c4a7d21f8b
NYSE -> OPEN calendar for (most) default calendars
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* Added extra bundle parameters for catalyst/poloniex bundles
2017-06-20 14:18:15 -07:00
fdd7a5ab67
WIP: Poloniex bundle
2017-06-20 16:37:04 -04:00
1ac38b254a
WIP - curator: switch to requests, exception handling, dynamic currency list
2017-06-20 00:42:24 -04:00
7447b465ba
Run curator
2017-06-19 14:43:10 -07:00
99efa7a9f3
Fixed catalyst tests except example tests
2017-06-19 14:43:10 -07:00
30e0520693
pricing data
2017-06-19 14:43:10 -07:00
fce97176d6
Changed zipline -> catalyst import paths
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* Updated cython build scripts
* Updated setup.py to to install catalyst package
* Updated momentum example to use catalyst package
* catalyst executable now supports loading pipelines from multiple bundles
2017-06-19 14:43:10 -07:00
be2fe35583
Crypto integration + multiple pipeline bundles
2017-06-19 14:43:10 -07:00
0840ea1bef
DEV: Pin configparser version
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It's a recent (to zipline) requirement of flake8.
2017-06-08 17:33:15 -04:00
970428f133
Merge pull request #1834 from quantopian/multiple-output-factor-window-safe
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ENH: Match window_safe status of multi output factor with factor
2017-06-08 08:36:26 -07:00
be4e1b975d
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
02b72fe376
ENH: Match window_safe status of multi output factor with factor
2017-06-08 10:19:04 -04:00
246eed215f
DOC: Add development guide .rst
2017-06-07 21:50:19 -04:00
1e4a094fec
Merge pull request #1833 from quantopian/labelarray-map
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Add support for relabeling classifiers.
2017-06-07 17:57:18 -07:00
dd857aa4d7
MAINT: Make _sortable_sentinel a singleton.
2017-06-07 20:17:58 -04:00
4cfbb12ab5
DOC: Fix typo in docstring.
2017-06-07 18:22:30 -04:00
61feedbd16
TST: Add test for missing values in relabel.
2017-06-07 18:21:13 -04:00
3b8a6b543e
BUG: Fix NoneType comparisons in PY3.
2017-06-07 18:21:03 -04:00
09cc54e08a
ENH: Improve error message on bad return.
2017-06-07 17:07:19 -04:00
65cc403e5a
Merge pull request #1822 from quantopian/var-and-cvar
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Add portfolio weights method to algorithms
2017-06-07 16:35:04 -04:00
18aa25efce
Merge pull request #1619 from quantopian/end-date-default-int64-max
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MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 15:55:27 -04:00
602a799a6b
Fix weights calculation to use portfolio value as denominator
2017-06-07 15:46:45 -04:00
709735de51
TEST: Test map returning None.
2017-06-07 15:28:15 -04:00
3ed396b08c
MAINT: s/NotImplementedError/TypeError.
2017-06-07 15:23:27 -04:00
cb7ee53111
BUG: fix assert_equal for tuple-keyed dictionaries
2017-06-07 14:50:13 -04:00
6bb31b2544
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
04a6736f36
MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 14:08:55 -04:00
5b9d5fecfb
ENH: Add relabel method to string classifiers.
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- Adds a `map` method to `LabelArray` that maps a unary function over
the categories of a LabelArray, shrinking the underyling codes if
possible.
- Adds a new `.relabel` method to string-dtype classifiers that maps a
unary function over the unique elements of the underlying LabelArray.
This is useful for things like cleaning noisy label data.
2017-06-07 13:14:12 -04:00
568bf0aa59
ENH: Add method for computing current portfolio weights
2017-06-07 13:13:14 -04:00
15a0b05681
MAINT: Add validator to validate_column.
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Who validates the validators?
2017-06-07 11:50:37 -04:00
ae97d97920
MAINT: Simplify ArrayPredicate.
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Just use `params` instead of custom `_init` and `_static_identity`.
2017-06-07 11:49:37 -04:00
5160b11bc1
TST: Updated modified time of market data in test_examples
2017-06-07 11:00:55 -04:00
1e2874385e
Merge pull request #1826 from quantopian/add-engine-docs
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Add engine docs
2017-06-06 11:21:57 -04:00
bb74a0e994
DOC: Include pipeline Term in documentations
2017-06-05 16:11:19 -04:00
a1fb90db03
DOC: Include all Factor methods in documentation
2017-06-05 16:10:47 -04:00
846744214f
DOC: Include PipelineEngine in documentation
2017-06-05 16:09:36 -04:00
82ebbfa18c
DOC: Removed non-existent classes from docs
2017-06-05 16:08:21 -04:00
4aeef2d533
DOC: Change docstrings to make documentation easier to read
2017-06-05 16:01:33 -04:00
2178ad1081
DOC: Create built in factors subheading, organize them alphabetically
2017-06-05 16:00:09 -04:00
092951470a
DOC: Fix invalid sphinx sections
2017-06-05 15:52:57 -04:00
cabe0b691c
Merge pull request #1812 from quantopian/google-finance-for-benchmarking
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BUG/MAINT: Switch over to Google for benchmarking
2017-06-05 12:09:55 -04:00
a12c34c39c
MAINT: Skip more rows to match change in treasury data format
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I'm not sure what the raw csv pulled from the federal reserve looked like before, but when trying to download fresh treasure data (data not stored in `./zipline`), there is an error that says "Time Period not in list". After checking the raw csv now, it looks like there are 5 header rows rather than just 1, so skipping those rows removes that error.
2017-06-05 11:44:01 -04:00
30813860f5
Merge pull request #1811 from quantopian/run-chunked-pipeline
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Run chunked pipeline
2017-06-02 17:29:15 -04:00
6b19e45db4
ENH: Use context manager to suppress nan-categorical warning
2017-06-02 16:48:26 -04:00
69d1269fc4
ENH: Include sharedoc function
2017-06-02 16:48:26 -04:00
a88df2be0d
ENH: Add run_chunked_pipeline method to PipelineEngine
2017-06-02 16:48:09 -04:00
bdd1f158a3
ENH: Add function for running pipelines in chunks
2017-06-02 16:47:55 -04:00
897de69a2c
ENH: Add function to concatenate list of dataframes with categoricals
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STY: Alphabetized import list
2017-06-02 16:47:37 -04:00
c03bed30b6
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-06-02 16:47:36 -04:00
7a6f45b971
TST: Change start date to fit benchmark start date
2017-06-01 23:35:11 -04:00
Conner Fromknecht