https://github.com/nedbat/coveragepy

Update exchange-calendars from 3.6.2 to 3.6.3.

Changelog ### 3.6.3 ``` What’s Changed Calendar Changes * Added Juneteenth as a public holiday in XCBF. (173) philiptromans * Add lunch break for XTKS (172) wec7 * Add lunch break for XSHG (169) codeterm * Update BVMF - remove state and municipal holidays (167) pbabics Documentation * Add doc + types and moves 'special offsets' implementation to XKRX (177) maread99 * Update README.md (176) maread99 ```
Links - PyPI: https://pypi.org/project/exchange-calendars - Changelog: https://pyup.io/changelogs/exchange-calendars/ - Repo: https://github.com/gerrymanoim/exchange_calendars

Update filelock from 3.7.0 to 3.7.1.

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Links - PyPI: https://pypi.org/project/filelock - Changelog: https://pyup.io/changelogs/filelock/ - Repo: https://github.com/tox-dev/py-filelock/archive/main.zip

Update hypothesis from 6.46.9 to 6.46.11.

Changelog ### 6.46.11 ``` -------------------- Mention :func:`hypothesis.strategies.timezones` in the documentation of :func:`hypothesis.strategies.datetimes` for completeness. Thanks to George Macon for this addition. ``` ### 6.46.10 ``` -------------------- This release contains some small improvements to our documentation. Thanks to Felix Divo for his contribution! ```
Links - PyPI: https://pypi.org/project/hypothesis - Changelog: https://pyup.io/changelogs/hypothesis/ - Homepage: https://hypothesis.works

Update jsonschema from 4.5.1 to 4.6.0.

Changelog ### 4.6.0 ``` ------ * Fix ``unevaluatedProperties`` and ``unevaluatedItems`` for types they should ignore (949) * ``jsonschema`` now uses `hatch <https://hatch.pypa.io/>`_ for its build process. This should be completely transparent to end-users (and only matters to contributors). ```
Links - PyPI: https://pypi.org/project/jsonschema - Changelog: https://pyup.io/changelogs/jsonschema/

Update lxml from 4.8.0 to 4.9.0.

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Links - PyPI: https://pypi.org/project/lxml - Changelog: https://pyup.io/changelogs/lxml/ - Homepage: https://lxml.de/

Update msgpack from 1.0.3 to 1.0.4.

Changelog ### 1.0.4 ``` ===== Release Date: 2022-06-03 * Support Python 3.11 (beta). * Don't define `__*_ENDIAN__` macro on Unix. by methane in https://github.com/msgpack/msgpack-python/pull/495 * Use PyFloat_Pack8() on Python 3.11a7 by vstinner in https://github.com/msgpack/msgpack-python/pull/499 * Fix Unpacker max_buffer_length handling by methane in https://github.com/msgpack/msgpack-python/pull/506 ```
Links - PyPI: https://pypi.org/project/msgpack - Changelog: https://pyup.io/changelogs/msgpack/ - Homepage: https://msgpack.org/

Update nbclient from 0.6.3 to 0.6.4.

Changelog ### 0.6.4 ``` ([Full Changelog](https://github.com/jupyter/nbclient/compare/v0.6.3...01465b8d8597efa81f54f713ad3944fe963ab453)) Merged PRs - Make sure kernel is cleaned up in case an error occurred while starting kernel client [234](https://github.com/jupyter/nbclient/pull/234) ([CiprianAnton](https://github.com/CiprianAnton)) - Suppress most warnings in tests [232](https://github.com/jupyter/nbclient/pull/232) ([davidbrochart](https://github.com/davidbrochart)) Contributors to this release ([GitHub contributors page for this release](https://github.com/jupyter/nbclient/graphs/contributors?from=2022-05-09&to=2022-05-31&type=c)) [CiprianAnton](https://github.com/search?q=repo%3Ajupyter%2Fnbclient+involves%3ACiprianAnton+updated%3A2022-05-09..2022-05-31&type=Issues) | [davidbrochart](https://github.com/search?q=repo%3Ajupyter%2Fnbclient+involves%3Adavidbrochart+updated%3A2022-05-09..2022-05-31&type=Issues) <!-- <END NEW CHANGELOG ENTRY> --> ```
Links - PyPI: https://pypi.org/project/nbclient - Changelog: https://pyup.io/changelogs/nbclient/ - Homepage: https://jupyter.org

Update pylint from 2.13.9 to 2.14.0.

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Links - PyPI: https://pypi.org/project/pylint - Changelog: https://pyup.io/changelogs/pylint/

Update pyzmq from 23.0.0 to 23.1.0.

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Links - PyPI: https://pypi.org/project/pyzmq - Docs: https://pyzmq.readthedocs.org

Update qtconsole from 5.3.0 to 5.3.1.

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Links - PyPI: https://pypi.org/project/qtconsole - Homepage: http://jupyter.org

Update Sphinx from 5.0.0 to 5.0.1.

Changelog ### 5.0.1 ``` ===================================== Bugs fixed ---------- * 10498: gettext: TypeError is raised when sorting warning messages if a node has no line number * 10493: html theme: :rst:dir:`topic` directive is rendered incorrectly with docutils-0.18 * 10495: IndexError is raised for a :rst:role:`kbd` role having a separator ```
Links - PyPI: https://pypi.org/project/sphinx - Changelog: https://pyup.io/changelogs/sphinx/ - Homepage: https://www.sphinx-doc.org/

Update sphinx-autodoc-typehints from 1.18.1 to 1.18.2.

Changelog ### 1.18.2 ``` - Support and require `nptyping>=2.1.1` ```
Links - PyPI: https://pypi.org/project/sphinx-autodoc-typehints - Changelog: https://pyup.io/changelogs/sphinx-autodoc-typehints/ - Repo: https://github.com/tox-dev/sphinx-autodoc-typehints/archive/main.zip

Update streamlit from 1.9.2 to 1.10.0.

Changelog ### 1.10.0 ``` None ```
Links - PyPI: https://pypi.org/project/streamlit - Changelog: https://pyup.io/changelogs/streamlit/ - Homepage: https://streamlit.io

Update traitlets from 5.2.1.post0 to 5.2.2.post1.

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Links - PyPI: https://pypi.org/project/traitlets

Update twine from 4.0.0 to 4.0.1.

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Links - PyPI: https://pypi.org/project/twine - Docs: https://twine.readthedocs.io/

Update types-requests from 2.27.29 to 2.27.30.

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Links - PyPI: https://pypi.org/project/types-requests - Repo: https://github.com/python/typeshed

Update validators from 0.19.0 to 0.20.0.

Changelog ### 0.20.0 ``` ^^^^^^^^^^^^^^^^^^^ - Added ipv4 digit lenghts validation (191, pull request courtesy of Norbiox) - Fixes error with international URLs that have more than 2 hyphens (184, pull request courtesy of automationator) ```
Links - PyPI: https://pypi.org/project/validators - Changelog: https://pyup.io/changelogs/validators/ - Repo: https://github.com/kvesteri/validators

Update pandas_market_calendars from 3.4 to 3.4.

Changelog ### 3.4 ``` ~~~~~~~~~~~~~~ - Update to work with pandas 1.4.0 - Fix boxing day for Australia - Add SIFMA US, UK and JP calendars - Add IEX calendar - Add NSE calendar ``` ### 3.3 ``` ~~~~~~~~~~~~~~ - `PR 166 <https://github.com/rsheftel/pandas_market_calendars/pull/166>`_ to solve the issue raised in `164 <https://github.com/rsheftel/pandas_market_calendars/issues/164>`_ - Add Juneteenth to NYSE calendar - Fixed CN holidays - Make MarketCalendars pickleable ``` ### 3.2 ``` ~~~~~~~~~~~~~~ - Major refactoring of the underlying code from `PR 150 <https://github.com/rsheftel/pandas_market_calendars/pull/150>`_ thanks to https://github.com/Stryder-Git - Fixed 12/24/1999 early close on NYSE ``` ### 3.1 ``` ~~~~~~~~~~~~~~ - Added September 11 holidays to TSX calendar - Made the minimum version for exchange_calendars >= 3.3 to resolve problem with newer versions of pandas ``` ### 3.0 ``` ~~~~~~~~~~~~~ - Major update to the date_range() functionality. This new behavior is more complete and consistent, but changes behavior in some cases, so a new major version is warranted. For more discussion on the topic refer to `PR 142 <https://github.com/rsheftel/pandas_market_calendars/pull/142>`_ and `Issue 138 <https://github.com/rsheftel/pandas_market_calendars/issues/138>`_ ``` ### 2.1 ``` ~~~~~~~~~~~~~ - Updated to work with pandas 1.3 - Raise minimum python to 3.7 - NYSE calendar valid from 1885 to present. Includes all full day closes, early closes, and late opens. PR 141 ``` ### 2.0.1 ``` ~~~~~~~~~~~~~~~ - Fixed the TSE calendar for Christmas falling on a Saturday ``` ### 2.0 ``` ~~~~~~~~~~~~ This version replaces the trading_calendars integration with exchange_calendars, closing out 120. `exchange_calendars <https://github.com/gerrymanoim/exchange_calendars>`_ if the fork of trading_calendars that is currently actively maintained. trading_calendars is now abandoned because it's corporate sponsor is out of business and gone. ``` ### 1.7 ``` ~~~~~~~~~~~~ This version eliminated the generic CMEExchangeCalendar. This calendar did not represent a specific market and thus was not appropriate for any use. With the addition of the specific calendars for product types this is no longer needed and is removed. To see the product specific calendars here: https://pandas-market-calendars.readthedocs.io/en/latest/calendars.html#futures-calendars For the CMEEquityExchangeCalendar, this no longer is a mirror of the NYSE calendar as some of the holidays for the NYSE are an open day with early close for CME. This calendar now has its own set of holiday assumptions. This may cause some holidays missing until this calendar is fully tested and vetted. ``` ### 1.6.2 ``` ~~~~~~~~~~~~~~ - Fix UK Holidays for 130 - Fix CME Bond calendar for Good Friday 132 ``` ### 1.6.1 ``` ~~~~~~~~~~~~~~~ - Add trading breaks to the trading_calendars import mirror - Fix the CFE calendar for Good Friday 116 - Renamed XBOM to BSE to avoid conflict with trading_calendars ``` ### 1.6 ``` ~~~~~~~~~~~~~ This is the first version of the merge of this project with the quantopian trading-calendars. - Added the trading_calendars.py module that brings in all current and future calendars from the quantopian project - All calendars from trading-calendars are now available in pandas_market_calendars ``` ### 1.5 ``` ~~~~~~~~~~~~~ - Add the is_open_now() function - Add TASE calendar from 114 - Holiday calendar is now cached to improve performance 117 ``` ### 1.4.2 ``` ~~~~~~~~~~~~~~~ - Fixed for changes to pandas 1.1.0 ``` ### 1.4.1 ``` ~~~~~~~~~~~~~~~ - Added CME_Bond calendar for bond and interest rate futures - Added futures specific items to the documentations along with examples with breaks ``` ### 1.4 ``` ~~~~~~~~~~~~~ - Add the concept of a break during the trading day. For example this can accommodate Asian markets that have a lunch break, or futures markets that are open 24 hours with a break in the day for trade processing. - Added product specific contract calendars for CME futures exchange. First calendars are the CME Agricultural and CME Equity calendars - Add ability to set time zone on schedule() function 42 - Add the Bombay exchange (XBOM) from 96 - Fixed Christmas holidays in SIX 100 ``` ### 1.3 ``` ~~~~~~~~~~~~~ - Fixes to support Pandas v1.0 - Remove support for Python 3.4 based on underlying packages removing support for v3.4 - Added ASXExchangeCalendar from PR 85 - Fixes to UK holidays in 84 ``` ### 1.2 ``` ~~~~~~~~~~~~~~ - Support calendars with valid business days on the weekend (PR 75) - Fixed SSE 2019 labour's day holidays (PR 74) - Better JPX calendar support for the time period 1949-2099 (PR 72) - Reformat Japan's Ascension days, removed duplicate days (PR 68) - Added German national holidays (PR 77) ``` ### 1.1 ``` ~~~~~~~~~~~~ - add JPX Ascension Day holidays for 2019 from PR 64 ``` ### 1.0 ``` ~~~~~~~~~~~~~ - Official move to Python3 only support - Version moved to 1.0 as the package has been around and stable long enough to warrant a 1.0 ``` ### 0.22 ``` ~~~~~~~~~~~~~~ - Added Shanghai Stock Exchange (SSE) calendar from PR 58 - Added HKEX calendar from PR 61 - Fixed tests for pandas v0.24 and higher ``` ### 0.21 ``` ~~~~~~~~~~~~~~ - Added Oslo Stock Exchange (OSE) calendar - Added GW Bush Holiday to NYSE calendar from PR 53 and 54 ``` ### 0.20 ``` ~~~~~~~~~~~~~~ - Improvements in the internals for how calendars are registered and aliased thanks for PR 45 ``` ### 0.19 ``` ~~~~~~~~~~~~~~ - schedule() method no longer raises exception if there are no valid trading days between start_date and end_date, will now return an empty DataFrame ``` ### 0.18 ``` ~~~~~~~~~~~~~~ - Changed NYSE holiday calendar to start 1/1/1900 (was previously 1/1/1970). - Fixed an error that schedule() method would fail if the end date was prior to 1993 ``` ### 0.17 ``` ~~~~~~~~~~~~~~ - Added SIX (Swiss Exchange) calendar, Pull Request 36 ``` ### 0.16 ``` ~~~~~~~~~~~~~~ - Fixed the equinox for Japanese calendar, Pull Request 33 - Fixed Victoria Day for TSX, issue 34 ``` ### 0.15 ``` ~~~~~~~~~~~~~~ - Removed toolz as a required package and removed from the one test that required it - Added daily closes on NYSE back to 1928 from PR 30 thanks to pldrouin ``` ### 0.14 ``` ~~~~~~~~~~~~~ - Made default open and close times time-zone aware ``` ### 0.13 ``` ~~~~~~~~~~~~~ - Corrected JPX calendar for issue 22 ``` ### 0.12 ``` ~~~~~~~~~~~~~~~ - Added new JPX calendar thanks to gabalese from PR 21 ``` ### 0.11 ``` ~~~~~~~~~~~~~~~ - Corrected the NYSE calendar for Independence Day on Thursday post 2013 to fix 20 - Added new convert_freq() function to convert a date_range to a lower frequency to fix 19 ``` ### 0.10 ``` ~~~~~~~~~~~~~~ - Added open_time_default and close_time_default as abstract property methods to fix 17 ``` ### 0.9 ``` ~~~~~~~~~~~~~ - Fix 12 to Eurex calendar ``` ### 0.8 ``` ~~~~~~~~~~~~~ - Fix 10 to make merge_schedules work properly for more than 2 markets ``` ### 0.7 ``` ~~~~~~~~~~~~~ - Fix a couple deprecated imports ``` ### 0.6 ``` ~~~~~~~~~~~~~ - Added coveralls.io test coverage ``` ### 0.5 ``` ~~~~~~~~~~~~~ - Added Python2.7 support ``` ### 0.4 ``` ~~~ - Fixed bug 5 ``` ### 0.3 ``` ~~~ - Added Eurex calendar ``` ### 0.2 ``` ~~~ - Fix to allow start_date and end_date to be the same in schedule() ``` ### 0.1 ``` ~~~ - Initial version ```
Links - PyPI: https://pypi.org/project/pandas-market-calendars - Changelog: https://pyup.io/changelogs/pandas-market-calendars/ - Repo: https://github.com/rsheftel/pandas_market_calendars

Update mnqueues from 0.0.38 to 0.0.39.

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Links - PyPI: https://pypi.org/project/mnqueues - Changelog: https://pyup.io/changelogs/mnqueues/ - Repo: https://github.com/amor71/mnqueues
sonarcloud[bot] commented 2 years ago

Kudos, SonarCloud Quality Gate passed!    Quality Gate passed

Bug A 0 Bugs
Vulnerability A 0 Vulnerabilities
Security Hotspot A 0 Security Hotspots
Code Smell A 0 Code Smells

No Coverage information No Coverage information
No Duplication information No Duplication information

pyup-bot commented 2 years ago

Closing this in favor of #338