c8ca48f7f2
Merge pull request #897 from quantopian/remove-unused-prev-env
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REF: Remove unused trading env member.
2015-12-04 16:02:42 -05:00
8b39bbab45
REF: Remove unused trading env member.
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Usage of `prev_environment` was removed by a previous commit,
dc964a7e7d
2015-12-04 15:25:30 -05:00
ce3727ba8d
Merge pull request #884 from quantopian/returns-factor
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Adding a built in Returns factor to the pipeline API
2015-12-02 09:34:21 -05:00
d576a9dd3a
Add the built-in factors to the API docs for zipline.io, so that I can link to the Returns factor from the release notes.
2015-12-01 15:54:19 -05:00
026ab30ea5
Added an entry to whatsnew for 0.8.4.
2015-12-01 15:26:10 -05:00
631a1879a3
Adding a built in Returns factor to the pipeline API.
2015-12-01 13:24:41 -05:00
efcb016f64
Merge pull request #887 from quantopian/fix-pad
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MAINT: Alias methods for 0.17 compat.
2015-12-01 11:09:00 -05:00
3fda7a7be5
MAINT: Alias methods for 0.17 compat.
2015-12-01 10:48:20 -05:00
ef323a3165
ENH: adds lookup_expired_futures to asset_finder
2015-12-01 15:24:02 +01:00
7563265647
Merge pull request #849 from quantopian/futures-order-test-fix
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TST: Fixes test_order_methods_for_future
2015-11-30 12:40:49 -05:00
bbe3ab99ac
TST: Adds asset type verification to test_order tests
2015-11-30 12:25:04 -05:00
3f28a924d7
DOC: Add missing period in docstring.
2015-11-25 15:26:37 -05:00
f7cbb34c81
Merge pull request #875 from quantopian/spot-price-volume-and-nan
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Prepare spot_price for use by data portal.
2015-11-25 11:33:35 -05:00
5f81acea05
ENH: Return -1 for missing spot prices.
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Return -1 when there is a zero value for a spot price.
Intended for use by the incoming data portal changes. When the data
portal will see a -1 value, the portal will seek back a trading day
until a non-negative value is returned.
2015-11-25 11:32:36 -05:00
53dae6320c
BUG: Fix volume value returned by daily spot price
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Volumes were incorrectly having the thousands factor applied, however
the volume is written as is (without the factor, since it volume is an
int, not float value.)
Fix by adding a special case for volume which returns the price as is.
2015-11-25 10:19:52 -05:00
0e246a2eee
MAINT: error message cleanup
2015-11-24 16:55:07 -05:00
7896520bce
ENH: better error and don't catch attrerror
2015-11-24 16:45:52 -05:00
c62ac9ba74
ENH: cannot create two sentinels with same name and different doc
2015-11-24 16:45:52 -05:00
68a08d8c2a
DOC: whatsnew
2015-11-24 16:45:52 -05:00
0cf85dec98
BUG: fix issues with sentinel
2015-11-24 15:07:27 -05:00
b23d93c31e
Merge pull request #870 from quantopian/fix-docstring-typo
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BUG: Fix typo in CustomFactor docstring.
2015-11-23 14:11:55 -05:00
bdf66aaa3d
BUG: Fix typo in CustomFactor docstring.
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nan* functions should get passed the actual array.
Also adds code-block directives to the docstring so that they get
highlighted by Sphinx as Python code.
2015-11-23 13:38:05 -05:00
fde645aabe
BUG: Correctly filter all AssetExists() nodes.
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Previously we were only filtering input nodes.
2015-11-22 00:14:19 -05:00
d91267c811
STY: Rename assets to sids.
2015-11-20 23:05:16 -05:00
13c9610b55
Merge pull request #836 from quantopian/interactive-conveniences
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Interactive conveniences
2015-11-20 21:31:39 -05:00
121632e814
DOC: Add a whatsnew entry.
2015-11-20 21:12:34 -05:00
26cef8d959
DOC: Better doc and error messages for show_graph.
2015-11-20 21:09:12 -05:00
667254206b
DOC: warmup_assets is an optional arg.
2015-11-20 21:06:48 -05:00
f1d33aed96
ENH: Add warmup_assets to equity_pricing_loader.
2015-11-20 20:16:42 -05:00
01b820d96c
DOC: Add repr for CustomFactor.
2015-11-20 20:16:42 -05:00
0b2787a86b
MAINT: Add show_graph to Pipeline.
2015-11-20 20:15:52 -05:00
5d8a915d15
ENH: Add inspect() function to adjusted_array.
2015-11-20 20:15:43 -05:00
7aa04a2e17
ENH: Add pipeline.engine_from_files.
2015-11-20 20:13:19 -05:00
ac7b44af23
ENH: Add USEquityPricingLoader.from_files.
2015-11-20 20:13:19 -05:00
f169bb00aa
MAINT: Re-export USEquityPricingLoader.
2015-11-20 20:13:19 -05:00
cf7e87a4b9
DOC: Typo in docstring.
2015-11-20 20:02:56 -05:00
d8edadc9af
Merge pull request #866 from quantopian/chunk-queries
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BUG: chunk sqlite queries
2015-11-20 14:07:37 -05:00
f48f88861d
BUG: chunk sqlite queries into groups of 999.
2015-11-20 13:39:46 -05:00
dc68ad132a
Merge pull request #859 from quantopian/future_beta
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Better handle missing benchmarks when calculating beta
2015-11-19 13:11:43 -05:00
4237a08584
DOC: Updated whatsnew for missing benchmarks handling
2015-11-19 09:40:13 -05:00
34a842c052
MAINT: Also return nan when simulation is shorter than 2 days
2015-11-19 09:36:56 -05:00
f4cf30dd19
BUG: Return NaN beta when missing benchmarks
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instead of raising LinAlgError
2015-11-19 09:36:56 -05:00
a9c91a7fbf
MAINT: Add a script for deploying docs changes.
2015-11-19 02:59:31 -05:00
851eece612
MAINT: Add script for generating docs.
2015-11-19 02:55:36 -05:00
85a95ea0a1
Merge pull request #864 from quantopian/docs-improvements
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Docs improvements
2015-11-19 00:55:30 -05:00
7098462cd9
DOC: Document more documentation improvements.
2015-11-19 00:54:55 -05:00
3100a60dd4
DOC: Use absolute paths.
2015-11-19 00:50:00 -05:00
8503c91339
DOC: Verb choice.
2015-11-19 00:49:00 -05:00
7f9856d129
DOC: Add active development section to releases.
2015-11-19 00:47:35 -05:00
b71327d694
STY: Oxford comma.
2015-11-19 00:46:41 -05:00
Scott Sanderson