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
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Add engine docs
2017-06-06 11:21:57 -04:00
092951470a
DOC: Fix invalid sphinx sections
2017-06-05 15:52:57 -04:00
cabe0b691c
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
a12c34c39c
MAINT: Skip more rows to match change in treasury data format
...
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
fredfortier