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warren-oneill
/
powerline
Extension to the zipline library for the German EPEX and EEX energy markets
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adds libblas lib installs to travis
#85
warren-oneill
closed
8 years ago
0
add coverage using coveralls
#84
warren-oneill
closed
8 years ago
0
Travis config file
#83
warren-oneill
closed
8 years ago
0
calculate EPEX and EEX metadata
#82
warren-oneill
opened
8 years ago
0
add .travis.yml file
#81
warren-oneill
closed
8 years ago
0
MAINT: adds python 2 compatibility
#80
warren-oneill
closed
8 years ago
0
Python 2.7 compatibility
#79
warren-oneill
closed
8 years ago
1
adds link to zipline
#78
warren-oneill
closed
8 years ago
2
Please Publish a LICENSE
#77
maxkoe
closed
8 years ago
1
Convert H and QH history
#71
warren-oneill
closed
8 years ago
6
Last event ignored
#67
dhexus
opened
8 years ago
1
Adding batches of data does not work
#65
maxkoe
closed
8 years ago
3
Dates in history are not neccessarily ordered
#64
maxkoe
closed
8 years ago
0
Powerline module missing in repository
#63
dhexus
closed
8 years ago
2
Simulation functionality
#62
dhexus
opened
8 years ago
0
[URGENT] Development environment mustn't depend on production database
#61
dhexus
closed
8 years ago
3
Cannot make the first trade
#60
dhexus
closed
8 years ago
1
Extend EEX trading calendar
#59
dhexus
closed
8 years ago
3
Use source start/end as default
#58
dhexus
closed
8 years ago
3
Wrong data in handle_data
#57
dhexus
opened
8 years ago
6
Extend GG Risk Report
#54
dhexus
closed
8 years ago
7
Unit testing PnL calculation for frequent trading
#53
dhexus
opened
8 years ago
1
requirements freeze is out of date
#52
dhexus
closed
8 years ago
1
Error in test
#51
dhexus
closed
8 years ago
1
Error in eex algo tests when instant_fill=False
#50
warren-oneill
closed
8 years ago
2
Fix display for percentage values in GG RiskReport
#49
dhexus
closed
8 years ago
3
use messaging framework
#47
babadsha
closed
8 years ago
2
Add tests for lookup_future
#46
warren-oneill
closed
8 years ago
1
Fix futures parameters
#45
dhexus
closed
8 years ago
1
Trading of illiquid (EEX) products
#44
dhexus
opened
8 years ago
4
EEX data source with open and close/settlement event
#43
dhexus
opened
8 years ago
2
Messaging test fails at first run
#42
dhexus
closed
8 years ago
1
Some powerline tests fail
#41
dhexus
closed
8 years ago
2
45 and 30 before delivery trading in Epex ID
#38
warren-oneill
closed
8 years ago
1
Mock data for powerline (low prio)
#33
warren-oneill
opened
8 years ago
1
TP2 Conversion between H and QH
#31
warren-oneill
closed
8 years ago
5
Utilize Powerline for the optimization of Power Forecasts
#30
warren-oneill
opened
8 years ago
0
powerline setup.sh fails
#28
ghost
closed
8 years ago
5
AMQP message producer for BTSF (prio high)
#26
dhexus
closed
8 years ago
8
Refactoring: store and db-views
#16
ghost
opened
9 years ago
5
Add zipline-like history() for epex auction products (prio high)
#15
warren-oneill
closed
8 years ago
8
Increase percentage of powerline project covered by tests
#14
dhexus
closed
9 years ago
3
TP2 (old) Extend zipline to support backtesting and optimisation of prognoses
#13
dhexus
opened
9 years ago
0
EPEXSpot import using wrong BEGIN_DATE for H24
#11
dhexus
closed
9 years ago
1
More realistic EEX fees (low prio)
#9
warren-oneill
opened
9 years ago
1
Implement EPEX Intraday in BTSF
#8
warren-oneill
closed
8 years ago
2
Analytic EPEX Auction slippage
#7
warren-oneill
opened
9 years ago
0
Data Diagnostics
#6
warren-oneill
opened
9 years ago
0
Implement EPEX Auction in BTSF
#5
warren-oneill
closed
8 years ago
2
Add Bund treasury curves (low prio)
#4
warren-oneill
opened
9 years ago
1
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