32a400a9fb
BUG: Fixing bitness issues on 32-bit systems
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by being explicit with sizes
2016-04-12 17:07:50 -04:00
8313c8c36c
Merge pull request #1125 from quantopian/enforce-sorted-on-minute-bars
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BUG: Enforce sorted order on minutes to delete.
2016-04-12 15:18:30 -04:00
1d2fa555dc
Merge pull request #1124 from quantopian/properly-report-partially-filled-sells
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BUG: Properly log partially filled sell orders.
2016-04-12 14:31:20 -04:00
d27f85e16b
BUG: Enforce sorted order on minutes to delete.
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The intervals are returned as a set, so order is not guaranteed,
which becomes exposed when reading windows which span multiple years.
The deletion of values from the regular sized minute array assumes that
intervals can be reversed to delete the array from the back.
2016-04-12 14:16:10 -04:00
bd5e2b183d
BUG: Properly log partially filled sell orders.
2016-04-12 13:57:50 -04:00
d2ab5ed46e
Merge pull request #1123 from quantopian/masked-factor-docs
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DOC: Docstring and whatsnew for masked custom factors.
2016-04-12 12:40:22 -04:00
b94cc73d26
DOC: Docstring and whatsnew for masked custom factors.
2016-04-12 11:59:17 -04:00
3f2a5746f8
Merge pull request #1121 from quantopian/pass-iterable-to-dataportal
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BUG: bar_data.history too limiting on iterable types
2016-04-11 14:56:09 -04:00
f6902f0368
BUG: bar_data.history too limiting on iterable types
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In before_trading_start, history needs to call
DataPortal.get_adjustments, and that method wasn’t correctly checking
for iterables.
2016-04-11 14:02:27 -04:00
9561073c9d
Merge pull request #1122 from quantopian/remove-unused-bts
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MAINT: Remove unused member.
2016-04-11 13:55:36 -04:00
ccef816e7e
MAINT: Remove unused member.
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The "in before trading start logic" is now all handled inside of
`BarData`.
2016-04-11 13:47:17 -04:00
675eff4f6d
Merge pull request #1095 from quantopian/factor-mask
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Pass a mask (filter) to custom factors
2016-04-07 20:34:10 -04:00
4449f289c2
TEST: Test that the mask is what we expect.
2016-04-07 17:29:47 -04:00
8db59b387b
TST: Overhaul test case
2016-04-07 17:29:47 -04:00
88eeb3689d
MAINT: Make dependencies a dict.
2016-04-07 17:29:47 -04:00
5bae74adda
ENH: Allow passing a mask when creating a factor
2016-04-07 17:29:47 -04:00
c5e15f2e8e
Merge pull request #1116 from quantopian/ensure-matched-write-col-input
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BUG: Ensure matched input length to minute writer.
2016-04-07 14:02:02 -04:00
0a3a2f3653
BUG: Ensure matched input length to minute writer.
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When the dts and length of cols are mismatched the writer behaves in
unintended ways. e.g. in a case where a consumer passed dts which had
minutes with no trades removed, but regular (market minute for day)
sized arrays for the data with `0`'s on minutes without trades, the non
trade minutes from cols are written to slots in the output where a trade
is intended.
Protect against this misuse by checking that all lengths are equal when
using the `write_cols` method.
Make a separate `_write_cols` method for use by both `write_cols` and
`write`, since the `write` method which takes a DataFrame has the
matched input length enforced by the DataFrame.
2016-04-07 13:53:59 -04:00
005299e7e4
MAINT: update blaze version
2016-04-06 13:49:32 -04:00
6e7c66b158
BLD: ordered_pip is unforgiving
2016-04-06 09:33:33 -04:00
2454454b07
Merge pull request #1112 from quantopian/schedule_func_midday
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FIX: time_rules should trigger only at dt specified
2016-04-06 09:16:43 -04:00
4cc60480fa
Merge pull request #1110 from quantopian/env-markers
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Env markers
2016-04-05 23:46:48 -04:00
c9a7b936ed
MAINT: Fix pip install -e .
2016-04-05 23:07:00 -04:00
79f89c4779
MAINT: Moved filtering logic into _filter_requirements
2016-04-05 23:07:00 -04:00
39fbdd30e3
MAINT: Use environment markers instead of separate requirements
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file for py2
2016-04-05 23:07:00 -04:00
a8491879ce
FIX: time_rules should trigger only at dt specified
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Previously, time_rules triggered when the dt specified has passed
2016-04-05 17:51:10 -04:00
6bf4fe15e2
Merge pull request #1020 from quantopian/rolling-window-stride-tricks
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Rolling window stride tricks
2016-04-05 17:23:55 -04:00
e9498a73f4
Merge pull request #1065 from quantopian/extra-guards-in-fixtures
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TST: adds guards for calling class methods in instance setup
2016-04-05 12:51:58 -04:00
8fb5e7ed2e
Merge pull request #1111 from quantopian/portfolio_account_bts_2
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DEV: Apply adjustments for portfolio and account in BTS
2016-04-05 11:53:27 -04:00
dc01c45dc4
DEV: Apply adjustments for portfolio and account in BTS
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completely copied from https://github.com/quantopian/zipline/pull/1104/
All credit goes to Andrew Liang (@lianga888)
2016-04-05 11:37:34 -04:00
34f47da033
Added a Dockerfile for repeatable runtimes
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Builds docker image with TA-Lib, Jupyter, and checked out version of zipline and
starts Jupyter server on port https://localhost:8888 when container runs. The
default password for the Jupyter server is 'jupyter'.
Instructions on usage found in the Dockerfile comments. Example image at
docker.io/jxstanford/zipline.
2016-04-04 17:05:52 -04:00
15434a5a22
Merge pull request #1105 from quantopian/q2
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ENH: Rewrite of Zipline to use lazy access pattern
2016-04-04 16:13:14 -04:00
b99944880a
BLD: Build sortedcontainers first, since intervaltree requires it
2016-04-04 16:12:58 -04:00
6e8accee11
BLD: Added conda recipes for new requirements
2016-04-04 16:12:58 -04:00
be4dcb22dc
MAINT: intervaltree requires sortedcontainers
2016-04-04 16:12:58 -04:00
16fd6681a6
ENH: Rewrite of Zipline to use lazy access pattern
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More documentation to follow in release notes.
Based on lazy-mainline branch, see for more details.
Also-By: Jean Bredeche <jean@quantopian.com >
Also-By: Andrew Liang <aliang@quantopian.com >
Also-By: Abhijeet Kalyan <akalyan@quantopian.com >
2016-04-04 16:12:58 -04:00
822f8891fe
Merge pull request #1107 from quantopian/coverage-on-travis
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TST: Remove coverage from default nose config.
2016-04-04 15:24:28 -04:00
213799958d
TST: Remove coverage from default nose config.
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Add --with-coverage flag to Travis, so that reports are generated during
continuous integration, but not during every invocation when running
tests locally.
2016-04-04 14:15:21 -04:00
2fd0f2ae7c
Merge pull request #1089 from quantopian/prevent-nan-to-max-int
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BUG: Prevent writing int max instead of nan.
2016-03-31 05:17:40 -04:00
be08a77d76
BUG: Prevent writing int max instead of nan.
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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
c2076670f5
DOC: Don't include the commit hash in the docs titles
2016-03-30 11:38:00 -04:00
f8f81b9e2f
DOC: Changed doc back to using --tags
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since --follow-tags only works for annotated tags
2016-03-30 11:25:18 -04:00
051f7ff114
DOC: Updated release process doc based on discrepancies
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found during latest release
2016-03-30 11:24:38 -04:00
bd8c96846d
DEV: Git ignoring PyCharm settings folder
2016-03-30 10:30:15 -04:00
488d638d42
DOC: Fixed typo in sdist documentation
2016-03-29 22:26:00 -04:00
95ba17f83f
DOC: whatsnew for 0.9.1
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and updated that 0.8.5 was made into 0.9.0
2016-03-29 22:25:27 -04:00
096490129e
REL: 0.9.0
2016-03-29 21:36:38 -04:00
3b71111954
Merge pull request #1093 from quantopian/finish-dividends-in-pipeline
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MAINT: add dividends datasets to inits
2016-03-29 18:56:13 -04:00
d7a012a477
MAINT: add dividends datasets to inits
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DOC: add whatsnew entries
2016-03-29 17:43:01 -04:00
6a24731971
DOC: Updated release process doc for github release
2016-03-29 17:03:27 -04:00
Richard Frank