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
...
cleanup for sprint
2016-05-17 18:15:36 -04:00
2d596dc490
Merge pull request #1170 from quantopian/whats-new-1.0
...
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
...
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
...
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
784d5f4a16
Merge pull request #1199 from quantopian/boybands-factor
...
BollingerBands factor
2016-05-13 15:35:10 -04:00
fa15b49a32
DOC: update whatsnew
2016-05-13 15:36:13 -04:00
f79b07fee3
Merge pull request #1202 from quantopian/keep-yelling-at-joe
...
Keep yelling at joe
2016-05-13 14:45:10 -04:00
f4d96e065a
TEST/PERF: Don't slice twice.
2016-05-13 14:44:26 -04:00
c4b69d6223
TEST: Don't mask unexpected exceptions from TALIB.
...
We know when we expect the error to be raised.
2016-05-13 14:32:21 -04:00
2f90665676
TEST: Add a test for bbands output ordering.
2016-05-13 14:31:58 -04:00
cbd4ea36bc
STY: No need for these to be vertical.
2016-05-13 14:31:33 -04:00
e1889546de
DOC: Link directly to the `re` module.
2016-05-12 23:36:58 -04:00
19c87fd871
Merge pull request #1188 from quantopian/api-docstrings
...
api documentation
2016-05-12 22:42:48 -04:00
c128b69a91
STY: get Scott to stop yelling at me
2016-05-12 22:15:32 -04:00
8622993358
DOC: update docs based on Rich's feedback
2016-05-12 17:07:02 -04:00
78db90a858
STY: flake8
2016-05-12 17:01:17 -04:00
a345e6f3f5
TST: Clean up metaclass usage in fixtures
2016-05-12 17:00:51 -04:00
9b76731143
ENH: adds with_metaclasses and tests for metautils
2016-05-12 15:58:19 -04:00
8fdbfb828b
DOC: Added zipline logo to README
2016-05-12 12:03:08 -04:00
3ef05522ed
Merge pull request #1185 from quantopian/redesign-buyback-auth
...
Redesign buyback auth
2016-05-12 11:30:02 -04:00
6b60e447a0
MAINT: incorporate string support
...
STY: remove unused imports
MAINT: change dtype to object for compatibility with python3
MAINT: rename pipeline columns and constants for clarity
MAINT: rename column
2016-05-12 10:50:31 -04:00
2297ace20c
ENH: Adds BollingerBands factor.
2016-05-11 21:41:55 -04:00
f494d6f0d1
BUG: Fix check that pipeline argument is hashable.
...
Adds test coverage for the caes where it is not hashable.
2016-05-11 21:37:12 -04:00
3d521561f5
TST: update tests to handle new buyback auth design
...
MAINT: add back cash amount constant
BUG: fix field names
BUG: pass remaining args
WIP: make buyback units parameterized so that user can choose
BUG: fix filtering based on units parameter
WIP: test for undesired units
Revert "WIP: make buyback units parameterized so that user can choose"
This reverts commit df3b838d525bff5026eba1d81865c6645d534c88.
2016-05-11 16:24:32 -04:00
24019880af
MAINT: redesign buyback auth datasets and factor
2016-05-11 16:24:31 -04:00
47da15592c
Merge pull request #1196 from quantopian/cli-improvements
...
Cli improvements
2016-05-11 16:10:52 -04:00
a46787711c
DOC: Spell 'because' correctly.
2016-05-11 14:57:06 -04:00
7dbabc013e
BUG: Use the URL actually passed.
...
And move constants closer to where they're used.
2016-05-11 14:54:48 -04:00
3a2c0e4ec8
DOC: Remove old comment.
2016-05-11 14:54:36 -04:00
4ab8ea7c29
STY: flake8.
2016-05-11 14:53:24 -04:00
65ac5c2faa
Merge pull request #1195 from quantopian/test-string-groupby
...
String Classifier Cleanup
2016-05-10 20:54:24 -04:00
a642ce3ae4
ENH: Add progressbar for quantopian-quandl download.
2016-05-10 20:50:54 -04:00
fc74fdb0a7
BUG: Don't print a tuple on bundles in py2.
2016-05-10 20:48:33 -04:00
b8c4bd32a2
Merge pull request #1193 from quantopian/really-remove-orders
...
DEV: pull remove-open-orders logic into its own method
2016-05-10 20:37:05 -04:00
83d70f4a70
DEV: pull remove-open-orders logic into its own method
...
And test it.
2016-05-10 20:14:44 -04:00
8b1136d9d5
ENH: Validate missing_values at term construction.
...
Finds bugs in several bad tests that were constructing invalid terms.
2016-05-10 19:43:56 -04:00
f7e9281b14
BUG: Fix groupby with string columns.
...
The previous algorithm assumed that the group labels were integers. It
produced nonsense with LabelArrays (though sadly didn't crash because
numpy promotes None and void to object).
2016-05-10 16:57:59 -04:00
2431aaefb5
BUG: Fix bad error message for element_of.
...
It referred to the wrong method name (`is_element`).
2016-05-10 16:57:59 -04:00
0ecf3a07d6
Merge pull request #1192 from quantopian/assets-from-source-needs-to-be-a-list
...
BUG: Set _assets_from_source as a list.
2016-05-10 11:01:40 -04:00
e4934cca6f
Merge pull request #1191 from quantopian/almost-correct
...
BUG: fix inverted splits in quandl data
2016-05-09 15:54:29 -04:00
98a26bbcc6
BUG: Set _assets_from_source as a list.
2016-05-09 15:53:20 -04:00
55f1548160
BUG: fix inverted splits in quandl data
2016-05-09 14:00:35 -04:00
10daf9efd6
Merge pull request #1190 from quantopian/cythonize-some-more
...
PERF: takes ~14% off the time it takes to initialize a MinuteSimulationClock
2016-05-09 13:52:08 -04:00
fe5a2a888a
PERF: takes ~14% off the time it takes to initialize a MinuteSimulationClock
...
on my machine, ~350ms -> ~300ms
also, clarifies the public API for MinuteSimulationClock (now, only
__iter__ is exposed)
2016-05-09 10:18:41 -04:00
dmichalowicz