2c3d9a84db
Fills in missing slots in transform data panels.
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Forward fills data, so that when using multiple stocks,
we don't have cases where one stock has data and the other doesn't.
2012-11-21 17:54:57 -05:00
0ba6f88a84
Fixes event window length in example algo.
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It was using the old days parameter.
2012-11-20 16:38:56 -05:00
9f715258e6
Updates pairtrade example to use window_length.
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Batch transforms now use window_length instead of days.
2012-11-20 16:31:18 -05:00
36fe43efce
Merge pull request #25 from quantopian/use-data-source-for-data-frame
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Use data source for data frame
2012-11-20 13:11:24 -08:00
e7dfca723d
Relase 0.5.3
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Main fix contained with in is the fix to the time step in risk
metric benchmarks.
2012-11-20 16:10:08 -05:00
7ff1ab2ab1
Makes indentation of setup.py compatible with flake8
2012-11-20 16:10:08 -05:00
5d779c8867
Merge pull request #27 from quantopian/dataloader_fixes
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Removed quarter utilities unused by zipline
2012-11-20 11:28:29 -08:00
f4be285dd7
Removed quarter utilities unused by zipline
2012-11-20 13:46:48 -05:00
b27ef0323f
Merge pull request #26 from quantopian/change-day-to-trailing-window
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Changes EventWindow parameter of days to window length.
2012-11-20 10:44:37 -08:00
ab6b754922
Changes EventWindow parameter of days to window length.
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The days parameter was causing confusion when explaining the
usage of the batch_transform decorator.
2012-11-20 11:52:27 -05:00
c9483a7e36
Merge branch 'master' into use-data-source-for-data-frame
2012-11-19 21:25:50 -05:00
68c5709f21
Stylistic compliance with flake8 checker.
2012-11-19 21:24:51 -05:00
8b16f7cfa0
Updates flake8 to latest in requirements txt.
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Meant to go with previous flake8 changes.
2012-11-19 20:44:03 -05:00
5a95122f21
Converts data frame source over to using DataSource base object.
2012-11-19 17:30:16 -05:00
f85ad50e60
Breaks the sources module into pieces.
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Clearing the way for adding in a DataSource class within the
sources module.
2012-11-19 17:30:16 -05:00
cf0de17b13
Merge pull request #22 from quantopian/fix_batch_transform_days
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BUG: batch_transform was wrongly updating when days < refresh_period.
2012-11-19 12:40:26 -08:00
4a1fbb7d03
Removes unused fuzzy_dates method.
2012-11-19 12:50:46 -05:00
0617e53d69
Upgrades flake8 from 1.5 -> 1.6
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Also, removes flake8 ignores, since the warnings that were
at odds with eachother now work.
2012-11-19 12:49:09 -05:00
7bb8dca245
STY: Reversed order of if-statement.
2012-11-19 10:55:30 -05:00
f2ce713b99
DOC: Added doc-string to get_data().
2012-11-19 10:23:22 -05:00
4c02fea6e2
BUG: batch_transform was wrongly updating when days < refresh_period.
2012-11-19 10:20:24 -05:00
4c3e0d5081
Brings pandas up to the latest version, 0.9.0 -> 0.9.1
2012-11-15 23:31:46 -05:00
d5697cdf0a
Fixes under-incrementation of risk report.
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We were only incrementing the risk report by one day, and never
checking to see if that day we incremented into was a trading day
or not.
We now increment by day until we are on a trading day.
With an assist from @twiecki on:
Adapted test_risk_compare_batch_iterative to work with fixed
iterative risk class.
2012-11-15 14:13:04 -05:00
4c3554042e
Revert "Removes created member from risk metrics."
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This reverts commit 18587b0623
2012-11-14 18:25:57 -05:00
a71cb94f1d
Merge pull request #21 from snth/docs-snth
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High level documentation organisation
2012-11-14 06:07:22 -08:00
4563cc6c03
Merge pull request #20 from snth/docs-fixes
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Docs fixes
2012-11-14 06:06:58 -08:00
b10bfc98a1
DOC: Added autodoc generating links for all submodules
2012-11-14 14:29:50 +02:00
220cc557df
DOC: Added a note on Time Compression and reformatted the .rst file.
2012-11-14 13:43:03 +02:00
51838dbdd3
DOC: I took more documentation from the pypi README page and added it to the
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Sphinx documentation.
2012-11-14 13:18:55 +02:00
e955012fce
DOC: Replaced installation instructions with the ones from pypi.
2012-11-14 12:54:04 +02:00
630ef8d4b9
DOC: Removed the messaging documentation since it seems obsolete.
2012-11-14 12:44:00 +02:00
b8380499bc
DOC: Added Quantopian Manifesto
2012-11-14 12:40:03 +02:00
03f582701f
DOC: Changed the modules heading.
2012-11-14 12:20:15 +02:00
2f325ee2b4
DOC: Added chapter headings for Messaging and Extensions to make the TOC more
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readable.
2012-11-14 12:17:12 +02:00
92fa9bf41d
DOC: Renamed the notes section the installation section.
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Fixed some formatting in the DataSources paragraph.
2012-11-14 12:12:42 +02:00
3f969b7913
DOC: Made the Welcome page a little more welcoming and moved high-level notes
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out into a separate page.
2012-11-14 12:02:03 +02:00
e0ef6586a2
DOC: Fixed escaping of special chars in math environment.
2012-11-14 11:26:02 +02:00
b02e392b68
DOC: Fixed escaping of long words in table cells.
2012-11-14 11:25:17 +02:00
8ff566b5be
DOC: Fixed syntax highlighting
2012-11-13 12:21:11 -05:00
0134bbed82
DOC: Removed autodoc directive for *lines* module.
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This module seems to no longer be there.
2012-11-13 12:20:26 -05:00
ff9093d226
DOC: Fixed some paragraph alignment and table formatting issues.
2012-11-13 12:20:07 -05:00
e5f41e7455
Bumps release to 0.5.2.
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Mainly fixes to imports and downloading of resources that were
preventing installations.
2012-11-12 12:47:48 -05:00
8eecf25985
Removes unittest2 from dev installed packages.
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We removed unittest2 from our test suites in favor of the builtin
unittest from Python 2.7+
2012-11-12 10:50:04 -05:00
cf4d7ca353
Fixed unittest2 import error on Python 2.7
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Changed all unittest2 imports to unittest
2012-11-12 10:49:14 -05:00
cc715b81ae
Merge pull request #15 from quantopian/allow-data-when-installed-as-root
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Allows data downloads when installed as root
2012-11-12 07:24:04 -08:00
814953d077
Merge pull request #16 from quantopian/remove-created-field-from-risk
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Removes `created` member from risk metrics.
2012-11-12 07:23:50 -08:00
18587b0623
Removes created member from risk metrics.
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`created` was being set, but unused.
It is one of the rare uses of the epoch_now and EPOCH,
so removing on the path of trimming down date_utils.
2012-11-09 06:58:06 -05:00
8a0d6e72cd
Changes the location of downloaded external data files.
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So that the zipline library can be used when installed to a
write-protected location, e.g. the global site-packages,
moving the download files to a directory in the user's path,
which should be writeable.
For now, choosing a ~/.zipline/data location.
2012-11-08 22:51:03 -05:00
742b44f87b
Adds requests library to setup's required libraries.
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So that loading of external data works 'out of the box'.
2012-11-08 22:49:15 -05:00
126e9fdf26
Fixed batch_transform window length not being market aware.
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Added accompanying unittest.
Minor refactoring of unittests and factory.
2012-11-06 21:13:27 -05:00
Eddie Hebert