David Michalowicz and GitHub
2d1108fb7e
Merge pull request #1702 from quantopian/reader-last-dates
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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 Ruelas and GitHub
de3702ab59
Merge pull request #1696 from quantopian/add-winsorize
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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
Joe Jevnik and GitHub
cfdbe883b1
Merge pull request #1672 from quantopian/narrow-labelarray
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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 Ruelas and GitHub
fb10d9346b
Merge pull request #1694 from quantopian/invalid-test-data
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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 Sanderson and GitHub
270e670551
Merge pull request #1693 from quantopian/nat-for-dtype-enh
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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 Degtyarev and Richard Frank
dd7fa4ba25
DOC: Fix typo in -k/--keep-last option description
2017-02-28 22:27:18 -05:00
Richard Frank and GitHub
83ab7b3250
Merge pull request #1692 from quantopian/pin-blaze-deps
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MAINT: Pin specific versions of blaze dependencies
2017-02-28 20:59:27 -05:00
Richard Frank
5b7124ac6f
BLD: Pin Miniconda version on Windows
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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 Bredeche and GitHub
d176ba4d85
Merge pull request #1689 from quantopian/slippage_needs_asdict
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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
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It was merged long ago.
2017-02-21 11:12:05 -05:00
Richard Frank and GitHub
159ed7321f
Merge pull request #1688 from quantopian/conda-root-version
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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
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Print conda info on travis
2017-02-20 18:51:40 -05:00
Andrew Daniels and GitHub
8e1f8d75f5
MAINT: Removes unnecessary capital_base arg to TradingAlgorithm ( #1677 )
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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
David Michalowicz and GitHub
383d56b3bc
Merge pull request #1680 from quantopian/rolls-bias
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Eliminate Possible Bias in Volume Rolls
2017-02-16 09:26:32 -05:00
dmichalowicz
63063aa709
ENH: Eliminate potential look-ahead bias in volume rolls
2017-02-16 09:01:16 -05:00
Maya Tydykov and GitHub
5ab0880ad7
Merge pull request #1684 from quantopian/fix-earnings-estimates-1-day-bug
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BUG: fix loader bug for 1 day
2017-02-15 17:20:31 -05:00
Maya Tydykov
59acadbccf
BUG: fix loader bug for 1 day
2017-02-15 16:44:45 -05:00
Andrew Daniels and GitHub
c2560c6079
TST: Adds TestingSlippage slippage model ( #1679 )
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Allows specifying a constant number of shares filled per tick.
Also adds the WithConstantEquityMinuteBarData fixture, relocated from
internal repo.
2017-02-09 08:56:15 -05:00
Eddie Hebert and GitHub
e81287e8e1
Merge pull request #1678 from quantopian/flake8-line-too-longs
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STY: Wrap/reformat lines over 80 chars.
2017-02-09 05:57:00 -05:00
Andrew Liang and GitHub
54c8e6c358
Merge pull request #1676 from quantopian/param_sapce
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TEST: Allow parameter_space to work on repeated calls of test
2017-02-08 18:39:51 -05:00
Andrew Liang
cb6c5f09a6
TEST: Allow parameter_space to work on repeated calls of test
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If we have a test that's being called more than once (i.e. two
test cases, both subclasses of the same base test case, with
different setup but calling the same test), allow the subsequent
calls to re-consume the same params
2017-02-08 18:19:14 -05:00
Eddie Hebert
8878d0ddd5
STY: Wrap/reformat lines over 80 chars.
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Newer versions of flake8 detect these versions, though current zipline version
of flake8 does not.
2017-02-08 00:47:33 -05:00
Joe Jevnik
b4ed1fcff3
MAINT: windows definition for log2
2017-02-07 17:01:37 -05:00
Joe Jevnik
735d98fb6e
TST: add tests for inferred width labelarray
2017-02-07 16:28:13 -05:00
David Michalowicz and GitHub
cb41be012f
Merge pull request #1671 from quantopian/new-futures-hours
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Change to a 10.5 hour futures calendar
2017-02-06 12:53:23 -05:00
dmichalowicz
db2440871e
Change to a 10.5 hour futures calendar
2017-02-06 11:41:29 -05:00
Gus Gordon and GitHub
26558743ba
Bump empyrical to 0.2.2 ( #1674 )
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* Bump empyrical to 0.2.2
* Update example data for tests
2017-02-04 16:14:33 -05:00
Eddie Hebert and GitHub
7a0a214ac1
Merge pull request #1673 from quantopian/remove-duplicate-test-expiration-date
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TST: Remove duplicate key in fixture config.
2017-02-03 00:30:11 -05:00
Eddie Hebert
11a406c67a
TST: Remove duplicate key in fixture config.
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Should be no functional change.
2017-02-02 23:10:14 -05:00
Joe Jevnik
d378c9fca3
ENH: store the 'codes' for a labelarray in the narrowest int type possible
2017-02-02 20:58:36 -05:00
Freddie Vargus and GitHub
5fbd0251aa
Merge pull request #1625 from quantopian/ambiguous-cli-shortopt
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ENH: change the clean --before shortopt from -b to -e
2017-02-02 14:04:07 -05:00
Joe Jevnik and Joe Jevnik
d9321f4795
TST: assert_equal dispatch for tuples
2017-02-01 19:42:10 -05:00
Andrew Liang and GitHub
38367b6794
Merge pull request #1669 from quantopian/expect_strict_bounds
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ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
2017-02-01 14:01:26 -05:00
Andrew Liang
6cd6163fd2
ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
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Make a new decorator, expect_strictly_bounds, which shares logic
with the existing expect_bounded (which checks that inputs fall
INCLUSIVELY between bounds),
2017-02-01 13:38:27 -05:00
Maya Tydykov and GitHub
bb36ec1224
Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments
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Optionally apply deltas adjustments
2017-01-31 15:40:43 -05:00
Maya Tydykov
dda5334580
TST: add arg to test assertion
2017-01-31 15:19:05 -05:00
Maya Tydykov
bd06ff14ed
MAINT: optionally apply deltas adjustments based on info from dataset
2017-01-31 15:19:03 -05:00
Scott Sanderson and GitHub
58850b86ad
Merge pull request #1667 from quantopian/pricing-fixture-cleanups
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Pricing fixture cleanups
2017-01-31 10:32:17 -05:00
Maya Tydykov and GitHub
9786483ec0
Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically
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Determine overwrite type dynamically
2017-01-31 10:06:21 -05:00
Maya Tydykov
9cdd696467
TST: add test cases for int and object dispatching
2017-01-31 09:43:39 -05:00
Maya Tydykov
c5efba0c8a
MAINT: make obj adjustment dispatching more granular
2017-01-31 09:43:39 -05:00
