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3,640 Commits 16 Branches 39 Tags
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407 Commits
Author SHA1 Message Date
Andrew Liang 2454454b07 Merge pull request #1112 from quantopian/schedule_func_midday 
FIX: time_rules should trigger only at dt specified
 2016-04-06 09:16:43 -04:00
Andrew Liang a8491879ce FIX: time_rules should trigger only at dt specified 
Previously, time_rules triggered when the dt specified has passed
 2016-04-05 17:51:10 -04:00
Scott Sanderson 6bf4fe15e2 Merge pull request #1020 from quantopian/rolling-window-stride-tricks 
Rolling window stride tricks
 2016-04-05 17:23:55 -04:00
Eddie HebertandJean Bredeche 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern 
More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
 2016-04-04 16:12:58 -04:00
Scott Sanderson 92feaa3a7d BUG/TEST: Dict key order isn't guaranteed. 2016-03-28 10:21:57 -04:00
Scott Sanderson a932628627 BUG: Use six viewkeys. 2016-03-28 09:24:56 -04:00
Scott Sanderson d0625e8a8d MAINT: Move ignore_nanwarnings to numpy_utils. 2016-03-25 15:11:18 -04:00
Scott Sanderson 1f237d43a3 MAINT: Make preprocessor factories closures. 2016-03-25 15:11:18 -04:00
Scott Sanderson 1245552340 DEV: Add expect_dimensions preprocessor. 2016-03-25 15:11:18 -04:00
Scott Sanderson b85eb36da8 TEST: Add test for demean example. 2016-03-25 15:11:18 -04:00
Richard Frank d67c93c4ab DOC: Signal to doctest blank lines in the expected output 2016-03-23 18:26:42 -04:00
Joe Jevnik 721dd36116 TST: move test_utils and adds test fixture classes 
Renames zipline.utils.test_utils to zipline.testing

Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and
teardown and adds mixins to define fixtures like an asset finder or
trading calendar.
 2016-03-10 15:39:52 -05:00
Maya Tydykov 328d449e60 MAINT: don't test handler. 2016-03-08 19:29:28 -05:00
Maya Tydykov 195c2fffb6 DOC: update doc. 
DOC: update docs.
 2016-03-08 17:24:04 -05:00
Maya Tydykov c87293942f TST: remove logging test and move missing sid test. 
DOC: add docstring.

TST: reduce test data redundancy.

MAINT: use string constant.
 2016-03-08 17:24:04 -05:00
Maya Tydykov 6976f7e459 # This is a combination of 8 commits. 
# The first commit's message is:
BUG: ignore sids in deltas missing from asset index.

# This is the 2nd commit message:

MAINT: use correct debugger.

# This is the 3rd commit message:

MAINT: fix set add.

# This is the 4th commit message:

WIP: move sid filtering.

# This is the 5th commit message:

WIP: move filtering logic.

# This is the 6th commit message:

WIP: working test.

# This is the 7th commit message:

TST: clean up test.

# This is the 8th commit message:

STY: fix flake8.
 2016-03-08 17:24:04 -05:00
Scott Sanderson e810f26097 ENH: Add utilities for checking types generically. 2016-03-07 16:18:33 -05:00
Scott Sanderson cd24d8ba55 ENH: Add rolling_window to numpy_utils.py. 2016-03-01 19:32:55 -05:00
Abhijeet Kalyan b57cac0f6f DEV: Adds deprecation utility 2016-02-24 14:50:32 -05:00
dmichalowicz 5be63f36d5 ENH: Add auto_close_date support for equities 2016-02-22 13:51:20 -05:00
Scott Sandersonanddmichalowicz e2db1a7b45 DEV: Add utility for generating test price/volume data. 2016-02-22 13:47:07 -05:00
Scott Sanderson 4bc42d5658 BUG: Don't return a map from chrange. 2016-02-16 12:35:49 -05:00
Scott Sanderson f27b415c83 DOC: Docs updates for subtest and parameter_space. 2016-02-12 21:23:47 -05:00
Scott Sanderson 58b594a6e5 STY: Typo. 2016-02-12 21:23:47 -05:00
Scott Sanderson 0115cdc46c MAINT: Fail fast on unsupported dtypes. 2016-02-12 21:23:47 -05:00
Scott Sanderson c105735574 DEV: Add support for specifying missing_value. 
Consequently, enable support for `int`-dtyped Factors and BoundColumns.
 2016-02-12 21:23:47 -05:00
Scott Sanderson 94c02c710b DEV: Add parameter_space test decorator. 2016-02-12 21:21:19 -05:00
Scott Sanderson 1bf33f9ee0 TEST: Add isolated tests for .latest. 2016-02-12 21:21:19 -05:00
Richard Frank 24a292150a MAINT: Removing confusing parameter where we only use default 2016-02-11 18:46:44 -05:00
Joe JevnikandRichard Frank 86558f83b3 MAINT: use constants for nat 2016-02-11 18:46:43 -05:00
Joe JevnikandRichard Frank c11524fda1 MAINT: pandas 0.17 compat for blaze core loader 2016-02-11 18:46:43 -05:00
Scott SandersonandRichard Frank 5f49fa22cb MAINT: Upgrade numpy and fix warnings. 
Mostly fixes ambiguous calls to numpy.full, and uses explicitly-united
NaT values.
 2016-02-11 18:46:39 -05:00
Richard Frank 4e84b2c5ca TST: Added doctest 2016-02-04 21:58:57 -05:00
Richard Frank ede1eb7aa0 PERF: Look up expired futures from in-memory Futures 
instead of queries to the db.
 2016-02-04 18:55:34 -05:00
jfkirk db1e62971a ENH: Adds tick_size and renames futures multiplier 2016-01-22 14:56:30 -05:00
Joe Jevnik a3dbf7590e TST: doctest failure 2016-01-13 16:36:20 -05:00
Joe Jevnik 6280614a69 DOC: whatsnew 2016-01-13 16:36:20 -05:00
Joe Jevnik 5351b60a4c ENH: adds optionally for preprocessors 2016-01-13 15:26:37 -05:00
Joe Jevnik 5a235bdaef ENH: allows users to specify the cutoff time for data query in blaze 
loaders

This allows people to set their cutoff time to the time they will
actually execute 'before_trading_start'. Currently this is just passed
to the constructor of the loader; however, I would like to make this
managed by the algorithm simulation runner. This would help keep all of
the loaders in sync and lock 'before_trading_start's execution to the
time the data is queried for.
 2016-01-13 15:26:13 -05:00
Scott Sanderson b6175de5f1 DOC/TEST: Add doctest and docs for coerce kwargs. 2016-01-12 17:51:13 -05:00
Scott Sanderson 43b6344d5f ENH: Add `coerce` preprocessor. 2016-01-12 17:36:36 -05:00
Joe Jevnik fb6d1ea3d1 MAINT: move some helpers to test_utils 2016-01-08 13:11:31 -05:00
Joe Jevnik a2d1fedffd ENH: Adds classlazyval for computed values on a class 2016-01-08 13:11:31 -05:00
Joe Jevnik a524cf1880 BUG: fix bug that caused symbols to be added to the asset finder twice 2016-01-05 16:27:46 -05:00
Eddie Hebert b863733953 REF: Move order class to distinct module. 2015-12-15 16:23:59 -05:00
Scott Sanderson 4469fbef76 MAINT: Just the value if dtype doesn't have a name. 2015-12-10 17:34:38 -05:00
llllllllll 48536add73 TST: fix doctests 2015-12-09 11:22:13 -05:00
Scott Sandersonandllllllllll 8220d1ee86 ENH: Adds support for different typed adjusted arrays and adds an 
EarningsCalendar loader.

- Moves most of AdjustedArray back into Python. The window iterator is
  the only part that's performance-intensive.

- Adds a bootleg templating system for creating specialized versions of
  AdjustedArrayWindow for each concrete type we care about.

- Adds support for differently dtyped terms in pipeline. This allows us
  to use datetime64s which are needed in the EarningsCalendar.

- Adds EarningsCalendar dataset for the next and previous earnings
  announcements in pipeline.

- Adds in memory loader for EarningsCalendar.

- Adds blaze loader for EarningsCalendar.
 2015-12-08 20:24:06 -05:00
Scott Sanderson 3fda7a7be5 MAINT: Alias methods for 0.17 compat. 2015-12-01 10:48:20 -05:00
llllllllll 0e246a2eee MAINT: error message cleanup 2015-11-24 16:55:07 -05:00