2eaab2eedc
Merge pull request #764 from FreddieV4/master
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Update README.md
2015-10-09 23:54:40 -04:00
a42fe6c555
Update README.md
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Add inline link for quantopian.com
2015-10-09 21:59:05 -04:00
4a9cd76dab
MAINT: Remove unused constant.
2015-10-09 17:47:47 -04:00
f06f4bdd25
MAINT: Remove unused import.
2015-10-09 17:47:18 -04:00
e6ba59b580
Merge pull request #761 from quantopian/move-us-equity-to-data
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MAINT: Move equity data formats out of loader.
2015-10-09 17:28:37 -04:00
e33f6dcdcd
MAINT: Move equity data formats out of loader.
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Put the logic for reading and writing the equity price and adjustment
data into a module located in data, making it distinct from the pipeline
loader usage of the formats.
This prepares for both incoming changes of how adjustments are written,
(which includes using the bcolz daily reader as an input), as well as
eventually providing the readers to a DataPortal object.
2015-10-09 17:20:19 -04:00
4e2039c9b0
ENH: Coerce user input with API method decorator
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Previously we have capitalized input strings at different levels in
our code: in the user-facing API methods and in the asset finder.
This commit moves input string capitalization exclusively to the API
method to which the string was supplied. Specifically, the string is
capitalized by a preprocess API method decorator. The preprocess
decorator passes the input string to the newly defined
ensure_upper_case() method, which returns a TypeError if the argument
supplied is not a string.
ensure_upper_case() is defined in a new file, zipline/utils/input_validation.py.
The existing expect_types() method is also moved there.
Various tests in tests/test_assets.py are modified to account for the
fact that the asset finder method lookup_symol() no longer capitalizes
its supplied argument.
2015-10-08 15:41:33 -04:00
69b734129f
ENH: Add index to root_symbol column of futures_contracts
2015-10-08 14:51:42 -04:00
2e85e08768
TST: Adds basic test coverage for FutureChain.__iter__
2015-10-08 14:35:00 -04:00
9ecd7e18d0
MAINT: Improves handling for contract date info in lookup_future_chain
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Improves the query for futures contract to use the date that comes first
in time (between notice_date and expiration_date) to determine cotnract
validity. If one of these is missing, we'll use the other.
Also modifies the query to order the resulting contracts by their
expiration_date if available, and to use their notice_date if not.
2015-10-08 14:16:57 -04:00
3feb78807e
MAINT: Add license to various files
2015-10-07 15:47:45 -04:00
e728e0c1f3
BUG: Fail when passing two Filters to set_screen.
2015-10-07 10:48:42 -04:00
bf6dc7fac1
DOC: Correctly write optional arg to CustomFactor.
2015-10-06 12:07:50 -04:00
d5f8c7c99b
DOC: The double-colon is intentional.
2015-10-06 12:03:05 -04:00
2bb87cbd23
DOC: typo fixes
2015-10-06 09:06:05 -04:00
773e4cc4db
BUG/DOC: Use correct close brace.
2015-10-06 06:56:07 -04:00
1c27aa9fb1
DOC: More doc updates.
2015-10-06 06:56:07 -04:00
3233850cf6
DOC: Update docstrings for built-in factors.
2015-10-06 06:56:06 -04:00
7d760f64d7
DOC: More docs updates.
2015-10-06 06:56:06 -04:00
f109dbbd1d
DOC: Use double backticks for API methods in pipeline docs.
2015-10-06 06:56:06 -04:00
4230049fde
DOC: More docs tweaks.
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- Remove methods and attributes on Pipeline. They look bad on the Q docs.x
- Reword columns docstring.
2015-10-06 06:56:06 -04:00
e2d29e9260
BUG: Use correct section name.
2015-10-06 06:56:06 -04:00
762787a4fe
DOC: Tweaks to pipeline language.
2015-10-06 06:56:06 -04:00
5f495f91fc
DOC: Restructure example slightly.
2015-10-06 06:56:06 -04:00
b949748467
BUG/DOC: Subtraction is what I meant there...
2015-10-06 06:56:06 -04:00
7ea24c20c8
MAINT: Updates to docstrings.
2015-10-06 06:56:06 -04:00
99dfb6573e
DOC: Docstrings for Pipeline and CustomFactor.
2015-10-06 06:56:06 -04:00
3ef0ddf0c6
ENH: Add future_symbol API method
2015-10-05 11:19:04 -04:00
3cfdd6cf8c
ENH: Add lookup_future_symbol method
2015-10-05 10:25:08 -04:00
557bdcd69d
MAINT: Don't name pipelines.
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`Pipeline()` no longer takes a name.
`attacH_pipeline` now takes a name.
This is mainly for uniformity with how `Factors` and `Filters` are
handled.
2015-10-02 16:31:29 -04:00
720d9382bd
Merge pull request #746 from quantopian/write_faster
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Write faster
2015-10-02 12:21:27 -04:00
027d4009d8
MAINT: Share constant across modules
2015-10-02 11:53:04 -04:00
c8c83a9f2b
MAINT: Don't bother looping through all the keys
2015-10-02 11:53:04 -04:00
a30c4fc689
PERF: Don't build an AssetFinder if no engine is provided
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This is an optimization where we're building an environment but not
using its finder. Ideally, the consumer would use just the calendar,
but it's not fully featured quite yet.
2015-10-02 11:53:04 -04:00
e8c5203e31
MAINT: constraints is always True
2015-10-02 11:53:04 -04:00
8b98ca7d71
PERF: Reflect the db schema once instead of per table
2015-10-02 09:58:59 -04:00
beac4d6f16
MAINT: Delegate to sqlalchemy metadata
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instead of maintaining our own
2015-10-02 09:58:59 -04:00
ea02dcfb14
MAINT: Format the list when making error message
2015-10-02 09:58:59 -04:00
9a745450cc
MAINT: De-dupe retrieving assets
2015-10-02 09:58:59 -04:00
906b68f2da
MAINT: Forward along default_none
2015-10-02 09:58:59 -04:00
21366e8529
PERF: Convert to ns since epoch vector-wise instead of dt by dt
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No longer storing NULL, so make columns not nullable. Instead we're storing NaT.
2015-10-02 09:58:58 -04:00
702cce4fea
MAINT: Simplified set and dict manipulations
2015-10-02 09:58:58 -04:00
b9f2203eed
MAINT: Removed unused parameter
2015-10-02 09:58:58 -04:00
3c8370114f
PERF: Write in chunks of 999 instead of chunks of 1
2015-10-02 09:58:58 -04:00
9d61573e52
MAINT: Instance attribute isn't used
2015-10-02 09:58:58 -04:00
7424c61ada
MAINT: De-duplicate AssetDBWriter subclass initialization
2015-10-02 09:58:58 -04:00
096a0d49fd
MAINT: Rename drain_pipeline -> pipeline_output.
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More boring, but *drain* carries a connotation of "get everything",
which is misleading.
2015-10-01 18:03:54 -04:00
4f2d3d783a
TEST: Template in module name.
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Fixes failures when tests are invoked from different paths.
2015-10-01 18:03:54 -04:00
2034c65599
MAINT: Pluralize top-level term namespaces.
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zipline.pipeline.factor -> zipline.pipeline.factors
zipline.pipeline.filter -> zipline.pipeline.filters
2015-10-01 18:03:54 -04:00
a40d7e47c1
MAINT: Re-export CustomFactor in zipline.pipeline.
2015-10-01 18:03:54 -04:00
Scott Sanderson