46d8a02b14
Merge pull request #1290 from quantopian/fix-data-portal-futures
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MAINT: Fixes DataPortal.get_spot_value to correctly handle 'price' field
2016-06-20 12:33:42 -04:00
7ae370b037
MAINT: Fixes DataPortal.get_spot_value to correctly handle 'price' field
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Querying for the price field of an equity actually looks at the close
field, so we should do the same for futures. Otherwise `data.can_trade`
and `data.current` of 'price' fail for futures.
2016-06-20 10:34:18 -04:00
9f02f147b0
Merge pull request #1283 from quantopian/custom-paths-for-fixtures
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TST: Allow customization of various fixture paths.
2016-06-20 10:08:27 -04:00
d6793e7a71
TST: Allow customization of various fixture paths.
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To support testing configurations which need control over the full path
to the asset, adjustment, and equity bcolz directories; which is
required by some of our internal testing which exercises servers which
coordinate these files via a date slug in the full path.
Also, by allowing customization of the full path, it is now possible to
have the AssetFinder and AdjustmentReader sqlite databases be written to
disk, which is also required for our server testing setup.
2016-06-17 16:13:31 -04:00
7176bb7f88
Merge pull request #1287 from quantopian/remove_add_history
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DOC: Remove add_history
2016-06-17 14:40:33 -04:00
b416f7c287
DOC: Removed inaccurate downloads/day badge
2016-06-17 11:56:05 -04:00
9b87119fc6
DOC: Removed remaining mentions of add_history
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which is no longer necessary and was removed from the api already.
2016-06-17 11:55:24 -04:00
3d9daf9aaf
BLD: Pin conda version on travis too
2016-06-16 16:27:44 -04:00
68ba35fc0a
BLD: Pin conda version
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Newer version is breaking the build
2016-06-16 16:10:48 -04:00
d0894e9500
Merge pull request #1279 from quantopian/deprecate-trading-calendar
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MAINT: Creates deprecation warning for tradingcalendar imports
2016-06-16 13:05:10 -04:00
306839e6e3
MAINT: Creates deprecation warning for tradingcalendar imports
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The tradingcalendar module has been replaced by the new exchange
calendars and trading schedules. Issues a ZiplineDeprecationWarning at
tradingcalendar module scope to be triggered on imports.
2016-06-16 09:40:29 -04:00
3d7f63f8c1
MAINT: Removed unused ExceptionSource
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No longer used since our lazy data access changes.
2016-06-15 10:43:20 -04:00
4c2f0e86eb
Merge pull request #1275 from quantopian/schedule_func_resilience_2
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Schedule function rules refactoring
2016-06-14 14:26:20 -04:00
ba3ba053cb
MAINT: Refactor schedule function rules
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Refactor to eliminate unnecessary type coercion. Reduce some code
duplication
2016-06-14 13:55:59 -04:00
28b1da443e
MAINT: Raise when trying to get a date outside trading calendar
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next_scheduled_day and previous_scheduled day should raise if
trying a return a date outside the calendar. Previously it just
returns None, but it should be made consistent with the behavior
of add_scheduled_days
2016-06-13 09:07:16 -04:00
c83414e152
Merge pull request #1269 from quantopian/generic-events-loader
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Rewrite EventsLoader as a single class rather than a base class
2016-06-10 19:52:03 -04:00
bc302beec9
MAINT: Rework event datasets.
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- Refactored EventsLoader and BlazeEventsLoader to not require a
subclass per dataset. Instead, you now pass a map from columns to
event fields directly to the EventsLoader constructor.
- Removed a large number of Quantopian-specific datasets and associated
tests.
- Rewrote the core logic of EventsLoader and BlazeEventsLoader to share
index calculations across multiple requested columns.
- Fixed a bug where event fields were incorrectly forward-filled when
null values were present in an event.
2016-06-10 19:22:27 -04:00
5a6b870cd5
Merge pull request #1138 from quantopian/exchange-calendars-v2
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ExchangeCalendars and TradingSchedules
2016-06-09 17:21:06 -04:00
97d27cf407
Revert "Merge pull request #1226 from quantopian/schedule_function_resilience"
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This reverts commit 6079604483c9b5979f45
2016-06-09 17:19:46 -04:00
6079604483
Merge pull request #1226 from quantopian/schedule_function_resilience
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MAINT: Make schedule function rules resilient for no trading day
2016-06-09 15:33:23 -04:00
7da1eae38e
Merge pull request #1270 from quantopian/just-kidding-put-old-calendar-back
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REV: Restore old tradingcalendar.py
2016-06-09 13:57:12 -04:00
1505c62daf
REV: Restore old tradingcalendar.py
2016-06-09 13:56:40 -04:00
4b09715052
ENH: better comments
2016-06-09 13:28:43 -04:00
7b82b9a2fd
MAINT: Make schedule function rules resilient for no trading day
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Make the rules resilient to env.previous_trading_day or
env.next_trading_day being None
2016-06-09 09:53:16 -04:00
60cd4aab91
Use new API in tests/data/bundles/test_core.py
2016-06-08 16:24:36 -04:00
b5633aa87c
DEV: Fix merge issues.
2016-06-08 14:16:17 -04:00
02a91ec4ab
MAINT: Removes the set_first_trading_day method of DataPortal
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Since the first trading day is now passed directly to the DataPortal on
init, there's no need for a method that does this. Moves all the
additional logic/assignments into the init. Also corrects an issue where
we would never create certain attributes if self._first_trading_day was
None.
Adds the ability to specify the first trading day for a data portal in a
test case when using the WithDataPortal fixture.
2016-06-08 13:34:23 -04:00
92600d7695
BLD: get travis to run on PRs into exchange-calendars-v2
2016-06-08 13:34:23 -04:00
b1428aaad1
DEV: Cleaned up trading_minute_window
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Removed it from ExchangeCalendar.
Fixed TradingSchedule’s implementation to be much faster. Removed the
`step` parameter.
2016-06-08 13:34:23 -04:00
e1e12534c5
ENH: speed up calculation of all trading minutes.
2016-06-08 13:34:23 -04:00
1208aaf1d9
Fix from bad rebase.
2016-06-08 13:34:23 -04:00
39cc355066
TST: Finishes fixing fixes for the fixed fixtures
2016-06-08 13:34:23 -04:00
d437a5d675
MAINT: Rebase fixes
2016-06-08 13:34:23 -04:00
3b8b6d55e0
STY: Cleans up ExchangeCalendar construction
2016-06-08 13:34:22 -04:00
4a20157a25
BUG: Python 3 time compatibility
2016-06-08 13:34:22 -04:00
2a8f69fc01
MAINT: DataPortal env -> asset_finder
2016-06-08 13:34:22 -04:00
53fcdde66d
Fixes for CMEExchangeCalendar
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Note that a lot of this duplicates what we have for
NYSEExchangeCalendar.
2016-06-08 13:34:22 -04:00
0a6ad9ac9e
STY: Your flake is on fleek
2016-06-08 13:34:22 -04:00
581e817603
MAINT: Rebase reconciliation
2016-06-08 13:34:22 -04:00
77cdec161a
BUG: Changes type of early_closes to DatetimeIndex
2016-06-08 13:34:21 -04:00
156be81b14
ENH: Adds BMF, LSE, TSX to get_calendar
2016-06-08 13:34:21 -04:00
2a81c2066f
ENH: Adds the option to force calendar registration
2016-06-08 13:34:21 -04:00
ada0804df1
MAINT: Renames CME ExchangeCalendar module
2016-06-08 13:34:21 -04:00
da99cd6192
ENH: Adds BMF, LSE, and TSX exchange calendars
2016-06-08 13:34:21 -04:00
219f20989f
BUG: Fixes after-hours behavior on session_date
2016-06-08 13:34:21 -04:00
2e625181bc
BUG: Removes reference to env.minutes_in_range
2016-06-08 13:34:20 -04:00
f9812968d4
MAINT: Updates July 5th Holiday for pandas 17
2016-06-08 13:34:20 -04:00
10a118d94c
MAINT: Removes references to tradingcalendar
2016-06-08 13:34:20 -04:00
4344336576
BUG: Adds schedule arg to run_algo
2016-06-08 13:34:20 -04:00
75e0e4723d
TST: Refactors more tests to use WithTradingSchedule
2016-06-08 13:34:20 -04:00
Andrew Daniels