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Author SHA1 Message Date
Eddie Hebert 53dae6320c BUG: Fix volume value returned by daily spot price 
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
llllllllll 0e246a2eee MAINT: error message cleanup 2015-11-24 16:55:07 -05:00
llllllllll 7896520bce ENH: better error and don't catch attrerror 2015-11-24 16:45:52 -05:00
llllllllll c62ac9ba74 ENH: cannot create two sentinels with same name and different doc 2015-11-24 16:45:52 -05:00
llllllllll 68a08d8c2a DOC: whatsnew 2015-11-24 16:45:52 -05:00
llllllllll 0cf85dec98 BUG: fix issues with sentinel 2015-11-24 15:07:27 -05:00
Scott Sanderson b23d93c31e Merge pull request #870 from quantopian/fix-docstring-typo 
BUG: Fix typo in CustomFactor docstring.
 2015-11-23 14:11:55 -05:00
Scott Sanderson bdf66aaa3d BUG: Fix typo in CustomFactor docstring. 
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
Scott Sanderson fde645aabe BUG: Correctly filter all AssetExists() nodes. 
Previously we were only filtering input nodes.
 2015-11-22 00:14:19 -05:00
Scott Sanderson d91267c811 STY: Rename assets to sids. 2015-11-20 23:05:16 -05:00
Scott Sanderson 13c9610b55 Merge pull request #836 from quantopian/interactive-conveniences 
Interactive conveniences
 2015-11-20 21:31:39 -05:00
Scott Sanderson 121632e814 DOC: Add a whatsnew entry. 2015-11-20 21:12:34 -05:00
Scott Sanderson 26cef8d959 DOC: Better doc and error messages for show_graph. 2015-11-20 21:09:12 -05:00
Scott Sanderson 667254206b DOC: warmup_assets is an optional arg. 2015-11-20 21:06:48 -05:00
Scott Sanderson f1d33aed96 ENH: Add warmup_assets to equity_pricing_loader. 2015-11-20 20:16:42 -05:00
Scott Sanderson 01b820d96c DOC: Add repr for CustomFactor. 2015-11-20 20:16:42 -05:00
Scott Sanderson 0b2787a86b MAINT: Add show_graph to Pipeline. 2015-11-20 20:15:52 -05:00
Scott Sanderson 5d8a915d15 ENH: Add inspect() function to adjusted_array. 2015-11-20 20:15:43 -05:00
Scott Sanderson 7aa04a2e17 ENH: Add pipeline.engine_from_files. 2015-11-20 20:13:19 -05:00
Scott Sanderson ac7b44af23 ENH: Add USEquityPricingLoader.from_files. 2015-11-20 20:13:19 -05:00
Scott Sanderson f169bb00aa MAINT: Re-export USEquityPricingLoader. 2015-11-20 20:13:19 -05:00
Scott Sanderson cf7e87a4b9 DOC: Typo in docstring. 2015-11-20 20:02:56 -05:00
Jean Bredeche d8edadc9af Merge pull request #866 from quantopian/chunk-queries 
BUG: chunk sqlite queries
 2015-11-20 14:07:37 -05:00
Jean Bredeche f48f88861d BUG: chunk sqlite queries into groups of 999. 2015-11-20 13:39:46 -05:00
Richard Frank dc68ad132a Merge pull request #859 from quantopian/future_beta 
Better handle missing benchmarks when calculating beta
 2015-11-19 13:11:43 -05:00
Richard Frank 4237a08584 DOC: Updated whatsnew for missing benchmarks handling 2015-11-19 09:40:13 -05:00
Richard Frank 34a842c052 MAINT: Also return nan when simulation is shorter than 2 days 2015-11-19 09:36:56 -05:00
Richard Frank f4cf30dd19 BUG: Return NaN beta when missing benchmarks 
instead of raising LinAlgError
 2015-11-19 09:36:56 -05:00
Scott Sanderson a9c91a7fbf MAINT: Add a script for deploying docs changes. 2015-11-19 02:59:31 -05:00
Scott Sanderson 851eece612 MAINT: Add script for generating docs. 2015-11-19 02:55:36 -05:00
Scott Sanderson 85a95ea0a1 Merge pull request #864 from quantopian/docs-improvements 
Docs improvements
 2015-11-19 00:55:30 -05:00
Scott Sanderson 7098462cd9 DOC: Document more documentation improvements. 2015-11-19 00:54:55 -05:00
Scott Sanderson 3100a60dd4 DOC: Use absolute paths. 2015-11-19 00:50:00 -05:00
Scott Sanderson 8503c91339 DOC: Verb choice. 2015-11-19 00:49:00 -05:00
Scott Sanderson 7f9856d129 DOC: Add active development section to releases. 2015-11-19 00:47:35 -05:00
Scott Sanderson b71327d694 STY: Oxford comma. 2015-11-19 00:46:41 -05:00
Scott Sanderson e812a1c7a8 DOC: Document updates to documentation. 2015-11-19 00:15:17 -05:00
Scott Sanderson 1524944edd DOC: Many docs improvements. 
- Generate links to sourcecode via the Sphinx `viewcode` extension.
- Generate reference docs for Asset/Equity/Future, AssetFinder, and
  AssetDBWriter.
- Generate reference docs for Pipeline API classes.
- Fix broken links and formatting issues in the 0.8.4 whatsnew.
- Use embedsignature in _assets.pyx so that the signatures of Asset
  subclasses are inspectable.
 2015-11-19 00:15:17 -05:00
Scott Sanderson dfe21dc1de DOC: Add whatsnew for isnan and friends. 2015-11-18 22:44:20 -05:00
Scott Sanderson c5d5cfdc65 Merge pull request #861 from quantopian/pipeline-isnan 
ENH: Add isnan, notnan, and isfinite Factor methods.
 2015-11-18 22:41:37 -05:00
Scott Sanderson b43c4f4c0b ENH: Add isnan, notnan, and isfinite Factor methods. 2015-11-18 21:44:53 -05:00
Scott Sanderson 0cdd88a069 Merge pull request #847 from quantopian/fix-numpy1.10-failures 
MAINT: Fix type coercion warnings with numpy 1.10.
 2015-11-17 11:39:23 -05:00
Scott Sanderson aef38c4a74 MAINT: Remove unused import. 2015-11-17 11:22:08 -05:00
Scott Sanderson fed6655204 Merge pull request #817 from quantopian/speedup-retrieve-all 
Speedup retrieve all
 2015-11-16 18:22:59 -05:00
Scott Sanderson 0f349fc3ed MAINT: Fix type coercion warnings with numpy 1.10. 
Numpy warns about adding Python integers to uint32s and converting date
objects to datetime64.
 2015-11-15 22:42:36 -05:00
Scott Sanderson 4832004c33 TEST: Test fallback to start_date/end_date sorting. 
Adds tests asserting that we resolve conflicts in accordance with the
following rules when we have multiple assets holding the same symbol at
the same time:

If multiple SIDs exist for symbol S at time T, return the candidate
SID whose start_date is highest. (200 cases)

If multiple SIDs exist for symbol S at time T, the best candidate
SIDs share the highest start_date, return the SID with the highest
end_date. (34 cases)

It is the opinion of the author (ssanderson) that we should consider
this malformed input and fail here.  But this is the current indended
behavior of the code, and I accidentally broke it while refactoring.
These will serve as regression tests until the time comes that we
decide to enforce this as an error.

See https://github.com/quantopian/zipline/issues/837 for more
details.
 2015-11-13 18:26:54 -05:00
Scott Sanderson 06ab766544 MAINT: De-dupe shared filtering logic. 
We filter for assets that were alive at some reference date in multiple
places.
 2015-11-13 18:26:54 -05:00
Scott Sanderson a3bafd8dc7 MAINT/STY: Use dict.get instead of in check. 2015-11-13 18:26:54 -05:00
Scott Sanderson 26611b5d60 MAINT: Don't double-coerce to Timestamp. 
`normalize` would already fail if the input isn't a Timestamp.
 2015-11-13 18:26:54 -05:00
Scott Sanderson b9e4b62374 PERF: Fewer conversions in _convert_row_to_equity. 2015-11-13 18:26:54 -05:00