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Author SHA1 Message Date
Maxwell RoundsandMaxwell Rounds 24ce67a7cf ENH: Adding CFE Adhoc Holidays 
The CFE was closed along with the NYSE in observation of the days of
mourning in honor of the passing of presidents Gerald Ford and Ronald
Reagan. The CFE also observed the closures due to Hurricane Sandy,
along with NYSE. Adding those adhoc holidays to exchange_calendar_cfe
and removing them from cfe.csv in tests. To fit with
USNationalDaysofMourning, also removing the closure in observation of
the day of mourning in honor of the passing of president Nixon in
1994, despite the fact that the exchange did not exist at that time.

Signed-off-by: Maxwell Rounds <maxwell.j.rounds@gmail.com>
 2017-03-26 15:54:14 -07:00
David MichalowiczandGitHub 7ef17ae3af Merge pull request #1718 from quantopian/more-generic 
Add ContinuousFuture to lookup_generic
 2017-03-25 09:23:35 -04:00
David MichalowiczandGitHub 5b27790126 Merge pull request #1719 from quantopian/vectorize-spot-value 
Allow DataPortal.get_spot_value to accept multiple assets
 2017-03-25 09:22:59 -04:00
dmichalowicz c0355af316 ENH: Add ContinuousFuture to lookup_generic 2017-03-25 09:04:17 -04:00
dmichalowicz 8a25ac3af0 ENH: Allow DataPortal.get_spot_value to accept multiple assets 2017-03-25 09:02:10 -04:00
Andrew DanielsandGitHub c0a76a5303 ENH: Adds StaticSids pipeline filter (#1717) 
Useful for avoiding the need to create Asset objects when sids are
easier to use.

This is based off the existing implementation of StaticAssets, and
StaticAssets is now implemented as a wrapper around StaticSids.
 2017-03-22 14:28:54 -04:00
Freddie VargusandGitHub 2860708a44 Merge pull request #1683 from shadiakiki1986/bugfix_index_should_be_int 
BUG: Convert index to int so that the pandas indexing doesnt fail
 2017-03-16 13:36:10 -04:00
David MichalowiczandGitHub 78e56c33ef Merge pull request #1715 from quantopian/missing-cf-error 
Better error message for non-existent root symbol
 2017-03-16 12:02:15 -04:00
dmichalowicz 825ba5717e ENH: Better error message for non-existent root symbol 2017-03-16 11:18:17 -04:00
David MichalowiczandGitHub f561e2ea54 Merge pull request #1714 from quantopian/test-fixture-fix 
Equity daily data test fixture was using wrong sids
 2017-03-15 16:44:05 -04:00
Maya TydykovandGitHub 83756d4660 Merge pull request #1710 from quantopian/sort-pipeline-data-on-asofdate 
Sort pipeline data on asofdate
 2017-03-15 14:40:11 -04:00
Maya Tydykov 58fb830ebd BUG: sort data on asof_date to resolve ts conflicts 
MAINT: fix arg default and update docstring
 2017-03-15 14:10:58 -04:00
Jean BredecheandGitHub 8292264229 Merge pull request #1713 from quantopian/teach-data-about-current-session-minutes 
ENH: teach BarData about current session's minutes
 2017-03-15 14:02:17 -04:00
Jean Bredeche c9254d395d ENH: teach BarData about current session's minutes 2017-03-15 13:40:33 -04:00
dmichalowicz fa56fe4954 TST: Equity daily data test fixture was using wrong sids 2017-03-15 13:16:45 -04:00
Eddie HebertandGitHub 3909269806 Merge pull request #1712 from quantopian/adjustment-cython-checker-recs 
MAINT: Apply linter recommendations to adjustments module.
 2017-03-15 12:38:00 -04:00
Eddie Hebert 4071a52702 MAINT: Apply linter recommendations to adjustments module. 
Remove unused variables.

Add type for values used to access arrays.
 2017-03-15 11:26:38 -04:00
Shadi Akiki 9a7e847ab7 BUG: use integer division for index so that pandas indexing doesnt fail 2017-03-13 07:42:51 +00:00
Freddie VargusandGitHub b95088ca76 Merge pull request #1709 from quantopian/whatsnew-1.1.1 
DOC: Add whatsnew for 1.1.1
 2017-03-10 18:07:04 -05:00
Freddie Vargus dcf1210043 DOC: Add whatsnew for 1.1.1 2017-03-10 17:46:13 -05:00
Freddie VargusandRichard Frank 40fc1c9185 REL: Update stubs for 1.1.0 release 2017-03-10 17:19:57 -05:00
Joe JevnikandJoe Jevnik beb4bd8c6e BUG: fix label array code dtype condense 2017-03-08 20:54:57 -05:00
Richard FrankandGitHub 85eef5cb6b Merge pull request #1699 from quantopian/yahoo-url-update 
MAINT: Updated yahoo url for SSL
 2017-03-08 16:04:51 -05:00
Freddie VargusandGitHub 3004108464 Merge pull request #1681 from quantopian/1.1.0-whatsnew 
DOC: Draft whatsnew for 1.1.0 release
 2017-03-08 15:51:16 -05:00
Freddie Vargus d3b9da83c9 DOC: Write up whatsnew for 1.1.0 release 
DOC: Clarify changes and fix formatting

DOC: Remove 1.0.3 whatsnew

DOC: More formatting

DOC: Remove superfluous info

DOC: Change deploy command

DOC: Fix typo

DOC: Add mention of winsorize factor

DOC: Change date of release

DOC: Remove date for now

DOC: Change release to development
 2017-03-08 14:53:47 -05:00
Ana RuelasandGitHub 476e86a041 Merge pull request #1703 from quantopian/ceil-bugfix 
BUG: ceil returns float, int needed for array indexing
 2017-03-08 11:35:31 -05:00
Ana Ruelas 5d77a4bf94 BUG: ceil returns float, int needed for array indexing 2017-03-08 11:05:54 -05:00
David MichalowiczandGitHub 2d1108fb7e Merge pull request #1702 from quantopian/reader-last-dates 
Set data portal last trading session/minute if passed
 2017-03-08 10:04:24 -05:00
dmichalowicz 6596c03351 BUG: Set data portal last trading session if passed 2017-03-08 09:07:03 -05:00
Ana RuelasandGitHub de3702ab59 Merge pull request #1696 from quantopian/add-winsorize 
ENH: Add winsorize factor
 2017-03-07 18:07:09 -05:00
Ana Ruelas 9252b62b2b TST: Add tests for winsorize factor 2017-03-07 17:14:27 -05:00
Ana Ruelas 799bad957d ENH: Add winsorize factor 2017-03-06 14:08:28 -05:00
Richard Frank cb76f1fc16 MAINT: Updated yahoo url for SSL 2017-03-05 17:37:45 -05:00
Joe JevnikandGitHub cfdbe883b1 Merge pull request #1672 from quantopian/narrow-labelarray 
narrow labelarray
 2017-03-02 19:32:56 -05:00
Joe Jevnik 44563d351b TST: add roundtrip check 2017-03-01 15:15:16 -05:00
Ana RuelasandGitHub fb10d9346b Merge pull request #1694 from quantopian/invalid-test-data 
ENH: Make invalid data behavior optional
 2017-03-01 11:13:15 -05:00
Ana Ruelas 0d4ca54900 ENH: Make invalid data behavior optional 2017-03-01 10:41:30 -05:00
Scott SandersonandGitHub 270e670551 Merge pull request #1693 from quantopian/nat-for-dtype-enh 
ENH: make NaT_for_dtype coerce the input to a dtype
 2017-02-28 23:32:54 -05:00
Joe Jevnik a8d6ecd545 ENH: make LabelArray.from_codes_and_metadata public 2017-02-28 23:12:55 -05:00
Joe Jevnik a4e445153c ENH: make NaT_for_dtype coerce the input to a dtype 2017-02-28 22:49:17 -05:00
Alexey DegtyarevandRichard Frank dd7fa4ba25 DOC: Fix typo in -k/--keep-last option description 2017-02-28 22:27:18 -05:00
Richard FrankandGitHub 83ab7b3250 Merge pull request #1692 from quantopian/pin-blaze-deps 
MAINT: Pin specific versions of blaze dependencies
 2017-02-28 20:59:27 -05:00
Richard Frank 5b7124ac6f BLD: Pin Miniconda version on Windows 
as we do on linux. The url for latest Miniconda2 was changed anyway.
 2017-02-28 19:40:11 -05:00
Richard Frank eef59f842c MAINT: Pin specific versions of blaze dependencies 2017-02-28 19:40:10 -05:00
Jean BredecheandGitHub d176ba4d85 Merge pull request #1689 from quantopian/slippage_needs_asdict 
Rename _attrs_to_check to asdict
 2017-02-23 12:20:51 -05:00
Jean Bredeche cf063abcf1 Rename _attrs_to_check to asdict 2017-02-23 11:32:04 -05:00
Richard Frank 93c50899f8 BLD: Don't need to build this branch anymore 
It was merged long ago.
 2017-02-21 11:12:05 -05:00
Richard FrankandGitHub 159ed7321f Merge pull request #1688 from quantopian/conda-root-version 
BLD: Pin python version of conda root env to python 2
 2017-02-21 11:10:30 -05:00
Richard Frank ec447198c6 BLD: Pin python version of conda root env to python 2 
Print conda info on travis
 2017-02-20 18:51:40 -05:00
Andrew DanielsandGitHub 8e1f8d75f5 MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677) 
Capital base is included in the sim params, so we should define the
value there, or use the default.

This change also unifies the default capital base as 1e5, as was
previously defined in algorithm.py.
 2017-02-17 09:04:50 -05:00