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