Commit Graph

3617 Commits

Author SHA1 Message Date
Eddie Hebert 2fd0f2ae7c Merge pull request #1089 from quantopian/prevent-nan-to-max-int
BUG: Prevent writing int max instead of nan.
2016-03-31 05:17:40 -04:00
Eddie Hebert be08a77d76 BUG: Prevent writing int max instead of nan.
np.array.astype can not be relied upon to convert nan's reliably to 0

Fix by calling nan_to_num on the float arrays before converting to
uint32.
2016-03-30 14:35:06 -04:00
Richard Frank c2076670f5 DOC: Don't include the commit hash in the docs titles 2016-03-30 11:38:00 -04:00
Richard Frank f8f81b9e2f DOC: Changed doc back to using --tags
since --follow-tags only works for annotated tags
2016-03-30 11:25:18 -04:00
Richard Frank 051f7ff114 DOC: Updated release process doc based on discrepancies
found during latest release
2016-03-30 11:24:38 -04:00
Richard Frank bd8c96846d DEV: Git ignoring PyCharm settings folder 2016-03-30 10:30:15 -04:00
Richard Frank 488d638d42 DOC: Fixed typo in sdist documentation 2016-03-29 22:26:00 -04:00
Richard Frank 95ba17f83f DOC: whatsnew for 0.9.1
and updated that 0.8.5 was made into 0.9.0
2016-03-29 22:25:27 -04:00
Richard Frank 096490129e REL: 0.9.0 2016-03-29 21:36:38 -04:00
Maya Tydykov 3b71111954 Merge pull request #1093 from quantopian/finish-dividends-in-pipeline
MAINT: add dividends datasets to inits
2016-03-29 18:56:13 -04:00
Maya Tydykov d7a012a477 MAINT: add dividends datasets to inits
DOC: add whatsnew entries
2016-03-29 17:43:01 -04:00
Richard Frank 6a24731971 DOC: Updated release process doc for github release 2016-03-29 17:03:27 -04:00
Richard Frank adb8556323 DOC: Updated release process doc for automated conda builds 2016-03-29 17:03:21 -04:00
Richard Frank 2a9d5198d9 DOC: Updated whatsnew highlights 2016-03-29 15:48:00 -04:00
Richard Frank 92947d3268 DOC: Push release commits and tags together 2016-03-29 15:48:00 -04:00
Richard Frank b2cd5b48b4 DOC: Updated README to say we support Windows 2016-03-29 15:47:59 -04:00
Maya Tydykov 9b27f3439d Merge pull request #1063 from quantopian/dividends-in-pipeline
Dividends in pipeline
2016-03-29 14:07:41 -04:00
Maya Tydykov e8185a1512 MAINT: reorganize - move testing mixin to fixtures
BUG: correctly create asset finder

MAINT: rename fixture

STY: fixes for flake8

STY: add space around assignment

MAINT: add var back to constructor

MAINT: remove unused import

MAINT: compare var with None directly

MAINT: fix merge errors
2016-03-29 13:15:16 -04:00
Maya Tydykov 6b3560ade8 MAINT: remove redundant function and move to utils 2016-03-29 13:12:51 -04:00
Maya Tydykov 06dd6e958d TST: recfator tests to use fixtures
MAINT: use np.array

MAINT: return cols rather than modifying attribute
2016-03-29 13:12:50 -04:00
Maya Tydykov 8a28e82d32 ENH: add dividends to pipeline
MAINT: remove record date - not needed.

MAINT: restructure dividends dataset.

MAINT: restructure dividends factors.

WIP: update dividends tests.

MAINT: correct the way to get the 'next' event frame.
2016-03-29 13:12:50 -04:00
Scott Sanderson 8c059e6da6 Merge pull request #1075 from quantopian/quantiles
Quantiles
2016-03-29 12:57:45 -04:00
Scott Sanderson 9a04621781 ENH: Add eq and __ne__ to Classifier. 2016-03-28 15:46:28 -04:00
Scott Sanderson 0ebb72fe0d TEST: Explicitly use int64 everywhere.
Otherwise these tests will fail on 32-bit systems.
2016-03-28 12:21:58 -04:00
Scott Sanderson 076868f5a1 MAINT: Refactor shared code into test method. 2016-03-28 11:56:15 -04:00
Scott Sanderson fe22bde998 TEST: Test uneven buckets in quantiles. 2016-03-28 11:34:58 -04:00
Scott Sanderson 92feaa3a7d BUG/TEST: Dict key order isn't guaranteed. 2016-03-28 10:21:57 -04:00
Richard Frank dd85b2d7b2 DOC: Updated whatsnew for continuous integration enhancements 2016-03-28 10:02:25 -04:00
Scott Sanderson c6e58af51b TEST: Test quantiles with better input.
Take the log of arange so that we know we don't depend on linearity of
the input.
2016-03-28 09:24:56 -04:00
Scott Sanderson a932628627 BUG: Use six viewkeys. 2016-03-28 09:24:56 -04:00
Scott Sanderson 9e0ad5de15 DOC: Fix bincount in docstring. 2016-03-25 15:11:18 -04:00
Scott Sanderson 39507efed2 DOC: Add whatsnew for quantiles. 2016-03-25 15:11:18 -04:00
Scott Sanderson 18bd7010b5 ENH: Improve short_reprs of classifier/normalizer.
GroupedRowTransform now shows the name of its transform, and Quantiles
shows the number of quantiles.

These are used by Pipeline.show_graph().
2016-03-25 15:11:18 -04:00
Scott Sanderson 758d6c74fc ENH: Add isnull and notnull for classifiers. 2016-03-25 15:11:18 -04:00
Scott Sanderson 5ed1a4fcd1 ENH: Add quartiles/quintiles/deciles.
They're all syntactic sugar for the equivalent invocations of quantiles.
2016-03-25 15:11:18 -04:00
Scott Sanderson 872b84e09a ENH: Implement Factor.quantiles. 2016-03-25 15:11:18 -04:00
Scott Sanderson 16c5aecba6 DEV: Add utility for permuting rows in an array.
Useful for testing rank-order functions on arrays.
2016-03-25 15:11:18 -04:00
Scott Sanderson d0625e8a8d MAINT: Move ignore_nanwarnings to numpy_utils. 2016-03-25 15:11:18 -04:00
Scott Sanderson 1f237d43a3 MAINT: Make preprocessor factories closures. 2016-03-25 15:11:18 -04:00
Scott Sanderson 1245552340 DEV: Add expect_dimensions preprocessor. 2016-03-25 15:11:18 -04:00
Scott Sanderson b85eb36da8 TEST: Add test for demean example. 2016-03-25 15:11:18 -04:00
Eddie Hebert da87ca317d Merge pull request #1085 from quantopian/dual-write-market-opens-and-closes
MAINT: Write open and closes for minute bar format
2016-03-24 23:19:37 -04:00
Eddie Hebert 75213ac176 MAINT: Write open and closes for minute bar format
Write arrays representing corresponding market opens and market closes,
which will eventually replace the `minute_index` field.

The market closes are being added for incoming work on another branch
which will use the market closes to generate a list of non-market
minutes to filter out when returning data from `unadjusted_window`.
2016-03-24 23:18:42 -04:00
Richard Frank 2313135477 BLD: Fixed calculation of pip cache directory on travis 2016-03-24 17:42:14 -04:00
Richard Frank 821a2ea23d DOC: Fixing appveyor status badge 2016-03-24 17:01:02 -04:00
Richard Frank cdc9eb614c Merge pull request #981 from quantopian/appveyor
BLD: appveyor and travis conda builds
2016-03-24 13:48:02 -04:00
Richard Frank 98289e4257 BLD: Only build master on appveyor (and hopefully PRs too) 2016-03-23 17:32:21 -04:00
Richard Frank a9fcb244ee BLD: Removing 32-bit builds
because of appveyor's slow speed
2016-03-23 17:12:00 -04:00
Richard Frank 70cbee0468 BLD: Only upload to anaconda if on master 2016-03-23 15:26:55 -04:00
Richard Frank 6d66fb46ef DOC: Added appveyor status of master to README 2016-03-23 15:26:55 -04:00