0fa6c37b68
Merge pull request #1834 from quantopian/multiple-output-factor-window-safe
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ENH: Match window_safe status of multi output factor with factor
2017-06-08 08:36:26 -07:00
78c2404e55
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
c8c626e15a
ENH: Match window_safe status of multi output factor with factor
2017-06-08 10:19:04 -04:00
2590afc6e8
DOC: Add development guide .rst
2017-06-07 21:50:19 -04:00
885698d50b
Merge pull request #1833 from quantopian/labelarray-map
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Add support for relabeling classifiers.
2017-06-07 17:57:18 -07:00
ec2ec49914
MAINT: Make _sortable_sentinel a singleton.
2017-06-07 20:17:58 -04:00
609ae752d0
DOC: Fix typo in docstring.
2017-06-07 18:22:30 -04:00
8a042937d9
TST: Add test for missing values in relabel.
2017-06-07 18:21:13 -04:00
cbe52cea88
BUG: Fix NoneType comparisons in PY3.
2017-06-07 18:21:03 -04:00
e49f4c6149
ENH: Improve error message on bad return.
2017-06-07 17:07:19 -04:00
011915d4fc
Merge pull request #1822 from quantopian/var-and-cvar
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Add portfolio weights method to algorithms
2017-06-07 16:35:04 -04:00
b5e01d99ef
Merge pull request #1619 from quantopian/end-date-default-int64-max
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MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 15:55:27 -04:00
49a7b78b2e
Fix weights calculation to use portfolio value as denominator
2017-06-07 15:46:45 -04:00
ad10349992
TEST: Test map returning None.
2017-06-07 15:28:15 -04:00
a579485825
MAINT: s/NotImplementedError/TypeError.
2017-06-07 15:23:27 -04:00
e47a21318c
BUG: fix assert_equal for tuple-keyed dictionaries
2017-06-07 14:50:13 -04:00
cfe4df8f2b
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
d0544a6581
MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 14:08:55 -04:00
e995e6f2ed
ENH: Add relabel method to string classifiers.
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- Adds a `map` method to `LabelArray` that maps a unary function over
the categories of a LabelArray, shrinking the underyling codes if
possible.
- Adds a new `.relabel` method to string-dtype classifiers that maps a
unary function over the unique elements of the underlying LabelArray.
This is useful for things like cleaning noisy label data.
2017-06-07 13:14:12 -04:00
94b1d5a40e
ENH: Add method for computing current portfolio weights
2017-06-07 13:13:14 -04:00
8b17b7d4b3
MAINT: Add validator to validate_column.
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Who validates the validators?
2017-06-07 11:50:37 -04:00
ba590266c9
MAINT: Simplify ArrayPredicate.
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Just use `params` instead of custom `_init` and `_static_identity`.
2017-06-07 11:49:37 -04:00
731e3a8678
TST: Updated modified time of market data in test_examples
2017-06-07 11:00:55 -04:00
440ff4205b
Merge pull request #1826 from quantopian/add-engine-docs
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Add engine docs
2017-06-06 11:21:57 -04:00
73d66216dc
DOC: Include pipeline Term in documentations
2017-06-05 16:11:19 -04:00
1051ef1eb8
DOC: Include all Factor methods in documentation
2017-06-05 16:10:47 -04:00
cc867dbdfe
DOC: Include PipelineEngine in documentation
2017-06-05 16:09:36 -04:00
090ce3b256
DOC: Removed non-existent classes from docs
2017-06-05 16:08:21 -04:00
3ba34aa755
DOC: Change docstrings to make documentation easier to read
2017-06-05 16:01:33 -04:00
11c0782e9a
DOC: Create built in factors subheading, organize them alphabetically
2017-06-05 16:00:09 -04:00
e55a6078d6
DOC: Fix invalid sphinx sections
2017-06-05 15:52:57 -04:00
a40e5d932c
Merge pull request #1812 from quantopian/google-finance-for-benchmarking
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BUG/MAINT: Switch over to Google for benchmarking
2017-06-05 12:09:55 -04:00
c0c67340fe
MAINT: Skip more rows to match change in treasury data format
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I'm not sure what the raw csv pulled from the federal reserve looked like before, but when trying to download fresh treasure data (data not stored in `./zipline`), there is an error that says "Time Period not in list". After checking the raw csv now, it looks like there are 5 header rows rather than just 1, so skipping those rows removes that error.
2017-06-05 11:44:01 -04:00
e6fe3a0e7d
Merge pull request #1811 from quantopian/run-chunked-pipeline
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Run chunked pipeline
2017-06-02 17:29:15 -04:00
ad3c72a8fb
ENH: Use context manager to suppress nan-categorical warning
2017-06-02 16:48:26 -04:00
ff1c673a9d
ENH: Include sharedoc function
2017-06-02 16:48:26 -04:00
2d56d253fa
ENH: Add run_chunked_pipeline method to PipelineEngine
2017-06-02 16:48:09 -04:00
69b632db37
ENH: Add function for running pipelines in chunks
2017-06-02 16:47:55 -04:00
c59518bbeb
ENH: Add function to concatenate list of dataframes with categoricals
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STY: Alphabetized import list
2017-06-02 16:47:37 -04:00
a2fbb9ee7f
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-06-02 16:47:36 -04:00
26175180dc
TST: Change start date to fit benchmark start date
2017-06-01 23:35:11 -04:00
d9d41e3bb7
TST: Sort test examples to debug more easily
2017-06-01 23:35:11 -04:00
5c6fe19e8e
BUG/MAINT: Switch over to Google for benchmarking
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MAINT: Remove mentions of Yahoo & ^GSPC
MAINT: Fill in missing dates
MAINT/BLD: Rebuild example data to match new benchmark
2017-06-01 23:35:10 -04:00
1ab0cd7113
Merge pull request #1809 from Peque/py35
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BLD: Add some missing Python 3.5 references
2017-05-28 21:37:14 -04:00
0a672c7343
MAINT: Remove label=omit from treasury link
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MAINT: Switch to https
2017-05-26 13:57:51 -04:00
912165da06
MAINT: Remove environment as an argument to benchmark source. ( #1816 )
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MAINT: Remove environment as an argument to benchmark source.
To allow the BenchmarkSource class to be more easily used in contexts other than
a TradingAlgorithm, remove the TradingEnvironment as an argument to the
benchmark source.
Instead:
- Pass a benchmark Asset, instead of a bencmark sid; so that the asset_finder
does not need to be passed to the benchmark source.
- Pass the pre-calculated benchmark_returns instead of an env,
which contains the benchmark_returns; a consumer can let the benchmark_returns
stay as the default of `None` when using an asset.
We may want to further refactor and make two different classes, instead of
relying on a combination of existence/non-existence of benchmark_asset and
benchmark_returns. That refactoring should be easier to do with this change.
2017-05-25 16:11:25 -04:00
77f1013d49
Merge pull request #1815 from quantopian/get-array-benchmark-source
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ENH: Add get_range to BenchmarkSource
2017-05-25 10:51:48 -04:00
0d3ba78177
ENH: Add get_range to BenchmarkSource
2017-05-25 10:14:40 -04:00
b0b60391f0
BLD: Modify conda label for Travis CI ( #1814 )
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* BLD: Modify conda label for Travis CI
We've been unnecessarily building packages that are already in the ci channel because conda build isn't respecting the full URL for that channel when using --skip-existing. We updated it to be just the name of the channel.
2017-05-24 22:37:03 -04:00
fa76c29334
BLD: Swap conda build args to check CI label/channel first
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BLD: Change url to just channel/label path
2017-05-24 19:44:37 -04:00
Scott Sanderson