1630dc65d6
Merge pull request #1213 from quantopian/youre-charging-me-what
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DEV: Re-implement commission models to return correct results in the case of multiple fills
2016-05-24 13:24:53 -04:00
533233fae4
BUG: fix cell magic
2016-05-24 02:04:47 -04:00
39bf1dbd7b
DEV: Re-implement commission models to return correct results in the case of multiple fills.
2016-05-23 21:19:06 -04:00
3ca294d494
Merge pull request #1186 from quantopian/remove_type_restrictions_for_generic_loader
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Remove type restrictions for generic loader
2016-05-23 17:24:13 -04:00
e5039a43b0
TST: add tests to ensure no forward filling of non-missing values
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STY: fix indentation
DOC: add docs to clarify test input/output
2016-05-23 16:48:52 -04:00
a446401d03
DOC: Regression factor docstring fix
2016-05-23 16:40:22 -04:00
3a3c7db844
MAINT: remove filling in missing value and ffill before coercing column
2016-05-23 15:53:55 -04:00
c0eb798cc6
TST: modify test class to use WithAssetFinder fixture.
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BUG: assign result to var
TST: remove obsolete assertion
STY: fix line length
2016-05-23 15:53:55 -04:00
c94f3d0c9b
BUG: fix replacement of NaN with None
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TST: finish test with expected data
STY: alphabetize imports
MAINT: simplify condition - remove unnecessary statement
2016-05-23 15:53:55 -04:00
8e630bff77
TST: remove obsolete test and update test
2016-05-23 15:53:55 -04:00
0f8738ef32
MAINT: remove restrictions on strings for generic loader
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MAINT: remove catch for NonNumpyCompatible since it's a subset of NonPipelineCompatible
2016-05-23 15:53:55 -04:00
96ec1fd639
DOC: update bundle yahoo example
2016-05-20 15:40:46 -04:00
5664d80c92
Merge pull request #1219 from quantopian/suggest-ingest
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ENH: suggest running ingest if no data exists
2016-05-20 12:38:26 -04:00
a0f9915290
Merge pull request #1218 from quantopian/datareader-replace
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MAINT: replace usages of pandas.io.data.DataReader with pandas_datare…
2016-05-20 12:36:00 -04:00
eda751cf88
ENH: suggest running ingest if no data exists
2016-05-20 11:37:48 -04:00
ef08572f54
Merge pull request #1201 from quantopian/dividends-add-currency-col
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Dividends add currency col
2016-05-20 11:25:04 -04:00
0bd790d122
MAINT: replace usages of pandas.io.data.DataReader with pandas_datareader.data.DataReader
2016-05-20 11:23:28 -04:00
751a08a8a1
MAINT: move constants to appropriate files
2016-05-20 10:47:56 -04:00
3d0764a50c
ENH: add dividend type column
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BUG: add back constant
2016-05-20 10:47:56 -04:00
8a3b82c536
ENH: add column for currency type
2016-05-20 10:47:55 -04:00
18d1577d56
MAINT: incorporate string support
2016-05-20 10:47:55 -04:00
de1780357a
DEV: post-release commit
2016-05-19 21:11:07 -04:00
e9576abfb1
DOC: title was still wrong
2016-05-19 21:04:43 -04:00
ebf61e3ca2
DOC: update install.rst
2016-05-19 21:01:45 -04:00
2e8dbac326
DOC: I can't even read the release-process page correctly
2016-05-19 20:53:39 -04:00
3bc639ac67
REL: 1.0.0
2016-05-19 20:35:07 -04:00
9f614de2aa
Merge pull request #1211 from quantopian/api-doc-update
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DOC: document limit and stop price args
2016-05-19 20:28:52 -04:00
a47a982257
DOC: building docs builds the extensions
2016-05-19 20:10:38 -04:00
664a0d234c
DOC: document limit and stop price args
2016-05-19 20:10:38 -04:00
a74b35408a
DOC: whatsnew for the stub file
2016-05-19 19:46:44 -04:00
65de1215e0
Merge pull request #1204 from quantopian/tell-me-what-my-choices-were
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Tell me what my choices were
2016-05-19 18:52:04 -04:00
1d16309f11
Merge pull request #1208 from quantopian/api_stubs
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Api stubs
2016-05-19 12:20:30 -04:00
7afd486510
DOC: Fixed parameter typo
2016-05-19 11:51:12 -04:00
b9b4dc09a4
DEV: Adds type hinting stub for zipline.api
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as well as tooling and docs to generate this for each release
Also moved Cython files to package_data, so that we install them,
instead of just packaging them.
2016-05-19 11:51:12 -04:00
977e5571a1
Merge pull request #1154 from quantopian/correlation-builtin-2
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Add new correlation and regression factors
2016-05-18 16:40:47 -04:00
f35f65a123
DOC: Add notes about masking
2016-05-18 15:11:12 -04:00
d57872f2be
TST: Test correlation/regression factors with nonexistent asset
2016-05-18 15:11:12 -04:00
877d0be798
PERF: Performance improvements to regression/correlation.
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- ~7x speedup on PearsonR.
- ~30x speedup on SpearmanR (this will still be tight for hitting a 5
minute compute timeout on Quantopian).
- ~25% speedup on LinearRegression.
2016-05-18 15:11:12 -04:00
1ec0bced6d
ENH: Add builtin factors for correlation and regression
2016-05-18 15:11:12 -04:00
da77e88786
BLD: Cap the version of pandas until we fix compatibility issues ( #1210 )
2016-05-18 14:27:07 -04:00
fd814d18d8
Merge pull request #1206 from quantopian/sprint-prep
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cleanup for sprint
2016-05-17 18:15:36 -04:00
8e32d49348
MAINT: Just use a genexpr instead of map(partial).
2016-05-17 17:51:24 -04:00
4a513360b6
ENH: Include choices in no-output-found errormsg.
2016-05-17 17:51:24 -04:00
2d596dc490
Merge pull request #1170 from quantopian/whats-new-1.0
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Updated whatsnew with Q2 information.
2016-05-16 19:29:12 -04:00
56c7c08ffc
DEV: update dockerfile to leave source
2016-05-16 17:07:03 -04:00
46cc417b9b
BUG: fix some ingestion issues for quantopian-quandl
2016-05-16 16:15:17 -04:00
587d5882c4
DOC: update 1.0 docs
2016-05-16 12:55:34 -04:00
b0d688a454
Merge pull request #1198 from quantopian/modify-minutes-writer
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Allow BcolzMinuteBarWriter to append to most recent day
2016-05-13 16:56:45 -04:00
6b1cdb6929
DOC: Updated whatsnew with Q2 information.
2016-05-13 16:48:57 -04:00
8217cdb1bd
ENH: Allow BcolzMinuteBarWriter to append to most recent day
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Minutely data can now be appended to bcolz files even when
minutes in the same day have already been written. For example,
previously attempting to write data for the minute 2016-05-11 16:30
would raise an exception if any OHLCV data for 2016-05-11 had been
written to the same file.
Trying to overwrite existing minutes still raises a
BcolzMinuteOverlappingData exception.
Note that previously all sids' bcolz files ended at the same time.
This is no longer necessarily the case. The last record in each
sid's bcolz file now corresponds to the latest minute for which
OHLCV data is provided to the writer.
2016-05-13 16:24:21 -04:00
Jean Bredeche