wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-06-27 20:51:34 +08:00
Code Issues Packages Projects Releases Wiki Activity
3,532 Commits 16 Branches 39 Tags
65cb8ecc26045a382012bf2190e0190ab8287c26
Commit Graph

3532 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Richard Frank 65cb8ecc26 BLD: Build other conda recipes. Build zipline recipe on appveyor. 2016-03-23 15:26:51 -04:00
Richard Frank d5f01c2ac4 BLD: Add pip cache to appveyor cache 2016-03-23 15:26:51 -04:00
Richard Frank 67b1e6b436 BLD: Stay in build dir to find tests 2016-03-23 15:26:51 -04:00
Richard Frank 70cb317610 BLD: Calculate travis cache dir 2016-03-23 15:26:51 -04:00
Richard Frank 8a5c8f5519 BLD: unshallow the travis git checkout so conda build can clone it 2016-03-23 15:26:51 -04:00
Richard Frank c753adc349 BLD: Eventual matrix 2016-03-23 15:26:51 -04:00
Richard Frank fbb29ba91a BLD: Have travis build zipline conda package 
Also include talib requirements when pip installing

Format numpy version for conda build

Include talib req in appveyor install too
 2016-03-23 15:26:51 -04:00
Richard Frank 8563e5fabb BLD: Windows ta-lib build 2016-03-23 15:26:51 -04:00
Richard Frank de65650fd2 BLD: Build ta-lib first 2016-03-23 15:26:51 -04:00
Richard Frank 15f9502a10 BLD: Updates to match travis 
BLD: Combine create and install
 2016-03-23 15:26:51 -04:00
Richard Frank b7f4a2f589 BLD: Provide env vars required by run_with_env.cmd 2016-03-23 15:26:50 -04:00
Joe Jevnik 96046fc12d BLD: appveyor.yml 2016-03-23 15:26:50 -04:00
David Michalowicz c8997901f3 Merge pull request #1072 from quantopian/too-many-factors 
run_pipeline failing given too many factors
 2016-03-23 15:25:19 -04:00
dmichalowicz 9d006b328b DOC: Add whatsnew entry 2016-03-23 15:08:38 -04:00
dmichalowicz 7e83a8df5f BUG: NumericalExpressions fail to merge with too many inputs 2016-03-23 14:04:50 -04:00
Maya Tydykov 4164ffdcb0 BUG: call correct method 2016-03-21 16:41:23 -04:00
Scott Sanderson 387c43511a DOC: Add missing word in docstring. 2016-03-20 17:05:48 -04:00
Scott Sanderson 14c1bb0cb5 Merge pull request #1046 from quantopian/classifiers 
Classifiers
 2016-03-20 16:57:34 -04:00
Scott Sanderson 396d2f4327 DOC: Update Filter/Factor/Classifier docstrings. 2016-03-19 19:09:16 -04:00
Scott Sanderson c90ac1ad33 DOC: Add whatsnew entry. 2016-03-19 19:09:16 -04:00
Scott Sanderson 3c53b4944b TEST: Test not calling super()._validate. 2016-03-19 19:09:16 -04:00
Scott Sanderson 381a231725 MAINT: Clean up mixin usage. 
- Use RestrictedDTypeMixin for dtype validation in
  Filter/Factor/Classifier.
- Use new LatestMixin for Latest{Filter,Factor,Classifier} instead of
  duplicating logic across all three.
- Always ignore return values in _validate.
- Consistently call super() first in validation mixins.
 2016-03-19 19:09:16 -04:00
Scott Sanderson bae78ae522 MAINT: Use clearer parameter name. 2016-03-19 17:04:28 -04:00
Scott Sanderson cace5f3a6c MAINT: Delete old classifier.py 2016-03-19 17:04:28 -04:00
Scott Sanderson 9505363f50 DOC: Add comment. 2016-03-19 17:04:28 -04:00
Scott Sanderson dd842bfde5 BUG: .latest, not latest. 
The latter happens to work on py2 :(.
 2016-03-19 17:04:28 -04:00
Scott Sanderson e6361ae48b MAINT: Re-export CustomFilter and CustomClassifier. 2016-03-19 17:04:28 -04:00
Scott Sanderson 53d3b0855b ENH: Add support for Classifiers. 
Classifiers are computations that represent grouping keys. They can be
used in conjuction with normalization functions like ``zscore`` or
``demean`` to perform normalizations over subsets of a dataset.

Notable changes:

- Added ``demean()`` and ``zscore()`` methods to ``Factor``.

- Added a classifier versions of ``Latest`` and ``CustomTermMixin``.
  The .latest attribute of int64 dataset columns no produces a
  classifier by default.

- Added ``Everything``, a classifier that maps all data to the same
  value.

- Added ``zipline.lib.normalize``, which implements a naive, pure-Python
  grouped normalize function.  This will likely be moved to Cython in a
  subsequent PR.
 2016-03-19 17:04:28 -04:00
Scott Sanderson 1f0e1e8908 BUG: Allow Filter comparisons with AssetExists. 
Allow comparisons like SomeFilter() & AssetExists().

Previously such comparisons would fail because & and | on Filters
explicitly checked that the other side of the operator was also a
Filter.

We now only enforce that the other side of the expression is a Term
with a dtype of bool_.
 2016-03-19 17:04:28 -04:00
Scott Sanderson 705f87215b DOC: Update engine docstrings. 2016-03-19 17:04:28 -04:00
Joe Jevnik bc09318ce3 Merge pull request #1066 from quantopian/issue-template-fix 
MAINT: fix bug in issue template
 2016-03-18 19:30:40 -04:00
Joe Jevnik 41c4416493 MAINT: fix bug in issue template 
due to rounding error the bitness function gave the correct result on 64b but not on 32b
 2016-03-18 19:19:01 -04:00
Adam Blackwell 858e61abdc Merge pull request #1058 from quantopian/relative_test_imports 
TST: fixing relative imports
 2016-03-16 13:03:48 -04:00
Adam Blackwell ebda1b2ec8 TST: fixing relative imports 2016-03-16 12:17:53 -04:00
Scott Sanderson f2bfaab842 Merge pull request #1057 from quantopian/fixture-cleanups 
MAINT: Cleanups while reading fixtures.
 2016-03-16 10:39:51 -04:00
Scott Sanderson 56942e4598 DOC: Fix typo in docstring. 2016-03-15 20:34:40 -04:00
Scott Sanderson 73562a159d MAINT: Cleanups while reading fixtures. 2016-03-15 20:25:37 -04:00
Joe Jevnik 71f4e28e90 Merge pull request #1054 from quantopian/with-trading-env 
WithTradingEnvironmnet and WithSimParams
 2016-03-15 19:35:33 -04:00
David Michalowicz 276a108cfd Merge pull request #1052 from quantopian/empty-pipeline-bug 
BUG: Empty pipeline failed to tz_localize
 2016-03-15 14:59:59 -04:00
Joe Jevnik 792860b4cb MAINT: rename bz.Data -> bz.data 2016-03-15 14:29:48 -04:00
dmichalowicz 990c76e9fb BUG: Empty pipeline failed to tz_localize 2016-03-15 14:19:31 -04:00
Richard Frank 2976280a76 DOC: Fixed example notebook to include required calls to symbol 2016-03-15 11:08:44 -04:00
Eddie Hebert c5e2c67cd5 Merge pull request #1050 from quantopian/minute-bar-unadjusted-window 
ENH: Unadjusted window data for minute bars.
 2016-03-14 21:53:36 -04:00
Eddie Hebert 0f14972e08 ENH: Unadjusted window data for minute bars. 
Add a method to minute bar reader which returns the OHLCV for all
requested fields for a list assets over the specified start and end
minutes.

Initial usage is intended for use by a loader which consumes minute bar
data to resample into daily bars, but may also be used when aggregating
minute data during '1d' history calls in Q2.0.

This iteration does not include including of early closes.
 2016-03-14 21:52:01 -04:00
Joe Jevnik 4f247e3aaa TST: Adds WithLogger and WithTradingEnvironment 2016-03-14 19:32:55 -04:00
Maya Tydykov ef04a240e7 Merge pull request #1041 from quantopian/fix-buyback-auth-tests-in-pipeline 
Fix buyback auth tests in pipeline
 2016-03-14 11:20:49 -04:00
Maya Tydykov 8022a47f74 BUG: fix previous frame logic and buyback auth tests 
WIP: earnings test case separated works

WIP: fix/reorganize buyback auth.

MAINT: clean up

MAINT: fix merge conflicts
 2016-03-14 10:39:17 -04:00
Stewart Douglas ccdb376489 Merge pull request #1018 from quantopian/order-multiplier-values 
BUG: Ensure consistent ordering of amounts, prices & multipliers
 2016-03-11 17:49:50 -05:00
Scott Sanderson 7a6d2fb66e MAINT: Use more specific signature in decorator. 
`if_not_float64_tell_caller_to_use_isnull` can't take additional
arguments, and accepting *args/**kwargs causes Sphinx to generate an
incorrect signature for decorated methods.
 2016-03-11 15:29:44 -05:00
Stewart Douglas 0e97a01c05 TST: Test multiple calls to update_positions 2016-03-11 13:16:25 -05:00