105fee0fb9
Fixes to the daily data
2017-10-17 15:35:49 -04:00
9bdd8aba48
Implemented daily data loader and related fixes
2017-10-17 03:00:36 -04:00
1263fdd995
Testing related adjustments
2017-10-16 15:38:07 -04:00
1732b4a985
Testing related adjustments
2017-10-16 03:09:13 -04:00
403f951c77
Added unit tests
2017-10-15 05:11:44 -04:00
bdbaad1c91
Improvements and fixes to the ingestion component
2017-10-14 02:06:26 -04:00
c52653c84e
Tested ingestion of minute data with a single market
2017-10-13 21:00:47 -04:00
93f4d31399
Unit tested ingestion of bundle chunks. This may not be stable yet.
2017-10-13 16:29:43 -04:00
c658d15fcb
Unit testing ingestion of bundles logic
2017-10-13 00:50:25 -04:00
e1c2f40ab9
Making some adjustments to the ingestion method after discussion with Victor
2017-10-12 14:06:47 -04:00
4895bef392
Bug fixes and housekeeping from ingestion testing
2017-10-12 00:51:18 -04:00
c24918e2c8
Bug fixes
2017-10-11 22:05:29 -04:00
d3e33c44bf
Reading data from bundles first and other fixes
2017-10-11 00:13:22 -04:00
403be97143
Integrating with history api
2017-10-08 02:27:13 -04:00
3335ae0ea9
Refactored the data portal to use the exchange bundles
2017-10-08 01:13:47 -04:00
50f075792c
Tested ingestion after refactoring
2017-10-05 21:03:39 -04:00
874968bbbb
Refactoring the exchange bundle for incremental loading
2017-10-05 18:06:17 -04:00
3b681d197d
Purge 5-min implementation
2017-09-28 11:03:47 -06:00
d6996b1e93
Refinements and documentation.
2017-09-23 04:49:13 -04:00
bc65c10fc6
Implemented and tested the history() method in backtest mode.
2017-09-22 23:17:38 -04:00
ddecd6bb48
First working version with the backtest and live modes executing the same algorithm.
2017-09-21 19:05:16 -04:00
10a5b5412e
Testing the same algo in live and backtest mode. Most of it works well. We need a commission model for the TradingPair currency type.
2017-09-20 23:48:57 -04:00
4e2d092123
Trying to fix an issue with periodical bars
2017-09-20 18:00:08 -04:00
3b655d466e
Unit tested exchange loader extension and backtest data portal refactoring
2017-09-20 05:11:54 -04:00
68546a0d8d
Experimenting with simpler bundle and data portal approach (works in unit testing)
2017-09-19 03:49:34 -04:00
b70ff3a740
Bug fixes and working on unit tests for the data portal
2017-09-18 22:19:27 -04:00
18bfaff7c9
Trying to stabilize refactoring an last few commits (still unstable)
2017-09-18 15:37:10 -04:00
555b7e95b5
Working on adjusted the DataPortal class (unstable)
2017-09-18 14:51:01 -04:00
c1d7022846
Fixed issue with Bittrex order
2017-09-01 10:39:49 -04:00
8b6a48633d
Poloshing unit tests and finalizing Bittrex implementation
2017-08-30 17:09:13 -04:00
d03ce37f6e
Poloshing unit tests and finalizing Bittrex implementation
2017-08-30 08:51:31 -04:00
c47e88c26f
More unit testing and refactoring related to the Bittrex addition
2017-08-29 16:05:38 -04:00
f4db9f7b1e
Working on Bittrex implementation and unit tests
2017-08-28 22:50:46 -04:00
1be39f97a1
Refactoring to optimize multiple exchanges
2017-08-28 16:19:03 -04:00
c01f2a39a4
Initial work on bittrex implementation
2017-08-28 00:27:10 -04:00
1cfcb1d96e
Initial work on bittrex implementation
2017-08-27 23:26:48 -04:00
2d26758fba
General improvements
2017-07-01 18:26:57 -07:00
99efa7a9f3
Fixed catalyst tests except example tests
2017-06-19 14:43:10 -07:00
be4e1b975d
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
1e4a094fec
Merge pull request #1833 from quantopian/labelarray-map
...
Add support for relabeling classifiers.
2017-06-07 17:57:18 -07:00
61feedbd16
TST: Add test for missing values in relabel.
2017-06-07 18:21:13 -04:00
3b8a6b543e
BUG: Fix NoneType comparisons in PY3.
2017-06-07 18:21:03 -04:00
09cc54e08a
ENH: Improve error message on bad return.
2017-06-07 17:07:19 -04:00
602a799a6b
Fix weights calculation to use portfolio value as denominator
2017-06-07 15:46:45 -04:00
709735de51
TEST: Test map returning None.
2017-06-07 15:28:15 -04:00
6bb31b2544
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
5b9d5fecfb
ENH: Add relabel method to string classifiers.
...
- 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
568bf0aa59
ENH: Add method for computing current portfolio weights
2017-06-07 13:13:14 -04:00
5160b11bc1
TST: Updated modified time of market data in test_examples
2017-06-07 11:00:55 -04:00
1e2874385e
Merge pull request #1826 from quantopian/add-engine-docs
...
Add engine docs
2017-06-06 11:21:57 -04:00
fredfortier